  This is a detailed survey which mainly presents the Pinkham-Feller way. I
added some new points to the first version [V2] and I suppressed "Examples"
devoted to Gamma, Fr\'echet and Weibull laws. Theorem 2 is a bit more general
(no assumption of density: this answers a question of T. Hill). Section 10 is
new and devoted to an argument (Poincar\'e, Fewster) about the effect of high
frequencies oscillations. Maybe many works, many efforts, have been devoted to
the study of a sufficient condition of poor value: see Sections 7 and 11. The
final Section gives some suggestions.
