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Contemplating infinities.

 
 
DrewDad
 
Reply Sat 12 Apr, 2008 10:51 pm
While perusing the science section of Half-Price Books today, I ran across a book on infinity.

I didn't buy it, as I'd already picked out a couple of other books, but the opening discussion certainly had me thinking about how weird infinity can be.

Intuition can foul you up when thinking about infinity.

Intuition says that there are the same number of even and odd integers, but that there must be more even integers than prime numbers, or more integers than square numbers.

Not so, says the mathematician. You can map integers and squares one-to-one, which shows there are the same number of each.

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g day
 
  1  
Reply Sun 13 Apr, 2008 06:13 am
Inifinities - aren't numbers - so thinking about them as just really large numbers, and trying to do comparative mathematical operations on them will generally lead to errors.

To do operations with inifinities takes abit of training and care. You can't say there are the same number of integers and squares - becuase same is a mathematical instruction for equals - and equals is a operation on a number - not an infinity.

To deal with infinities you have to describe them tightly and describe the operation you wish to do on them well. The above example was a loose call from number theory - stated more precisely you don't ask is there more, you define two sets and ask does one grow towards infinity faster.

Mathematics has many surprises - example a tad over 30% of all positive integers start with the first digit 1, whereas only 4.5% start with 9 - regardless of the fact the set is infinite. It just requires the set to be a base 10 number system - no more. Very counter intuitive - one would think there is a 1/9 chance - say 11% for any digit preponderance.

Large random groups of positive base 10 integers actually distribute with a first digit probability (attention all people ever contemplating fraud) like this:

1 ~ 30.1029996%
2 ~ 17.6091259%
3 ~ 12.4938737%
4 ~ 9.6910013%
5 ~ 7.9181246%
6 ~ 6.694679%
7 ~ 5.7991947%
8 ~ 5.1152522%
9 ~ 4.5757491%

Surprised - forensic auditors aren't!
0 Replies
 
raprap
 
  1  
Reply Sun 13 Apr, 2008 08:25 am
Benfords Law and it holds for bases other than 10 (not in those proportions).

Rap
0 Replies
 
markr
 
  1  
Reply Sun 13 Apr, 2008 11:47 am
Quote:
Mathematics has many surprises - example a tad over 30% of all positive integers start with the first digit 1, whereas only 4.5% start with 9 - regardless of the fact the set is infinite. It just requires the set to be a base 10 number system - no more. Very counter intuitive - one would think there is a 1/9 chance - say 11% for any digit preponderance.


This is not true. Benford's Law does not deal with the set of all positive integers.

From Wolfram:
Quote:
A phenomenological law also called the first digit law, first digit phenomenon, or leading digit phenomenon. Benford's law states that in listings, tables of statistics, etc., the digit 1 tends to occur with probability , much greater than the expected 11.1% (i.e., one digit out of 9). Benford's law can be observed, for instance, by examining tables of logarithms and noting that the first pages are much more worn and smudged than later pages (Newcomb 1881). While Benford's law unquestionably applies to many situations in the real world, a satisfactory explanation has been given only recently through the work of Hill (1996).


From Wikipedia:
Quote:
Benford's law, also called the first-digit law, states that in lists of numbers from many real-life sources of data, the leading digit is 1 almost one third of the time, and larger numbers occur as the leading digit with less and less frequency as they grow in magnitude, to the point that 9 is the first digit less than one time in twenty. This is based on the observation that real-world measurements are generally distributed logarithmically, thus the logarithm of a set of real-world measurements is generally distributed uniformly.

This counter-intuitive result applies to a wide variety of figures, including electricity bills, street addresses, stock prices, population numbers, death rates, lengths of rivers, physical and mathematical constants, and processes described by power laws (which are very common in nature). The result holds regardless of the base in which the numbers are expressed, although the exact proportions of course change.
0 Replies
 
g day
 
  1  
Reply Sun 13 Apr, 2008 09:57 pm
It might have started as Benford's law (actually Newcomb's - 50 years earlier) - but it quickly progressed into number theory.

I believe it does hold for all positive integers - so long as you grow a set outwards from 0, rather than inwards from infinity! I remember the proof Dr Glass of Sydney university tabled in 1982, it went along the lines of examine the first digit of all positive integers starting at 1 and counting in buckets or groups of size Constant k - hence the number of elements in your group is always = n * k as we let n approach infinity.

