II B.Tech. II Sem.

,
Probability Theory and Stochastic Processes
Objective Exam

Name: ___________________Hall Ticket A

No.

Answer All Questions. All Questions Carry Equal Marks. Time: 15 Min. Marks: 15.

I. Choose the correct alternative:

1) The correlation coefficient of two random variables is 0.25, while their variances are 3 & 5.
Find co-variance ( )
a) 0.9682 b) 0.2869 c) 0.3698 d) 0.2548

2) Two Gaussian RVs X1 & X2 have zero means. Their variances are 4 , 9 . Given covariance is 3.
If X1 and x2 are linearly transformed to new variable Y1=X1-2X2 and Y2=3X1+4X2.
Find variances of Y1 and Y2 ( )

a) 12, 144 b) 144, 12 c) 66, 252 d) None

3) Cov(aX, bY)= ( )

a) aX+bY b)ab c) ab Cov(X,Y) d) Var(aX+bY)

4) If E[X]= 5, E[Y]=10, E[XY]=75, Var(X)=16, Var(Y)=49 then correlation coefficient is ( )

a) 25 b) 28/25 c) 25/28 d) 25

5) The linear transformation of Gaussian RVs are always ( )

a) Independent b) Linear c) Non linear d) Gaussian

6) A random process X (t) is said to be mean Ergodic, if its statistical average is ____________
to its time average.
( )
a) Equal b) Not equal c) Twice d) None

7) Auto correlation function is ______ ( )

a) An even function b) An odd function c) Both d) None

8) ________averages are computed by considering all the sample functions. ( )

a) Time b) Ensemble c) Both d)None

9) A random process is defined by X(t)=A, where A is random variable uniformly distributed on
(0,1). Find the auto correlation of the process is ( )
a) 2 b) 1/3 c) 2 d) ½
10) Auto-correlation function is maximum at ( )

a) т =0 b) т =1 c) т=2 d)None

11) SXY(w) = 0 if X(t) and Y(t) are ______________ ( )

a) Equal b) Orthogonal c) Linear d) None

12) Power spectral density of Random process X(t) is Sxx(w)= 16/4+w.w , then Avg power of x(t) is
( )
a) 1 b) 2 c) 3 d) 4

13) Auto correlation function and power spectral density of random process x(t) forms ( )
a) A Laplace Transform Pair b) Fourier Pair C) Both d) None

14) Syx(w)= ( )
a) Sxy(w) b) Sxy (-w) c)Syy(w) d) Sxx(w)

15) if X(t) is given to an LTI sytem with Transfer function H(w) = 1/2+jw,with Sxx(w)= 16/4+w2
then find avg power of output of LTI system ( )

a) 1 b) 2 c) 3 d) 4