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January 8th, 2013, 02:09 AM  #1 
Newbie Joined: Jan 2013 Posts: 2 Thanks: 0  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 variancecovariance 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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