Cramér–Wold theorem

E933486

The Cramér–Wold theorem is a fundamental result in probability theory stating that a multivariate distribution is uniquely determined by the distributions of all its one-dimensional linear projections.

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Cramér–Wold theorem canonical 1

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Statements (30)

Predicate Object
instanceOf result in multivariate statistics ⓘ
theorem in probability theory ⓘ
appliesTo multivariate probability distributions ⓘ
random vectors in R^n ⓘ
category theorems in probability theory ⓘ
theorems in statistics ⓘ
conclusion two random vectors with identical distributions of all linear projections have the same multivariate distribution ⓘ
condition all one-dimensional linear projections must be considered ⓘ
equality in distribution of all linear projections implies equality in distribution of random vectors ⓘ
describes characterization of multivariate distributions by one-dimensional projections ⓘ
domain Euclidean space R^n ⓘ
linked to: Euclidean space
field probability theory ⓘ
statistics ⓘ
implies uniqueness of a multivariate distribution from all one-dimensional linear projections ⓘ
involves linear combinations of components of a random vector ⓘ
one-dimensional marginal distributions of linear projections ⓘ
mathematicalForm If a^T X and a^T Y have the same distribution for all a in R^n, then X and Y have the same distribution ⓘ
namedAfter Harald Cramér ⓘ
Herman Wold ⓘ
relatedTo Skorokhod representation theorem ⓘ
central limit theorem ⓘ
characteristic functions in probability theory ⓘ
weak convergence of probability measures ⓘ
statement A probability distribution on R^n is uniquely determined by the distributions of all its one-dimensional linear projections ⓘ
usedFor characterizing weak convergence in R^n ⓘ
proving convergence in distribution of random vectors ⓘ
reducing multivariate distribution problems to univariate ones ⓘ
usedIn asymptotic theory in statistics ⓘ
multivariate central limit theorem proofs ⓘ
theory of random vectors ⓘ

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Harald Cramér → knownFor → Cramér–Wold theorem ⓘ