Multiple Coherence as a Detection Statistic
Technical rept. Jan-Apr 1978
ORINCON CORP LA JOLLA CA
Pagination or Media Count:
In this report, a sample statistic for the pairwise and multiple magnitude-squared coherence is investigated. The concept of coherence and its relationship to signal to noise ratios is discussed. The distribution of a sample statistic conditioned on the true coherence of the signals is given and plotted for various values of true coherence, degrees of freedom and number of time series. These distributions are used to produce receiver operating characteristic curves and plots of probability of detection versus the coherence for fixed values of false alarm.
- Statistics and Probability