Probability Distributions Involving Gaussian Random Variables

This handbook, now available in paperback, brings together a comprehensive collection of mathematical material in one location. The book has been endorsed by top experts in the field worldwide, ensuring quality and value. It offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians. The handbook is not specific to fixed research areas, but rather it has a generic flavor that can be applied by anyone working with probabilistic and stochastic analysis and modeling. Classic results are presented in their final form without derivation or discussion, allowing for much material to be condensed into one volume. Concise compilation of disparate formulae saves time in searching different sources. The material in this book is timeless and has intrinsic value to today's and tomorrow's practicing engineers and scientists.

Now available in attractively priced softcover edition Focused application has broad interest for many disciplines: engineers, computer scientists, statisticians, physicists; as well as any researcher working in probabilistic and stochastic analysis and modeling Information presented in easy-to-access analytical, tabular, and graphical form Concise, definitive compilation of disparate formulae saves time in searching different sources The material is timeless and has intrinsic value to today's and tomorrow's practicing engineers and scientists Endorsed by top experts in field worldwide, ensuring quality and value Includes supplementary material: sn.pub/extras

Auteur
Marvin K. Simon is currently a Senior Research Engineer at the California Institute of Technology's Jet Propulsion Laboratory, where for the past thirty-four years he has participated in vital research pertaining to the design of NASA's deep space and near-earth missions. He has published over 170 papers and coauthored ten textbooks on related subjects.

Contenu
A Brief Biography of Carl Friedrich Gauss.- Preface.- Acknowledgment.- Introduction.- Basic Definitions and Notation.- Fundamental One-Dimensional Variables.- Fundamental Multidimensional Variables.- Difference of Chi-Square Random Variables.- Sum of Chi-Square Random Variables.- Products of Random Variables.- Ratios of Random Variables.- Maximum and Minimum of Pairs of Random Variables.- Quadratic Forms.- Other Miscellaneous Forms.- Appendix A: Alternative Forms.- One-Dimensional Distributions and Functions.- Two-Dimensional Distributions and Functions.- Appendix B: Integrals Involving Q-Functions.- The Gaussian Q-Function.- The First-Order Marcum Q-Function.- The Generalized (MTH-Order) Marcum Q-Function.- Appendix C: Bounds on the Gaussian Q-Function and the Marcum Q-Function.- The Gaussian Q-Function.- The Marcum Q-Function.- References.- Illustrations.