
Probability and Stochastic Processes
A Friendly Introduction for Electrical and Computer Engineers
- 478 pages
- English
- PDF
- Available on iOS & Android
Probability and Stochastic Processes
A Friendly Introduction for Electrical and Computer Engineers
About this book
This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first five chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.
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Key takeaways
Apply fundamental probability axioms and theorems to model random experiments. Characterize discrete and continuous random variables using probability mass/density functions, cumulative distribution functions, and expected values.
Analyze systems involving multiple random variables by determining joint and marginal distributions, covariance, and correlation. Utilize the Central Limit Theorem and Laws of Large Numbers, and apply methods for hypothesis testing and parameter estimation.
Evaluate the properties of various stochastic processes, including Poisson and Brownian motion, by analyzing their expected values, correlation, and stationarity. Apply these models to solve practical engineering problems.
Information
Table of contents
- Cover
- Title Page
- Copyright
- Features of this Text
- Preface
- Contents
- Chapter 1: Experiments, Models, and Probabilities
- Chapter 2: Sequential Experiments
- Chapter 3: Discrete Random Variables
- Chapter 4: Continuous Random Variables
- Chapter 5: Multiple Random Variables
- Chapter 6: Probability Models of Derived Random Variables
- Chapter 7: Conditional Probability Models
- Chapter 8: Random Vectors
- Chapter 9: Sums of Random Variables
- Chapter 10: The Sample Mean
- Chapter 11: Hypothesis Testing
- Chapter 12: Estimation of a Random Variable
- Chapter 13: Stochastic Processes
- Appendix A: Families of Random Variables
- Appendix B: A Few Math Facts
- References
- Index
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