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A k- dimensional random vector X is said to be Bernoulli if P(X\\(\\in {\\mathfrak A})=1\\). A k-dimensional random vector Y is said to have the k-dimensional binomial distribution based on n trials if Y has the same distribution as the sum of n independent identically distributed k-dimensional Bernoulli random vectors.    In this paper necessary and sufficient conditions for the convergence of (matrix) normed and centered k-variate binomial vectors to a full k- variate normal law are found. The norming matrices are also characterized. 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