Unit III

1. Define and explain the following: (i) Gaussian noise and Gaussian distribution (ii) Thermal Noise
(iii) Shot Noise what type of PDF does the Gaussian noise follow?

2. (i) Explain the following terms mean, correlation, covariance, and ergodicity. (ii) Give the
properties of the auto correlation function.

3. Derive the equation for finding the probability density function of a one to one differential
function of a given random variable.

4. (i)Explain about Transmission of random process through a Linear Time Invariant (LTI) filter.
(ii)Find the autocorrelation of a sequence x(t) =A cos (2fc (t+θ)) where A and fc are constant and is
a random variable that is uniformly distributed over the interval [-π π].

5. State and prove the properties of power spectral density.

6. PDF of a continuous random variable is said to be Fx(x) = e-x for x≥0. Estimate mean, variance
and SD of random variable.

7. Two random process X (t) = A cos(ωt+Φ) and Y(t) = ASin(ωt+Φ), where A and ω are constants
and Φ is a uniform variable(0,2π).Find the cross correlation of x(t) and Y(t).