Characterizations and Kullback-Leibler Divergence of Gompertz Distributions
Information Theory
2014-02-14 v1 math.IT
Abstract
In this note, we characterize the Gompertz distribution in terms of extreme value distributions and point out that it implicitly models the interplay of two antagonistic growth processes. In addition, we derive a closed form expressions for the Kullback-Leibler divergence between two Gompertz Distributions. Although the latter is rather easy to obtain, it seems not to have been widely reported before.
Keywords
Cite
@article{arxiv.1402.3193,
title = {Characterizations and Kullback-Leibler Divergence of Gompertz Distributions},
author = {Christian Bauckhage},
journal= {arXiv preprint arXiv:1402.3193},
year = {2014}
}