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

Abstract.  In this paper an Edgeworth-type approximation of order O(n ⁻² ) to the density of the estimator of the location parameter in the growth curve model has been derived. The approximation is a mixture of a normal and a Kotz-type distribution, thus being an elliptical distribution. A condition for unimodality of the mixture was found and marginal distribution of a subvector of the mixture distribution was derived. Finally, a small example was given to demonstrate an application of the approximation.