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Cramér–Wold theorem : ウィキペディア英語版
Cramér–Wold theorem
In mathematics, the Cramér–Wold theorem in measure theory states that a Borel probability measure on R^k is uniquely determined by the totality of its one-dimensional projections. It is used as a method for proving joint convergence results. The theorem is named after Harald Cramér and Herman Ole Andreas Wold.
Let
: \overline_n = (X_,\dots,X_) \;
and
: \; \overline = (X_1,\dots,X_k)
be random vectors of dimension ''k''. Then \overline_n converges in distribution to \overline if and only if:
: \sum_^k t_iX_ \overset} \sum_^k t_iX_i.
for each (t_1,\dots,t_k)\in \mathbb^k , that is, if every fixed linear combination of the coordinates of \overline_n converges in distribution to the correspondent linear combination of coordinates of \overline .
==Proof==
For a proof, see for example

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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