Computation of the sampling distribution of coherence estimate

The recent paper published by Miranda de Sa (2004) derived, for the first time, the sampling distribution of coherence estimated between two signals. The paper also considered computational issues of the sampling distribution, using an approximate method. In this short note, we provided several 1-li...

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Bibliographic Details
Main Authors: Saralees Nadarajah, Samuel Kotz
Format: Article
Language:English
Published: Academia Brasileira de Ciências 2006-12-01
Series:Anais da Academia Brasileira de Ciências
Subjects:
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652006000400016
Description
Summary:The recent paper published by Miranda de Sa (2004) derived, for the first time, the sampling distribution of coherence estimated between two signals. The paper also considered computational issues of the sampling distribution, using an approximate method. In this short note, we provided several 1-line programs for the exact computation of various measures of the sampling distribution. The advantages of using these programs are discussed.<br>O presente trabalho publicado por Miranda de Sá (2004) derivou pela primeira vez, a distribuição de amostras de coerência estimada entre dois sinais. Este artigo apresenta temas computacionais relacionados a distribuição de amostras, utilizando métodos de aproximação. Nesta nota, apresentamos vários programas "on line" computação exata de medidas de distribuição de amostras. São discutidas as vantagens destes programas.
ISSN:0001-3765
1678-2690