From: W. Trevor King Date: Mon, 30 Jun 2008 21:39:51 +0000 (+0000) Subject: Importing NanoBlogger post "Gompertz/Gumbel distributions" X-Git-Url: http://git.tremily.us/?a=commitdiff_plain;h=7d50a5a0da960824e98291052aa80953f8362a7b;p=blog.git Importing NanoBlogger post "Gompertz/Gumbel distributions" --- diff --git a/posts/Gompertz/Gumbel_distributions.mdwn b/posts/Gompertz/Gumbel_distributions.mdwn new file mode 100644 index 0000000..7ca7c91 --- /dev/null +++ b/posts/Gompertz/Gumbel_distributions.mdwn @@ -0,0 +1,16 @@ +[[!meta title="Gompertz/Gumbel distributions"]] +[[!meta date="2008-06-30 17:39:51"]] +[This paper](http://www.statistik.uni-dortmund.de/de/content/forschung/publikationen/forschungsberichte/Life-Table-Forecasting.pdf) by Peter Pflaumer gives a bit more technical detail to the whole Gompertz/Gumbel lifespan thing. +I need to remember that my model works, I just need a stable way of estimating the model parameters from which to start optimizing a fit. +Pflaumer derives a formula for the mode, but it is still trancendental in the force scaling parameter. + +Hmm, I should see what Garrett thinks of the [economics](http://dx.doi.org/10.1016/j.insmatheco.2006.02.012) of this distribution, since that's what it was originally developed for. +He probably already knows all about it, why didn't I think to ask last weekend? +Ah, because I started this on Sunday and saw him on Saturday :p. + +I though [this](http://dx.doi.org/10.1016/j.cam.2003.12.030) aught to do it for me, but it seems their rate has an extra `-ln(P)` in it. +Rats. + +Desperate times call for going back to [Gompertz' original paper](http://www.jstor.org/stable/107756). + +[[!tag theory]]