Coherence (statistics)

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


 * $$\gamma^2 = { \mathrm{E} (\left| XY \right|^2 ) \over \mathrm{E}(\left|X\right|^2) \mathrm{E}(\left|Y\right|^2)}\,$$

where |X| indicates absolute magnitude and E(X) denotes the expected value of a random variable X.

Kohärenz (Signalanalyse)