Stand-up Maths: Do these scatter plots reveal fraudulent vote-switching in Michigan?

Another group of people using statistical methods have shown that Biden has stolen Trump's votes! To be more precise, they have misused statistical methods to prove their point. Well as you know there are lies, damned lies and statistics.

The "proof" relies on a fact that multiple elections were held at the same time (at least in some states). The people who have conducted the analysis have calculated the difference between the fraction of votes for Trump (in presidential elections), \( v_t \) and the fraction of votes for Republican candidates in other elections, \( v_r \):

\begin{equation} \Delta = v_t - v_r . \end{equation}

They have found that \( \Delta \) decreases with \( v_r \). Their claim is that with larger \( v_r \) we should observe larger \( v_t \), therefore \( \Delta \approx 0 \). Which appears logical from the first glance, but is actually false.

Let us imagine that there is some non-zero probability of defecting (voting for president representing another party), \( p_d \). Assuming that there were \( 1 - v_r \) votes cast for Democrats (equivalent to assumption that there are no third parties), fraction of votes cast for Trump will be given by:

\begin{equation} v_t = v_r (1-p) + (1-v_r) p . \end{equation}

Fraction of votes cast for Trump is a sum of votes from non-defecting Republican voters and votes from defecting Democrat voters. Let us now obtain the expression for difference:

\begin{equation} \Delta = \left[ v_r (1-p) + (1-v_r) p \right] - v_r
= p ( 1 - 2 v_r ) . \end{equation}

So, it appears qualitatively the same as this simplistic model predicts. And we have no election rigging built into the model.

We invite you to watch a video by Matt Parker from Stand-up maths, which explores this topic.

COVID-19: Inverting recovery model

In the recent series of posts we have discussed estimation of the recovery time distribution from the empirical COVID-19 data (the confirmed cases time series). This was a quite easy task as we know both the confirmed cases time series and the recovered cases time series. In this post we will make an attempt to solve an inverse problem. Namely, I will try to recover the confirmed cases time series from the recovered cases time series.

Stand-up Maths: Why do Biden's votes not follow Benford's Law?

There are many unsubstantiated claim about election fraud in the recent US presidential elections. Most of these claims provide no proofs or arguments, while there are few which are supposedly scientific. One of the example relies on the Benford's law, which specifies the expected frequency at which we should observe specific first digit of certain number. So if vote counts in polling stations do not follow Benford's law, it should be an indication of wide spread fraud!

Not so fast, as often in science, laws and models are applicable only when certain conditions (assumptions) are satisfied. In case of Benford's law, one main condition is that the original numbers (first digits of which we consider) should span multiple orders of magnitude. Also Benford's law is formulated as a rather general empirical observation. The law is supposedly observed in many naturally occurring data.

Vote counts is obviously an example of naturally occurring data. The issue is that vote counts do not span many order of magnitude. Also vote counts, especially in elections with two competitors, are not related to exponential growth (which is prevalent in many naturally occurring systems), which can actually be a driver for the Benford's law.

Watch the following video by Stand-up Maths for a video discussion on applicability of the Benford's law to the data from the recent presidential election in the US. The video below covers another simple method to check for the election fraud.

COVID-19: Recovery model with convolution

In the previous post we have shown that Weibull recovery model works well when trying to reconstruct the recovered cases time series from the confirmed cases time series. In that post we have used random simulation to generate fake recovered cases time series. In this post we will use convolution to get the expected recovered cases time series.

Ten years ago

Today we celebrate 10 years since our English "Hello World" post! While it was not the first post on Physics of Risk, (we were writing posts in Lithuanian since 2006), nor it was the first post written in English (a post on Kirman's ants was published on April 11, 2010), it is still an important post, which marks our transition to writing in English.

Stock image from pixabay.Fig. 1:Stock image from pixabay.

It is interesting to see if we will survive another 10 years.