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# Probability, Statistics, and Random Processes for Engineers - 03 edition

## ISBN10: 0534368883

Edition: 03
Publisher: Brooks/Cole Publishing Co.
Published:
International: No

## ISBN10: 0534368883

Edition: 03

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### Summary

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. The second part, Chapters 4-7, presents applications and extensions based upon the first three chapters. The four application chapters may be studied in any order, as they do not depend on each other in any essential way.

Benefits:

• Includes a wealth of applications for electrical and computer engineering (EECE) students.
• Introduces functions with random features, such as noise or sinusoids with random phase, in Chapter 4. The coverage is restricted to "wide-sense stationary" random processes, a class of functions which are very useful in modern practice and also supply a starting point for more complicated applications.
• Illustrates the application of probability to the reliability of devices and software in Chapter 7. The chapter focuses on failure rates (hazard functions), a description that engineers look to for guidance in a variety of cases involving system reliability.
• Contains computer simulations written in pseudocode as well as applications in MATLAB®. Computer exercises appear at the end of each chapter.
• Features helpful appendices such as Appendix A, a summary of probability models discussed throughout the book. Readers may refer to Appendix A rather than leaf through the various parts of the book searching for features of a probability model.

### Author Bio

Williams, Richard H. : University of New Mexico

1. PROBABILITY

Why Probability? General Outline of this Chapter
Probability Calculations
Summary
Exercises
Computer Exercises
Bibliography

2. SINGLE RANDOM VARIABLES

Introduction
General Outline of this Chapter
Probability Models
Expectations
Characteristic Functions
Functions of Single Random Variables
Conditioned Random Variables
Summary
Exercises
Computer Exercises

3. MULTIPLE RANDOM VARIABLES

Introduction
General Outline of this Chapter
Bivariate Cumulative and Density Functions
Bivariate Expectations
Bivariate Transformations
Gaussian Bivariate Random Variables
Sums of Two Independent Random Variables
Sums of IID Random Variables
Conditional Joint Probabilities
Selected Topics
Summary
Exercises
Computer Exercises

4. RANDOM PROCESSES

Introduction
An Ensemble
Probability Density Functions
Independence
Expectations
Stationarity
Correlation Functions
Ergodic Random Processes
Power Spectral Densities
Linear Systems
Noise
Matched Filters
Least Mean-square Filters
Summary
Exercises
Computer Exercises

5. STATISTICAL INFERENCES AND CONFIDENCE

Introduction
The Maximum Likelihood Technique
Estimation of Mean and Variance
Summary
Exercises
Computer Exercises

6. RANDOM COUNTABLE EVENTS

Introduction
Poisson Random Variables
Erlang Random Variables
Queuing
Summary
Exercises
Computer Exercises

7. RELIABILITY

Introduction
Reliability
Failure Rates
System Reliability
The Weibull Model
Accelerated Life Testing
Summary
Exercises
Computer Exercises

APPENDICES

Selected Probability Models
A Brief Review of Counting Techniques
A Uniform Random Number Generator
Normalized Gaussian Random Variables
Unit-Step and Unit-Impulse Functions
Statistics and Sample Data
A Central Limit Theorem
Tables: Chi-Square and Student's t
Wiener-Khinchin Relations