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Intuitive Probability and Random Processes using MATLAB Hardcover – November 16, 2005

ISBN-13: 978-0387241579 ISBN-10: 0387241574

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Product Details

  • Hardcover: 834 pages
  • Publisher: Springer (November 16, 2005)
  • Language: English
  • ISBN-10: 0387241574
  • ISBN-13: 978-0387241579
  • Product Dimensions: 7 x 1.7 x 10 inches
  • Shipping Weight: 3.6 pounds (View shipping rates and policies)
  • Average Customer Review: 4.5 out of 5 stars  See all reviews (20 customer reviews)
  • Amazon Best Sellers Rank: #81,079 in Books (See Top 100 in Books)

Editorial Reviews

Review

From the reviews:

"The book is composed of 22 chapters. … This is a very readable book. … Kay’s book undoubtedly will see its greatest use in engineering schools, but I think it would work nicely in other settings as well. … It is written in a clear and informal style that students will appreciate, its coverage is excellent, and the author’s stated objective (to lessen the difficulty that students usually experience assimilating and applying probability and random processes) will, I predict, be met." (Ralph P. Russo, The American Statistician, Vol. 62 (2), May, 2008)

“Kay’s book occupies a unique place in the overcrowded market of textbooks on probability and random processes. … This new textbook is a breath of fresh air in the market of books devoted to probability and random processes. The book lives up to its ambition of setting a new standard for a modern, computer-based treatment of the subject. … I fully recommend its use in undergraduate and first-year graduate courses.” (Osvaldo Simeone, IEEE Control Systems Magazine, Vol. 27, June, 2007)

From the Back Cover

Intuitive Probability and Random Processes using MATLAB® is an introduction to probability and random processes that merges theory with practice. Based on the author’s belief that only "hands-on" experience with the material can promote intuitive understanding, the approach is to motivate the need for theory using MATLAB examples, followed by theory and analysis, and finally descriptions of "real-world" examples to acquaint the reader with a wide variety of applications. The latter is intended to answer the usual question "Why do we have to study this?" Other salient features are:

*heavy reliance on computer simulation for illustration and student exercises

*the incorporation of MATLAB programs and code segments

*discussion of discrete random variables followed by continuous random variables to minimize confusion

*summary sections at the beginning of each chapter

*in-line equation explanations

*warnings on common errors and pitfalls

*over 750 problems designed to help the reader assimilate and extend the concepts

Intuitive Probability and Random Processes using MATLAB® is intended for undergraduate and first-year graduate students in engineering. The practicing engineer as well as others having the appropriate mathematical background will also benefit from this book.

About the Author

Steven M. Kay is a Professor of Electrical Engineering at the University of Rhode Island and a leading expert in signal processing. He has received the Education Award "for outstanding contributions in education and in writing scholarly books and texts..." from the IEEE Signal Processing society and has been listed as among the 250 most cited researchers in the world in engineering.


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Customer Reviews

4.5 out of 5 stars
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This book is suitable for undergrads and graduates as well.
Srikumar Sandeep
This book is highly recommended for undergraduates starting with probability/statistics but you can definitely use this in your graduate studies as I do.
Maduranga
Steven Kay has joined mathematical formalism and practical example to write excelent books.
Wamberto José Lira de Queiroz

Most Helpful Customer Reviews

35 of 36 people found the following review helpful By Henry Lenzi on March 28, 2008
Format: Hardcover
Here's what you need to know about this book:

1. Don't be confused about the title. By "intuitive" he means he's not going into theoretical measure theory stuff. The material here is standard material, found on many books.
2. The explanations are very clear, doesn't hold back on formalism (to the extent it's possible to be formal - meaning, he's not sloppy about his presentation), and are followed or preceded by real world examples.
3. You get to use Matlab. That is, you learn the basics of using a computer for problems that are aproximate to real world problems.
4. But just because he uses Matlab doesn't mean you don't have a lot (a lot) of traditional excercises. The computer learning is not necessary, it's a "bonus".
5. This book has over 800 pages, and has many illustrations that help a lot in understanding!
6. Later chapters go into more advanced stuff you probably won't see in your first course in probability.

