Fig. 2.

Illustration of the wavelet decomposition coefficients’ rejection probability and its comparison with threshold probability. For coefficient $w$, its corresponding rejection probability is $p_w$, which is the integration from $-\left|w\right|$ to $\left|w\right|$ with assumed Gaussian probability density function. $T$ is the threshold of $w$ and $p_T$ is corresponding threshold of $p_w$. If $w$ is artifact-free, the coefficients are spread around zero. Then the $p_w$ will be less than $p_T$. If $w$ is contaminated with movement artifacts, the coefficients will be discretely distributed and $p_w$ will be larger than $p_T$