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內容簡介: |
《国外电子与通信教材系列:概率、统计与随机过程(第四版)(英文版)》从工程应用的角度,全面阐述概率、统计与随机过程的基本理论及其应用。全书共11章,首先简单介绍概率论,然后各章分别讨论随机变量、随机变量的函数、均值与矩、随机矢量、统计(包括参数估计和假设检验)、随机序列、随机过程基础知识和深入探讨,最后讨论了统计信号处理中的相关应用。书中给出了大量电子和信息系统相关实例,每章给出了丰富的习题。
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目錄:
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Preface
Chapter1IntroductiontoProbability
1.1Introduction:WhyStudyProbability?
1.2TheDifferentKindsofProbability
ProbabilityasIntuition
ProbabilityastheRatioofFavorabletoTotalOutcomesClassicalTheory
ProbabilityasaMeasureofFrequencyofOccurrence
ProbabilityBasedonanAxiomaticTheory
1.3Misuses,Miscalculations,andParadoxesinProbability
1.4Sets,Fields,andEvents
ExamplesofSampleSpaces
1.5AxiomaticDefinitionofProbability
1.6Joint,Conditional,andTotalProbabilities;Independence
CompoundExperiments
1.7Bayes''TheoremandApplications
1.8Combinatorics
OccupancyProblems
ExtensionsandApplications
1.9BernoulliTrials-BinomialandMultinomialProbabilityLaws
MultinomialProbabilityLaw
1.10AsymptoticBehavioroftheBinomialLaw:ThePoissonLaw
1.11NormalApproximationtotheBinomialLaw
Summary
Problems
References
Chapter2RandomVariables
2.1Introduction
2.2DefinitionofaRandomVariable
2.3CumulativeDistributionFunction
PropertiesofFXx
ComputationofFXx
2.4ProbabilityDensityFunctionpdf
FourOtherCommonDensityFunctions
MoreAdvancedDensityFunctions
2.5Continuous,Discrete,andMixedRandomVariables
SomeCommonDiscreteRandomVariables
2.6ConditionalandJointDistributionsandDensities
PropertiesofJointCDFFXYx,y
2.7FailureRates
Summary
Problems
References
AdditionalReading
Chapter3FunctionsofRandomVariables
3.1Introduction
FunctionsofaRandomVariableFRV:SeveralViews
3.2SolvingProblemsoftheTypeY=gX
GeneralFormulaofDeterminingthepdfofY=gX
3.3SolvingProblemsoftheTypeZ=gX,Y
3.4SolvingProblemsoftheTypeV=gX,Y,W=hX,Y
FundamentalProblem
ObtainingfVWDirectlyfromfXY
3.5AdditionalExamples
Summary
Problems
References
AdditionalReading
Chapter4ExpectationandMoments
4.1ExpectedValueofaRandomVariable
OntheValidityofEquation4.1-
4.2ConditionalExpectations
ConditionalExpectationasaRandomVariable
4.3MomentsofRandomVariables
JointMoments
PropertiesofUncorrelatedRandomVariables
JointlyGaussianRandomVariables
4.4ChebyshevandSchwarzInequalities
MarkovInequality
TheSchwarzInequality
4.5Moment-GeneratingFunctions
4.6ChernoffBound
4.7CharacteristicFunctions
JointCharacteristicFunctions
TheCentralLimitTheorem
4.8AdditionalExamples
Summary
Problems
References
AdditionalReading
Chapter5RandomVectors
5.1JointDistributionandDensities
5.2MultipleTransformationofRandomVariables
5.3OrderedRandomVariables
5.4ExpectationVectorsandCovarianceMatrices
5.5PropertiesofCovarianceMatrices
WhiteningTransformation
5.6TheMultidimensionalGaussianNormalLaw
5.7CharacteristicFunctionsofRandomVectors
PropertiesofCFofRandomVectors
TheCharacteristicFunctionoftheGaussianNormalLaw
Summary
Problems
References
AdditionalReading
Chapter6Statistics:Part1ParameterEstimation
6.1Introduction
Independent,Identically,Observations
EstimationofProbabilities
6.2Estimators
6.3EstimationoftheMean
……
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