GAUSSIAN APPROXIMATIONS TO THE DISTRIBUTION OF SAMPLE COHERENCE

Abstract

This report describes the results of an empirical study to develop a normalizing transformation for sample multiple coherence. The 'Fisher z- transformation' is employed. The expected value (including a bias term) and variance of the transformation have been experimentally determined. Numerical values of the transformation which is developed (including the bias term and variance) may be obtained with a reasonable amount of computation. Tables of the Gaussian distribution can then be used to obtain confidence limits and perform statistical tests. The computational methods and the digital computer program used for the study are described in detail. Flow charts of the program are given. Numerical results from the program results are presented. Examples of the use of the transformation are given for developing confidence limits for multiple coherence. A recommendation for a further theoretical study is presented.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1965
Accession Number
AD0620987

Entities

People

  • Loren D. Enochson
  • N. R. Goodman

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Air Force
  • Computational Science
  • Computations
  • Computer Programs
  • Computers
  • Confidence Limits
  • Contracts
  • Data Science
  • Digital Computers
  • Distribution Functions
  • Gaussian Distributions
  • Information Science
  • Normal Distribution
  • Probability
  • Random Variables
  • Statistics

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  • Regression Analysis.