How can I know if an application is stealing my phone's internet data?
There is a mobile app called Mobilescope that can monitor your phone to see what each app does and which one is leaking data. This is a service that you can access through their website. I do believe you need to sing up for this service. Here you can monitor the finding and check your apps that you've installed on your mobile device. You'll see if this app is dangerous or not. The app is detailed on the site and whenever an app sends out your personal information from your email account or other things on your phone it sends out an alert. This way the company can monitor all apps on mobile devices.
Otherwise, on Android devices, you can monitor and check your app on your devices that are already installed.