An approximation to the cumulative distribution function of the magnitude-squared coherence estimate
Albert H. Nuttall, G. Carter · IEEE Transactions on Acoustics Speech and Signal Processing · 1981
We investigate a nonlinear distortion that converts the magnitude-squared coherence estimate to a near-Gaussian random variable. In particular, we present simple approximations for the mean and variance of this nonlinearly distorted magnitude-squared coherence estimate and fit a Gaussian cumulative distribution function over a wide range of parameters.