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- - **Third moments matrix, Please.**
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Third moments matrix, Please.Matrix A = x11 x12 x13 x14 x15 x21 x22 x23 x24 x25 x31 x32 x33 x34 x35 Then I need to find matrix of second moments and third moments, so I did Matrix B = x11-?1 x12-?1 x13-?1 x14-?1 x15-?1 x21-?2 x22-?2 x23-?2 x24-?2 x25-?2 x31-?3 x32-?3 x33-?3 x34-?3 x35-?3 Since variance-covariance matrix = ?(xi-?i) (xj-?j), therefore second moments matrix can be calculated as: M2 = B.B' which is 3 by 3 matrix This computation is fine for me, however, the third moments which can be calculated as: M3 = ?(xi-?i) (xj-?j) (xk-?k) or M3 = B.B' ? B' The answer should be a matrix 3 by 9 or n by n^2, but I couldn’t do that. I used the command in Matlab such as 1. M3=kron((B*transpose(B)),transpose(B)) Or 2.1 Give C = B*transpose(B), then, 2.2 M3=kron (C,transpose(B)) But the answer is a matrix 15 by 9 which I think it is incorrect. It may be an easy question for all you guys but it's very difficult for me. please help me. |

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