Finding 5th to 15th central moment
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Vedant Chauhan
am 6 Sep. 2020
Kommentiert: Vedant Chauhan
am 6 Sep. 2020
Hello everybody, please help me i want to find 5th to 15th central moments of random 7×5 matrix , i dont know how to do it.I tried using moment(x,4)./(std(x)).^4 and cross checked it with kurtosis but this gave me wrong answer.
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Thiago Henrique Gomes Lobato
am 6 Sep. 2020
The std function has a bias correction which the kurtosis doesn't, if you remove it you get the same result:
rng(31415)
A = randn(7,5);
moment(A,4)./(std(A,1)).^4 % the ,1 in the standard deviation removes the bias correction
kurtosis(A)
ans =
1.4861 1.9326 1.2991 2.0221 3.1096
ans =
1.4861 1.9326 1.2991 2.0221 3.1096
Calculating the other central moments should be then trivial, you just have to known how you want define your standard deviation.
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