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TLFeBOOK

FUNDAMENTALS OF PROBABILITY
AND STATISTICS FOR ENGINEERS

T.T. Soong
State University of New York at Buffalo, Buffalo, New York, USA

TLFeBOOK

TLFeBOOK

FUNDAMENTALS OF
PROBABILITY AND
STATISTICS FOR
ENGINEERS

TLFeBOOK

TLFeBOOK

FUNDAMENTALS OF PROBABILITY
AND STATISTICS FOR ENGINEERS

T.T. Soong
State University of New York at Buffalo, Buffalo, NewYork, USA

TLFeBOOK

C opyright  2004

John Wiley & Sons Ltd, The Atrium, Southern G ate, Chichester,
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Telephone ( 44) 1243 779777

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British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
ISBN 0-470-86813-9 (Cloth)
ISBN 0-470-86814-7 (Paper)
Typeset in 10/12pt Times from LaTeX files supplied by the author, processed by
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TLFeBOOK

T o the memory of my parents

TLFeBOOK

TLFeBOOK

C ontents
PREFACE
1 INTRODUCTION
1.1 Organization of Text
1.2 Probability Tables and Computer Software
1.3 Prerequisites

xiii
1
2
3
3

PART A:PROBABILITY AND RANDOM VARIABLES

5

2 BASIC PROBABILITY CONCEPTS

7

2.1 Elements of Set Theory
2.1.1 Set Operations
2.2 Sample Space and Probability Measure
2.2.1 Axioms of Probability
2.2.2 Assignment of Probability
2.3 Statistical Independence
2.4 Conditional Probability
R eference
F urther R eading
Problems
3 RANDOM VARIABLES AND PROBABILITY
DISTRIBUTIONS
3.1 R andom Variables3.2 Probability Distributions
3.2.1 Probability D istribution F unction
3.2.2 Probability M ass F unction for D iscrete R andom
Variables

8
9
12
13
16
17
20
28
28
28

37
37
39
39
41

TLFeBOOK

viii
3.2.3 Probability D ensity F unction for Continuous R andom
Variables
3.2.4 M ixed-Type D istribution
3.3 Two or M ore R andom Variables
3.3.1 Joint Probability D...
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