Harman Patil (Editor)

Coherence (statistics)

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In probability theory and statistics, coherence can have several different meanings.

Contents

In personal probability

When dealing with personal probability assessments, or supposed probabilities derived in nonstandard ways, it is a property of self-consistency across a whole set of such assessments.

In gambling strategy

One way of expressing such self-consistency is in terms of responses to various betting propositions, as described in relation to coherence (philosophical gambling strategy).

In Bayesian decision theory

The coherency principle in Bayesian decision theory is the assumption that personal probabilities follow the ordinary rules for probability calculations (where the validity of these rules corresponds to the self-consistency just referred to) and thus that consistent decisions can be obtained from these probabilities.

In time series analysis

In time series analysis, and particularly in spectral analysis, it is used to describe the strength of association between two series where the possible dependence between the two series is not limited to simultaneous values but may include leading, lagged and smoothed relationships.

The concepts here are sometimes known as coherency and are essentially those set out for coherence as for signal processing. However, note that the quantity coefficient of coherence may sometimes be called the squared coherence.

References

Coherence (statistics) Wikipedia