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 joint moments of two statistically independent random variables is equal to ( )

a) Sum of individual moments b) product of individual moments c) both d) None

2) σXY = ______ ( )

a) E[XY]-{E[X]+E[Y]} b) E[X]E[Y] c) E[X] d) None

3) If fxy(x,y)=A e(-2x-y) for x,y ≥0, then A=? ( )

a) 2 b)1 c) 0 d) 4

4) Co-variance is also known as ( )

a) Central moment b) Second Order Central Moment

b) First order Central Moment d) None

5) Statistically independent random variables X & Y have moments m10=2, m20=14, m02=12 and
m11=6, then m22 =? ( )

a) 168 b) 68 c) 144 d) 128

6) If X(t) is periodic with period T0 then its auto correlation is ______ ( )

a) Non periodic b) Periodic c) Both a & b d) none

7) Given the auto correlation function with no periodic component is Rxx(T)=[25+(4/T) ] then
mean is ( )

a) 5 b) 25 c) 4 d)0

8) A random process X (t) is said to be _______________ if its statistical average is equal to its time
average. ( )

a) Stationary b) Ergodic c) Independent d)None

9) For a Random process, mean = 6 and Rxx(T)= 36+25 exp(-T) then avg.power is ( )

a) 41 watts b)61watts c) 25watts d) none

10) For the above problem variance is ( )

a) 61 b) 61 c) 25 d) None

11) Power Spectral Density is _______________ function ( )

a) Even b) Odd c) Negative d) None

12) PSD and autocorrelation function forms __________________pair ( )

a) Laplace Transform b) Z Transform C) Fourier Series d) Fourier Transform

13) A WSS process X(t) has an autocorrelation function Rxx(T)= exp(-3T), then PSD is ( )

a) 2jw/(9+w.w) b) w/2j c) w/2+jw d) none

14) F.T [Rxy(T)]=

a) Sxx(w) b) Syy(w) c) Sxy(w) d) None

15) PSD of response of LTI system is

a) H(w) b) H(w).H(-w).Sxx(w) c) H(w) Sxx(w) d) Sxx(w)