Talk:Coherence (statistics)

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Mathematics rating:	Stub Class	Mid Priority	Field: Probability and statistics
Please update this rating as the article progresses, or if the rating is inaccurate. Click to show/hide comments. Please add to or update the comments to suggest improvements to the article. Geometry guy 19:17, 21 May 2007 (UTC)

the dimensionality of this expression seems wrong. should the denominator have squared variables? also, using the magnitude in the denominator will destroy any cross-phase information between the two variables.

in signal processing, coherence is defined as:

gxy^2 = |<Gxy>|^2 / [ <Gxx><Gyy> ]

where Gxy is a cross spectrum and Gxx, Gyy autospectra

thus the magnitude, nor the square of Gxx and Gyy are used.

Random Data 2nd Edition, Bendat & Piersol, John Wiley & Sons, 1986 page 137

For a moment I thought the above was right. But look closely. The quantity given here is dimensionless. I think that was intended. Michael Hardy 22:27, 9 March 2006 (UTC)