Holdings: Schaum's outline of theory and problems of probability, random variables, and random processes

Schaum's outline of theory and problems of probability, random variables, and random processes:

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Bibliographic Details
Main Author:	Hsu, Hwei Piao (Author)
Format:	Book
Language:	English
Published:	New York, NY [u.a.] McGraw-Hill [2005]
Edition:	[Nachdr.]
Series:	Schaum's outline series
Subjects:	Stochastischer Prozess Wahrscheinlichkeitstheorie Aufgabensammlung
Online Access:	Inhaltsverzeichnis Inhaltsverzeichnis
Physical Description:	VII, 306 S. graph. Darst.
ISBN:	0070306443 9780070306448

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adam_text	SCHAUM S OUTLINE OF THEORY AND PROBLEMS OF PROBABILITY, RANDOM VARIABLES, AND RANDOM PROCESSES * HWEI P. HSU, PH.D. PROFESSOR OF ELEETRICAL ENGINEERING FAIRLEIGH DICKINSON UNIVERSITY SCHAUM S OUTLINE SERIES MCGRAW-HILL NEW YORK ST. LOUIS SAN FRANCISCO AUCKLAND BOGOTA CARACAS LISBON LONDON MADRID MEXICO CITY MILAN MONTREAL NEW DELHI SAN JUAN SINGAPORE SYDNEY TOKYO TORONTO CONTENTS CHAPTER 1 PROBABILITY 1 1.1 INTRODUCTION ] 1.2 SAMPLE SPACE AND EVENTS 1 1.3 ALGEBRA OF SETS 2 1.4 THE NOTION AND AXIOMS OF PROBABILITY 5 1.5 EQUALLY LIKELY EVENTS 7 1.6 CONDITIONAL PROBABILITY 7 1.7 TOTAL PROBABILITY 8 1.8 INDEPENDENT EVENTS 8 SOLVED PROBLEMS 9 CHAPTER 2 RANDOM VARIABLES 38 2.1 INTRODUCTION 38 2.2 RANDOM VARIABLES 38 2.3 DISTRIBUTION FUNCTIONS 39 2.4 DISCRETE RANDOM VARIABLES AND PROBABILITY MASS FUNCTIONS 41 2.5 CONTINUOUS RANDOM VARIABLES AND PROBABILITY DENSITY FUNCTIONS 41 2.6 MEAN AND VARIANCE 42 2.7 SOME SPECIAL DISTRIBUTIONS 43 2.8 CONDITIONAL DISTRIBUTIONS 48 SOLVED PROBLEMS 48 CHAPTER 3 MULTIPLE RANDOM VARIABLES 79 3.1 INTRODUCTION 79 3.2 BIVARIATE RANDOM VARIABLES 79 3.3 JOINT DISTRIBUTION FUNCTIONS 80 3.4 DISCRETE RANDOM VARIABLESJOINT PROBABILITY MASS FUNCTIONS 81 3.5 CONTINUOUS RANDOM VARIABLESJOINT PROBABILITY DENSITY FUNCTIONS 82 3.6 CONDITIONAL DISTRIBUTIONS 83 3.7 COVARIANCE AND CORRELATION COEFFICIENT 84 3.8 CONDITIONAL MEANS AND CONDITIONAL VARIANCES 85 3.9 JV-VARIATE RANDOM VARIABLES 86 3.10 SPECIAL DISTRIBUTIONS 88 SOLVED PROBLEMS 89 CHAPTER 4 FUNCTIONS OF RANDOM VARIABLES, EXPECTATION, LIMIT THEOREMS 122 4.1 INTRODUCTION 122 4.2 FUNCTIONS OF ONE RANDOM VARIABLE 122 4.3 FUNCTIONS OF TWO RANDOM VARIABLES 123 4.4 FUNCTIONS OF N RANDOM VARIABLES 124 4.5 EXPECTATION 125 4.6 MOMENT GENERATING FUNCTIONS 126 4.7 CHARACTERISTIC FUNCTIONS 127 V CONTENTS 4.8 THE LAWS OF LARGE NUMBERS AND THE CENTRAL LIMIT THEOREM 128 SOLVED PROBLEMS 129 CHAPTER 5 RANDOM PROCESSES 161 5.1 INTRODUCTION 161 5.2 RANDOM PROCESSES 161 5.3 CHARACTERIZATION OF RANDOM PROCESSES 161 5.4 CLASSIFICATION OF RANDOM PROCESSES 162 5.5 DISCRETE-PARAMETER MARKOV CHAINS 165 5.6 POISSON PROCESSES 169 5.7 WIENER PROCESSES 172 SOLVED PROBLEMS 172 CHAPTER 6 ANALYSIS AND PROCESSING OF RANDOM PROCESSES 209 6.1 INTRODUCTION 209 6.2 CONTINUITY, DIFFERENTIATION, INTEGRATION 209 6.3 POWER SPECTRAL DENSITIES 210 6.4 WHITE NOISE 213 6.5 RESPONSE OF LINEAR SYSTEMS TO RANDOM TNPUTS 21 3 6.6 FOURIER SERIES AND KARHUNEN-LOEVE EXPANSIONS 216 6.7 FOURIER TRANSFORM OF RANDOM PROCESSES 218 SOLVED PROBLEMS 219 CHAPTER 7 ESTIMATION THEORY 247 7.1 INTRODUCTION 247 7.2 PARAMETER ESTIMATION 247 7.3 PROPERTIES OF POINT