Summary
The object of this paper is to show that — under certain regularity conditions — a dominated family of probability measures with Euclidean parameter space behaves approximately like a family of normal distributions if each probability measure is the independent product of a great number of identical components.
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The paper was written while this author was employed by a grant of the Deutsche Forschungsgemeinschaft.
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Michel, R., Pfanzagl, J. Asymptotic normality. Metrika 16, 188–205 (1970). https://doi.org/10.1007/BF02613943
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DOI: https://doi.org/10.1007/BF02613943