The Unit-Gompertz Distribution: Characterizations and Properties
M Z Anis
TL;DR
This paper provides new characterizations and properties of the unit-Gompertz distribution, expanding understanding of its mathematical structure and correcting previous errors in the literature.
Contribution
It introduces novel characterization results for the unit-Gompertz distribution using truncated moments, filling a gap in the existing literature.
Findings
Derived new characterizations of the distribution
Investigated additional mathematical properties
Corrected previous errors in the literature
Abstract
In a recent paper, Mazucheli et al. (2019) introduced the unit-Gompertz (UG) distribution and studied some of its properties. In a complementary work, Anis and De (2020) corrected some of the subtle errors in the original paper and studied some other interesting properties of this new distribution. However, to the best of our knowledge no charcterization results on this distribution have appeared in the literature. This is addressed in the present paper using truncated moments; and some more properties are investigated.
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Taxonomy
TopicsStatistical Distribution Estimation and Applications · Financial Risk and Volatility Modeling · Advanced Statistical Methods and Models