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II B.Tech I Semester Supplementary Examinations, February 2007

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering, Electronics &

Telematics and Electronics & Computer Engineering)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

www.andhracolleges.com

⋆⋆⋆⋆⋆

(b) When are two events said to be mutually exclusive? Explain with an example?

(c) Determine the probability of the card being either red or a king when one card

is drawn from a regular deck of 52 cards. [6+6+4]

2. (a) What is gaussian random variable? Develop an equation for guassian distrib-

ution function.

(b) verify that the following is a distrbution function.

F(x) = 0 forx < −a, = 1/2(x/a + 1)for − a, <= x <= a, and = 1forx > a..[10+6]

3. (a) State and prove properties of variance of a random variable

(b) Let X bea random variable defined by the density function

π

cos(πx/8) −4 ≤ x ≤ 4

fX (x) = 16 Find E[3X] and E[X 2 ]. [8+8]

0 elsewhere

4. (a) State and prove central limit theorem.

(b) Find the density of W = X + Y where the densities of X and Y are assumed

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to be

fX (x) == [u(x) − u(x − 1)], fY (y) = [u(y) − u(y − 1)], [8+8]

5. (a) Show that the variance of a weighted sum of uncorrected random variables

equals the weighted sum of the variances of the random variables.

(b) Two random variables X and Y have joint characteristic function

φX, Y(ω1 ,ω2 ) = exp(−2ω12 −8ω22 ).

i. Show that X and Y are zero mean random variables.

ii. are X and Y are correlated. [8+8]

6. (a) Aircraft arrive at an airport according to a poisson process at a rate of 12 per

hour. All aircrafts are handled by one air traffic controller. If the controller

takes a 2 minute coffee break, what is the probability that he will miss one or

more arriving aircrafts .

(b) Telephone calls are initiated through an exchange at the average rate of 75

per minute and are described by a poisson process. Find the probability that

more than 3 calls are initiated in any 5 second period.

(c) A random process is described by X(t) = A. where A is a continuous random

variable uniformly distributed on (0,1) classify the process. [6+6+4]

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7. (a) A WSS noise process N(t) has ACF RN N (τ ) = P e−3|τ | . Find PSD and plot

both ACF and PSD

(b) Find RY Y (τ ) and hence SY Y (ω ) interns of SXX (ω ) for the product device

shown in figure 1 if X(t)is WSS. [8+8]

www.andhracolleges.com Figure 1:

i. Band Pass

ii. Band limited

iii. Narrow band. [3×2 = 6]

(b) A Random process X(t) is applied to a network with impulse response h(t) =

u(t) exp (-bt)

where b > 0 is ω constant. The Cross correlation of X(t) with the output Y

(t) is known to have the same form:

RXY (τ ) = u(τ )τ exp (-bY)

i. Find the Auto correlation of Y(t)

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ii. What is the average power in Y(t). [6+4]

⋆⋆⋆⋆⋆

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II B.Tech I Semester Supplementary Examinations, February 2007

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering, Electronics &

Telematics and Electronics & Computer Engineering)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

www.andhracolleges.com

⋆⋆⋆⋆⋆

an example.

(b) Define an event and explain discrete and continuous event with an example.

(c) One card is drawn from a regular deck of 52 cards. What is the probability of

the card being either red or a king? [6+6+4]

2. (a) Define density function. Derive an equation for binomial distribution function

(b) What is the distribution function of mixed random variable? Discuss what do

you mean by density function. [8+8]

3. (a) In an experiment when two dice are thrown simultaneously, find expected

value of the sum of number of points on them.

1 −(x−a)/b

b

e x>a

(b) The exponential density function given by .fX (x) =

0 x<a

Find out variance and coefficient of skewness. [6+10]

4. Discrete random variables X and Y have a joint distribution function

www.andhracolleges.com

FXY (x, y) = 0.1u(x + 4)u(y − 1) + 0.15u(x + 3)u(y + 5) + 0.17u(x + 1)u(y − 3)+

0.05u(x)u(y − 1) + 0.18u(x − 2)u(y + 2) + 0.23u(x − 3)u(y − 4)+

0.12u(x − 4)u(y + 3)

Find

(b) marginal distribution functions of X and Y.

