Fundamentals of Probability and Statistics for Engineers - Rilegato

Soong, T. T.

Rilegato

ISBN 10: 0470868139 ISBN 13: 9780470868133

Casa editrice: John Wiley & Sons Inc, 2004

Riassunto

This textbook differs from others in the field in that it has been prepared very much with students and their needs in mind, having been classroom tested over many years. It is a true “learner’s book” made for students who require a deeper understanding of probability and statistics. It presents the fundamentals of the subject along with concepts of probabilistic modelling, and the process of model selection, verification and analysis. Furthermore, the inclusion of more than 100 examples and 200 exercises (carefully selected from a wide range of topics), along with a solutions manual for instructors, means that this text is of real value to students and lecturers across a range of engineering disciplines.

Key features:

• Presents the fundamentals in probability and statistics along with relevant applications.
• Explains the concept of probabilistic modelling and the process of model selection, verification and analysis.
• Definitions and theorems are carefully stated and topics rigorously treated.
• Includes a chapter on regression analysis.
• Covers design of experiments.
• Demonstrates practical problem solving throughout the book with numerous examples and exercises purposely selected from a variety of engineering fields.
• Includes an accompanying online Solutions Manual for instructors containing complete step-by-step solutions to all problems.

Su questo libro

Informazioni sull?autore

T. T. Soong is the author of Fundamentals of Probability and Statistics for Engineers, published by Wiley.

Dalla quarta di copertina

Many books are already available on the general topic of 'probability and statistics for engineers and scientists', so why choose this one? This textbook differs in that it has been prepared very much with students and their needs in mind. Having been classroom tested over many years, it is a true "learner's book" made for students who require a deeper understanding of probability and statistics and the process of model selection, verification and analysis. Emphasising both sound development of the principles and their engineering applications, this book offers purposely selected practical examples from many different fields.

This textbook:

• Presents a sound treatment of the fundamentals in probability and statistics.
• Explains the concept of probabilistic modelling and the process of model selection, verification and analysis.
• Provides self-contained material with smooth and logical transition from chapter to chapter.
• Includes relevant and motivational applications in every chapter with numerous examples and problems.
• Demonstrates practical problem solving throughout the book with stimulating exercises, including answers to selected problems.
• Includes an accompanying online Solutions Manual for instructors with complete step-by-step solutions to all problems. (URL)

Fundamentals In Applied Probability And Statistics For Engineers provides invaluable support for all engineering students involved in applications of probability, random variables and statistical inference. This book is also an ideal reference for lecturers, educators and newcomers to the field who wish to increase their knowledge of fundamental concepts. Engineering consulting firms will also find the explanations and examples useful.

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Fundamentals of Probability and Statistics for Engineers

By T. T. Soong

John Wiley & Sons

Copyright © 2004 T. T. Soong
All right reserved.
ISBN: 9780470868133

Chapter One

Introduction

At present, almost all undergraduate curricula in engineering and applied sciences contain at least one basic course in probability and statistical inference. The recognition of this need for introducing the ideas of probability theory in a wide variety of scientific fields today reflects in part some of the profound changes in science and engineering education over the past 25 years.

One of the most significant is the greater emphasis that has been placed upon complexity and precision. A scientist now recognizes the importance of studying scientific phenomena having complex interrelations among their components; these components are often not only mechanical or electrical parts but also 'soft-science' in nature, such as those stemming from behavioral and social sciences. The design of a comprehensive transportation system, for example, requires a good understanding of technological aspects of the problem as well as of the behavior patterns of the user, land-use regulations, environmental requirements, pricing policies, and so on.

Moreover, precision is stressed - precision in describing interrelationships among factors involved in a scientific phenomenon and precision in predicting its behavior. This, coupled with increasing complexity in the problems we face, leads to the recognition that a great deal of uncertainty and variability are inevitably present in problem formulation, and one of the mathematical tools that is effective in dealing with them is probability and statistics.

