Analysis of human EEG constitutes a useful instrument for the evaluation of drug bioavailability at the brain. Linear and nonlinear techniques were applied to EEG signals for the assessment of brain connectivity after drug intake by coherence and cross mutual information, respectively. The main goal was to evaluate the pharmacological effect of different doses of alprazolam on the brain during wakefulness. Preliminary results reported in this work showed statistically significant differences in EEG channels coupling between the states corresponding to placebo and different drug doses. However, nonlinear variables correlated better with the expected within-doses and within-time effects.