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

Publikation: Bok/rapport/proceedingsRapportForskning

Sammanfattning

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
OriginalspråkEngelska
FörlagCentre of Biostochastics
Antal sidor19
StatusPublicerad - 2005

Publikationsserier

SerieResearch report (Centre of Biostochastics)
Numrering2005:8
ISSN1651-8543

Nyckelord

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

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