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In this study the authors propose three methods of analysis in order to develop an in-depth study of the temporal or spatial coherence bandwidth fluctuations in a real environment. Firstly, the authors review the classical coherence bandwidth (CB) estimation that offers constant single values under the assumption of an ergodic radio channel model. Secondly, the authors introduce the estimation of the experimental cumulative distribution function for CB as a method to characterise and parameterise the fluctuations that this frequency channel parameter can undergo in real environments where the ergodicity condition cannot be fully ensured. Finally, the authors estimate the probability distribution functions regarding the correlation level α in order to determine the operations quality to be expected of a specific channel bandwidth. The CB trial values are the result of experimental measurements conducted in diverse scenarios which used different antenna pattern and polarisations within the frequency band of 40 GHz. The proposed statistical analysis reveals important information about this channel parameter that can determine the accurate design and performance of a broadband system operating within this spectrum region; besides, this method can also be extrapolated to other frequencies.