ESTIMATORS 247 7.4 MAXIMUM-LIKELIHOOD ESTIMATION 248 7.5 BAYES ESTIMATION 248 7.6 MEAN SQUARE ESTIMATION 249 7.7 LINEAR MEAN SQUARE ESTIMATION 249 SOLVED PROBLEMS 250 CHAPTER 8 DECISION THEORY 264 8.1 INTRODUCTION 264 8.2 HYPOTHESIS TESTING 264 8.3 DECISION TESTS 265 SOLVED PROBLEMS 268 CHAPTER 9 QUEUEING THEORY 281 9.1 INTRODUCTION 281 9.2 QUEUEING SYSTEMS 281 9.3 BIRTH-DEATB PROEESS 282 9.4 THE M/M/L QUEUEING SYSTEM 283 9.5 THE M/M/S QUEUEING SYSTEM 284 9.6 THE M/M/L/K QUEUEING SYSTEM 285 9.7 THE M/M/.S/K QUEUEING SYSTEM 285 CONTENTS SOLVED PROBLEMS 286 APPENDIX A NORMAL DISTRIBUTION 297 APPENDIX B FOURIER TRANSFORM 299 B.L CONTINUOUS-TIME FOURIER TRANSFORM 299 B.2 DISCRETE-TIME FOURIER TRANSFORM 300 INDEX 303
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author	Hsu, Hwei Piao
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indexdate	2024-07-09T22:03:12Z
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isbn	0070306443 9780070306448
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physical	VII, 306 S. graph. Darst.
publishDate	2005
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series2	Schaum's outline series
spelling	Hsu, Hwei Piao Verfasser aut Schaum's outline of theory and problems of probability, random variables, and random processes Hwei P. Hsu [Nachdr.] New York, NY [u.a.] McGraw-Hill [2005] VII, 306 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Schaum's outline series Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf (DE-588)4143389-0 Aufgabensammlung gnd-content Wahrscheinlichkeitstheorie (DE-588)4079013-7 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 http://www.gbv.de/dms/ilmenau/toc/520285654hsu.PDF lizenzfrei Inhaltsverzeichnis GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018592476&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Hsu, Hwei Piao Schaum's outline of theory and problems of probability, random variables, and random processes Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
subject_GND	(DE-588)4057630-9 (DE-588)4079013-7 (DE-588)4143389-0
title	Schaum's outline of theory and problems of probability, random variables, and random processes
title_auth	Schaum's outline of theory and problems of probability, random variables, and random processes
title_exact_search	Schaum's outline of theory and problems of probability, random variables, and random processes
title_full	Schaum's outline of theory and problems of probability, random variables, and random processes Hwei P. Hsu
title_fullStr	Schaum's outline of theory and problems of probability, random variables, and random processes Hwei P. Hsu
title_full_unstemmed	Schaum's outline of theory and problems of probability, random variables, and random processes Hwei P. Hsu
title_short	Schaum's outline of theory and problems of probability, random variables, and random processes
title_sort	schaum s outline of theory and problems of probability random variables and random processes
topic	Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
topic_facet	Stochastischer Prozess Wahrscheinlichkeitstheorie Aufgabensammlung
url	http://www.gbv.de/dms/ilmenau/toc/520285654hsu.PDF http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018592476&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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