The multivariate Laplace-de Moivre theorem (Q1070644)

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scientific article; zbMATH DE number 3938145
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    The multivariate Laplace-de Moivre theorem
    scientific article; zbMATH DE number 3938145

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      The multivariate Laplace-de Moivre theorem (English)
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      1986
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      Let \({\mathfrak A}\) denote the vertices of the unit cube in \(R^ k\). 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. A converse to the univariate Laplace-De Moivre theorem is also obtained.
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      discriminant analysis
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      Bernoulli random vectors
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      Laplace-de Moivre theorem
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