Gompertz (Truncated Gumbel) DistributionΒΆ

For \(x\geq0\) and \(c>0\) . In JKB the two shape parameters \(b,a\) are reduced to the single shape-parameter \(c=b/a\) . As \(a\) is just a scale parameter when \(a\neq0\) . If \(a=0,\) the distribution reduces to the exponential distribution scaled by \(1/b.\) Thus, the standard form is given as

\begin{eqnarray*} f\left(x;c\right) & = & ce^{x}\exp\left[-c\left(e^{x}-1\right)\right]\\ F\left(x;c\right) & = & 1-\exp\left[-c\left(e^{x}-1\right)\right]\\ G\left(q;c\right) & = & \log\left[1-\frac{1}{c}\log\left(1-q\right)\right]\end{eqnarray*}



Implementation: scipy.stats.gompertz