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The Fourier transform decomposes a signal (a function of time) into frequencies, giving the energy at each frequency.
8
votes
Product of RVs of Which Distribution Approximates Normal Well?
So long a partial answer, using the Mellin transform. We use the definition of Mellin transform of a probability density on the non-negative real axis
$$ \DeclareMathOperator{\M}{\mathcal{M}}
\M(X)(s …
1
vote
How to test statistical significance of coherence coefficients in spectral analysis?
I would think that the use of coherence (that is, correlation in the frequency domain) would require high-quality data. You can find some references for
inference from
http://citeseerx.ist.psu.edu/vie …