18EC44

Model Question Paper-1 with effect from 2019-20 (CBCS Scheme)

USN

Fourth Semester B.E. Degree Examination

Engineering Statistics & Linear Algebra
TIME: 03 Hours Max. Marks: 100

Note: 01. Answer any FIVE full questions, choosing at least ONE question from each MODULE.
02. Use of Normalized Gaussian Random Variables table is permitted.

*Bloom’s
Module -1 Taxonomy Marks
Level
Q.01 a The PDF for the random variable Z is
1
; 0<𝑧<9
𝑓𝑍 (𝑧) = { 6√𝑧
L1, L2 5
0 ; 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
What are (i) the mean (ii) the mean of the square, and (iii) the variance
of the random variable Z?
b Given the data in the following table,
k 1 2 3 4 5
𝑥𝑘 2.1 3.2 4.8 5.4 6.9
𝑃(𝑥𝑘 ) 0.21 0.18 0.20 0.22 0.19 L3 5
(i) Plot the PDF and the CDF of the discrete random variable X.
(ii) Write expressions for PDF and CDF using unit-delta
functions and unit – step functions.
c Define an exponential random variable. Obtain the characteristic
function of an exponential random variable and using the characteristic L1, L3 10
function derive its mean and variance.
OR
Q.02 a It is given that 𝐸[𝑋] = 36.5 and that 𝐸[𝑋 2 ] = 1432.3
(i) Find the standard deviation of X. L3 4
(ii) If 𝑌 = 4𝑋 − 500, find the mean and variance of Y.
b Define a Poisson random variable. Obtain the characteristic function of
a Poisson random variable and hence find mean and variance using the L1, L3 10
characteristic function.
c The random variable X is uniformly distributed between 0 and 4. The
random variable Y is obtained from X using 𝑦 = (𝑥 − 2)2 .What are the L2, L3 6
CDF and PDF for Y?
Module-2
Q. 03 a The joint PDF 𝑓𝑋𝑌 (𝑥, 𝑦) = 𝑐, a constant, when (0 < 𝑥 < 3) and
(0 < 𝑦 < 4) and is 0 otherwise.
(i) What is the value of the constant c?
(ii) What are the PDFs for X and Y? L1, L2, L3 10
(iii) What is 𝐹𝑋𝑌 (𝑥, 𝑦)when (0 < 𝑥 < 3) and (0 < 𝑦 < 4)?
(iv) What are 𝐹𝑋𝑌 (𝑥, ∞) and 𝐹𝑋𝑌 (∞, 𝑦)?
(v) Are X and Y independent?
b Define correlation coefficient of random variables X and Y. Show that
L1, L2 5
it is bounded by limits ±1.

