Statistics of the estimate of the magnitute-coherence function
G. Carter, C. Knapp, Albert H. Nuttall · IEEE Transactions on Audio and Electroacoustics · 1973
Expressions for the statistics of the estimate of magnitude coherence between two random stationary Gaussian processes are presented. These statistics include the probability density function, the cumulative distribution function, the bias, and the variance of the estimator. The expressions presented are in convenient and accurate forms for digital computer evaluation. Graphical examples of the bias and variance are included. Simple approximations are also given for the maximum bias, variance, and mean-square error.