Electroencephalogram (EEG) is the primary tool in investigation of the brain science. It is necessary to carry out a deepgoing study into the characteristics and information hidden in EEGs to meet the needs of the clinical research. In this paper, we present a wavelet-nonlinear dynamic methodology for analysis of nonlinear characteristic of EEGs and delta, theta, alpha, and beta sub-bands. We therefore studied the effectiveness of correlation dimension (CD), largest Lyapunov exponen, and approximate entropy (ApEn) in differentiation between the interictal EEG and ictal EEG based on statistical significance of the differences. The results showed that the nonlinear dynamic characteristic of EEG and EEG subbands could be used as effective identification statistics in detecting seizures.