Accession Number:

ADA091539

Title:

Approximations to the Cumulative Distribution Function of the Magnitude-Squared Coherence Estimate.

Descriptive Note:

Technical rept.,

Corporate Author:

NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CT NEW LONDON LAB

Personal Author(s):

Report Date:

1980-08-25

Pagination or Media Count:

48.0

Abstract:

An approximate method of evaluating the cumulative distribution function of the magnitude-squared coherence estimate is provided. The approximation is good when the number of averaged pieces in the coherence estimate is greater than approximately 16, when the true coherence values are in the range .01, .99, and for cumulative probabilities in the range .01, .99. A simple formula for obtaining confidence limits in the same range of parameters is also presented. An extension to a more accurate approximation is also given it involves the inversion of a nonlinearity that requires computer aid. Author

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE