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An Examination and Proof of the Multivariate Central Limit Theorem Abstract The central limit theorem states that as the number of observations for any distribution goes to infinity, the distribution will behave like a normal distribution with mean 0 and variance 1. I will prove the more generalized form of this theorem which deals with the multivariate form. Some examples of this theorem will be generated using a program called SAS as well. The proof and example will be presented using a mathematical program called Latex. Biography
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