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This is the second in a series of three short books on probability theory and random processes for biomedical engineers. This volume focuses on expectation, standard deviation, moments, and the characteristic function. In addition, conditional expectation, conditional moments and the conditional characteristic function are also discussed. Jointly distributed random variables are described, along with joint expectation, joint moments, and the joint characteristic function. Convolution is also developed. A considerable effort has been made to develop the theory in a logical manner—developing special mathematical skills as needed. The mathematical background required of the reader is basic knowledge of differential calculus. Every effort has been made to be consistent with commonly used notation and terminology—both within the engineering community as well as the probability and statistics literature. The aim is to prepare students for the application of this theory to a wide variety of problems, as well give practicing engineers and researchers a tool to pursue these topics at a more advanced level. Pertinent biomedical engineering examples are used throughout the text.

This is the third in a series of short books on probability theory and random processes for biomedical engineers. This book focuses on standard probability distributions commonly encountered in biomedical engineering. The exponential, Poisson and Gaussian distributions are introduced, as well as important approximations to the Bernoulli PMF and Gaussian CDF. Many important properties of jointly Gaussian random variables are presented. The primary subjects of the final chapter are methods for determining the probability distribution of a function of a random variable. We first evaluate the probability distribution of a function of one random variable using the CDF and then the PDF. Next, the probability distribution for a single random variable is determined from a function of two random variables using the CDF. Then, the joint probability distribution is found from a function of two random variables using the joint PDF and the CDF. The aim of all three books is as an introduction to probability theory. The audience includes students, engineers and researchers presenting applications of this theory to a wide variety of problems—as well as pursuing these topics at a more advanced level. The theory material is presented in a logical manner—developing special mathematical skills as needed. The mathematical background required of the reader is basic knowledge of differential calculus. Pertinent biomedical engineering examples are throughout the text. Drill problems, straightforward exercises designed to reinforce concepts and develop problem solution skills, follow most sections.

This is the first in a series of short books on probability theory and random processes for biomedical engineers. This text is written as an introduction to probability theory. The goal was to prepare students, engineers and scientists at all levels of background and experience for the application of this theory to a wide variety of problems—as well as pursue these topics at a more advanced level. The approach is to present a unified treatment of the subject. There are only a few key concepts involved in the basic theory of probability theory. These key concepts are all presented in the first chapter. The second chapter introduces the topic of random variables. Later chapters simply expand upon these key ideas and extend the range of application. A considerable effort has been made to develop the theory in a logical manner—developing special mathematical skills as needed. The mathematical background required of the reader is basic knowledge of differential calculus. Every effort has been made to be consistent with commonly used notation and terminology—both within the engineering community as well as the probability and statistics literature. Biomedical engineering examples are introduced throughout the text and a large number of self-study problems are available for the reader.