斯塔克、伍兹编著的《概率统计与随机过程（第4版英文版）》从工程应用的角度，全面阐述概率、统计与随机过程的基本理论及其应用。适合作为电子信息类专业本科生和研究生的“随机信号分析”或“随机过程及其应用”课程的双语教学教材，也可供从事相关技术领域研究的科技人员参考。

斯塔克、伍兹编著的《概率统计与随机过程（第4版英文版）》从工程应用的角度，全面阐述概率、统计与随机过程的基本理论及其应用。全书共11章（其中第10章和第11章为网上资源），首先简单介绍概率论，然后各章分别讨论随机变量、随机变量的函数、均值与矩、随机矢量、统计（包括参数估计和假设检验）、随机序列、随机过程基础知识和深入探讨，最后讨论了统计信号处理中的相关应用。书中给出了大量电子和信息系统相关实例，每章给出了丰富的习题。

《概率统计与随机过程（第4版英文版）》适合作为电子信息类专业本科生和研究生的“随机信号分析”或“随机过程及其应用”课程的双语教学教材，也可供从事相关技术领域研究的科技人员参考。

Preface 11

Chapter1 Introduction to Probability 13

 1.1 Introduction: Why Study Probability? 13

 1.2 The Different Kinds of Probability 14

 Probability as Intuition 14

 Probability as the Ratio of Favorable to Total Outcomes (Classical Theory) 15

 Probability as a Measure of Frequency of Occurrence 16

 Probability Based on an Axiomatic Theory 17

 1.3 Misuses, Miscalculations, and Paradoxes in Probability 19

 1.4 Sets, Fields, and Events 20

 Examples of Sample Spaces 20

 1.5 Axiomatic Definition of Probability 27

 1.6 Joint, Conditional, and Total Probabilities; Independence 32

 Compound Experiments 35

 1.7 Bayes’ Theorem and Applications 47

 1.8 Combinatorics 50

 Occupancy Problems 54

 Extensions and Applications 58

 1.9 Bernoulli Trials—Binomial and Multinomial Probability Laws 60

 Multinomial Probability Law 66

 1.10 Asymptotic Behavior of the Binomial Law: The Poisson Law 69

 1.11 Normal Approximation to the Binomial Law 75

 Summary 77

 Problems 78

 References 89

Chapter2 Random Variables 91

Chapter3 Functions of Random Variables 163

Chapter4 Expectation and Moments 227

Chapter5 Random Vectors 307

Chapter6 Statistics: Part 1 Parameter Estimation 352

Chapter7 Statistics: Part 2 Hypothesis Testing 402

Chapter8 Random Sequences 453

Chapter 9 Random Processes 555

Chapters 10 Advanced Topics in Random Processes

Chapter11 Applications to Statistical Signal Processing 712

Appendix A Review of Relevant Mathematics A-1

Appendix B Gamma and Delta Functions B-1

Appendix C Functional Transformations and Jacobians C-1

Appendix D Measure and Probability D-1

Appendix E Sampled Analog Waveforms and Discrete-time Signals E-1

Appendix F Independence of Sample Mean and Variance for Normal Random Variables F-1

Appendix G Tables of Cumulative Distribution Functions: the Normal, Student t, Chi-square, and F G-1

Index I-1