(c) P(−1 < X ≤ 4, −3 < Y ≤ 3) and

(d) Find P(X < 1, Y ≤ 2). [4+6+3+3]

5. (a) For two zero mean Gaussian random variables X and Y show that their joint

characteristic function is

φXY(ω1 ,ω2 ) = exp{−1/2[σX2 ω12 +2ρσX σY ω1 ω2 +σY2 ω22 ]}.

(b) Statistically independent random variables X and Y have moments m10 = 2,

m20 = 14, m02 = 12 and m11 = -6 find the moment µ 22.

(c) Two Gaussian random variables X and Y have variances σX2 = 9 and σY2 = 4,

respectively and correlation coefficient ρ. It is known that a coordinate ro-

tation by an angle Π/8 results in new random variables Y1 and Y2 that are

uncorrelated. what is ρ. [8+4+4]

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6. Let X(t) be a stationary continuous random process that is differentiable. Denote

its time derivative by Ẋ(t).

h• i

(a) Show that E × (t) = 0.

(b) Find R××˙ (τ ) in terms of R×× (τ )sss [8+8]

7. (a) A WSS noise process N(t) has ACF RN N (τ ) = P e−3|τ | . Find PSD and plot

www.andhracolleges.com

both ACF and PSD

(b) Find RY Y (τ ) and hence SY Y (ω ) interns of SXX (ω ) for the product device

shown in figure 1 if X(t)is WSS. [8+8]

Figure 1:

system that is stable or realizable or both and state why

i. h(t) = u(t+3)

ii. h(t) = u(t) e−t2

iii. h(t) = e+ sin(ω0 t), ω0 : real constant.

www.andhracolleges.com

iv. h(t) = u(t)e−3t , ω0 : real constant

(b) A random process X(t) = A Sin (ω0 t +θ ) where A & ω0 are real positive

constants & θ is a random variable uniformly distributed in the internal (-π,π

) is applied to the network shown in figure 2. Find an expression for the

networks response? [8+8]

Figure 2:

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⋆⋆⋆⋆⋆

www.andhracolleges.com

www.andhracolleges.com

Seminar Topics - Scholarships - Admission/Entrance Exam Notifications

3 ofUSA-UK-Australia-Germany-France-NewZealand

3 Universities List

www.andhracolleges.com The Complete Information About Colleges in Andhra Pradesh

II B.Tech I Semester Supplementary Examinations, February 2007

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering, Electronics &

Telematics and Electronics & Computer Engineering)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

www.andhracolleges.com

⋆⋆⋆⋆⋆

1. (a) show that two elements cannot be both mutually exclusive and statistically

independent. What is the condition for two events to be independent?

(b) One card is selected from an ordinary 52-card deck with an event A as“select

a king”, B as “select a jack or queen” and c as “select a heart”. Determine

whether A,B and C are independent by pairs.

(c) What is the probability of drawing 3 white and 4 green balls from a bag that

contains 5 white and 6 green balls, if 7 balls are drawn simultaneously at

random? [6+6+4]

2. (a) What is gaussian random variable? Develop an equation for guassian distrib-

ution function.

(b) verify that the following is a distrbution function.

F(x) = 0 forx < −a, = 1/2(x/a + 1)for − a, <= x <= a, and = 1forx > a..[10+6]

3. (a) In an experiment when two dice are thrown simultaneously, find expected

value of the sum of number of points on them.

www.andhracolleges.com

1 −(x−a)/b

b

e x>a

(b) The exponential density function given by .fX (x) =

0 x<a

Find out variance and coefficient of skewness. [6+10]

4. (a) Define conditional distribution and density function of two random variables

X and Y

(b) The joint probability density function of two random variables X and Y is

given by

a(2x + y 2 ) 0 ≤ x ≤ 2 , 2 ≤ y ≤ 4

f (x, y) = . Find

0 elsewhere

i. value of ‘a’

ii. P(X ≤ 1, Y > 3). [8+8]

5. (a) Consider a probability space S = (Ω, F, P).LetΩ= {ξ1.... ξ5} = {−1, −1/2, 0, 1/2, 1}

with P{ξi } = 1/5 i = 1..5. Define two random variables on S as follows.

