Both transitive and intransitive verbs form the perfect with "have".
Additionally, the past participles of transitive verbs (those which take a direct object) have the following characteristics:
- They can be used in passives with "be": I am shocked.
- They can be used to modify nouns: a bleached jumper.
Many of these forms become so common that the dictionaries reclassify the past participles as adjectives.
However, the past participles of intransitive verbs are rarely used in the passive and rarely used as modifiers.
"Gone" is unusual in this respect because even though "go" is intransitive, "gone" is used as and recognised as an adjective (M-W, Oxford): "Is he gone?" - although (except in slang) "gone" is rarely attributive (so we say the money was gone but not the gone money).
"Arrived" is not recognised in most dictionaries as an adjective, and although it has some currency as a modifier, it is nearly always accompanied by an adverb (the recently arrived parcels).
"I have gone" is a use of the perfect. "I have arrived" is also a use of the perfect.
"I am gone" is a use of the adjective "gone". "Arrived" doesn't have an equivalent usage.
(Note: until the 19th century the perfect was sometimes constructed with "be", so "I am arrived" used to be another way of saying "I have arrived".)
Addendum.
Is he changed? Is he arrived? Is he fallen? Is he shrunk? Is he departed? Is he died? Is he melted?
These must be divided into three categories:
- "Arrive", "depart", "die" are intransitive verbs and so are ungrammatical in the above uses (except perhaps as deliberate archaisms in the first two cases). ("Go" is an exception in that its past participle can act adjectivally, even though "go" is intransitive.)
- "Fall" is also intransitive, but (like "go") its past participle is well established as an adjective. However, unlike "gone" (which is almost exclusively a predicative adjective), "fallen" is an attributive adjective. Hence, if you look up "fallen" in Oxford Dictionaries Online, all the examples are of attributive use (i.e. before the noun: "a fallen soldier" - not "the soldier is fallen"), with just one exception (and that in the specialised theological use). Similarly, the Cambridge entry for "fallen" clearly states "before noun".
- "Change", "shrink", "melt" can be intransitive or transitive. Because they can be transitive, they must allow passive constructions. This means that "is he changed?", "is he shrunk?", "is he melted?" are grammatically correct, even if they don't sound natural. Passives in the simple present often sound unnatural taken out of context, but we can certainly say "ice is melted if it gets warm", though it may be more natural to use the active intransitive ("ice melts"). Passives in the present continuous or present perfect often sound more natural ("he is being changed", "he has been changed").
We use the passive when we mean that something has acted upon the subject. "He is changed" means that something has changed him. "He has changed" doesn't suggest the intervention of an external actor. "He is shrunk" might be found in a narrative written in the historic present in which "I watch helplessly as he is shrunk by the alien shrinking ray"... "He is shrunk" means that something is shrinking him, whereas "he has shrunk" could equally well mean that he's shrunk of his own accord.
