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You are on page 1of 4

com

Reg. No.

Regulations 2008

Fourth Semester

. cco

o m

mAnswer ALL Questions

p

1. A continuous random variable X has probability density function

e jjiinn p f (x) =

(

3x2 , 0 ≤ x ≤ 1

.

w

w..rre

Find k such that P (X > k) = 0.5

0, otherwise

w

w w

w

2. If X i s uniformly distributed in

µ

−π π

,

2 2

¶

. Find the pdf of Y = tan X.

3. Let X and Y be continuous random variables with joint probability density function

x (x − y)

fXY (x, y) = , 0 < x < 2, −x < y < x and fXY (x, y) = 0 elsewhere. Find

8

fY |X (y|x).

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

1 π π

density function f (φ) = , − < φ < .

π 2 2

Check whether or not the process is wide sense stationary.

www.rejinpaul.com

7. Find the variance of the stationary process {X(t)} whose auto correlation function

i s given by RXX (τ ) = 2 + 4e−2|τ | .

9. If Y (t) i s the output of an linear time invariant system with impulse response h(t),

then find the cross correlation of the input function X(t) and output function Y (t).

Part B - (5 x 16 = 80 Marks)

11. (a) (i) A random variable X has the following probability distribution.

x 0 1 2 3 4 5 6 7

P (x) 0 K 2K 2K 3K K2 2K 2 2

7K + K

Find :

. cco m

m

(1) The value of K

o

(2) P (1.5 < X < 4.5 | X > 2) and

.

1

aa ull

(3) The smallest value of n for which P (X ≤ n) >

u

2

(ii) Find the M.G.F. of the random variable X having the probability density

(8)

jjiinnpp

function

(x x

e− 2 , x > 0

w..rre

e

f (x) = 4

0, elsewhere

w w

w w Also deduce the first four moments about the origin.

OR

(8)

w

11. (b) (i) If X i s uniformly distributed in (-1, 1), then find the probability density

function of Y = sin

πX

2

.

(ii) If X and Y are independent random variables following

(6)

√

N (8, 2) and N (12, 4 3) respectively, find the value of λ such that

P [2X − Y ≤ 2λ] = P [X + 2Y ≥ λ]

(10)

12. (a) Two random variables X and Y have the joint probability density function

given by (

k(1 − x2 y), 0 ≤ x ≤ 1, 0 ≤ y ≤ 1

fXY (x, y) =

0, otherwise

2 53186

www.rejinpaul.com

(i) Find the value of ‘k’

(ii) Obtain the marginal probability density functions of X and Y .

(iii) Also find the correlation coefficient between X and Y .

(16)

OR

12. (b) (i) If X and Y are independent continuous random variables, show that the

Z∞

pdf of U = X + Y is given by h(u) = fx (v)fy (u − v)dv. (8)

−∞

(ii) If Vi , i = 1, 2, 3 · · · 20 are independent noise voltages received i n an adder

and V is the sum of the voltages received, find the probability that the

total incoming voltage V exceeds 105, using the central limit theorem.

Assume that each of the random variables Vi is uniformly distributed over

(0, 10). (8)

13. (a) (i) The process {X(t)} whose probability distribution under certain condition

is given by

. cco

o

m

m (at)n−1

.

, n = 1, 2..

ll

n+1

P {X(t) = n} = (1 + at)

ppaauu at ,

1 + at

n=0

Find the mean and variance of the process. Is the process first-order

r e

e jjiinn

stationary?

(ii) If the WSS process {X(t)} is given by X(t) = 10 cos(100t + θ), where

(8)

w

w.. r θ is uniformly distributed over (−π, π), prove that {X(t)} i s correlation

ergodic. (8)

w

w w

w OR

13. (b) (i) If the process {X(t); t ≥ 0} i s a Poisson process with parameter λ, obtain

P [X(t) = n]. Is the process first order stationary? (8)

(ii) Prove that a random telegraph signal process Y (t) = αX(t) is a Wide

Sense Stationary Process when α is a random variable which is inde-

pendent of X(t), assumes values −1 and +1 with equal probability and

RXX (t1 , t2 ) = e−2λ|t1 −t2 |

(8)

14. (a) (i) If {X(t)} and {Y (t)} are two random processes with auto correlation

function

p RXX (τ ) and RY Y (τ ) respectively then prove that |RXY (τ )| ≤

RXX (0)RY Y (0). Establish any two properties of auto correlation func-

tion RXX (τ ) (8)

3 53186

www.rejinpaul.com

(ii) Find the power spectral density

( of the random process whose auto corre-

1 − |τ |, for|τ | ≤ 1

lation function i s R(τ ) = . (8)

0, elsewhere

OR

(ii) The cross-power spectrum of real random processes {X(t)} and {Y (t)} is

given by (

a + bjω, for | ω |< 1

Sxy (ω) =

0, elsewhere

Find the cross correlation function. (8)

15. (a) (i) Show that if the input {X(t)} is a WSS process for a linear system then

output {Y (t)} i s a WSS process. Also find RXY (τ ). (8)

(ii) If X(t) is the input voltage to a circuit and Y (t) i s the output voltage.

{X(t)} is a stationary random process with µX = 0 and RXX (τ ) = e−2|τ | .

o

o m

m

Find the mean µY and power spectrum SY Y (ω) of the output if the system

transfer function is given by H(ω) =

. cc

1

ω + 2i

. (8)

aauull . OR

j ii pp

15. (b) (i) If Y (t) = A cos(w0 t + θ) + N (t), where A i s a constant, θ is a random

nn

variable with a uniform distribution in (−π, π) and {N (t)} is a band-

j

e

limited Gaussian white noise with power spectral density

w

w..rre SN N (w) =

N0

2

, for |w − w0 | < wB

.

w

0,

w

elsewhere

w

w Find the power spectral density {Y (t)}. Assume that {N (t)} and θ are

independent.

(10)

(ii) A system has an impulse response h(t) = e−βt U (t), find the power spectral

(6)

4 53186

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