Statistical Distribution of the Measure of Coherence
Saralees Nadarajah, Suellen Cristina Rodrigues Kotz · IEEE Transactions on Biomedical Engineering · 2006
The recent papers by Miranda de Sa et al. (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.