Course Code:

V18ECT09 V18 HTNO

SRI VASAVI ENGINEERING COLLEGE (Autonomous)

B.Tech IV Semester Regular Examinations – OCT/NOV-2020

PROBABILITY THEORY & STOCHASTIC PROCESSES

( Electronics and Communication Engineering )
Time: 3 Hrs Max. Marks: 60

Answer All the Questions

All Questions Carry Equal Marks

1. 10 M
A. i. Describe various sample spaces with necessary examples. CO1-K1(5M)
ii. Find the probabilities of the following, when two dice are thrown. CO1-K3(5M)
a. A={sum=7} b. B={8 < sum ≤ 11} c. C={sum>10}

B. i. Describe Joint and Conditional probabilities. CO1-K1(5M)

ii. Find joint and conditional probabilities for the following. CO1-K3(5M)
In a box there are 100 resistors having resistances and tolerances as in the table
given below.
Tolerance
Resistance(Ω)
5% 10%
22 10 14
47 28 16
100 24 8
Let there be three events, A as drawing 47 Ω resistor, B be the drawing 5%
tolerance resistor and C be drawing 100 Ω resistor.

2. 10 M
A. i. Examine the properties of Probability density function with relevant proofs. CO2-K1(5M)
1 1
ii. Solve (i) Constant C (ii) P{  x  } for a random variable X has CO2-K2(5M)
2 2
Probability density function
f X ( x)  C (1  x 4 )  1  x 1
0 otherwise

B. i. Examine the properties of conditional density function with necessary CO2-K1(5M)

mathematical expressions.
ii. Construct the random variable for the following experiments. CO2-K2(5M)
(i) In the experiment of rolling a die and flipping a coin, the random variable X
is chosen such that
(a). A coin (H) outcome corresponds to positive values of X that are equals to
the numbers that shows upon the die.
(b). A coin (T) outcome corresponds to negative values of X that are equal in
magnitude to twice the numbers that shows upon the die.

Page 1 of 3
3. 10 M
A. i. Illustrate the properties of Moment generating function with the help of CO3-K3(5M)
necessary expressions.
ii. Compute (i) m0 (ii) m1 (iii) m2 and (iv) µ2 for a random variable X has the CO3-K3(5M)

density
 3

f X ( x)   32

 x 2  8 x  12 ,  2 x6

0, elsewhere

B. i. Illustrate monotonic transformation of a continuous random variable. CO3-K3(5M)

ii. Compute (a) E[X] (b) E[4X+2] and (c) E[X2] for a random variable X has a CO3-K3(5M)
probability density

 5

 1 x4 ,
f X ( x)   4
 0  x 1

0, elsewhere

4. 10 M
A. i. Discuss the properties of joint probability distribution function. CO4-K2(5M)
ii. Predict whether two given random variables X and Y are statistically CO4-K3(5M)
independent or not with help of marginal densities fX(x) and fY(y), if their joint
probability density function is given as
5
f XY ( x, y )  x 2 y ,0  x  2 & 0  y  2
16
0 , otherwise

B. i. Show that the density function of sum of two random variables is the CO4-K3(5M)
convolution of individual density functions.
ii. Compute i) The value of c. ii)The marginal density functions of X and Y, CO4-K3(5M)
if the joint density of two random variables X and Y is

f XY  x, y   c 2 x  y , 0  x  1, 0  y  2
0 , elsewhere

5. 10 M
A. i. Illustrate numerous categories of random processes with examples. CO5-K3(5M)
ii. Compute CO5-K3(5M)
(i) Autocorrelation of the Sum W1(t) = X(t)+Y(t)
(ii) Autocorrelation of the Difference W2(t) = X(t)-Y(t)
(iii) Cross correlation of W1(t) & W2(t)
For two statistically independent zero mean random processes X(t), Y(t) have
auto correlation functions RXX ( )  exp( |  |) , RYY ( )  cos(2 ) respectively.

B. i. Illustrate the properties of autocorrelation function CO5-K3(5M)

ii. Show that CO5-K3(5M)
(i) The mean value of Y(t) is Zero if E[X(t)] ≠ 0
(ii) The variance  X  2 [ R XX (0)  R XX ( )] .
2

For a Random Process Y(t) = X(t) – X(t+τ) is defined in terms X(t) and it is at
least WSS

10 M
Page 2 of 3
6.
A. i. Solve CO6-K2(5M)
(i) The power spectrum SWW ( ) of W(t).
(ii) The power spectrum SWW ( ) of W(t) if X(t) & Y(t) are uncorrelated.
For a random process W(t) = AX(t)+BY(t), A , B are real constants and X(t),
Y(t) are jointly WSS.
ii. Show the following properties of power spectral density with necessary CO6-K3(5M)
expressions
 d
(i) S   ( )   2 S XX ( ) (ii) S XX ()  S XX () where X (t )  ( X (t ))
X X dt

B. i. Predict whether the following functions are valid PSDs or not? CO6-K2(5M)
 2
 Cos3
(i)   ( ) (ii) (iii)
 1
4
1  2   2
1 2
ii. Show that autocorrelation function and power spectral density form a Fourier CO6-K3(5M)
transform pair
* * *

Page 3 of 3