Probability, Statistics, and Random Processes For Electrical Engineering
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Beskrivning
This is the standard textbook for courses on probability and statistics, not substantially updated. While helping students to develop their problem-solving skills, the author motivates students with practical applications from various areas of ECE that demonstrate the relevance of probability theory to engineering practice. Included are chapter overviews, summaries, checklists of important terms, annotated references, and a wide selection of fully worked-out real-world examples. In this edition, the Computer Methods sections have been updated and substantially enhanced and new problems have been added.
Produktinformation
- Utgivningsdatum:2008-02-12
- Mått:180 x 234 x 42 mm
- Vikt:1 320 g
- Format:Häftad
- Språk:Engelska
- Antal sidor:832
- Upplaga:3
- Förlag:Pearson Education
- ISBN:9780131471221
Utforska kategorier
Innehållsförteckning
- 1. Probability Models in Electrical and Computer Engineering 1.1 Mathematical Models as Tools in Analysis and Design1.2 Deterministic Models1.3 Probability Models1.4 A Detailed Example: A Packet Voice Transmission System1.5 Other Examples1.6 Overview of BookSummaryProblems2. Basic Concepts of Probability Theory 2.1 Specifying Random Experiments2.2 The Axioms of Probability2.3 Computing Probabilities Using Counting Methods2.4 Conditional Probability2.5 Independence of Events2.6 Sequential Experiments2.7 Synthesizing Randomness: Random Number Generators2.8 Fine Points: Event Classes2.9 Fine Points: Probabilities of Sequences of EventsSummaryProblems3. Discrete Random Variables 3.1 The Notion of a Random Variable3.2 Discrete Random Variables and Probability Mass Function3.3 Expected Value and Moments of Discrete Random Variable3.4 Conditional Probability Mass Function3.5 Important Discrete Random Variables3.6 Generation of Discrete Random VariablesSummaryProblems4. One Random Variable 4.1 The Cumulative Distribution Function4.2 The Probability Density Function4.3 The Expected Value of X4.4 Important Continuous Random Variables4.5 Functions of a Random Variable4.6 The Markov and Chebyshev Inequalities4.7 Transform Methods4.8 Basic Reliability Calculations4.9 Computer Methods for Generating Random Variables4.10 EntropySummaryProblems5. Pairs of Random Variables 5.1 Two Random Variables5.2 Pairs of Discrete Random Variables5.3 The Joint cdf of X and Y5.4 The Joint pdf of Two Continuous Random Variables5.5 Independence of Two Random Variables5.6 Joint Moments and Expected Values of a Function of Two Random Variables5.7 Conditional Probability and Conditional Expectation5.8 Functions of Two Random Variables5.9 Pairs of Jointly Gaussian Random Variables5.10 Generating Independent Gaussian Random VariablesSummaryProblems6. Vector Random Variables 6.1 Vector Random Variables6.2 Functions of Several Random Variables6.3 Expected Values of Vector Random Variables6.4 Jointly Gaussian Random Vectors6.5 Estimation of Random Variables6.6 Generating Correlated Vector Random VariablesSummaryProblems7. Sums of Random Variables and Long-Term Averages 7.1 Sums of Random Variables7.2 The Sample Mean and the Laws of Large NumbersWeak Law of Large NumbersStrong Law of Large Numbers7.3 The Central Limit TheoremCentral Limit Theorem7.4 Convergence of Sequences of Random Variables7.5 Long-Term Arrival Rates and Associated Averages7.6 Calculating Distribution’s Using the Discrete Fourier TransformSummaryProblems8. Statistics 8.1 Samples and Sampling Distributions8.2 Parameter Estimation8.3 Maximum Likelihood Estimation8.4 Confidence Intervals8.5 Hypothesis Testing8.6 Bayesian Decision Methods8.7 Testing the Fit of a Distribution to DataSummaryProblems9. Random Processes 9.1 Definition of a Random Process9.2 Specifying a Random Process9.3 Discrete-Time Processes: Sum Process, Binomial Counting Process, and Random Walk9.4 Poisson and Associated Random Processes9.5 Gaussian Random Processes,Wiener Process and Brownian Motion9.6 Stationary Random Processes9.7 Continuity, Derivatives, and Integrals of Random Processes9.8 Time Averages of Random Processes and Ergodic Theorems9.9 Fourier Series and Karhunen-Loeve Expansion9.10 Generating Random ProcessesSummaryProblems10. Analysis and Processing of Random Signals 10.1 Power Spectral Density10.2 Response of Linear Systems to Random Signals10.3 Bandlimited Random Processes10.4 Optimum Linear Systems10.5 The Kalman Filter10.6 Estimating the Power Spectral Density10.7 Numerical Techniques for Processing Random SignalsSummaryProblems11. Markov Chains 11.1 Markov Processes11.2 Discrete-Time Markov Chains11.3 Classes of States, Recurrence Properties, and Limiting Probabilities11.4 Continuous-Time Markov Chains11.5 Time-Reversed Markov Chains11.6 Numerical Techniques for Markov ChainsSummaryProblems12. Introduction to Queueing Theory 12.1 The Elements of a Queueing System12.2 Little’s Formula12.3 The M/M/1 Queue12.4 Multi-Server Systems: M/M/c, M/M/c/c,And12.5 Finite-Source Queueing Systems12.6 M/G/1 Queueing Systems12.7 M/G/1 Analysis Using Embedded Markov Chains12.8 Burke’s Theorem: Departures From M/M/c Systems12.9 Networks of Queues: Jackson’s Theorem12.10 Simulation and Data Analysis of Queueing SystemsSummaryProblemsAppendices A. Mathematical TablesB. Tables of Fourier TransformsC. Matrices and Linear Algebra
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