IDEAS home Printed from https://ideas.repec.org/a/spr/stmapp/v30y2021i3d10.1007_s10260-020-00547-1.html
   My bibliography  Save this article

Recurrence relations and Benford’s law

Author

Listed:
  • Madeleine Farris

    (Wellesley College)

  • Noah Luntzlara

    (University of Michigan)

  • Steven J. Miller

    (Williams College)

  • Lily Shao

    (Williams College)

  • Mengxi Wang

    (University of Michigan)

Abstract

There are now many theoretical explanations for why Benford’s law of digit bias surfaces in so many diverse fields and data sets. After briefly reviewing some of these, we discuss in detail recurrence relations. As these are discrete analogues of differential equations and model a variety of real world phenomena, they provide an important source of systems to test for Benfordness. Previous work showed that fixed depth recurrences with constant coefficients are Benford modulo some technical assumptions which are usually met; we briefly review that theory and then prove some new results extending to the case of linear recurrence relations with non-constant coefficients. We prove that, for certain families of functions f and g, a sequence generated by a recurrence relation of the form $$a_{n+1} = f(n)a_n + g(n)a_{n-1}$$ a n + 1 = f ( n ) a n + g ( n ) a n - 1 is Benford for all initial values. The proof proceeds by parameterizing the coefficients to obtain a recurrence relation of lower degree, and then converting to a new parameter space. From there we show that for suitable choices of f and g where f(n) is nondecreasing and $$g(n)/f(n)^2 \rightarrow 0$$ g ( n ) / f ( n ) 2 → 0 as $$n \rightarrow \infty $$ n → ∞ , the main term dominates and the behavior is equivalent to equidistribution problems previously studied. We also describe the results of generalizing further to higher-degree recurrence relations and multiplicative recurrence relations with non-constant coefficients, as well as the important case when f and g are values of random variables.

Suggested Citation

  • Madeleine Farris & Noah Luntzlara & Steven J. Miller & Lily Shao & Mengxi Wang, 2021. "Recurrence relations and Benford’s law," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 797-817, September.
  • Handle: RePEc:spr:stmapp:v:30:y:2021:i:3:d:10.1007_s10260-020-00547-1
    DOI: 10.1007/s10260-020-00547-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10260-020-00547-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10260-020-00547-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Steven J. Miller, 2015. "Benford's Law: Theory and Applications," Economics Books, Princeton University Press, edition 1, number 10527.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Roy Cerqueti & Claudio Lupi, 2021. "Some New Tests of Conformity with Benford’s Law," Stats, MDPI, vol. 4(3), pages 1-17, September.
    2. Ausloos, Marcel & Ficcadenti, Valerio & Dhesi, Gurjeet & Shakeel, Muhammad, 2021. "Benford’s laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    3. Huang, Yasheng & Niu, Zhiyong & Yang, Clair, 2020. "Testing firm-level data quality in China against Benford’s Law," Economics Letters, Elsevier, vol. 192(C).
    4. Arno Berger & Theodore P. Hill, 2021. "The mathematics of Benford’s law: a primer," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 779-795, September.
    5. Katherine M. Anderson & Kevin Dayaratna & Drew Gonshorowski & Steven J. Miller, 2022. "A New Benford Test for Clustered Data with Applications to American Elections," Stats, MDPI, vol. 5(3), pages 1-15, August.
    6. M Lesperance & W J Reed & M A Stephens & C Tsao & B Wilton, 2016. "Assessing Conformance with Benford’s Law: Goodness-Of-Fit Tests and Simultaneous Confidence Intervals," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-20, March.
    7. Lucio Barabesi & Andrea Cerioli & Domenico Perrotta, 2021. "Forum on Benford’s law and statistical methods for the detection of frauds," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 767-778, September.
    8. Gueron, Eduardo & Pellegrini, Jerônimo, 2022. "Application of Benford–Newcomb law with base change to electoral fraud detection," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    9. Arno Berger & Chuang Xu, 2019. "Best Finite Approximations of Benford’s Law," Journal of Theoretical Probability, Springer, vol. 32(3), pages 1525-1553, September.
    10. Don Lemons & Nathan Lemons & William Peter, 2021. "First Digit Oscillations," Stats, MDPI, vol. 4(3), pages 1-7, July.
    11. Barabesi, Lucio & Pratelli, Luca, 2020. "On the Generalized Benford law," Statistics & Probability Letters, Elsevier, vol. 160(C).
    12. Jaroslav Petráš & Marek Pavlík & Ján Zbojovský & Ardian Hyseni & Jozef Dudiak, 2023. "Benford’s Law in Electric Distribution Network," Mathematics, MDPI, vol. 11(18), pages 1-27, September.
    13. Hsiang-chi Tseng & Wei-neng Huang & Ding-wei Huang, 2017. "Modified Benford’s law for two-exponent distributions," Scientometrics, Springer;Akadémiai Kiadó, vol. 110(3), pages 1403-1413, March.

    More about this item

    Keywords

    Benford’s law; Recurrence relations;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stmapp:v:30:y:2021:i:3:d:10.1007_s10260-020-00547-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.