2014/02/13 by Christian Bauckhage, Bauckhage, Christian
Economics, Econometrics and Finance · #Economic theories and models #Complex Systems and Time Series Analysis
paper · pdf · doi:10.48550/arxiv.1402.3193
In this note, we characterize the Gompertz distribution in terms of extreme\nvalue distributions and point out that it implicitly models the interplay of\ntwo antagonistic growth processes. In addition, we derive a closed form\nexpressions for the Kullback-Leibler divergence between two Gompertz\nDistributions. Although the latter is rather easy to obtain, it seems not to\nhave been widely reported before.\n