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R059210401 Probability Theory and Stochastic Process Feb08

R059210401 Probability Theory and Stochastic Process Feb08

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Code No: R059210401
Set No. 1
II B.Tech I Semester Supplimentary Examinations, February 2008PROBABILITY THEORY AND STOCHASTIC PROCESS( Common to Electronics & Communication Engineering, Electronics &Telematics and Electronics & Computer Engineering)Time: 3 hours Max Marks: 80Answer any FIVE QuestionsAll Questions carry equal marks
⋆ ⋆ ⋆ ⋆ ⋆
1. (a) Define probability with an Axiomatic Approach.(b) In a box there are 100 resistos having resistance and tolerance as shown intable 1. If a resistor is chosen with same likelihood of being chosen for thethree events, A as “draw a 470 Ω resistor”, B as “draw a 100 Ω resistor”,determine joint probabilities and conditional probabilities.Table 1Number of resistors in a box having given resistance and tolerance. [6+10]Resistance (Ω) Tolerance5% 10% Total22 10 14 2447 28 16 44100 24 8 32Total 62 38 1002. (a) Define and explain the following density functionsi. Binomialii. Exponentialiii. Uniformiv. Rayleigh.(b) What is density function of a random variable x, if x is guassian. [12+4]3. (a) A random variable X has a characteristic function given byΦ
x
(
ω
) =
1
|
ω
| |
ω
|
10
|
ω
|
>
1. Find density function(b) A random variable X has the density function
X
(
x
) =
1
a
e
b
|
x
|
−∞
x
.Find E[X], E[
2
] and variance. [8+8]4. The joint space for two random variables X and Y and corresponding probabilitiesare shown in tableX,Y 1,1 2,2 3,3 4,4P 0.2 0.3 0.35 0.15Find and Plot1 of 2
 
Code No: R059210401
Set No. 1
(a)
XY 
(
x,y
) ,(b) marginal distribution functions of X and Y,(c) Find P(X
2
,
Y
2) and(d) Find P(1
<
X
3
,
Y
3)
.
[5+5+3+3]5. (a) let Y =
1
+
2
+ ............+
be the sum of N statistically independentrandom variables
i
, i=1,2.............. N. If Xi are identically distributed thenfind density of Y,
y
(y).(b) Consider random variables
1
and
2
related to arbitrary random variables Xand Y by the coordinate rotation.
1
=X Cos
θ
+ Y Sin
θ
2
= -X Sin
θ
+ YCos
θ
i. Find the covariance of 
1
and
2
, C
Y1Y2
ii. For what value of 
θ
, the random variables
1
and
2
uncorrelated. [8+8]6. (a) Consider random processesX(t) = A cos (
ω
0
t +
θ
)Y(t) = B cos (
ω
1
t +
φ
)Where A,B,
ω
1
and
ω
0
are constants, while
θ
and
φ
are statistically independentrandom variables each uniform on (0,2Π)i. Show that X(t) and Y(t) are jointly wide sense stationaryii. If 
θ
=
φ
show that X(t) and Y(t) are not jointly wide sense stationaryunless
ω
1
=
ω
0
. [8+8](b) Let X(t) be the sum of a deterministic signal S(t) and a wide sense stationarynoise process N(t). Find the mean value, auto correlation and auto covariancefunctions of X(t). Discuss the stationary of X(t).7. (a) The PSD of random process is given by
δ
XX
(
ω
) =
π,
|
ω
|
<
|
0
, elsewhere
Find its Auto correlation function.(b) State and Prove any four properties of PSD. [8+8]8. A random noise X(t) having power spectrum
XX
(
ω
) =
349+
ω
2
is applied to a to anetwork for which
h
(
t
) =
u
(
t
)
t
2
exp(
7
t
)
.
The network response is denoted by Y(t)(a) What is the average power is X(t)(b) Find the power spectrum of Y(t)(c) Find average power of Y(t). [5+6+5]
⋆ ⋆ ⋆ ⋆ ⋆
2 of 2
 
Code No: R059210401
Set No. 2
II B.Tech I Semester Supplimentary Examinations, February 2008PROBABILITY THEORY AND STOCHASTIC PROCESS( Common to Electronics & Communication Engineering, Electronics &Telematics and Electronics & Computer Engineering)Time: 3 hours Max Marks: 80Answer any FIVE QuestionsAll Questions carry equal marks
⋆ ⋆ ⋆ ⋆ ⋆
1. (a) Define and Explain the following with example:i. Sample Spaceii. Discrete Sample Spaceiii. Continuous Sample Space(b) A pack contains 4 white and 2 green pencils, another contains 3 white and 5green pencils. If one pencil is drawn from each pack, find the probability thati. both are white andii. one is white and another is green. [12+4]2. (a) What are the conditions for the function to be a random variable? Discuss(b) What do you mean by continuous and discrete random variable?(c) Demonstrate with an examle that the probability of occurrence of any discretevalue of a continuous random variable is zero. [4+6+6]3. (a) Define moment generating function.(b) State properties of moment generating function.(c) Find the moment generating function about origin of the Poisson distribution.[3+4+9]4. (a) State and prove central limit theorem.(b) Find the density of W = X + Y where the densities of X and Y are assumedto be
X
(
x
) == [
u
(
x
)
u
(
x
1)]
,
Y  
(
y
) = [
u
(
y
)
u
(
y
1)], [8+8]5. (a) let
i
, i = 1,2,3,4 be four zero mean Gaussian random variables. Use the jointcharacteristic function to show that E
{
1
2
3
4
}
= E[
1
2
] E[
3
4
]+ E[
1
3
]E[
2
4
] + E[
2
3
] E[
1
4
](b) Show that two random variables
1
and
2
with joint pdf.
X1X2
(X
1
,
X
2
) = 1
/
16
|
X
1
|
<
4
,
2
<
X
2
<
4 are independent and orthogonal.[8+8]6. (a) State the properties of cross correlation function(b) Let X(t) be a wide sense stationary random process with auto correlationfunction. R
XX
(
τ 
) = e
a
|
τ 
|
where a
>
0 is a constant. Assume X(t) “amplitudemodulates” a “carrier” Cos (
ω
o
t +
θ
) as shown in figure 6, where
ω
0
is a1 of 2

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