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Q160Section III (Statistics)160 of 190

Mixed moments from the c.f.: divide the derivative at 0‾\underline0 by i4=1i^4=1

Let ϕX(t‾)\phi_X(\underline t) be the characteristic function of X‾∼N3(μ,Σ)\underline X\sim N_3(\mu,\Sigma). Then E X1X22X3E\,X_1X_2^2X_3 is given by:

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