Empirical mode decomposition (EMD) is an adaptive filter bank for processing nonlinear and non-stationary signals, such as electroencephalographic (EEG) signals. EMD works well to decompose a time series into a set of intrinsic mode functions with specific frequency bands. An IMF therefore represents an intrinsic component on its correspondingly intrinsic frequency band. The word of 'intrinsic' means the frequency is totally adaptive to the nature of a signal. In this study, power density and nonlinearity are two critical parameters for characterizing the amplitude and frequency modulations in IMFs. In this study, a nonlinearity level is quantified using degree of waveform distortion (DWD), which represents the characteristic of waveform distortion as an assessment of the intra-wave modulation of an IMF. In the application of anesthesia EEG analysis, the assessments of power density and DWD for a set of IMFs represent dynamic responses in EEG caused by two different anesthesia agents, Ketamine and Alfentanil, on different frequency bands. Ketamine causes the increase of power density and the decrease of nonlinearity on γ-band neuronal oscillation, which cannot be found EEG responses of group B using Alfentanil. Both agents cause an increase of power density and a decrease of nonlinearity on β-band neuronal oscillation accompany with a loss of consciousness. Moreover, anesthesia agents cause the decreases of power density and nonlinearity (i.e. DWD) for the low-frequency IMFs.