2014
DOI: 10.1080/03610926.2014.892323
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Goodness-of-fit tests for the Gompertz distribution

Abstract: While the Gompertz distribution is often fitted to lifespan data, testing whether the fit satisfies theoretical criteria is being neglected. Here four goodness-of-fit measures-the Anderson-Darling statistic, the correlation coefficient test, a statistic using moments, and a nested test against the generalized extreme value distributions-are discussed. Along with an application to laboratory rat data, critical values calculated by the empirical distribution of the test statistics are also presented.

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Cited by 27 publications
(14 citation statements)
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“…then (9) is the result (see, for example, Lenart and Missov 2015). The Gumbel distribution is a location-scale distribution with ν denoting the mode and β being the scale parameter.…”
Section: Application To Statistical Estimationmentioning
confidence: 99%
See 1 more Smart Citation
“…then (9) is the result (see, for example, Lenart and Missov 2015). The Gumbel distribution is a location-scale distribution with ν denoting the mode and β being the scale parameter.…”
Section: Application To Statistical Estimationmentioning
confidence: 99%
“…This dependency arises because of the truncation of the Gumbel distribution and because of the use of a instead of M as a parameter. Parameterization (3) partially overcomes this problem because it requires estimation of M instead of a (Lenart and Missov 2015). In mortality research, the "inverse relationship" between a and b is first identified by Strehler and Mildvan (1960, eq.…”
Section: Application To Statistical Estimationmentioning
confidence: 99%
“…4. Entropy H measures heterogeneity in the age at death or, alternatively, the elasticity of life expectancy with respect to proportional changes in age-specific mortality (Keyfitz, 1977). It is defined as…”
Section: γGm Model-based Mortality Measuresmentioning
confidence: 99%
“…3. Life disparity e † measures, on the one hand, how much lifespans differ among individuals and, on the other hand, how many life years are lost because of death (Keyfitz, 1977). It is defined as the average remaining life expectancy at ages when deaths occur:…”
Section: γGm Model-based Mortality Measuresmentioning
confidence: 99%
“…On the one hand, the Gompertz distribution is a truncated (at 0) Gumbel distribution (see Gumbel 1958;Lenart and Missov 2014, for a broader discussion), which is a member of the class of generalized extreme value (GEV) distributions. The latter describe distributions of minima or maxima of a set of random variables.…”
Section: Gompertz-makeham Hazardmentioning
confidence: 99%