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-line programs for the exact computation of various measures of the sampling distribution. The advantages of using these programs are discussed.
Nadarajah
Saralees
S
University of Nebraska, Lincoln, NE 68583, USA. saralees.nadarajah@manchester.ac.uk
Kotz
Samuel
S