Start with say k = 50. You get a result you expect. Now let k = 100, then 200, then 900. The results all converge to different numbers - so with any constant bucket size no consistent convergent answer can be found.

Now do the same but set the bucket size to be any power of the base (10 ^ k in our example) - the results always converge to digit d occurs log base 10 (1+1/d).

http://www.rexswain.com/benford.html

Talks about the forensics uses.

Now when I first heard this I thought garbage - so I went to see Prof John Canon who headed the pure maths department to get a really good random number calculator. JC wrote Cayley - a number theory program for handling groups with over 10 ^50 elements and capable of - in his words "infinite precision maths".

JC advised mod a very large pseudo random number ( say 200 digits) - say electrical atmospheric noise by 5 very large primes ( totalling say 120 digits) - this gives you a number that appears to be random in a set of about 10 ^ 300 - say the cube of all atoms in the universe.

So I did - and wrote a program that every order of 10 digits printed out how well the theory match a test. By the time I got to 1,000 digits - it agreed within 3 decimal places. By 10,000 numbers 5 places - by 1 million digits it was accurate to over eight decimal places. I left it going for a month on a mainframe as the idle process and it left no room for doubt.

A few years ago I contacted Prof Leanne Rylands of the Maths department of Western Sydney - she used to be my tutor. Leanne informed the algorithm had been adopted by forensic auditors - because sliced any way an altered dataset can be determined. So take sales data - slice it by period, by geography, by product, by sales team - the trend should be followed!

It even works (slightly weaker) with the second most prominent digit.

I'll look into it more - but my (at time poor memory) records this as a well established and provable law of number theory!

Matt
0 Replies
 
markr
 
  1  
Reply Sun 13 Apr, 2008 11:49 pm
Results from a "random" sampling don't prove that "a tad over 30% of all positive integers start with the first digit 1."

From the rexswain site:
Quote:
"You can't use it to improve your chances in a lottery," Dr. Nigrini said. "In a lottery someone simply pulls a series of balls out of a jar, or something like that. The balls are not really numbers; they are labeled with numbers, but they could just as easily be labeled with the names of animals. The numbers they represent are uniformly distributed, every number has an equal chance, and Benford's Law does not apply to uniform distributions."


From http://plus.maths.org/issue9/features/benford/
Quote:
In other words, Benford's Law needs data that are neither totally random nor overly constrained, but rather lie somewhere in between. These data can be wide ranging, and are typically the result of several processes, with many influences. For example, the populations in towns and cities can range from tens or hundreds to thousands or millions, and are affected by a huge range of factors.


From http://www.intuitor.com/statistics/Benford's%20Law.html
Quote:
Benford's law doesn't work for numbers controlled to a specific value, nor does it work for truly random numbers such as those generated by a random number generator. Benford's law also doesn't work well for small sample sizes. However, it holds true in a surprising number of situations. Benford's law shows that natural processes can be remarkably resistant to complete randomness.


Can you point me to a site that demonstrates that the leading digits of all positive numbers are not uniformly distributed among 1 through 9? Every Benford site I've visited seems to have the caveat shown above.
0 Replies
 
g day
 
  1  
Reply Mon 14 Apr, 2008 06:05 pm
markr wrote:
Results from a "random" sampling don't prove that "a tad over 30% of all positive integers start with the first digit 1."

I wasn't attempting a proof with a sample - I was looking for a numerically significant inclination! The proof had already been tabled in number theory - I just couldn't absorb it without some real world validation.

An once you hit a few billion extremely large sample space datasets that support your theory - you take serious notice. I didn't ask at the time if the divergent / convergent bucket sized counting proof was accepted world-wide as an exhaustive proof (if only a power series converges is that necessary and sufficient to call the result). I would challenge that totally random "numbers" (versus random "data" - which may or may not be numbers) don't align to Benford's law - because one of Australia's top maths professors gave me that number generator and he was rather insistent that this was very slow - but the absolute best way to generate numbers that are as random as possible (due to the nature of occurrences of primes and how they generate the entire set of integers and give them their properties - a far more advanced field of number theory). One test doesn't show this is conclusive - but it stayed in my mind - do you have any information about what random numbers (say integers) don't comply with Benford's law? I agree - random colours or emotions wouldn't follow Benford's law - but colour or some data aren't inherently integer numerics so they aren't even up for consideration!

