Coherence (statistics)
From Wikipedia, the free encyclopedia
For a different sense of the word "coherence" that is also sometimes used in statistics, see coherence (philosophical gambling strategy).
In probability theory and statistics, coherence, like correlation, gives a measure of the dependence of two random variables. The coherence of random variables X and Y is defined as
where |X| indicates absolute magnitude, X* is the complex conjugate of X, and E(X) denotes the expected value of a random variable X.
 |
This statistics-related article is a stub. You can help Wikipedia by expanding it. |
