Friday, July 4, 2014

todo: Gomperz, Weibull variance comparison

Given the same mean lifespan, how are the variances of Gompertz and Weibull distribution? GG01 suggests that Weibull is the default model and Gompertz is the derived one. They also argue that it is the initial stage are different.

A technical problem is the tail part. Do the models comparison in practice basically differ in the tails?

We do similar study.
1. Simulate Gompertz random variables and compare AIC with Gompertz and Weibull.

2. Simulate Weibull random variables and compare AIC with Gompertz and Weibull.

3. Use linear fitting to check the initial stages.

Useful links: Weibull random number generator
http://stat.ethz.ch/R-manual/R-patched/library/stats/html/Weibull.html

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