But when I say all positive integers - I meant all, not a subset - because some special subsets will not converge, but they tend to be the marked case (e.g. peoples height). When you say but Gambling doesn't show this trend - you have to recall that 1) some gambling has a restricted field - so this will effect your win results in a way that may or may not be a Poission or binomial distribution and or 2) the effort that goes in to making pseudo random number generators for gambling is enormous - and don't presume they generate numbers that are normally distributed either!

Once someone says "all positive integers" you are exposed to the behaviours of the entire group - an infinite group - that from human perception kinda starts at zero and expands outwards, not a finite slice of the group that human perception usually deals with.

You might find the proof I mentioned if you google more broadly into number theory rather than just Benford theory. I'll see if I can dig up my lecturer's e-mail and shoot her a line to ask specifically when mathematicians had the first accepted proof of Benford's law - cause I accepted it was alot before the late nineties.
0 Replies
 
spendius
 
  1  
Reply Mon 14 Apr, 2008 06:15 pm
Could Benford's Law be applied to the national lottery to any advantage?
0 Replies
 
raprap
 
  1  
Reply Mon 14 Apr, 2008 07:51 pm
Speaking of infinities--check the subject of Cardinality of infinite sets.....some are countably infinite (natural numbers) and some are uncountable (Real Numbers). The mapping of natural numbers to their squares are countably infinite, consequently bijective. The mapping of natural numbers to real numbers is only injective, consequently the set cardinality is not the same (not bijective).

Real weirdness here, things are true that aren't intuitive. Took some real work that reject classicism....Number theorists followed the lead of Galoise of Abel in algebra and Riemann and Lobachesky in geometry. The 19th century resulted in the logical rejection of Aristotle from modern mathematics.

Rap
0 Replies
 
Vengoropatubus
 
  1  
Reply Mon 14 Apr, 2008 09:13 pm
g__day wrote:
You can't say there are the same number of integers and squares - becuase same is a mathematical instruction for equals - and equals is a operation on a number - not an infinity.

You're wrong about three things here. For one, equality is not an operation at all. It is a relation. Also, it's not a relation specifically on numbers, but on sets i.e. {1,2,3}={3,1,2} (note that sets can be used to define numbers). For a third, you actually can compare the numbers of those things. Talking about the number of integers or squares is another way of talking about their cardinalities. The cardinality of both sets is, in fact, Aleph-null, and it can be proven that the two sets are of the same cardinality by mapping one of the sets onto the other in such a way that every element in one set is mapped uniquely to an element in the other set.
0 Replies
 
markr
 
  1  
Reply Mon 14 Apr, 2008 09:36 pm
This may be somewhat related to your bucket example above, but with (apparently) different results.

For any given interval 1 to (10^k)-1, the leading digits are evenly distributed among the digits 1-9. This is true for all k > 0.

At what point do the 1s start to show up more frequently than the other digits?
0 Replies
 
markr
 
  1  
Reply Mon 14 Apr, 2008 10:16 pm
Here's an interesting discussion that sounds like what you were talking about:

http://primes.utm.edu/notes/faq/BenfordsLaw.html

It makes sense that since 1 is the first possible leading digit, the density of numbers less than x starting with 1 will always be greater than or equal to 1/9. Also, since 9 is the last possible leading digit, its density will always be less than or equal to 1/9.

This speaks to the distribution of the leading digits, but I don't see the leap to the conclusion that "30% of all positive integers start with the digit 1." I can see that if you pick a random value N, and then select random numbers in the interval 1 to N, you will observe a non-uniform distribution of leading digits that matches Benford's law as you repeat the experiment with different N.

I don't have a JSTOR account, but if you follow the Raimi1976 link, you can see one page of his paper. It contains this statement:
"Indeed, while a truly random table should show a frequency of 1/9 for occurrence of a given first digit p (p = 1, 2, ..., 9), many observed tables give a frequency approximately equal to log10(p+1)/p."
0 Replies
 
 

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