Title :
Statistical Distribution of the Measure of Coherence
Author :
Nadarajah, S. ; Kotz, S.
Author_Institution :
Sch. of Math., Manchester Univ.
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;
Journal_Title :
Biomedical Engineering, IEEE Transactions on
DOI :
10.1109/TBME.2006.883625