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 18EC44
c X is a random variable with 𝜇𝑋 = 4 and 𝜎𝑋 = 5. Y is a random variable
with 𝜇𝑌 = 6, and 𝜎𝑌 = 7. The correlation coefficient is 0.7. L3 5
If U = 3X + 2Y, what are Var[U], Cov [UX] and Cov [UY]?
OR
Q.04 a X is a random variable uniformly distributed between 0 and 3. Y is a
random variable, independent of X, uniformly distributed between L2, L3 8
+2 and −2. W = X + Y. What is the PDF for W?
b The random variable Z is uniformly distributed between 0 and 1. The
random variable Y is obtained from Z as follows: Y = 3.5Z + 5.25
One hundred independent realizations of Y are averaged:
100
1
𝑉= ∑ 𝑌𝑖 L3, L4 8
100
𝑖=1
(i) Estimate the probability 𝑃(𝑉 ≤ 7.1)
(ii) If 1000 independent calculations of V are performed, approximately
how many of these calculated values for V would be less than7.1?
c Explain briefly the following random variables.
(i) Chi-Square Random Variable L1 4
(ii) Student’s t Random Variable
Module-3
Q. 05 a With the help of an example, define Random Process and discuss
L1 5
distributions and density functions of a random process.
b A random process is described by
𝑋(𝑡) = 𝐴 cos(𝜔𝑐 𝑡 + 𝜑 + 𝜃)
Where A, 𝜔𝑐 and 𝜑 are constants and where 𝜃 is a random variable
L2, L3 8
uniformly distributed between ±𝜋. Is 𝑋(𝑡) wide-sense stationary? If not,
then why not? If so, then what are the mean and the autocorrelation
function for the random process?
c Define the autocorrelation function (ACF) of a random process and
L1, L2 7
discuss its properties.
OR
Q. 06 a 𝑋(𝑡) and Y(𝑡) are independent, jointly wide-sense stationary random
processes given by,
L3 6
𝑋(𝑡) = 𝐴 cos(𝜔1 𝑡 + 𝜃1 ) and Y(𝑡) = 𝐵 cos(𝜔2 𝑡 + 𝜃2 ).
If 𝑊(𝑡) = 𝑋(𝑡)𝑌(𝑡) then find the ACF 𝑅𝑊 (𝜏).
b Assume that the data in the following table are obtained from a
windowed sample function obtained from an ergodic random process.
Estimate the ACF for 𝜏 = 0, 2 𝑚𝑠 and 4 𝑚𝑠, where ∆𝑡 = 2 𝑚𝑠. L2, L3 6
𝑥(𝑡) 1.5 2.1 1.0 2.2 −1.6 −2.0 −2.5 2.5 1.6 −1.8
𝑘 0 1 2 3 4 5 6 7 8 9
c Suppose that the PSD input to a linear system is 𝑆𝑋 (𝜔) = 𝐾. The cross-
correlation of the input X(t) with the output Y(t) of the linear system is
found to be
L3, L4 8
𝑒 −𝜏 + 3𝑒 −2𝜏 ; 𝜏 ≥0
𝑅𝑋𝑌 (𝜏) = 𝐾 {
0; 𝜏 <0
What is the power filter function |𝐻(𝑗𝜔)|2 ?
Module-4
Q. 07 a Describe the column space and the null space of the following
matrices.
1 −1 0 0 3 L2, L3 4
(i) 𝐴= [ ] (ii) 𝐵= [ ]
0 0 1 2 3
b Determine whether the vectors (1, 3, 2), (2, 1, 3) and (3, 2, 1) are
L3 6
linearly dependent or independent.

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c 1 2 2
If 𝑢 = [2] , 𝑣 = [−2] and 𝑤 = [ 1 ] then show that u, v, w are
2 1 −2 L2, L3 10
pairwise orthogonal vectors. Find lengths of u, v, w and find
orthonormal vectors 𝑢1 , 𝑣1 , 𝑤1 from vectors u, v, w.
OR
Q. 08 a Apply Gram-Schmidt process to
0 0 1
𝑎 = [0] , 𝑏 = [1] and 𝑐 = [1] and L3 8
1 1 1
write the result in the form of A = QR.
b Find the dimension and basis for four fundamental subspaces for
1 2 0 1
𝐴 = [0 1 1 0] L3 8
1 2 0 1
c Find the projection of 𝑏 onto the column space of A.
1 1 1
𝐴 = [ 1 −1] and 𝑏 = [2] L3 4
−2 4 7
Module-5
Q. 09 a (i) Reduce the matrix A to U and find det (A) using pivots of A.
1 2 3
𝐴 = [2 2 3 ]
3 3 3
(ii) By applying row operations to produce an upper triangular matrix
U, compute the det (A). L3 6
1 2 3 0
2 6 6 1
𝐴= [ ]
−1 0 0 3
0 2 0 7
b Find the eigen values and eigen vectors of matrix A.
1 4 L3 6
𝐴= [ ]
2 3
c Factor the matrix A into 𝐴 = 𝑋Λ𝑋 −1 using diagonalization and hence
find 𝐴3 .
1 2 L3 8
𝐴= [ ]
0 3
OR
Q. 10 a Factorize the matrix A into 𝐴 = 𝑈Σ𝑉 𝑇 using SVD.
1 1 0 L3, L4 8
𝐴= [ ]
0 1 1
b (i) What is a positive definite matrix? Mention the methods of testing
positive definiteness.
(ii) Check the following matrix for positive definiteness. L1, L2 6
5 6
𝑆1 = ( )
6 7
c Find an orthogonal matrix Q that diagonalizes the following symmetric
matrix.
1 0 2
L3 6
𝑆 = [0 −1 −2]
2 −2 0

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 18EC44
Model Question Paper-2 with effect from 2019-20 (CBCS Scheme)
USN

Fourth Semester B.E. Degree Examination

Engineering Statistics & Linear Algebra
TIME: 03 Hours Max. Marks: 100

Note: 01. Answer any FIVE full questions, choosing at least ONE question from each MODULE.
02. Use of Normalized Gaussian Random Variables table is permitted.

