The multivariate Laplace-de Moivre theorem

DOI10.1016/0047-259X(86)90057-6MaRDI QIDQ1070644zbMATH OpenFDO

Authors Jerry Alan Veeh

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(86)90057-6

zbMATH Keywords

Bernoulli random vectorsdiscriminant analysisLaplace-de Moivre theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Review text

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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Cites work

• Convergence of types in k-space
• scientific article; zbMATH DE number 3615729 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Relations between Weak and Uniform Convergence of Measures with Applications

Cited in

(3)

• Limit theorems for the multivariate binomial distribution
• Multivariate Lukacs theorem
• A fresh look at bivariate binomial distributions

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