Code No: RR210403

Set No. 1

II B.Tech I Semester Supplementary Examinations, February 2007 PROBABILITY THEORY & STOCHASTIC PROCESS ( Common to Electronics & Communication Engineering and Electronics & Telematics) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks ⋆⋆⋆⋆⋆ 1. (a) Explain why there must be a mistake in each of the following statements i. If the probability that an ore contains Uranium is 0.28, the probability that it does not contain Uranium is 0.62. ii. A Company is working on the construction of two shopping centers. The probability that the larger of the two shopping centers will be completed is 0.35 and the probability that both shopping centers will be completed on time is 0.42. iii. The probability that a student gets ‘A’ in a particular course is 0.32 and the probability that he will get either an A or a B is 0.27. [2+3+3] (b) A jar contains 52 badges numbered 1 to 52. Suppose that the numbers 1 thro 13 are considered ‘lucky’. A sample of size 2 is drawn from the jar with replacement. What is the probability that i. ii. iii. iv. both badges drawn will be ‘lucky’ ? Neither badge will be lucky? Exactly one of the badges drawn will be lucky at least one of the badges will be lucky. [4x2] 2. (a) Let X and Y be jointly continuous random variable with joint p.d.f. fxy (x, y) = x2 + xy 3 0 ≤ x ≤ 1, 0 ≤ y ≤ 2 elsewhere

=0 find i. ii. iii. iv. v. fx (x) fy (y) are X and Y independent? fx (x|y) fy (y|x)

(b) Two independent random variables X and Y have the probability density functions respectively) fx (x) = xe−x , x > 0; 1 of 2 fY (y) = 1; 0 ≤ y ≤ 1

Code No: RR210403 =0 otherwise

Set No. 1

Calculate the probability distribution and density functions of the random variable Z = XY [10+6] 3. (a) Find the density function whose characteristic function is exp (−|t|) (b) Let X be a continuous random variable with pdf fX (x) = 8/x3 , x > 2.F ind E[W ] where W = X/3 [8+8] 4. (a) Explain the classification of random processes with neat sketches. (b) The power spectral density of a stationary random process is given by Sxx (̟)= A −k < ̟ < k =0 otherwise. Find the auto correlation function. [8+8] 5. (a) Derive the relation between PSDs of input and output random process of an LTI system. (b) X(t) is a stationary random process with zero mean and auto correlation 1 RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2 Find mean and PSD of its output. [8+8] 6. (a) What are the causes of thermal noise? (b) What are the causes of shot noise? [8+8] 7. (a) What are the important parameters that determine the overall noise figure of a multistage filtering? (b) Bring out the importance of Frii’s formula. [10+6] 8. (a) Describe the channel capacity of a discrete channel. (b) Explain Shannon - Fano algorithm to develop a code to increase average information per bit. [8+8] ⋆⋆⋆⋆⋆

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Code No: RR210403

Set No. 2

II B.Tech I Semester Supplementary Examinations, February 2007 PROBABILITY THEORY & STOCHASTIC PROCESS ( Common to Electronics & Communication Engineering and Electronics & Telematics) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks ⋆⋆⋆⋆⋆ 1. (a) Explain what do you mean by the term “Random variable”? Give the classification of random variables and explain with examples. (b) If the probability density of a random variable is given by: f(x) = xfor0 < x < 1 = (2 − x)for1 < x < 2 Find the probabilities that a random variable having this probability density will take on a value i. between 0.2 and 0.8. ii. between 0.6 and 1.2. [8+8] 2. (a) Let X and Y be jointly continuous random variable with joint p.d.f. fxy (x, y) = x2 + xy 3 0 ≤ x ≤ 1, 0 ≤ y ≤ 2 elsewhere

=0 find i. ii. iii. iv. v. fx (x) fy (y) are X and Y independent? fx (x|y) fy (y|x)

(b) Two independent random variables X and Y have the probability density functions respectively) fx (x) = xe−x , x > 0; =0 fY (y) = 1; 0 ≤ y ≤ 1 otherwise

Calculate the probability distribution and density functions of the random variable Z = XY [10+6] 3. (a) If the Random variable X has uniform distribution, find its variance 1 of 3

Code No: RR210403

Set No. 2
[8+8]

(b) Let X is a Gaussian random Variable with zero mean & variance σ 2 . Let Y=X 2 . Find mean of Random Variable Y.

