NARAYANA ENGINEERING COLLEGE :: NELLORE& GUDUR

DEPARTMENT OF ECE
II B.TECH (2015-16) I SEM

SUB: PT&SP Staff Name: Mrs .D.Sreelakshmi/Mr.K.Satish Kumar

UNIT-I

Probability and The Random Variable

1. a) Define the following with examples.

i) Sample space ii) Event iii) mutually exclusive event iv) Independent event v) Exhaustive event
b) In a single throw of two dice, what is the probability of obtaining a sum of atleast 9.

2. a) State and prove Baye’s theorem of probability.

b) A bag contains 4 green, 6 black and 7 white balls. A ball is drawn at random, what is the probability that
it is a green or a black ball.

3. a) Explain about the total probability.

(b) Two cards are drawn from a 52 card deck.
i)Given the first card is queen, what is the probability that the second is also a queen?
ii) Repeat the above for the first card a queen and the second card a 9.
4. a)The random variable X has the discrete variable in the set {-1,-0.5,0.7,1.5,3}.The corresponding
probabilities are assumed to be{0.1,0.2,0.1,0.4,0.2}.Plot its distribution function and state whether it is a
discrete or continuous function.
b) For the continuous probability function f (x) = K x2 e-x when x  0 find the value of K.

5. a) Give the classical and axiomatic definitions of probability.

b) In a bolt factory, machines A, B, C manufacture 30%, 30%, 40% of the total output respectively. From
their outputs 4%, 5%, 3% are defective bolt. A bolt is drawn at random and found to be defective. What are the
probabilities that it was manufactured by machines A, B and C?

6.A missile can be accidently launched if two relays A and B both have failed. The probabilities of A and B
failing are known to be 0.01 and 0.03 respectively. It is also known that B is more likely to fail (probability
0.06) if A has failed.
i)What is the probability of an accidental missile launch?
ii)What is the probability that A will fail if B has failed?
iii)Are the events “A fails” and “B fails” statistically independent?

7. a) Define Conditional distribution function and its properties.

b) Write the method for defining conditional event.

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

b) Find a constant b>0 so that the function. ; 0<x<b
{0; elsewhere
is a valid probability density.

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?

2. a)Explain method of finding the distribution and density function for a sum of statistically independent
random variables.
b) Explain the central limit theorem.

3. 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) .

4. a) i) Find a constant b (in terms of a) so that the function.

Is a valid joint density function .

ii) Find an expression for the joint distribution function.

b) 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. a) Explain the expected value of a function of random variable.

b) A random variable x is uniformly distributed on the interval (-5,15). Another random variable

y= is formed. Find E[y].

8. a) Explain the concept of transformation of a random variable X.

b) A Gaussian random variable X having a mean value of zero and variance one is Transformed to an
another random variable Y by a square law transformation. Find the density function of Y.

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.

3. a) Explain the Deterministic and Nondeterministic processes.

b) Write short notes on Ergodic random process.

4. a) Explain the types of statistical averages.

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?

5. Explain all the properties of autocorrelation function.

6. Explain cross correlation function and its properties.
7. a) Discuss Gaussian random process and state its properties.
b) Discuss Poisson random process and state its properties.

8. 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?

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. 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 ≤

5. 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).

6. If x(t) is a stationary process, find the power spectrum of y (t) = A0 + B0x (t) in terms of the power spectrum
of x(t) if A0 and B0 are real constants.

7. 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)?

8. 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.

UNIT –V

Linear Systems with Random Inputs

1. Explain Band limited random processes and its properties.

2. 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 Rxy(τ)=u(τ ) τ . Find
the auto correlation of y(t).

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. Derive the relation between PSDs of input and output random process of an LTI system.
6. 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)?

7. White noise with power density is applied to a network with impulse response h(t)=u(t)Wtexp(-Wt), where
ω>0 is a constant. Find the cross correlation of the input and output.

8. 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.