Information measures for the stochastic Gompertz growth model
Articles
Petras Rupšys
Lietuvos žemės ūkio universitetas
Published 2008-12-21
https://doi.org/10.15388/LMR.2008.08
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Keywords

stochastic process
Gompertz
Shannon
Fisher
Tsallis
simulation

How to Cite

Rupšys, P. (2008) “Information measures for the stochastic Gompertz growth model”, Lietuvos matematikos rinkinys, 48(proc. LMS), pp. 48–53. doi:10.15388/LMR.2008.08.

Abstract

In this paper we investigate the Shannon’s, Fisher’s and Tsallis’ information measures for the Gompertz type stochastic process. We study the information measures of the stationary and non-stationary Gompertz type densities associated to the three parameters: intrinsic growth rate, saturation measure and noise amplitude. Finally we simulate the confidence interval for the value of all information measures. The results are implemented in the symbolic algebra language MAPLE.

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