Statistical Distribution of the Measure of Coherence

Author

Nadarajah, S. ; Kotz, S.

Author_Institution

Sch. of Math., Manchester Univ.

Volume

53

Issue

11

fYear

2006

Firstpage

2409

Lastpage

2410

Abstract

The recent papers by Miranda de Sa (2001) and Miranda de Sa (2004) proposed a new measure of coherence between two signals. In this paper, we derive the exact probability density function and moments of the measure. We also provide simple programs for computing the associated cumulative distribution function and percentile points as well as for generating random samples of the measure

Keywords

coherence; statistical distributions; associated cumulative distribution function; coherence measure; exact probability density function; statistical distribution; Density measurement; Distributed computing; Distribution functions; Gaussian distribution; Gaussian processes; Mathematics; Probability density function; Random variables; Statistical distributions; Coherence measure; Gauss hypergeometric function; R language; noncentral beta distribution; Adolescent; Algorithms; Child; Computer Simulation; Cortical Synchronization; Data Interpretation, Statistical; Electroencephalography; Humans; Models, Neurological; Models, Statistical; Monte Carlo Method; Photic Stimulation; Regression Analysis; Signal Processing, Computer-Assisted; Statistical Distributions;

fLanguage

English

Journal_Title

Biomedical Engineering, IEEE Transactions on

Publisher

ieee

ISSN

0018-9294

Type

jour

DOI

10.1109/TBME.2006.883625

Filename

1710185