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Probability, Statistics, and Stochastic Processes

Probability, Statistics, and StochasticProcessesProbability, Statistics, andStochasticProcessesPeter OlofssonMikael AnderssonA Wiley-Interscience PublicationJOHN WILEY & SONS, York / Chichester / Weinheim / Brisbane / Singapore / TorontoPrefaceThe BookIn November 2003, I was completing a review of an undergraduate textbook in prob-ability and statistics. In the enclosed evaluation sheet was the question Have youever considered writing a textbook? and I suddenly realized that the answer was Yes, and had been for quite some time. For several years I had been teaching acourse on calculus-based probability and statistics mainly for mathematics, science,and engineering students.

2.3.2 Functions of Random Variables 96 2.4 Expected Value and Variance 99 2.4.1 The Expected Value of a Function of a Random Variable 104 2.4.2 Variance of a Random Variable 108 2.5 Special Discrete Distributions 115 2.5.1 Indicators 116 2.5.2 The Binomial Distribution 116 2.5.3 The Geometric Distribution 120 2.5.4 The Poisson Distribution 122

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