X(ξ) =ξandY(ξ) =ξ 2

i. Show that X and Y are dependent random variables.

ii. Show that X and Y are uncorrelated.

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(b) Let X and Y be independent

p random variables each N(0,1). Find the mean

2

and variance of Z = X2 +Y . [8+8]

6. (a) Determine if the constant process X(t) = A where A is a random variable with

mean? A and variance σA2 is mean ergodic.

(b) let N(t) be a zero mean wide sense stationary noise process for which RN N (τ )

= (No /2) δ(t) where No > 0 is a finite constant. Determine whether N(t) is

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mean ergodic.

(c) A random process consists of three sample functions x(t, s1 ) =2, x(t,s2 ) =2

cos t and x(t,s3 ) =3 sin t each occurring with equal probability. Is the process

stationary in any sense. [4+6+6]

π, |ω| <|

δXX (ω) =

0, elsewhere

Find its Auto correlation function.

(b) State and Prove any four properties of PSD. [8+8]

3

8. A random noise X(t) having power spectrum SXX (ω) = 49+ω 2 is applied to a to

2

a network for which h2 (t) = u(t)t exp(−7t). The network response is denoted by

Y(t)

(b) Find the power spectrum of Y(t)

(c) Find average power of Y(t). [5+6+5]

www.andhracolleges.com

⋆⋆⋆⋆⋆

2 ofUSA-UK-Australia-Germany-France-NewZealand

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www.andhracolleges.com The Complete Information About Colleges in Andhra Pradesh

II B.Tech I Semester Supplementary Examinations, February 2007

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering, Electronics &

Telematics and Electronics & Computer Engineering)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

www.andhracolleges.com

⋆⋆⋆⋆⋆

i. Permutations

ii. Combinations

iii. Probability

(b) How many permutations are there for four cards taken from a 52 card deck?

[12+ 4]

function specific properties.

(b) The random variable X has the discrete variable in the set {−1, −0.5, 0.7, 1.5, 3}

the corresponding probabilities are assumed to be {0.1, 0.2, 0.1, 0.4, 0.2}. plot

its distribution function and state is it a discrete or continuous ditribution

function. [8+8]

(b) Let X bea random variable defined by the density function

www.andhracolleges.com

π

cos(πx/8) −4 ≤ x ≤ 4

fX (x) = 16 Find E[3X] and E[X 2 ]. [8+8]

0 elsewhere

4. Discrete random variables X and Y have a joint distribution function

FXY (x, y) = 0.1u(x + 4)u(y − 1) + 0.15u(x + 3)u(y + 5) + 0.17u(x + 1)u(y − 3)+

0.05u(x)u(y − 1) + 0.18u(x − 2)u(y + 2) + 0.23u(x − 3)u(y − 4)+

0.12u(x − 4)u(y + 3)

Find

(b) marginal distribution functions of X and Y.

(c) P(−1 < X ≤ 4, −3 < Y ≤ 3) and

(d) Find P(X < 1, Y ≤ 2). [4+6+3+3]

5. (a) Show that the variance of a weighted sum of uncorrected random variables

equals the weighted sum of the variances of the random variables.

(b) Two random variables X and Y have joint characteristic function

φX, Y(ω1 ,ω2 ) = exp(−2ω12 −8ω22 ).

i. Show that X and Y are zero mean random variables.

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ii. are X and Y are correlated. [8+8]

6. X̄ = 6 and RXX (t, t+τ ) = 36 + 25 exp (− |τ | ) for a random process X(t). In-

dicate which of the following statements are true based on what is known with

certainty X(t)

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(b) has total average power of 61W

(c) is ergodic

(d) is wide sense stationary

(e) has a periodic component

(f) has an ac power of 36w. [16]

7. (a) Consider a random process X(t) = cos (ωt + θ ) where ω is a real constant

and θ is a uniform random variable in (0, π /2)). Show that X(t) is not a

WSS process. Also find the average power in the process

(b) State and prove wiener-khinchin relation. [8+8]

8. (a) Derive the expression for effective input noise temperature of cascaded system

in terms of their individual input noise temperatures.

(b) Find the available power gain of the following circuit 1 [6+10]

www.andhracolleges.com

Figure 1:

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