Gaussian Approximations to the Distribution of Sample Coherence

Item

Title
Gaussian Approximations to the Distribution of Sample Coherence
Date
1965
Index Abstract
Not Available
Photo Quality
Undetermined
Report Number
AFFDL TR 65-57
Creator
Enochson, L. D.
Goodman, N. R.
Corporate Author
Measurement Analysis Corporation
Laboratory
Air Force Flight Dynamics Laboratory
Extent
33
Identifier
AD0620987
Access Rights
Unknown
Distribution Classification
1
Contract
AF 33(615)-1418
DoD Project
1370
DoD Task
137005
DTIC Record Exists
Yes
Distribution Change Authority Correspondence
None
Distribution Conflict
No
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.
Report Availability
Not available via Contrails
Date Issued
1965-06
Index In
DTIC
Type
report