On the Distribution of the Estimated Coherence |
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Authors: | Nadarajah S |
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Institution: | Univ. of Manchester, Manchester; |
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Abstract: | The recent paper by Abdelfattah and Nicolas proposed a novel coherence magnitude estimator and studied its properties. Here, we derive simpler and more explicit expressions for four of the properties that were studied: 1) the probability density function; 2) moments; 3) Mellin transform; and 4) second-kind moments. We establish numerical efficiency of these expressions and provide simple Maple programs for inversion. We expect that the results presented here could enhance applicability of the new estimator. |
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