My Math Forum  

Go Back   My Math Forum > College Math Forum > Linear Algebra

Linear Algebra Linear Algebra Math Forum

LinkBack Thread Tools Display Modes
January 8th, 2013, 02:09 AM   #1
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 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.
karoon is offline  

  My Math Forum > College Math Forum > Linear Algebra

matrix, moments

Thread Tools
Display Modes

Similar Threads
Thread Thread Starter Forum Replies Last Post
Please help, Third moments matrix karoon Economics 0 January 8th, 2013 02:30 AM
Method Of Moments Help jackmorgan3 Advanced Statistics 1 August 11th, 2012 08:28 PM
moments of Cauchy distribution fc_groningen Advanced Statistics 1 February 21st, 2011 06:15 PM
Central moments thapchi Advanced Statistics 0 March 19th, 2010 10:39 PM
Unbiased estimation and moments benjaminmar8 Advanced Statistics 0 April 10th, 2008 09:36 PM

Copyright © 2019 My Math Forum. All rights reserved.