PTSP mid 2 questions For II ECE 1, 2 and 3 UNIT 3 1.

a) Define the following terms related to random variable i) Expectation ii) Variance iii) Coefficient of Skewness. 1M+2M+2M b) Show that the characteristic function of a Gaussian random variable with zero mean and variance 2 is X() = exp (-22/2) 5M 2. a) The pdf of a random variable X is given by fX(x) = 20 5M b) If f(x) =
1 2 2 5

Find the pdf of Y = 3X -5.

2 /2

, find the density function for Y = X2/9

5M

3. a) State and prove Chebychevs inequality? 5M b) The characteristic function of a Gaussian random variable with zero mean and variance 2 is X() = exp (-22/2). Find all the moments of X using X(). 5M 4. a) Write short notes on transformation of a discrete random variable? 2M b) A random variable X is uniformly distributed in (0, 6). If X is transformed to a new 2 random variable Y = 2(X-3)2 -4, find (i) the density of Y (ii) E[Y] (iii) 4M+2M+2M UNIT 4 1. a) Write any five properties of joint density function fXY (x, y) ? 5M b) The joint pdf of two variables X, Y is fXY (x, y) = a ( + ) for 0, 0. Find the constant a. Are X and Y independent? 5M 2. a) Define conditional distribution and density functions referred to point conditioning and interval conditioning. 6M b) The joint pdf of a bivariate random variable (X,Y) is given by fXY (x, y) = 4xy 0<x<1, 0<y<1. Find P(X+Y <1) 5M 3. a) State and prove central limit theorem for equal distributions? 6M b) The joint cdf of a random variable X and Y is given by FXY (x, y) = 1 1 0, 0, , > 0 Find the marginal cdfs and pdfs of X and Y. 4M 4. Given the function fXY (x, y) =
2 + 2 8

for x2+y2 <b

a) Find a constant b so that this is a valid joint density function. 5M b) Find P {0.5b < X2+Y2 0.8b } 5M UNIT 5 1. a) Explain the following terms: Correlation, Covariance & Correlation Coefficient. 4M b) The joint density for X and Y is fXY (x, y) = 9 0<x<2 and 0<y<3. (i) Show that X and Y are statistically independent. (ii) Show that X and Y are uncorrelated. 6M 2. a) Explain all the properties of joint characteristic function? 5M b) Two Gaussian random variables X1 and X2 have zero mean and variances X12 =4 and X22 =9. Their covariance Cx1x2 equals 3. Find the covariance CY1Y2 of new random variables Y1 and Y2 if the transformation is given as Y1= X1-2X2 and Y2= 3X1+4X2.5M

PTSP mid 2 questions For II ECE 1, 2 and 3 3. a) Explain about the Gaussian density function for N random variables and obtain the result for N=2 5M b) Two random variables X and Y have mean values E[X]=1 and E[Y]=1, variances X2 =4 and Y2 =2 and a correlation coefficient = 0.2. Define two new random variables V=-X-Y and W=2X+Y. Find (i) correlations of V and W and (ii) Correlation coefficient . 5M 4. a) The joint density function of X and Y is fXY (x, y) = 100 0<x<5, 0<y<20. Find the expected value of the functions (i) XY (ii) X2Y 4M b)Consider two random variables X=cos, Y=sin, where is uniformly distributed in the range (0,2). Show that random variables X and Y are uncorrelated. 6M 5. a) If the joint density function is is fXY (x, y) = x+y 0x1, 0y1. Find the correlation coefficient. 6M b) Two Gaussian random variables X and Y have variances X12 =9 and X22 =4 respectively. It is known that a coordinate rotation by an angle /8 results in random variables Y1 and Y2 that are uncorrelated. What is the correlation coefficient of X and Y? 4M UNIT6 1. a) Explain the classification of random process? 4M b) Consider random process, X(t) = A cos(w1t+) and Y(t) = B cos(w2t+) wher A, B, w1 and w2 are constants, while and are statistically independent random variables uniformly distributed on (0,2). Show that X(t) and Y(t) are jointly WSS. 6M 2. a) Explain about the statistical and time average properties of random process? 5M b) Explain the following: Wide sense stationary Process (WSS), Jointly Wide sense stationary process & Strict sense stationary process. 5M
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