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Comment on Testing Benford's Law

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"If a set of values were truly random, each leading digit would appear about 11% of the time"

This kind of mathematically unsophisticated reasoning is exactly why Benford's law is so surprising to people. If you think of what it means for a value to be "truly random", the result is not surprising at all.

"random" is commonly taken to be uniformly distributed. There is no particular reason to expect unbounded support, even if you feel it shouldn't be a certain interval.

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