R.M.K.

COLLEGE OF ENGINEERING AND TECHNOLOGY

R.S.M NAGAR, PUDUVOYAL-601206
4th Semester B.E.
Second Internal Assessment
Sub. Title : Probability and Random Processes
Sub. Code : MA2261
Time
: 100 minutes

Date
: 05.03.2013
Branch
: ECE
Max. Marks : 50 marks

Answer ALL Questions

PART-A (5 x 2= 10)
1.
2.
3.
4.
5.

If Y 2 X 3, find the cov(X , Y).

State Central Limit Theorem for iid random variables.
Prove that a first order stationary process has a constant mean.
State Chapman Kolmogorov theorem for n step tpm.
State the postulates of a Poisson process.

PART-B [(2 x 16) +(1 x 8 )=40 marks]

6.(a)(i) The joint probability density function of the two dimensional random variable (X , Y) is
2 x y, 0 x 1, 0 y 1
f x, y
.
0, otherwise

Find the correlation coefficient between X and Y.

(8)
(ii)

If Vi , i = 1,2,,20 are independent noise voltages received in an adder and V is sum of

voltages received. Find the probability that the total incoming exceeds 105, using CLT,
assume that each of the random variable Vi is uniformly distributed over (0, 10). (8)
(OR)

(b)(i)

If X and Y are independent uniform random variates on [0,1]. Find p.d.f. of U =

X
.
Y

(8)
(ii)

A random sample of size 100 is taken from a population whose mean is 60 and variance
is 400. Use CLT, find probability of mean of sample will not differ from 60 by
more than 4.
(8)

7.(a)(i) Show that random process X (t ) A cos(t ) is WSS(or covariance stationary) if A and
are constants is uniformly distributed random variable in (0, 2 ) .

(ii)

(8)

A gambler has Rs. 2. He bets Re. 1 at a time and wins Re. 1 with probability . He
stops playing if he loses Rs. 2 or wins Rs.4.
(a) Find the t.p.m. of the related Markov chain.
(b) Find the probability that he lost his money at the end of 5 plays.
(c) Find the probability that the game lasts more than 7 plays.
(8)
(OR)

(b)(i) The process X(t) whose probability distribution under certain conditions is given by

( at ) n 1

, n 1,2,...
n 1

P X (t ) n (1 at )
at

, n 0.

1 at

(ii)

Show that it is not stationary.

If the WSS process {X(t)} is given by X (t ) 10 cos(100t ), where is uniformly

distributed over , , prove that {X(t)} is correlation ergodic.

8.(a)

(8)

(8)

Three students S1, S2 , S3 are throwing a ball to each other. S1 always throws the ball to
S2 and S2 always throws the ball to S3, but S3 is just as likely to throws the ball to S2 as
to S1. Prove that the process is Markovian. Find the t.p.m. and classify the states. (8)
(OR)

(b)

Assume that the number of messages input to a communication channel in an interval

of duration t seconds, is a Poisson process with mean 0.3. Compute
(1) The probability that exactly 3 messages will arrive during 10 second interval.
(2) The probability that the number of message arrivals in an interval of duration 5 seconds is
between 3 and 7.
(8)