*Bloom’s
Module -1 Taxonomy Marks
Level
Q.01 a Define a random variable and briefly discuss the following terms
associated with random variables.
L1 5
(i) Sample space (ii) Distribution Function (iii) Probability Mass
Function (iv) Probability Density Function
b The probability distribution of a Discrete Random Variable (DRV) is as
shown below.
𝑘 −0.25 0 1 2 3.75
𝑃(𝑋 = 𝑘) 0.2 c 0.4 0.1 2c L2, L3 7
Find (i) the value of c.
(ii) 𝑃(𝑥 ≤ 0)
(iii) 𝑃{(𝑋 > 1)/ (𝑋 ≥ 0)}
c Define Binomial distribution. Obtain the characteristic function of a
binomial random variable and using the characteristic function derive its L1, L3 8
mean and variance.
OR
Q.02 a The random variable X is uniformly distributed between 0 and 2. If
𝑦 = 3𝑥 3 , then find the PDF for Y. L3 5
b Let X be an exponential random variable with CDF
𝑥
1 − exp (− ) , 𝑥≥0
𝐹𝑋 (𝑥) = { 3
0, 𝑥 <0 L3, L4 7
And let B be the event 𝐵 = {𝑥 > 2}. What are 𝑓{𝑋|𝐵} (𝑥), 𝜇{𝑋|𝐵} (𝑥)and
𝜎(2𝑋|𝐵) ?
c Define Laplace distribution. Obtain the characteristic function of a
Laplace random variable and using the characteristic function derive its L1, L2, L3 8
mean and variance.
Module-2
Q. 03 a A bivariate PDF for the DRVs X and Y is 0.2 𝛿(𝑥)𝛿(𝑦) +
0.3 𝛿(𝑥 − 1)𝛿(𝑦) + 0.3 𝛿(𝑥)𝛿(𝑦 − 1) + 𝑐 𝛿(𝑥 − 1)𝛿(𝑦 − 1).
(i) What is the value of the constant c?
(ii) What are the PDFs for X and Y? L2, L3 5
(iii) What is 𝐹𝑋𝑌 (𝑥, 𝑦) when (0 < 𝑥 < 1)and (0 < 𝑦 < 1)?
(iv) What are marginal CDFs of X and Y?
(v) Are X and Y independent?
b X and Y are correlated random variables with a correlation coefficient
of 0.7, mean of X is 5, variance of X is 36, mean of Y is 16, variance of L2, L3, L4 7
Y is 150. The random variables U and V are obtained using

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 18EC44
U = X + cY and 𝑉 = 𝑋 − 𝑐𝑌
What values can c have if U and V are uncorrelated?
c Briefly explain the following random variables (RV).
(i) Chi-Square RV
(ii) Student’s t RV L1 8
(iii) Cauchy RV
(iv) Rayleigh RV
OR
Q.04 a A DRV Y has the PDF 𝑓𝑌 (𝑦) = 0.5 𝛿(𝑦) + 0.5 𝛿(𝑦 − 3)
L1, L2 5
𝑈 = 𝑌1 + 𝑌2 ,where the Y’s are independent. What is the PDF for U?
b Shown in Fig. Q4c is a region in the x, y plane where the bivariate pdf
𝑓𝑋𝑌 (𝑥, 𝑦) = 𝑐, elsewhere, the pdf is 0.

L4, L5 7

Fig. Q4c
(i) What value must c have?
(ii) Evaluate 𝐹𝑋𝑌 (1,1).
(iii) Find the pdfs of X and Y.
c Define Central Limit Theorem and show that the sum of the two
L1, L3 8
independent Gaussian random variables is also Gaussian.
Module-3
Q. 05 a With the help of an example, define Random Process and discuss the
terms Strict-Sense Stationary (SSS) and Wide-Sense Stationary (WSS) L1 5
associated with a random process.
b A random process is described by
𝑋(𝑡) = 𝐴 cos(𝜔𝑐 𝑡 + 𝜃) + 𝐵
Where A, B, 𝜔𝑐 are constants and where 𝜃 is a random variable
L2, L3 7
uniformly distributed between ±𝜋. Is 𝑋(𝑡) wide-sense stationary? If not,
then why not? If so, then what are the mean and the autocorrelation
function for the random process?
c Define the Autocorrelation function (ACF) of the random process X(t).
And prove the following statements.
(i) ACF is an even function. L1, L2 8
(ii) If X(t) is periodic with period T, then in the WSS case, the ACF is
also periodic with period T.
OR
Q. 06 a 𝑋(𝑡) and Y(𝑡) are independent, jointly wide-sense stationary random
processes given by,
L3 5
𝑋(𝑡) = 𝐴 cos(𝜔1 𝑡 + 𝜃1 ) and Y(𝑡) = 𝐵 cos(𝜔2 𝑡 + 𝜃2 ).
If 𝑊(𝑡) = 𝑋(𝑡)𝑌(𝑡) then find the ACF 𝑅𝑊 (𝜏).
b Assume that the data in the following table are obtained from a
windowed sample function obtained from an ergodic random process. L2, L3 7
Estimate the ACF for 𝜏 = 0, 3 𝑚𝑠 and 6 𝑚𝑠, where ∆𝑡 = 3 𝑚𝑠.

