GompertzDistribution Class 
Namespace: Accord.Statistics.Distributions.Univariate
The GompertzDistribution type exposes the following members.
Name  Description  

GompertzDistribution 
Initializes a new instance of the GompertzDistribution class.

Name  Description  

Entropy 
Not supported.
(Overrides UnivariateContinuousDistributionEntropy.)  
Mean 
Not supported.
(Overrides UnivariateContinuousDistributionMean.)  
Median 
Gets the median for this distribution.
(Overrides UnivariateContinuousDistributionMedian.)  
Mode 
Gets the mode for this distribution.
(Overrides UnivariateContinuousDistributionMode.)  
Quartiles 
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
StandardDeviation 
Gets the Standard Deviation (the square root of
the variance) for the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Support 
Gets the support interval for this distribution.
(Overrides UnivariateContinuousDistributionSupport.)  
Variance 
Not supported.
(Overrides UnivariateContinuousDistributionVariance.) 
Name  Description  

Clone 
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.)  
ComplementaryDistributionFunction 
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.)  
CumulativeHazardFunction 
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double) 
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double, Double) 
Gets the cumulative distribution function (cdf) for this
distribution in the semiclosed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.)  
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
Fit(Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Generate 
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Random) 
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Random) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double, Random) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
GetHashCode  Serves as the default hash function. (Inherited from Object.)  
GetRange 
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
HazardFunction 
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
InnerComplementaryDistributionFunction 
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.)  
InnerDistributionFunction 
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerDistributionFunction(Double).)  
InnerInverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.)  
InnerLogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerLogProbabilityDensityFunction(Double).)  
InnerProbabilityDensityFunction 
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionInnerProbabilityDensityFunction(Double).)  
InverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Inherited from UnivariateContinuousDistribution.)  
LogCumulativeHazardFunction 
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
LogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
ProbabilityDensityFunction 
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
QuantileDensityFunction 
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Inherited from UnivariateContinuousDistribution.)  
ToString 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(IFormatProvider) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String, IFormatProvider) 
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)  
IsEqual 
Compares two objects for equality, performing an elementwise
comparison if the elements are vectors or matrices.
(Defined by Matrix.)  
To(Type)  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) 
The Gompertz distribution is a continuous probability distribution. The Gompertz distribution is often applied to describe the distribution of adult lifespans by demographers and actuaries. Related fields of science such as biology and gerontology also considered the Gompertz distribution for the analysis of survival. More recently, computer scientists have also started to model the failure rates of computer codes by the Gompertz distribution. In marketing science, it has been used as an individuallevel model of customer lifetime.
References:
The following example shows how to construct a Gompertz distribution with η = 4.2 and b = 1.1.
// Create a new Gompertz distribution with η = 4.2 and b = 1.1 GompertzDistribution dist = new GompertzDistribution(eta: 4.2, b: 1.1); // Common measures double median = dist.Median; // 0.13886469671401389 // Cumulative distribution functions double cdf = dist.DistributionFunction(x: 0.27); // 0.76599768199799145 double ccdf = dist.ComplementaryDistributionFunction(x: 0.27); // 0.23400231800200855 double icdf = dist.InverseDistributionFunction(p: cdf); // 0.26999999999766749 // Probability density functions double pdf = dist.ProbabilityDensityFunction(x: 0.27); // 1.4549484164912097 double lpdf = dist.LogProbabilityDensityFunction(x: 0.27); // 0.37497044741163688 // Hazard (failure rate) functions double hf = dist.HazardFunction(x: 0.27); // 6.2176666834502088 double chf = dist.CumulativeHazardFunction(x: 0.27); // 1.4524242576820101 // String representation string str = dist.ToString(CultureInfo.InvariantCulture); // "Gompertz(x; η = 4.2, b = 1.1)"