NARAYANA ENGINEERING COLLEGE :: NELLORE& GUDUR

DEPARTMENT OF ECE
II B.TECH (2017-18) I SEM

SUB: PT&SP Staff Name: D.Sreelakshmi

UNIT-I

Probability and The Random Variable

1a) A pack contains 4white and 2 green pencils other contains 3 white and 5 green pencils. If one pencil is
drawn from each pack, find the probability that i0both are white ii) one is white and another is green?

b) Explain about joint and conditional probability? 2014/R

2. a) Consider the experiment of tossing four coins .The random VARIABLES X is associated with the number of
tails showing compute and sketch the CDF of X?

b) State and derive the theorem on total probability?

3. Define probability with an example and write the axioms of probability?

b.a pair of dice is tossed .define a R.V X to be the difference of the face values truned up. Determine the
probability mass function of X?

4. Define the following with examples i) sample space ii) experiment iii) event iv) independent events

v) Mutually exclusive events?

b) How the probability is the numerical measure of uncertainity? Explain?

5. a) if A and B are independent events prove that the events i) A’ and B are independent ii) A and B’ are
independent iii)A’ and B’ are independent.

b) A R.V X has the distribution function FX(x)= u(x-n)

6. a)Define random variable and explain types of random variable.

b) Find the value for constant A such that

Is a valid probability density function.

7. a) Define Conditional distribution function and its properties.
b) Write the method for defining conditional event.
c) The diameter of a cable’ X’ is taken to be a random variable with pdf f(x) =6x(1-x),0≤x≤1
i) verify is a pdf or not. ii) Determine ‘b’ such that P(x<b) = P(x>b).

8. a) Define probability distribution function and explain its properties.

b) i) Find a constant b>0 so that the function. ; 0<x<b
{0; elsewhere
is a valid probability density.
ii) For the continuous probability function f (x) = K x2 e-x when x  0 find the value of K

UNIT –II

Multiple Random Variables and Operations on Multiple Random Variables

1. a) Define joint distribution function and marginal distribution function.

 b) A Joint probability density function of two random variables x and y is given by (x,y)=

0; elsewhere
i. )Find the marginal density functions of x and y. ii. )Are x and y statistically independent?

b) Explain the central limit theorem.

2.a) Given the function

i.) Find the constant b such that this is a valid joint density function.
ii.) Determine the marginal density functions (x) and (y) .
b) Explain the central limit theorem.

3. i) Find a constant b (in terms of a) so that the function.Is a valid joint density function.

i) Find an expression for the joint distribution function.

4. The Joint pdf f(x,y) of two continuous random variables ‘x’ and ‘y’ is given by

Where K is constant. (i) find K value and (x) and . (y)

5. The joint space for two random variables X and Y and corresponding probabilities are shown in table

Find a) (x,y)
b) Marginal distribution functions of X and Y
c) Find P(0.5<X<1.5)
d) Find P(X≤1,Y≤2) and
e) Find P(1<X≤2,Y≤3).

6. Two Random variable X and Y have means =2, variances =4 and and a =0.4.

New Random variable w and v are defined by v=-x+2y, w=x+3y.

Find the a) means b) Variances c) the correlations d) the correlation coefficient of v and w.

7. Two Gaussian random variables X1 and X2 have zero means and variables and their covariance equals 3 .
if X1 and X2 are linearly transformed to new variables Y1 and Y2 Y1 = X1 - X2, Y2= 3X1 +4 X2.

Find a) mean b) variance c) covariance of Y1 and Y2

8. a) Show that the variance of a weighted sum of uncorrelated random variables equals the weighted sum of
the variances of the random variables.
b) Two Gaussian random variable x and y have variance respectively and correlation

coefficient rotation by an angle results in new random variable and are uncorrelated what is ρ.

UNIT –III
Random Processes-Temporal Characteristics

1. Define random process and also explain the classifications of random process with neat sketches.

2. a) State the conditions for wide sense stationary random process.

b) Distinguish between stationary and non stationary random process.
c) Explain the Deterministic and Nondeterministic processes.
d) Write short notes on Ergodic random process.

3. a) Discuss Gaussian random process and state its properties.

Discuss Poisson random process and state its properties.
b) A random process is defined by x (t) = A cos (πt). Where A is a Gaussian random variable with
Zero mean and variance .
i) Find the density functions of x(0) and x(1).
ii) Is x(t) stationary?

4. a. Explain all the properties of autocorrelation function.

b. Explain cross correlation function and its properties.

5. a) A random process is defined by Y(t)=X(t)cos(0t + ) where X(t) is wide sense stationary random
process that amplitude modulates a carrier of constant angular frequency 0 with a random phase 
independent of X(t) and uniformly distributed on (-π,π).
i) Find E[Y(t)]
ii) Find the auto correlation function of Y (t).
iii) Is Y (t) wide sense stationary?
b) Consider the random process X (t) = (0t + ) , where A and 0 are constants and Θ is a random
variable uniformly distributed over the range ±π . Is X(t) wide sense stationary?