4. A class of modulation signal is modulated by Xc (t) = AX(t)Cos(̟c t+θ) Where x(t) is the message signal and A Cos (̟c t + θ) is the carrier. The message Signal x(t) is modeled as a zero mean stationary random process with the autocorrelation function Rxx (τ ) and the PSD Gx (f ). The carrier amplitude A and frequency ̟c are assumed to be constants and the initial carrier phase θ is assumed to be a random variable uniformly distributed in the interval (−Π, Π). Further more x(t) and θ are assumed to be independent. (a) Show that Xc (t) is stationary (b) Find the PSD of Xc (t). [8+8] 5. (a) Derive the relation between PSDs of input and output random process of an LTI system. (b) X(t) is a stationary random process with zero mean and auto correlation 1 RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2 Find mean and PSD of its output. [8+8] 6. (a) What is thermal noise? How is it quantified? (b) Describe the behavior of Zero mean stationary Gaussian bandlimited White noise [8+8] 7. (a) Bring out the difference between narrowband and broadband noises (b) Describe the quadrature representation of narrowband noise. [8+8] 8. (a) Consider that a pair of Dice is thrown. Find the average amount of information contained in the message “The sum of the faces should be 8”. (b) The noise matrix of a channel is given as,  y1 y2 y3  x1 0.4 0.4 0.2  0.2 0.4 0.4  x2 x3 0.4 0.2 0.4 The inputs of the channel are source message x1 , x2 and x3 with respective probabilities of 0.7, 0.2 and 0.1. Find the entropy of the source x, receiver y, 2 of 3

Code No: RR210403

Set No. 2
[5+11] ⋆⋆⋆⋆⋆

Joint entropy of the system, conditional entropies and the amount of mutual information.

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Code No: RR210403

Set No. 3

II B.Tech I Semester Supplementary Examinations, February 2007 PROBABILITY THEORY & STOCHASTIC PROCESS ( Common to Electronics & Communication Engineering and Electronics & Telematics) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks ⋆⋆⋆⋆⋆ 1. (a) Explain the concept of random variable (b) What is the probability of picking an ace and a king from a deck of 52 cards? (c) A box contains 4-point contact diodes and 6 alloy junction diodes. What is the Probability that 3 diodes picked at random contain at least two point contact Diodes? [6+5+5] 2. (a) Define the joint distribution function. Explain how marginal density functions are Computed given their joint distribution functions. (b) A product is classified according to the number of defects it contains (X1) and the factory that produces it (X2). The joint probability distribution is given by: X2 → X1 ↓ 0 1 2 3 1 1/8 1/16 3/16 1/8 2 1/16 1/16 1/8

(i) F ind the marginal distribution of X1 (ii) Find the conditional distribution of X1 when X2 is equal to 1 (iii) Are the variables X1 and X2 independent? [7+9] 3. (a) If the Random variable X has uniform distribution, find its variance (b) Let X is a Gaussian random Variable with zero mean & variance σ 2 . Let Y=X 2 .Find mean of Random Variable Y. [8+8] 4. A class of modulation signal is modulated by Xc (t) = AX(t)Cos(̟c t+θ) 1 of 2