Probabilistic ideas are used in a wide variety of scientific investigations involving randomness. Randomness is an empirical phenomenon characterized by the property that the quantities in which we are interested do not have a predictable outcome under a given set of circumstances, but instead there is a statistical regularity associated with different possible outcomes. Loosely speaking, statistical regularity means that, in observing outcomes of an experiment a large number of times (say n), the ratio m/n, where m is the number of observed occurrences of a specific outcome, tends to a unique limit as n becomes large. For example, the outcome of flipping a coin is not predictable but there is statistical regularity in that the ratio m/n approaches 1/2 for either heads or tails. Random phenomena in scientific areas abound: noise in radio signals, intensity of wind gusts, mechanical vibration due to atmospheric disturbances, Brownian motion of particles in a liquid, number of telephone calls made by a given population, length of queues at a ticket counter, choice of transportation modes by a group of individuals, and countless others. It is not inaccurate to say that randomness is present in any realistic conceptual model of a real-world phenomenon.

1.1 ORGANIZATION OF TEXT

This book is concerned with the development of basic principles in constructing probability models and the subsequent analysis of these models. As in other scientific modeling procedures, the basic cycle of this undertaking consists of a number of fundamental steps; these are schematically presented in Figure 1.1. A basic understanding of probability theory and random variables is central to the whole modeling process as they provide the required mathematical machinery with which the modeling process is carried out and consequences deduced. The step from B to C in Figure 1.1 is the induction step by which the structure of the model is formed from factual observations of the scientific phenomenon under study. Model verification and parameter estimation (E) on the basis of observed data (D) fall within the framework of statistical inference. A model may be rejected at this stage as a result of inadequate inductive reasoning or insufficient or deficient data. A reexamination of factual observations or additional data may be required here. Finally, model analysis and deduction are made to yield desired answers upon model substantiation.

In line with this outline of the basic steps, the book is divided into two parts. Part A (Chapters 2-7) addresses probability fundamentals involved in steps A [right arrow] C, B [right arrow] C, and E [right arrow] F (Figure 1.1). Chapters 2-5 provide these fundamentals, which constitute the foundation of all subsequent development. Some important probability distributions are introduced in Chapters 6 and 7. The nature and applications of these distributions are discussed. An understanding of the situations in which these distributions arise enables us to choose an appropriate distribution, or model, for a scientific phenomenon.

Part B (Chapters 8-11) is concerned principally with step D [right arrow] E (Figure 1.1), the statistical inference portion of the text. Starting with data and data representation in Chapter 8, parameter estimation techniques are carefully developed in Chapter 9, followed by a detailed discussion in Chapter 10 of a number of selected statistical tests that are useful for the purpose of model verification. In Chapter 11, the tools developed in Chapters 9 and 10 for parameter estimation and model verification are applied to the study of linear regression models, a very useful class of models encountered in science and engineering.

The topics covered in Part B are somewhat selective, but much of the foundation in statistical inference is laid. This foundation should help the reader to pursue further studies in related and more advanced areas.

1.2 PROBABILITY TABLES AND COMPUTER SOFTWARE

The application of the materials in this book to practical problems will require calculations of various probabilities and statistical functions, which can be time consuming. To facilitate these calculations, some of the probability tables are provided in Appendix A. It should be pointed out, however, that a large number of computer software packages and spreadsheets are now available that provide this information as well as perform a host of other statistical calculations. As an example, some statistical functions available in Microsoft_ Excel(tm) 2000 are listed in Appendix B.

1.3 PREREQUISITES

The material presented in this book is calculus-based. The mathematical prerequisite for a course using this book is a good understanding of differential and integral calculus, including partial differentiation and multidimensional integrals. Familiarity in linear algebra, vectors, and matrices is also required.

Continues...

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Dettagli dell'edizione

• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 0470868139
• ISBN 13: 9780470868133
• Rilegatura: Copertina rigida
• Numero di pagine: 384
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile