Fundamentals of Applied Probability and Random Processes

The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study.

Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawingsExpands readers’ understanding of disruptive statistics in a new chapter (chapter 8) Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts.Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).

Chapter 1 Basic Probability Concepts

Chapter 2 Random Variables

Chapter 3 Moments of Random Variables

Chapter 4 Special Probability Distributions

Chapter 5 Multiple Random Variables

Chapter 6 Functions of Random Variables

Chapter 7 Transform Methods

Chapter 8 Introduction to Descriptive Statistics

Chapter 9 Introduction to Inferential Statistics

Chapter 10 Introduction to Random Processes

Chapter 11 Linear Systems with Random Inputs

Chapter 12 Special Random Processes

Appendix: Table of CDF of the Standard Normal Random Variable

Bibliography

Index