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Government College of Engineering, Amravati (An Autonomous Institute of Government of Maharashtra) Fourth Semester B. Tech. (Electronics and Telecommunication Engineering) Summer-2022 Course Code: ETU 421 Course Name: Probability Theory and Stochastic Processes Time: 2 Hrs. 30 Min, Max. Marks: 60 Instructions to Candidate ) 2) 3) 4) 3) All questions are compulsory. Assume suitable data wherever necessary and clearly state the assumptions made. Diagrams/sketches should be given wherever necessary. Use of logarithmic table, drawing instruments and non-programmable calculators is permitted Figures to the right indicate full marks, Solve Any Two a) An um contains 10 numbered black balls (some even, some odd) and 20 6 numbered white balls (some even, some odd). Some of the balls of each color are lighter in weight than the others. The composition of the urn is shown in the diagram associated with this example. Let 4 denote the event of picking a black ball, B denote the event of picking one of the lighter weight balls, and C denote the event of picking a even-numbered-ball. Are 4, B, C independent events? 30 balls 10 black [avon Shear [oie] ——_[oneay) (Zeten] (eosd] [Beda] [woven] [Geven) [#edd) [Hoven] [Goce] \ b) Ten independent binary pulses per ee, error(that 6 is, a zero received as a one or vice versa) probability is 0.001. What is the probability of at least one error /second? ©) State and prove Bayes’s Theorem 6 Solve Any Two a) If Fx(x) is continuous and differentiable how probability density function 6 is computed? Write down the properties of probability density function. b) °) a) b) a) b) a) b) °) State and explain Cumulative Distribution Function (CDF) along with its properties, Explain Chebychev’s Inequality. State and explain the central limit theorem. Show that the mean value of a weighted sum of random variables equals the weighted sum of mean values List and explain various properties of Autocorrelation function Discuss Gaussian random process in detail. Solve Any Two Explain Markov random Processes State and explain the Wiener-Khintchine-Einstein Theorem Define Power Spectral Density? List out its properties.

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