Code No: R059210401
Set No. 1
(a)
F
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 =
X
1
+
X
2
+ ............+
X
N
be the sum of N statistically independentrandom variables
X
i
, i=1,2.............. N. If Xi are identically distributed thenﬁnd density of Y,
f
y
(y).(b) Consider random variables
Y
1
and
Y
2
related to arbitrary random variables Xand Y by the coordinate rotation.
Y
1
=X Cos
θ
+ Y Sin
θ Y
2
= X Sin
θ
+ YCos
θ
i. Find the covariance of
Y
1
and
Y
2
, C
Y1Y2
ii. For what value of
θ
, the random variables
Y
1
and
Y
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
S
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]
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