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 18EC44
𝑥(𝑡) 1.0 2.2 1.5 −3.0 −0.5 1.7 −3.5 −1.5 1.6 −1.3
𝑘 0 1 2 3 4 5 6 7 8 9
c Suppose that the PSD input to a linear system is 𝑆𝑋 (𝜔) = 𝐾. The cross-
correlation of the input X(t) with the output Y(t) of the linear system is
found to be
L3, L4 8
3𝑒 −𝜏 + 𝑒 −2𝜏 ; 𝜏 ≥0
𝑅𝑋𝑌 (𝜏) = 𝐾 {
0; 𝜏 <0
What is the power filter function |𝐻(𝑗𝜔)|2 ?
Module-4
Q. 07 a Let 𝐼: 𝑉 → ℝ be the integral mapping 𝐼(𝑣) = ∫1 𝑣(𝑡) 𝑑𝑡. Show that 𝐼 is
0 L2, L3 5
a linear transformation.
b Determine whether or not each of the following forms a basis in ℝ3 .
L3, L4 7
𝑥1 = (2, 2, 1), 𝑥2 = (1, 3, 7) and 𝑥3 = (1, 2, 2).
c 1 2 2
If 𝑢 = [2] , 𝑣 = [−2] and 𝑤 = [ 1 ] then show that u, v, w are
2 1 −2 L2, L3 8
pairwise orthogonal vectors. Find lengths of u, v, w and find
orthonormal vectors 𝑢1 , 𝑣1 , 𝑤1 from vectors u, v, w.
OR
Q. 08 a Define Vector Subspaces and explain the four fundamental subspaces. L1 5
b Solve 𝐴𝑥 = 𝑏 by least squares and find 𝑝 = 𝐴𝑥,
̂ if
1 0 1
𝐴 = [0 1] , 𝑏 = [1] L3 7
1 1 0
c Apply Gram-Schmidt process to
2 1 1
𝑎 = [2] , 𝑏 = [3] and 𝑐 = [2] and L3 8
1 1 2
write the result in the form of A = QR.
Module-5
Q. 09 a (i) Reduce the matrix A to U and find det (A) using pivots of A.
2 5 3
𝐴 = [ 1 2 4]
−1 3 6
(ii) By applying row operations to produce an upper triangular matrix
U, compute the det (A). L3 5
3 1 4 2
1 5 2 6
𝐴= [ ]
2 3 7 1
4 1 2 3
b Find the eigen values and eigen vectors of matrix A and 𝐴−1
1
0 2 − 1
𝐴= [ ] and 𝐴−1 = [ 1 2 ] L3 7
1 1 0
2
Check the trace. Comment on the results.
c Diagonalize the matrix A and hence find 𝐴4 .
1 6 1
𝐴 = [1 2 0] L3 8
0 0 3
OR

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 18EC44
Q. 10 a 1
If a 4 × 4 matrix has det(𝐴) = 2 then find the following.
(i) 𝑑𝑒𝑡 (2𝐴)
(ii) det(−𝐴) L2, L3 5
(iii) det(𝐴2 )
(iv) det (𝐴−1 )
b Test to see if 𝐴𝑇 𝐴 is positive definite
1 1
𝐴 = [1 2 ] L4 7
2 1

c Compute 𝐴𝑇 𝐴 and 𝐴𝐴𝑇 and their eigen values & unit eigen vectors for V
and U. Then check 𝐴𝑉 = 𝑈Σ.
1 1 L4 8
𝐴 = [ 0 1]
−1 1

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