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Subject: 4th order moments matrix from covariance matrix From: Elena Date: 2 Apr, 2009 10:47:01 Message: 1 of 7 
I want to calculate the matrix of the fourth order moments of some variables with normal distribution. If I have the covariance matrix but I don't have the values of the variables, can i construct the matrix I am looking for? Plus, I know that if I have n variables, the dimensions of covariance matrix are n x n and for the 4thordermoments matrix are n^2 x n^2 and that the 3dordermoments of a normal distribution are qual to zero. I also know that for a normal distribution, tha moments of 4th order can be substituted by the moments of second order: Nijkl=Mij*Mkl+Mik*Mjl+Mil*Mjk. 
Subject: 4th order moments matrix from covariance matrix From: Roger Stafford Date: 2 Apr, 2009 15:30:19 Message: 2 of 7 
"Elena " <elena.k29@hotmail.com> wrote in message <gr2535$pmo$1@fred.mathworks.com>... 
Subject: 4th order moments matrix from covariance matrix From: Bruno Luong Date: 2 Apr, 2009 16:28:01 Message: 3 of 7 
"Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid> wrote in message <gr2lmb$b40$1@fred.mathworks.com>... 
Subject: 4th order moments matrix from covariance matrix From: Elena Date: 2 Apr, 2009 16:57:01 Message: 4 of 7 
Thank your for your replies! I will study everything you told me. 
Subject: 4th order moments matrix from covariance matrix From: Roger Stafford Date: 2 Apr, 2009 17:47:01 Message: 5 of 7 
"Elena " <elena.k29@hotmail.com> wrote in message <gr2qot$a9m$1@fred.mathworks.com>... 
Subject: 4th order moments matrix from covariance matrix From: Elena Date: 2 Apr, 2009 18:42:02 Message: 6 of 7 
First of all,thanks for your time! 
Subject: 4th order moments matrix from covariance matrix From: utc Date: 15 May, 2013 10:45:09 Message: 7 of 7 
If I note by Sig the covariance matrix and M4X the fourth oder moments matrix of gaussian vector then 
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