Probability and Random Process Question Bank

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Probability and Random Process Question Bank

© All Rights Reserved

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UNIT I

RANDOM VARIABLES

PART A

1. Define probability mass function.

2. If Var (X) = 4, find Var (3X+8), where X is a random variable.

3. X and Y are independent random variable with variance 2 and 3. Find the

variance of 3X+4Y.

4. Let X be a random variable with E(X) = 1, and E{X(X-1)} = 4. Find Var X

and Var (2-3X).

5. Define probability density function.

6. A continuous random variable X has probability density function given by

f ( x) = 3 x 2 , 0 x 1. Find K such that P ( X > K ) = 0.05.

Cxe x

if x > 0

if x 0

Find the value of C and c.d.f. of X.

8. The first four moments of a distribution about X are 1,4,10 and 45 resp.

Show that the mean is 5, variance is 3, 3 = 0 and 4 = 26.

9. For a binomial distribution mean is 6 and S.D. is 2 . Find the first two

terms of the distribution.

10. Determine the binomial distribution for which the mean is 4 and the variance

is 3.

11. Define poisson distribution.

12. If X is a poisson variate such that P(X = 2) = 9P(X = 4) + 90P(X = 6),find

the variance.

13. The moment generating function of a random variable X is given by

M X (t ) = e 3( e 1) . Find P(X=1).

t

15. Define Negative Binomial distribution.

16. Find the moment generating function of a uniform distribution.

17. If the random variable X is uniformly distributed over (-1,1), find the density

function of Y = sin

.

2

18. If X is uniformly distributed in

, , find the probability distribution

2

function of y = tan x.

19. Define exponential distribution.

20. Define Gamma distribution.

21. The life time of a component measured in hours is Weibull distribution with

parameter = 0.2, = 0.5. Find the mean lifetime of the component.

22. Define Normal distribution.

2 x,

0

0 < x <1

otherwise

PART B

1. Let X be a discrete r.v whose cumulative distribution function is

0

1 / 6

F ( x) =

1 / 2

1

for x < 3

for 3 x < 6

for 6 x < 10

for x 10

(b)Find the probability mass function.

2. A man draws 3 balls from an urn containing 5 white and 7 black balls. He

gets Rs. 10 for each white ball and Rs.5 for each black ball. Find his

expectation.

3. 6 dice are thrown 729 times. How many times do you expect atleast three

dice to show 5 or 6 ?

2 x, 0 < x < 1

find the p.d.f of

0, elsewhere

Y = (3X+1)

r th moment of X about the origin. Hence find the mean and variance of X.

6. If X has the probability density f ( x) = Ke 3 x , x > 0. find K, P(0.5 X 1) and

the mean of X.

1 x / 2

e

, x>0

7. Let the r.v X hjave the p.d.f f ( x) = 2

find the moment

0,

otherwise

8. Define Binomial distribution, obtain its MGF, mean and variance.

9. The probability of a bomb hitting a target is 1/5. Two bombs are enough to

destroy a bridge. If six bombs are aimed at the bridge, find the probability

that the bridge is destroyed ?

10. Describe Binomial B(n, p) distribution and obtain the moment-generating

function. Hence compute (i) the first four moments and (ii) the recursion

relation for the central moments.

11. State the condition under which the poisson distribution is a limiting case

of the binomial distribution and show that under these conditions the

binomial distribution is approximated by the poisson distribution.

12. Obtain the first four moments about origin of the poisson distribution?

13. If X and Y are independent poisson random variables, show that the

conditional distribution of X given X+Y is a binomial distribution.

14. A and B shoot independently until each has hit own target. The

probabilities of their hitting the target at each shot 2/5 and 5/7 resp. Find

the probability that B will require more shots than A.

15. If a random variable X has a negative binomial distribution, obtain the

mean and variance of X.

16. Describe negative binomial distribution X~NB (k, p) where X=number of

failures preceding the k th success in a sequence of Bernoulli trials and

p=probability of success. Obtain the MGF of X, mean and variance of X.

17. If a poisson variate X is such that P(X = 1) = 2P(X = 2). Find P(X = 0) and

var (X). If X is a uniform random variable in [-2,2], find the p.d.f of Y = x

and E[Y].

18. If X is a uniform random variable in the interval (-2, 2) find the p.d.f of

Y = X 2.

19. Find the moment generating function of the exponential distribution

x

1

f ( x) = e c , 0 x < , c > 0. Hence find its mean and S.D.

c

and hence find its mean and variance.

21. Suppose the duration X in minutes of long distance calls from your home,

1 x / 5

e , for x > 0

follows exponential law with PDF f ( x) = 5

0,

otherwise

22. The daily consumption of milk in excess of 20,000 gallons is

approximately exponentially distributed with = 3000. The city has a daily

stock of 35,000 gallons. What is the probability that of two days selected at

random, the stock is insufficient for both days.