6.a) Given the random process X(t)=A cos0t+Bsin0t where 0 is a constant, and A and B are uncorrelated
zero mean random variables having different density functions but the same variances,show that X(t) is wide
sense stationary process.
b) Discuss in detail about i) First order stationary random process ii) Second order &wide sense stationary
random process.

7. Statistically independent zero mean random process X(t) and Y(t) have auto correlations functions.
Rxx (τ) = exp(-|τ|) and Ryy (τ)= cos(2π τ)respectively
i) find the auto correlation function of the sum w1(t)=X(t)+Y(t)
ii) Find the auto correlation function of difference w2(t)=X(t)-Y(t)
iii)Find the cross correlation function of w1(t) and w2(t).

8. Given two random processes x (t) and y(t) find expressions for auto correlation function of
w (t) =x (t) +y (t) if i) x(t) and y (t) are correlated. ii ) x (t) and y (t) are uncorrelated.
iii) x(t) and y (t) are uncorrelated with zero means.

UNIT –IV

Random Processes-Spectral Characteristics

1. Explain the relationship between power spectrum and auto correlation function of random process.
2. State and explain the properties of cross power density spectrum.
3. State and explain properties of power density spectrum of a random process.
4. Write the relation between cross power spectrum and cross correlation function.

5. The power spectral density of random process is given by,  XX ( ) =

 ,  0

= 0, else where
Find its Auto Correlation function.
6. The autocorrelation function of a random process x(t) is (τ)=3+2exp(-4 )
(a) Find the power spectrum of x(t). (b) What is the average power in x(t)?
(c) What fraction of the power lies in the frequency band ≤ ω ≤

7. Consider the random process X (t) =A cos (0t + ) where A and 0 are real constants and Θ is a random
variable uniformly distributed over the range (0,π/2) .Find the average power of X(t).
8. If x(t) is a stationary process, find the power spectrum of y (t) = A 0 + B0x (t) in terms of the power spectrum
of x(t) if A0 and B0 are real constants.

9. a) Find the cross correlation function for the power spectral density ()= .

b) Assume that the ergodic random process X (t) has an auto correlation function

(τ) =18+ [1+4cos 12(τ)]. What is the average power of X (t)?

10. a) If R(τ)=a find the spectral density function, where a and b are constant.
b) For a random process x(t) derive expression for power density spectrum.

  . Find  XX
2

11. a) Given the auto correlation function is RXX () = A 0 sin 0 (

 ).
2

b) Determine the rms bandwidth of the power spectrum given by

 XX (
 )= {P, | <W
0, | >W

12. The cross power spectrum for random processes X(t) and Y(t) can be written as  XY (
 )=  XX (
 )H()

Where 
XX (  ) is the power spectrum of X(t) and H() is a function with an inverse Fourier transform h(τ). Derive
expressions for RXY () and RYX () in terms of RXX () and h(τ).

UNIT –V

Linear Systems with Random Inputs

1. a) Explain Band limited random processes and its properties.

b) Explain autocorrelation function and cross correlation function response of linear systems
2. a) A random process x(t) is applied to a network with impulse response h(t)= u(t) where b > 0 is a

constant. The cross correlation of x(t) with the output y(t) is known to have the form R xy(τ)=u(τ ) τ . Find
the auto correlation of y(t).
b) A WSS random process X(t) is applied to the input of an LTI system whose impulse response is 5t
u(t).The mean of X(t) is 3.Find the mean of the output of the system.

3. If the input auto correlation function is (τ) =A , where A and α are constants, find the output

spectral density and draw the output power spectrum for (ω) = [ (ω-0)+ (ω+0)].

4. A random noise X(t) having power spectrum (ω) = is applied to a network for which h(t)=u(t)

. The network response is denoted by Y (t).

i)What is the average power in X(t)?
ii) Find the power spectrum of Y (t).
iii) Find the average power in Y (t).

5. a) A stationary random process X(t) is applied to the input of a system for which h(t)=3u(t) .
If E[X(t)]=2 what is the mean value of the systems response Y(t)?
b) Derive the relation between PSDs of input and output random process of an LTI system
6. White noise with power density is applied to a network with impulse response h(t)=u(t)Wt exp(-Wt),
where ω>0 is a constant. Find the cross correlation of the input and output.
7. A signal x(t)=u(t) is applied to a network having an impulse response h(t)=W u(t) . Here α and W
are real positive constants and u(t) is a unit step function. Find a) Y(t) and b) the output spectrum.

8.A stationary random process X(t) and Y(t) has spectral density functions (ω)= and (ω) .

Let another stationary random process be U(t)=X(t)+Y(t).Find the spectral densities (ω), (ω) and
(ω) . Assume that X(t) and Y(t) are uncorrelated with zero mean value.