Random Variables for Scientists and Engineers (eBook, PDF)

Random Variables for Scientists and Engineers (eBook, PDF)

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This book provides an overview of random variables (RVs) and their applications. The authors begin with mathematical expectation, cumulative distribution function, and functions of RVs, and some applications of conditional expectation follow. The book then discusses transformations of RVs and a simple integral method to find the mean deviation of continuous RVs. Joint probability distributions, do-little method of Jacobians, polar-transformations, Rosenblatt transform, copula-based methods, and its applications are covered. An up-to-date reference list and approximately 225 exercise problems a...

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