Related papers: Order Statistics and Benford's Law

Employing profits data of Japanese firms in 2003--2005, we kinematically exhibit the static log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed balance is adopted together with…

Inspired by the basic stick fragmentation model proposed by Becker et al. in arXiv:1309.5603v4, we consider three new versions of such fragmentation models, namely, continuous with random number of parts, continuous with probabilistic…

Using the sum invariance property of Benford random variables, we prove that an $n$-digit Benford variable converges to a Benford variable as $n$ approaches infinity.

This paper revisits the ordered statistics decoding (OSD). It provides a comprehensive analysis of the OSD algorithm by characterizing the statistical properties, evolution and the distribution of the Hamming distance and weighted Hamming…

We consider the zeta distributions which are discrete power law distributions that can be interpreted as the counterparts of the continuous Pareto distributions with unit scale. The family of zeta distributions forms a discrete exponential…

In the first part of the paper, we study the inversion statistic of random permutations under the family $(\mathbb{P}_\theta^{(n)})_{\theta \ge 0}$ of Ewens sampling distributions on $S_n$. We obtain a rather simple exact formula for the…

We consider the k-th order statistic from unit exponential distribution and show that it can be represented as a sum of independent exponential random variables. Our proof is simple and different. It readily proves that the standardized…

Let ${\bf L}$ be the unit exponential random variable and ${\bf Z}_\alpha$ the standard positive $\alpha$-stable random variable. We prove that $\{(1-\alpha) \alpha^{\gamma_\alpha} {\bf Z}_\alpha^{-\gamma_\alpha}, 0< \alpha <1\}$ is…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

The following work is written in easy language for college level students. It shows how the first digit probabilities of a group of continuous real-valued functions can be calculated. Thus, examples explaining how the probabilities are…

This article presents a modern deterministic framework for the study of leading significant digit distributions in numerical data. Rather than relying on traditional probabilistic or mixture-based explanations, we demonstrate that the…

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

Let $(d_n)$ be a sequence of positive numbers and let $(X_n)$ be a sequence of positive independent random variables. We provide an upper bound for the deviation between the distribution of the mantissaes of $(X_n^{d_n})$ and the Benford's…

The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…

Gram's Law describes a pattern that frequently occurs in the distribution of the non-trivial zeros of the Riemann zeta function along the critical line. Whenever Gram's Law holds true, it reduces the difficulty of computing the…

We consider random permutations derived by sampling from stick-breaking partitions of the unit interval. The cycle structure of such a permutation can be associated with the path of a decreasing Markov chain on $n$ integers. Under certain…

A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…

We show that the laws of Zipf and Benford, obeyed by scores of numerical data generated by many and diverse kinds of natural phenomena and human activity are related to the focal expression of a generalized thermodynamic structure. This…

Let $f_n$ be a random polynomial of degree $n$, whose coefficients are independent and identically distributed random variables with mean-zero and variance one. Let $\Delta(f_n)$ denote the discriminant of $f_n$, that is $\Delta(f_n) =…

We establish a coboundary condition for a sequence of ergodic sums (i.e.~Birkhoff partial sums) to be almost surely uniformly distributed mod $1$. Applications are given when the sequence is generated by a Gibbs-Markov map. In particular,…