Code No: RR210403

Set No. 3

Where x(t) is the message signal and A Cos (̟c t + θ) is the carrier. The message Signal x(t) is modeled as a zero mean stationary random process with the autocorrelation function Rxx (τ ) and the PSD Gx (f ). The carrier amplitude A and frequency ̟c are assumed to be constants and the initial carrier phase θ is assumed to be a random variable uniformly distributed in the interval (−Π, Π). Further more x(t) and θ are assumed to be independent. (a) Show that Xc (t) is stationary (b) Find the PSD of Xc (t). [8+8] 5. (a) Derive the relation between PSDs of input and output random process of an LTI system. (b) X(t) is a stationary random process with zero mean and auto correlation 1 RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2 Find mean and PSD of its output. [8+8] 6. (a) What do you understand by noise power spectral density? (b) How the autocorrelation function of the White noise represented? What is its significance? [8+8] 7. (a) Bring out the difference between narrowband and broadband noises (b) Describe the quadrature representation of narrowband noise. [8+8] 8. (a) State and prove Shannon’s theorem with respect to channel capacity. (b) Find the entropy corresponding to the random variable whose density function shown below figure1,

Figure 1: [8+8] ⋆⋆⋆⋆⋆ 2 of 2

Code No: RR210403

Set No. 4

II B.Tech I Semester Supplementary Examinations, February 2007 PROBABILITY THEORY & STOCHASTIC PROCESS ( Common to Electronics & Communication Engineering and Electronics & Telematics) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks ⋆⋆⋆⋆⋆ 1. (a) Define Probability density function and obtain the relationship between probability and probability density. (b) Consider the probability density f (x) = ae−b|x| where x is a random variable Whose allowable values range from x = −∞to∞. Find i. the CDF F (x) ii. the relationship between a and b. and iii. the probability that the out come x lies between 1 and 2. [7+9] 2. Two discrete random variables X and Y have joint p.m.f. given by the following table X ↓ 1 2 3 Y ← 1 1/12 1/6 1/12 2 1/6 1/4 1/12 3 1/12 1/12 0 Compute the probability of each of the following events (a) X ≤ 11/2 (b) XY is even (c) Y is even given that X is even. [5+5+6] 3. (a) A random variable X is uniformly distributed on the interval (-5, 15), another random variable Y=exp(-x/5) is formed .Find E(Y) and fY (y) (b) A Gaussian-distributed random variable X of zero mean & variance σ 2 is transformed by rectifier characterized by input - output relations. Y = X, X ≥ 0 = 0, X< 0 Determine probability density function of Y [8+8]

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Code No: RR210403 4. A class of modulation signal is modulated by Xc (t) = AX(t)Cos(̟c t+θ)

Set No. 4

Where x(t) is the message signal and A Cos (̟c t + θ) is the carrier. The message Signal x(t) is modeled as a zero mean stationary random process with the autocorrelation function Rxx (τ ) and the PSD Gx (f ). The carrier amplitude A and frequency ̟c are assumed to be constants and the initial carrier phase θ is assumed to be a random variable uniformly distributed in the interval (−Π, Π). Further more x(t) and θ are assumed to be independent. (a) Show that Xc (t) is stationary (b) Find the PSD of Xc (t). [8+8] 5. A random process x(t) is applied to a network with impulse response h(t) = u(t)texp(−bt) where b>0 is a constant. The cross-correlation of x(t) with the o/p y(t) is known to have the same form. Rxx (τ ) = u (τ ) τ exp(−bτ ) (a) Find the auto correlation of y(t)? (b) What is the average power in y(t)? [8+8] 6. (a) What is thermal noise? How is it quantified? (b) Describe the behavior of Zero mean stationary Gaussian bandlimited White noise [8+8] 7. (a) The noise figure of an amplifier at room temperature (T=29.K) 0.2db. Find the equivalent temperature. (b) Explain the concept of effective input noise temperature [8+8] 8. (a) Show that, H (x, y) = H (x) + H (y/x) = H (y) + H (x/y). (b) State Shannon’s fundamental theorem for information transmission on noise channel. [10+6] ⋆⋆⋆⋆⋆

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