23. What is MGF of a random variable? Derive the M.G.F, mean, variance and

the first four moments of a Gamma distribution.

24. Suppose that the lifetime of a certain kind of an emergency backup battery

(in hrs) is a random variable X having the Weibull distribution

= 0.1, = 0.5. Find (a) the mean lifetime of these batteries, (b) the

probability such a battery will last more than 300 hrs. (c) the probability

that such a battery will not last 100 hrs.

25. Find the moment generating function of Normal distribution.

26. If X and Y are independent random variables each following N (0, 2), find

the probability density function of Z = 2X + 3Y.

UNIT II

TWO DIMENSIONAL RANDOM VARIABLES

PART A

1. The joint pdf of two random variables X and Y is given by

f XY ( x, y ) =

1

y

x( x y ); 0 < x < 2; x < y < x and otherwise find f Y / X

8

x

4 xy, 0 < x < 1, 0 < y < 1

. Find P(X+Y < 1).

f ( x) =

otherwise

0,

2

3. The joint pdf of the R.V. (X,Y) is given by f ( x) = Kxye ( x + y ) x > 0, y > 0. Find

the value of K and prove also that X and Y are independent.

4. State the basic properties of joint distribution of (X,Y) when X and Y are

random variables.

5. If the point pdf of (X,Y) is given by f ( x, y ) = e ( x + y ) x 0, y 0. find E[XY].

6. If two random variables X and Y have probability density function

f ( x, y ) = e ( 2 x + y ) for x, y > 0. Evaluate k.

1

f ( x, y ) = (6 x y ); 0 < x < 2; 2 < y < 4, find P(X+Y<3).

8

9. Distinguish between correlation and regression.

10. The two equations of the variables X and Y are x = 19.13-0.87y and

y = 11.64-0.50x. Find the correlation co-efficient between X and Y.

11. The regression equations of X and Y is given by 3X +Y = 10 and 3X +4Y

= 12. Find the co-efficient of correlation between X and Y.

12. Find the acute angle between the two lines of regression.

13. State the equations of the two regression lines. What is the angle between

them?

14. The regression equation of X on Y and Y on X are respectively 5x-y=22

and 64x-45y=24. Find the means of X and Y.

15. X and Y are independent random variables with variance 2 and 3. Find the

variance of 3X + 4Y.

16. State central limit theorem.

17. State the central limit theorem for independence and identically distributed

random variables.

PART B

1. The joint probability mass function of X and Y is

P(x,y)

0.1

.04

.02

.08

.02

.06

.06

.14

.30

Y are independent.

2. The joint probability mass function of (X, Y) is given by

P( x, y ) = k (2 x + 3 y ); x = 0,1,2. y = 1,2,3. Find the marginal probability

distribution of X : {i, pi* }.

3. If X and Y are random variables having the joint density function

1

f ( x, y ) = (6 x y ); 0 < x < 2; 2 < y < 4

. Find (i) P( X < 1 Y < 3)

8

= 0, otherwise

4. Find the marginal density function of X, if the joint density function of two

continuous random variable X and Y is

f ( x, y ) = 2(2 x y ); 0 x y 1

= 0, otherwise

f ( x, y ) = 2; 0 < x < 1; 0 < y < x < 1.

. Find the marginal density function of X

= 0, otherwise

and Y.

6. If the joint density function of the two random variables X and Y be

f ( x, y ) = e ( x + y ) ; x 0, y 0

. Find (i) P(X<1) and (ii) P(X+Y<1).

= 0, otherwise

7. Find the covariance of the two random variables whose pdf is given by

f ( x, y ) = 2; for x > 1, y > 0, X + Y < 1

= 0, otherwise

8. Calculate the correlation co-efficient for the following heights (in inches) of

fathers X their sons Y.

X

65

66

67

67

68

69

70

72

67

68

65

68

72

72

69

71

9. Suppose that the two dimensional random variables (X,Y) has the joint

p.d.f.

. Obtain the correlation co-efficient

= 0, otherwise

between X and Y.

