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Report2005

Approximation of the Distribution of the Location Parameter in the Growth Curve Model

Kollo Tönu, Roos Anu, von Rosen Dietrich

Abstract

In the paper an Edgeworth-type approximation to the density of the estimator of the location parameter in the Growth Curve model has been found. The approcimation is a mixture of a normal and a Kotz-type distribution, thus being an elliptical distribution. Shape and properties of the distribution are examined. Finally a small example is given to demonstrate an application of the approximation

Keywords

Elliptical distribution; Growth Curve model; Kotz-type distribution; location parameter; mixture distribution

Published in

Research report (Centre of Biostochastics)
2005, number: 2005:8
Publisher: Centre of Biostochastics