Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers

by Roy Yates and David J. Goodman

This user--friendly resource helps readers grasp the concepts of probability and stochastic processes, so they can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems.

• Format: Paperback
• Language: English
• ISBN: 0471452599
• ISBN13: 9780471452591
• Release Date: May 2004
• Publisher: John Wiley & Sons
• Length: 519 Pages
• Weight: 2.25 lbs.

Customer Reviews

GREAT BOOK

This is an EXCELLENT book for learning probability and random process. It is clear, lot of examples, lot of end of chapter problems. You can solve all the problems once you have mastered the concepts in the chapters. Probability theory is inevitable if you want to learn signal processing, communication , or control theory. Other famous books like Stark & Woods are more difficult than this one, you need to learn this book (all the theory and problems) thoroughly to learn advanced books like Stark & woods,Steven kay (estimation / detection). As one review complains the introduction says the subject is difficult. Well its absolutely true, probability is certainly not an easy subject. Its more difficult that other subjects such as DSP, electromagnetics etc.

Not merely a book, a Work of Art!

Why a work of art? because the logical flow of the book and the clear exposition makes this difficult subject accessible even to a 69 year old! I tried to read Leon-Garcia and found it deficient in these areas. Some minor points. The book ends without discussing Little's Law which would have taken one more line. The derivation of the CK equation could be improved, and there are a few typos. Conclusion: You will really enjoy this book and be repaid for your efforts!

Best book on the subject I have come across

I have taken three classes on this subject, and I am confident in my recomendation of this text. For a first year M.S. class, I had the misfortune of having the instructor use Stark and Woods, which is overly complicated, dense, and in my opinion, the authors attempt to make the subject more difficult than it really is by including advanced topics, such as parameter estimation, in introductory chapters. This book, on the other hand, goes over all the basics in a very clean and presentable manner. I picked up this book during the class using Stark and Woods, and my performance increased drastically. This is an excellent reference and text for self study. A real life saver as well. Only complaint: it would be nice to have solutions to select problems. Most people will tell you that the only way to learn the subject is through practice, but as far as learning pricipals, this book is spot on.

A supportive reader

Let me begin by saying this book is written at a level for senior level B.S. and first year M.S. engineering (not math) students. It is the best book I've seen for introducing probability, random variables and related concepts to this student demographic (particularly to Elec. Eng. or Comp. Eng majors). It has all the introductory concepts and lays out the foundation for later subject matter in a seemless, easy to read and friendly manner. To qualify this statement, let me say that I had taken a similar engineering-related probability course in school a few years back that covered most of the same topics found in the Yates and Goodman book. I was confused about several issues even after I completed the course. It wasn't until I found this text and began reading it that all the questions and doubts I'd had went away. This text doesn't cover more advanced probability related concepts like entropy, mutual information and a host of others. What it does do is clearly provide you with the foundation in probability so that you can later read other more "involved" books like Stark and Woods or Papoulis and Pillai without the agony.

A Great Book to Teach From...

I taught an undergraduate course in probability and stochastic processes last summer using this book. This book is so clearly written and laid out that for the first time in 20 years of teaching I could lecture directly from the book rather than having to spend the time to make up a set of notes. The many worked out problems are very helpful in illustrating concepts. All in all a great book.