10. Two independent random variables X and Y are defined by

f ( x) = 4ax; 0 x 1

= 0, otherwise

f ( y ) = 4by; 0 y 1

. Show that U=X+Y and

= 0, otherwise

11. The joint p.d.f of random variables X and Y is given by

f ( x, y ) = 3( x + y ); 0 < x 1; 0 y 1, x + y 1

Find (i) the marginal P.d.f of X

= 0, otherwise

12. The random variable [X,Y] has the following joint p.d.f.

1

( x + y ); 0 x 2 and 0 y 2

(i) Obtain the marginal distribution

2

= 0, otherwise

f ( x, y ) =

13. Two random variables X and Y are defined as Y=4X + 9. Find the

correlation coefficient between X and Y.

x

5

33

20

107

y+

= 0 and y

x+

= 0. The standard deviation of X is 3. Find

4

5

9

9

15. Calculate the correlation co-efficient and obtain the lines of regression

from the data given below:

X

62

64

65

69

70

71

72

74

126

125

139

145

165

152

180

208

16. Following table gives the data on rainfall and discharge in a certain river.

Obtain the line of regression of y on x.

Rainfall

(inches)

(X):

1.53

1.78

2.60

2.95

3.42

Discharge

(100 C.C)

(Y):

33.5

36.3

40.0

45.8

53.5

respectively, 7x-16y+9=0; 5y-4x-3=0, calculate the co-efficient of

correlation, x and y.

18. The joint probability density function of the two random variables X and Y

be f ( x, y ) = e ( x + y ) ; x > 0, y > 0 . Find the p.d.f of U =

X +Y

.

2

with mean zero and variance 2 , find the density functions of

R=

Y

X 2 + Y 2 and = tan 1 .

X

20. If X and Y are independent random variables each following N (0,2), find

the probability density function of Z=2X+3Y.

21. The random variables X and Y have joint p.d.f.

xy

; 0 x 1; 0 y 2

(i) Are X and Y independent? (ii) Find

3

= 0, otherwise

f ( x, y ) = x 2 +

22. The joint p.d.f. of a bivariate random variable (X,Y) is given by

f ( x, y ) = kxy; 0 < x < 1; 0 < y < 1

where K is a constant (i) find the value of k.

= 0, otherwise

Explain.

23. A random sample of size 100 is taken from a population whose mean is 60

and the variance is 400. Using Central limit theorem, with what probability

can we assert that the mean of the sample will not differ from = 60 by

more than 4?

24. State and prove Central limit theorem.

25. A distribution with unknown mean has variance equal to 1.5. Use

central limit theorem to find how large a sample should be taken from the

distribution in order that the probability will be atleast 0.95 that the sample

mean will be within 0.5 of the population mean.

UNIT III

CLASSIFICATION OF RANDOM VARIABLES

PART A

1. Give an example for a continuous time random process.

2. State the four types of a stochastic processes.

3. Define stationary process.

4. Define Widesnse stationary and strict sense stationary random processes.

5. Give an example of stationary random process and justify your claim.

6. When is a random process said to be erodic.

7. State the properties of an erodic process.

8. Give an example of an erodic process.What is Markov process and give

example.

9. Define Markov chain and one-step transition probability.

10. What is Markov chain? When can you say that a Markov chain is

homogeneous?

11. Find the nature of the states of the Markov chain with the transition

0 1 0

probability matrix 1 / 2 0 1 / 2

0 1 0

theorem.

13. Explain any two applications of a binomial process.

14. State any two properties of Poisson process.What will be the superposition

of n independent Poisson processes with respective average rates

1 , 2 ,K n.

16. Define sine-wave process.

17. State any two applications for a sine-wave process.

18. Define Birth process.

19. State and prove any one properties of Normal process.

PART B

1. Consider the random process X (t ) = cos(t + ), where is a random variable

with density function f ( ) = 1 / ,

stationary or not.

2

2

distributed in the interval to . Check whether X(t) is stastionary or not?

3. Show that the random process X (t ) = A cos(t + ), is wide sense stationary if

A & are constant and is uniformly distributed random variable in

(0,2 ) .

4. Give a random variable Y with characteristic function (W ) E[e iwy ] and a

random process defined by X (t ) = cos(t + y ), show that [X(t)] is stationary

in the wide sense of (1) = (2) = 0.

5. Two random process X(t) and Y(t) are defined by

X (t ) = A cos t + B sin t and Y (t ) = B cos t A sin t show that X(t) and Y(t)

variables with zero means and the same variances and is constant.

6. Consider a random process X (t ) = U cos t + V sin t where U and V are

independent random variables each of which assumes the values -2 and 1

with probabilities 1/3 and 2/3 respectively. Show that X(t) is wide sense

stationary and not strict sense stationary?

7. Prove that the random process X (t ) = A cos(t + ), where A and are

constants and is uniformly distributed random variable in (0,2 ) is

correlation ergodic.

8. Given that WSS random process X (t ) = 10 cos(100t + ), where is uniformly

distributed over ( , ) is correlation ergodic.

9. Consider a Markov chain with 2 states and transition probability matrix

P=

3 / 4 1/ 4

. Find the stationary probabilities of the chain.

