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Probability, Statistics, and Random Processes for ...

Probability, Statistics, and Random Processes for Electrical EngineeringThird EditionAlberto Leon-GarciaUniversity of TorontoUpper Saddle River, NJ 07458 Library of Congress Cataloging-in-Publication DataLeon-Garcia, , statistics, and Random Processes for electrical engineering / Alberto Leon-Garcia. -- 3rd bibliographical references and : 978-0-13-147122-1 (alk. paper)1. Electric engineering--Mathematics. 2. Probabilities. 3. Stochastic Processes . I. Leon-Garcia, Alberto. Probabilityand Random Processes for electrical engineering. II. '46213--dc222007046492 Vice President and Editorial Director, ECS:Marcia J. HortonAssociate Editor:Alice DworkinEditorial Assistant:William OpaluchSenior Managing Editor:Scott DisannoProduction Editor:Craig LittleArt Director:Jayen ConteCover Designer:Bruce KenselaarArt Editor:Greg DullesManufacturing Manager:Alan Fischer Manufacturing Buyer:Lisa McDowellMarketing Manager:Tim Galligan 2008

5.9 Pairs of Jointly Gaussian Random Variables 278 5.10 Generating Independent Gaussian Random Variables 284 Summary 286 Problems 288 CHAPTER 6 Vector Random Variables 303 6.1 Vector Random Variables 303 6.2 Functions of Several Random Variables 309 6.3 Expected Values of Vector Random Variables 318 6.4 Jointly Gaussian Random Vectors 325

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