Can I claim baby that was born premature and did not survive?

It's true Tony. But I found this on the CRA website: A child born during the year and died before 31 December of the same year is counted dependent if his birth was registered in the civil register .

Ok if certificates were issued then the child presumably was entered, and a Deoendant can be claimed.

Exactly. I tried to complete your information 🙂

Thx, much appreciated.

Thank you so much for the information.  I tired looking on CRA's site but obviously was searching in the wrong section.  I appreciate your response.

Happy to have helped you.

The rules governing the eligible dependent credit state that the child just has to be living with the parent and the parent has to have been the sole support at some point in the year...it does not require the condition to have existed on Dec 31 of the tax year.  A 'for instance' could be a couple has a breakdown of the relationship and one spouse/partner moves out...but two months later the relationship recovers and the estranged spouse moves back in.  If the spouse that stayed also had custody of the child/children then that spouse would claim the eligible dependant credit.

http://www.cra-arc.gc.ca/tx/ndvdls/tpcs/ncm-tx/rtrn/cmpltng/ddctns/lns300-350/305/lgbl-eng.html

All of this aside, I would like to offer my condolences and I will keep you in my prayers.

That is very difficult to ask and answer. But the dependant must be living in your care as of December 31 2015 to be considered a dependant for 2015 tax purposes.
There's no good way to make that sound better.