Mario Lefebvre的《应用概率与统计》

English | PDF | 364 Pages | 2006 | ISBN : 0387284540 | 11.6 MB

This book is based mainly on the lecture notes that I have been using since 1993 for a course on applied probability for engineers that I teach at the Ecole Polytechnique de Montreal. This course is given to electrical, computer and physics engineering students, and is normally taken during the second or third year of their curriculum. Therefore, we assume that the reader has acquired a basic knowledge of differential and integral calculus. The main objective of this textbook is to provide a reference that covers the topics that every student in pure or applied sciences, such as physics, computer science, engineering, etc., should learn in probability theory, in addition to the basic notions of stochastic processes and statistics. It is not easy to find a single work on all these topics that is both succinct and also accessible to non-mathematicians. Because the students, who for the most part have never taken a course on prob­ ability theory, must do a lot of exercises in order to master the material presented, I included a very large number of problems in the book, some of which are solved in detail. Most of the exercises proposed after each chapter are problems written es­ pecially for examinations over the years. They are not, in general, routine problems, like the ones found in numerous textbooks.

这本书主要基于我从1993年起一直在蒙特利尔polytechnique工程师课程上使用的应用概率讲座笔记。这个课程教授给电气、计算机和物理学专业的学生，通常是在他们课程的第二或第三年进行。因此，我们假定读者已经掌握了微积分的基本知识。本书的主要目的是为所有纯科学或应用科学的学生提供参考，这些学生应该在概率论方面学习基本概念以及随机过程和统计学的基本观点。要找到一部涵盖所有这些主题且又简洁易懂的书籍是非常困难的。因为大多数学生都没有上过概率理论课程，为了掌握本书所呈现的内容，他们需要完成大量的练习题。因此，书中包含了大量的习题，其中一些问题有详细解答。每章后面的大部分习题都是专门用于历次考试而编写的题目。这些习题一般不是那些在众多教科书中常见的常规题目。

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