Probability, Statistics, and Random Processes for Engineers
This book focuses on teaching probabilistic and statistical methods to upper-division electrical and computer engineering (EECE) students. It is the result of over 20 years of teaching this course in the rapidly changing environment of EECE education. In addition to being a readable and focused book for EECE students, the book is a teachable book for EECE instructors with a variety of technical backgrounds. The first part of the book, Chapters 1-3, contains fundamental probability material....
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Written for advanced electrical and computer engineering students, this textbook explains fundamental probability and its applications and extensions. Among the application topics are noise or sinusoids with random phase, the calculation of means and standard deviations, and the application of probability to the reliability of devices and software. Annotation (c)2003 Book News, Inc., Portland, OR
Ch. 1Probability1Why Probability?1Probability Calculations2Ch. 2Single Random Variables45Probability Models49Expectations59Characteristic Functions67Functions of Single Random Variables71Conditioned Random Variables78Ch. 3Multiple Random Variables101Bivariate Cumulative and Density Functions102Bivariate Expectations114Bivariate Transformations118Gaussian Bivariate Random Variables120Sums of Two Independent Random Variables123Sums of IID Random Variables127Conditional Joint Probabilities135Selected Topics138Ch. 4Random Processes163An Ensemble163Probability Density Functions165Independence166Expectations167Stationarity167Correlation Functions169Ergodic Random Processes180Power Spectral Densities184Linear Systems197Noise201Matched Filters205Least-Mean-Square Filters209Ch. 5Statistical Inferences and Confidence229The Maximum Likelihood Technique231Estimation of Mean and Variance233Ch. 6Random Countable Events251Poisson Random Variables252Erlang Random Variables257Queuing260Ch. 7Reliability281Reliability281Failure Rates284System Reliability287The Weibull Model294Accelerated Life Testing299App. ASelected Probability Models315App. BA Brief Review of Counting Techniques321App. CA Uniform Random Number Generator325App. DNormalized Gaussian Random Variables329App. EUnit-Step and Unit-Impulse Functions333App. FStatistics and Sample Data337App. GA Central Limit Theorem341App. HTables: Chi-Square and Student's t345App. IWiener-Khinchin Relations351Answers to Selected Exercises355Index369
\ From the Publisher"This text contains the absolutely necessary information on probability and stochastic processes that is needed in engineering. I found no redundancy in the chapters. It is carefully written in an easy to understand language that covers all the necessary topics for an introduction to this subject area."\ "The text provides a smooth, orderly coverage of the subject material. The student can move with ease from one section to the next. There is enough relevant and practical examples in the text to illustrate the theory."\ "It is well polished in presenting the abstract statistics topics."\ \ \
