Probability and Stochastic Processes - A Friendly Introduction for Electrical and Computer Engineers, Fourth Edition serves as an accessible guide for engineering students delving into the realms of probability theory and stochastic processes.This text strikes a balance between rigorous mathematical exposition and clear, intuitive explanations, ensuring that students grasp the fundamental concepts essential for applying mathematics to real-world engineering challenges. Enhanced with the practical MATLAB applications. The book offers students valuable hands-on experienceto reinforce the theoretical material.
This International adaptation has been thoroughly revised and updated. Notably, it includes a new chapter on Probabilistic Inequalities and Bounds. The sections on Stochastic Processes and Sums of Random Variables have been comprehensively enhanced to encompass additional topics, aligning with the latest curriculum requirements. With an array of new and updated examples, quizzes, and end-of-chapter problems, the book provides robust support to students, particularly in bridging the gap between theoretical probability and its practical applications in engineering.
Table of Contents
Preface vii
1 Random Experiments, Models, and Probabilities 1
2 Sequential Random Experiments 31
3 Discrete Random Variables 53
4 Continuous Random Variables 103
5 Multiple Random Variables 145
6 Probability Models of Derived Random Variables 199
7 Conditional Probability Models 225
8 Random Vectors 257
9 Sums of Random Variables 285
10 Hypothesis Testing 307
11 Estimation of a Random Variable 339
12 Some Probabilistic Inequalities and Bounds 369
13 Stochastic Processes and Markov Chains 391
14 Stationary Processes and Random Signal Processing 457
Appendix A The Sample Mean 517
Appendix B Families of Random Variables 541
Appendix C A Few Math Facts 547
References 553
Index 555
