Probability, random signals, and statistics : a textgraph with integrated software for electrical and computer engineers / X. Rong Li.

CONTENTS

1 Introduction

1.1 Randomness, Random signals and systems
1.2 Probability and random processes
1.3 Typical Engineering applications
1.4 Why study probability and random processes
etc

2 Basic Concepts in Probability

2.1 Basics of set theory
2.2 Fundamental concepts in Probability
2.3 Conditional probability
2.4 Independent events
etc

3 The Random Variable

3.1 Concepts of random variable
3.2 Cumulative Distribution Function
3.3 Probability Density Function
3.4 Uniform Distribution
etc

4 Multiple Random Variables

4.1 The joint distribution function
4.2 The joint density function
4.3 Independence of random variables
4.4 Expectations and moments
etc

5 Introduction to statistics

5.1 Introduction
5.2 Sample mean and sample variance
5.3 Empirical distribution
5.4 Statistical inference
etc

6 Random processes

6.1 Concept of random processes
6.2 Characterization of random processes
6.3 Classification of random processes
6.4 Correlation function
etc

7 Power Spectral Density

7.1 Concept of power spectral density
7.2 Properties of power spectral density
7.3 White noise
7.4 Power spectrum estimation
etc

8 Linear Systems with Random inputs

8.1 Deterministic Linear Systems
8.2 Time-Domain Analysis
8.3 Frequency-Domain analysis
8.4 Summary of input-output Relationship
etc

9 Optimal Linear Systems

9.1 Introduction
9.2 Signal-to Noise ratio
9.3 The matched filter
9.4 The wiener Filter
etc

Includes index : p. 447-455.