So, all in all, this is an excellent purchase. The author is very talented in explaining, chooses very good examples and additionally, you get to put this stuff your learning to practice using a computer. I think all these factors make the book stand out and introduce probability in a modern way. If you're having difficulty with other shorter texts (as I was) and if you've got an itch to scratch (wants to use your computer to simulate some stuff and do some problems), I think you'll enjoy and benefit quite a lot from this book. Maybe some other books are a little more demanding on math (e.g. Ross), but it's no use if you cant' understand or if you want to become more proficient in the use of the computer for the modelling of probability problems.
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12 of 12 people found the following review helpful By Gadjo Dilo on September 2, 2007
Format: Hardcover Verified Purchase
you will get a solid understanding of each topic/chapter title. Not only engineering but also math students should be trained in the spirit of this book. Each chapter culminates in a real world application which is indeed interesting, and not completely trivial. Few books teach the theory but also bring you to the level where you can apply this theory to problems. However, there is a drawback, in my opinion; since the book is supposed to address grad students some mathematical sophistication could be assumed so as to achieve a more concise presentation. I don't blame the author for extreme clarity of course, but usually you want to get to the interesting parts of any subject at a much higher pace. At some points one could say the book is a bit verbose. Overall, it is almost excellent taking into account its target-group (mostly ece students) and the material it deals with (elementary applied probability).
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6 of 6 people found the following review helpful By Srikumar Sandeep on March 19, 2010
Format: Hardcover
This book is easily the BEST BOOK I have come across for probability,random variables and random processes. Concepts are explained very clearly with lot of worked examples. This book is suitable for undergrads and graduates as well. If you are interested in mastering probability and random process concepts, this is a MUST BUY. Believe me on this. The concepts and formulas you learn from this book will be useful through out your research career in signal processing, communication theory, control theory, estimation / detection, remote sensing, computational engineering, mathematical physics and so on. Another good book for undergrads : Yates and Goodman.
Stark and Woods is probably a graduate level book.
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4 of 4 people found the following review helpful By Maduranga on September 1, 2009
Format: Hardcover
I bought this book after reading his "Statisticl Signal Processing" book. It was the first of his books I read and I was surprised at the easiness of reading despite probability and statistics being one my not-so-liked areas. I picked this book up just as a reference for probability but I eneded up reading almost all the book (except for couple chapters at the very end). He described everything from the proof. This book is highly recommended for undergraduates starting with probability/statistics but you can definitely use this in your graduate studies as I do. Kay is one of the best teachers.
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4 of 5 people found the following review helpful By Ashraf Tantawy on May 26, 2009
Format: Hardcover
This should be the classical textbook for probability theory, for undergrad. and first year graduate students. I like the style of writing of Steven Kay. This book, together with his two other books: Detection and Estimation theory, should be the first set of books to read by anyone in statistical signal processing field. The only missing thing is solutions to the subset of problems he is referring to in the text.
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1 of 1 people found the following review helpful By Shupeng Liu on September 22, 2013
Format: Hardcover Verified Purchase
this item is so good as I expected! my friends recommend this product to me, and it proved that is very good advice.
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10 of 15 people found the following review helpful By N. Vadulam on February 21, 2006
Format: Hardcover Verified Purchase
This is a much needed book that bridges theory and numerical computations. Theory needs to be supplemented with numerical applications to get a well-grounded understanding, especially in Probability Theory and Stochastic Processes.
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The best book ever on Probability. There are many books on probability theory, but this book is unique among all of them. Its uniqueness lies in its completeness of the theory and its workout examples. It is a graduate level book but even if you are an undergraduate and have a passion for math you can understand it given its clear explanations and examples.
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