How fast increasing powers of a continuous random variable converge to Benford’s law
It is known that increasing powers of a continuous random variable converge in distribution to Benford’s law as the exponent approaches infinity. The rate of convergence has been estimated using Fourier analysis, but we present an elementary method, which is easier to apply and provides a better est...
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Published in | Statistics & probability letters Vol. 83; no. 12; pp. 2688 - 2692 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.12.2013
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Subjects | |
Online Access | Get full text |
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Summary: | It is known that increasing powers of a continuous random variable converge in distribution to Benford’s law as the exponent approaches infinity. The rate of convergence has been estimated using Fourier analysis, but we present an elementary method, which is easier to apply and provides a better estimation in the widely studied case of a uniformly distributed random variable. |
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ISSN: | 0167-7152 1879-2103 |
DOI: | 10.1016/j.spl.2013.09.003 |