Article ID Journal Published Year Pages File Type
1141061 Mathematics and Computers in Simulation 2009 7 Pages PDF
Abstract

In this note, we give a closed-form expression in terms of the Lambert W function for the quantile function of the Gompertz–Makeham distribution. This probability distribution has frequently been used to describe human mortality and to establish actuarial tables. The analytical expression provided for the quantile function is helpful to generate random samples drawn from the Gompertz–Makeham distribution by means of the inverse transform method.

Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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