How to transfer apps to new iphone?

I have a new iPhone 4S and want to transfer an app from the iTunes store; I have tried every way I can find to transfer that app to my phone with no success. Any suggestions?

Connect the new phone to the same Apple ID as the old phone, and then download all the apps from the App Store. You can restore from an iCloud backup or iTunes local backup to accomplish this as well, which will also restore most data and settings (except passwords-for that you need to restore from an encrypted local backup using iTunes).

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