Wojbor A. Woyczynski 
First Course in Statistics for Signal Analysis [PDF ebook] 

This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation.New to the Second Edition: many redrawn figures to better illustrate the scale of the quantities represented; revised notation and terminology to better reflect the concepts under discussion; considerably expanded sections with new examples, illustrations, and commentary; addition of more applied exercises; a large appendix containing solutions of selected problems from each of the nine chapters.Developed by the author over the course of many years of classroom use, A First Course in Statistics for Signal Analysis may be used by junior/senior undergraduates or graduate students in electrical, systems, computer, and biomedical engineering, as well as the physical sciences. The work is also an excellent resource of educational and training material for scientists and engineers working in research laboratories.