1/ 2 1/ 2

10. Find P(n) for the homogeneous Markov chain with the following transition

probability matrix P =

1 a

a

where 0 < a < 1, 0 < b < 1.

b 1 b

11. Define a Markov chain. How you would clarify the states and identify

different classes of a Markov chain. Give an example to each class.

12. Write a short note on Binomial processes.

13. The inter arrival time of a Poisson process (i.e) the interval between two

successive occurrence of a Poisson process with parameter has an

exponential distribution with mean

process.

15. Find the mean and autocorrelation of the Poisson process.

16. Derive the distribution of Poisson process and find its mean and variance.

17. Describe Poisson process. State and establish its properties.

18. If {X(t)} is Gaussian process with (t ) = 10 and C (t1 , t 2 ) = 16e t t , find the

probability that (i) X (10) 8 (ii) X (10 X (6) 4.

1

19. Write a short note on sine-wave process. For the sine wave process

X (t ) = Y cos 0 t , < t < , 0 =constant, the amplitude Y is a random

variable with uniform distribution in the interval 0 to 1. Check whether the

processes is stationary or not.

20. Derive the Balance equation of the brith and death process.

UNIT IV

CORRELATION AND SPECTRAL DENSITIES

PART A

1. Define autocorrelation function and prove that for a wide sense stationary

process {X(t)}, R XX ( ) = R XX ( ).

2. State any two properties of an auto correlation function.

3. The power spectral density of a random process {X(t)} is given by

S XX ( ) = ;

<1

= 0, otherwise

5. Define Cross-correlation function and state any two of its properties.

6. Explain the concept of cross correlation function.

7. If R( ) = e 2 is the auto correlation function of a random process X(t),

obtain the spectral density of X(t).

8. Define spectral density.

given by

S XX ( ) = 1;

w < w0

= 0, otherwise

process.

10. The autocorrelation function of a wide sense stationary process is given by

2

R( ) = 2 e

. Determine the power spectral density of the process.

11. What is meant by spectral analysis?

12. The power spectral density of a wide sense stationary process is given by

b

(a w ); w a

a

. Find the auto correlation function of the process.

= 0,

w >a

S ( w) =

14. Explain cross power spectrum.

15. State Wienar-Khinchine relation.

PART B

1. Given that the auto correlation function for a stationary ergodic process

with no periodic components is R( ) = 25 +

4

. Find the mean and

1 + 6 2

2. Consider a random process X (t ) = B cos(50t + ) where B and are

independent random variables. B is a random variable with mean 0 and

variance 1. is uniformly distributed in the interval { , ). Find mean and

auto correlation of the process.

3. Derive the mean auto correlation and auto covariance of Poisson process.

4. If {X(t)} is a wide sense stationary process with auto correlation function

R XX ( ) and if Y (t ) = X (t + a ) X (t a), show that

RYY ( ) = 2 R XX ( ) R XX ( + 2a ) R XX ( 2a).

2

R XX ( ) = 9 + 2e

0

variance of X(t).

6. Find the mean and auto correlation of the Poisson process.

7. Consider two random process

2

8. Prove that the random processes X(t) and Y(t) defined by

X (t ) = A cos 0 t + B sin 0 t and Y (t ) = B cos 0 t A sin 0 t are jointly widesense stationary if A and B are uncorrelated zero mean random variables

with the same variance.

9. Given that a process X(t) has the auto correlation function

R XX ( ) = Ae

cos( 0 ) where A > 0, > 0 and 0 are real constants, find the

power spectrum of X(t).

2

spectral density functions of the input X(t) and the output Y(t) and H ( )

is the system transfer function.

11. The cross power spectrum of real random process X(t) and Y(t) is given

by

jb

; <1

. Find the cross-correlation function.

w

= 0, elsewhere

S XX ( ) = a +

12. Calculate the power spectral density of a stationary random process whose

auto correlation is R XX ( ) = e

13. If the cross-correlation of two processes {X(t)} and {Y(t)} is

R XY (t , t + ) =

AB

[sin( 0 ) + cos( 0 (2t + ))] where A,B and 0 are constants.

2

UNIT V

LINEAR SYSTEMS WITH RANDOM VARIABLES

PART A

1.

2.

3.

4.

5.

Define a system. When is it called linear system?

State the properties of a linear filter.

Describe a linear system with an random input.

Give an example for a linear system.

PART B

6. Show that the inter arrival time of a Poisson process with intensity obeys

an exponential law.

7. Show that for an input output system ( X (t ), y (t ), y (t )); S YY ( w) = S XX ( w). H (w)

where H (w) is the system transfer function, and the input X is wide sense

stationary.

spectral density functions of the input X(t) and the output Y(t) and H ( ) is

the system transfer function.

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