Digital data forensics, which gathers evidence of data composition, origin, and history, is crucial in our digital world. Although this new research field is still in its infancy stage, it has started to attract increasing attention from the multimedia-security research community. This lecture addresses the first digit law and its applications to digital forensics. First, the Benford and generalized Benford laws, referred to as first digit law, are introduced. Then, the application of first digit law to detection of JPEG compression history for a given BMP image and detection of double JPEG compressions are presented. Finally, applying first digit law to detection of double MPEG video compressions is discussed. It is expected that the first digit law may play an active role in other task of digital forensics. The lesson learned is that statistical models play an important role in digital forensics and for a specific forensic task different models may provide different performance.