In 2004, I participated in a series of studies to understand where people carry mobile phones. Fumiko Ichikawa presented the first public results of this research in a paper entitled Where's the Phone - a Study of Mobile Phone Location in Public Spaces (pdf - 343KB) at the Mobility 2005 conference in Guangzhou, China. This paper draws on data from the first 3 studies - Helsinki, Milan and New York.
I recommend you read Jan Chipchase detailed blog post about this and the follow up studies in Korea, China, Japan, etc.

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