Probability, Random Variables, and Stochastic Processes (McGraw-Hill Series in Electrical Engineering) 
asked by runningscared on November 19, 2006 11:08 PM
This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probability, Random Variables, and Stochastic Processes assumes a strong college mathematics background. The first half of the text develops the basic machinery of probability and statistics from first principles while the second half develops applications of the basic theory. Topics in the first section include probability distributions and densities, random variables and vectors, expectations, covariance, correlations, functions of random variables and vectors, and conditional distributions and densities. In this third edition of the text, the second half of the book has been substantially updated and expanded to include new or revised discussions of the following topics: mean square estimation, likelihood tests, maximum entropy methods, Monte Carlo techniques, spectral representations and estimation, sampling theory, bispectra and system identification, cyclostationary processes, deterministic signals in noise, and the Wiener and Kalman filters. Probability, Random Variables, and Stochastic Processes covers a remarkable density of material and the clarity of both presentation and notation make this book invaluable as a text and a reference.
Reviews
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Absolutely fails as a text book. This book offers absolutely no flow whatsoever for a student to follow. Papoulis didn't write this book for a student, he wrote it for a peer to discuss over tea to showcase how much he can squeeze into 800 pages. Apprently, quality over quantity means absolutely nothing to this guy.
If you want a good textbook on random variables, try Peebles. Each topic in Peebles is coherently presented followed by a numerical example that's easily understood.
Yes this book covers alot of ground, but it does a horrible job explaining just about everything it covers.
If you want a good textbook on random variables, try Peebles. Each topic in Peebles is coherently presented followed by a numerical example that's easily understood.
Yes this book covers alot of ground, but it does a horrible job explaining just about everything it covers.
reviewed by pauls on November 25, 2006 7:06 AM
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I bought this book because it is a classic. It is hard reading, the style is dry and somewhat bloated, a combination that makes you dislike the author immediately. That is a shame, for the author is clearly very knowledgeable. If only he had tried to be a bit friendlier, try to TEACH instead of PREACH...
Definitely NOT for beginners, not even for intermediate level readers.
Definitely NOT for beginners, not even for intermediate level readers.
reviewed by glenn11 on November 28, 2006 9:59 AM
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Im writing this review because I felt most of the other reviews here were unfair. If you are not interested in the subject, you'll find any text on random processes bad!
Anyway, the text book is a very formal treatment of the subject - and is a good accompaniment if you have access to a professor or tutor you can discuss things over with. If you are planning to read this up on your own, it's hard. The exercises are good and must be attempted to understand the subject. Get a solutions manual from somewhere to verify your work.
Anyway, the text book is a very formal treatment of the subject - and is a good accompaniment if you have access to a professor or tutor you can discuss things over with. If you are planning to read this up on your own, it's hard. The exercises are good and must be attempted to understand the subject. Get a solutions manual from somewhere to verify your work.
reviewed by sumbuddy on November 29, 2006 12:47 PM
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Oh my goodness, what did I get myself into. I had taken a statistics and probability class before and breezed through it no problem. A+ for the class, and I even missed some classes. So I decided I should take a higher level course in probability and random variables. Numbers are fun, right? WRONG. This book will completely turn you off to anything related to probability and random variables, if you are a beginner. If you don't have an intrinsic love for probability and random variables already, then I recommend choosing another book. Basically what is wrong with this book has already been outlined by the reviewers that gave this one 1 or 2 stars. Difficulty in comprehending mainly because:
1) Barely any practical applications (e.g. number examples) A lot of the examples in the book and even the problems will present you a "general" problem to solve, meaning no numerical values, but 'k' and 'n' and such. Very abstract!
2) Errors. I didn't even know there were errors in this book until my instructor pointed them out. Heck, how are you supposed to learn if you don't spot the errors and take them as truth!
3) Pre-bed time reading material. Very boring and dry like another reviewer has said. I cannot fathom anyone enjoying a page of this book. Dictionaries are more fun to read; at least I would take something with me. My own eagerness to do well in class is stifled by this book, making me ask myself why I must endure this torture.
This book is too advanced for beginners, and will not promote healthy learning of the material. Please read a few of the low star reviews for better alternatives. If you must take a class that uses this book, I suggest paying attention 100% in class and prayer. My instructor uses slides from Pillai, and even those had errors in it. I am glad to hear I am not alone on this one.
1) Barely any practical applications (e.g. number examples) A lot of the examples in the book and even the problems will present you a "general" problem to solve, meaning no numerical values, but 'k' and 'n' and such. Very abstract!
2) Errors. I didn't even know there were errors in this book until my instructor pointed them out. Heck, how are you supposed to learn if you don't spot the errors and take them as truth!
3) Pre-bed time reading material. Very boring and dry like another reviewer has said. I cannot fathom anyone enjoying a page of this book. Dictionaries are more fun to read; at least I would take something with me. My own eagerness to do well in class is stifled by this book, making me ask myself why I must endure this torture.
This book is too advanced for beginners, and will not promote healthy learning of the material. Please read a few of the low star reviews for better alternatives. If you must take a class that uses this book, I suggest paying attention 100% in class and prayer. My instructor uses slides from Pillai, and even those had errors in it. I am glad to hear I am not alone on this one.
reviewed by stonefox on November 29, 2006 5:07 PM