Schaum's Outline of Probability, Random Variables, and Random Processes
Author:
Genres: Reference, Science & Math, Engineering & Transportation
Book Type: Paperback
Author:
Genres: Reference, Science & Math, Engineering & Transportation
Book Type: Paperback
jekyllhydeclub reviewed on + 12 more book reviews
Chapter 1: Probability
Chapter 2:Random Variables
Chapter 3:Multiple Random Variables
Chapter 4:Functions of Random Variables, Expectations, Limit Theorems
Chapter 5:Random Processes
Chapter 6:Analysis and Processing of Random Processes
Chapter 7:Estimation Theory
Chapter 8:Decision Theory
Chapter 9:Queueing Theory
Appendix A: Normal Distribution
Appendix B:Fourier Transform
B1: Continuous Time Fourier Transform
B2: Discrete Time Fourier Transform
This book covers some basics like the axiomatic definition of probability, conditional probability and algebra of sets. It touches on many topics, I was surprised to find applications to electricity here,even though when explained, they do make perfect sense.
Schaum's contains many exercises that lose their mysterious and intimidating character once they are clearly explained. I don't think it in itself would be sufficient to prepare for a solid MIT/Berkley type of course but it does seem to address any lesser needs and can prepare even a serious if inexperienced student for dealing with more sophisticated material.
From the technical point of view, the integrals are pretty typical for probability, you probably saw them before in your Calculus or introductory Probability course and should experience no difficulty with those.
Even the prerequisites mentioned in the beginning of the book I find largely unnecessary, the author does a good job of building up from scratch and does not engage in too many complex technicalities.
Chapter 2:Random Variables
Chapter 3:Multiple Random Variables
Chapter 4:Functions of Random Variables, Expectations, Limit Theorems
Chapter 5:Random Processes
Chapter 6:Analysis and Processing of Random Processes
Chapter 7:Estimation Theory
Chapter 8:Decision Theory
Chapter 9:Queueing Theory
Appendix A: Normal Distribution
Appendix B:Fourier Transform
B1: Continuous Time Fourier Transform
B2: Discrete Time Fourier Transform
This book covers some basics like the axiomatic definition of probability, conditional probability and algebra of sets. It touches on many topics, I was surprised to find applications to electricity here,even though when explained, they do make perfect sense.
Schaum's contains many exercises that lose their mysterious and intimidating character once they are clearly explained. I don't think it in itself would be sufficient to prepare for a solid MIT/Berkley type of course but it does seem to address any lesser needs and can prepare even a serious if inexperienced student for dealing with more sophisticated material.
From the technical point of view, the integrals are pretty typical for probability, you probably saw them before in your Calculus or introductory Probability course and should experience no difficulty with those.
Even the prerequisites mentioned in the beginning of the book I find largely unnecessary, the author does a good job of building up from scratch and does not engage in too many complex technicalities.
