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II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
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4. The joint space for two random variables X and Y and corresponding probabilities
are shown in table
X,Y 1,1 2,2 3,3 4,4
P 0.2 0.3 0.35 0.15
Find and Plot
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Code No: R059210401 Set No. 1
(a) FXY (x, y) ,
(b) marginal distribution functions of X and Y,
(c) Find P(X ≤ 2, Y ≤ 2) and
(d) Find P(1 < X ≤ 3, Y ≥ 3). [5+5+3+3]
network for which h(t) = u(t)t2 exp(−7t). The network response is denoted by Y(t)
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Code No: R059210401 Set No. 2
II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
2. (a) What are the conditions for the function to be a random variable? Discuss
(b) What do you mean by continuous and discrete random variable?
(c) Demonstrate with an examle that the probability of occurrence of any discrete
value of a continuous random variable is zero. [4+6+6]
5. (a) let Xi , i = 1,2,3,4 be four zero mean Gaussian random variables. Use the joint
characteristic function to show that E {X1 X2 X3 X4 } = E[X1 X2 ] E[X3 X4 ]
+ E[X1 X3 ]E[X2 X4 ] + E[X2 X3 ] E[X1 X4 ]
(b) Show that two random variables X1 and X2 with joint pdf.
fX1X2 (X1 , X2 ) = 1/16 |X1 | < 4, 2 < X2 < 4 are independent and orthogonal.[8+8]
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Code No: R059210401 Set No. 2
constant and θ is a random variable uniform on (-Π, Π) that is statistically
independent of X(t). Determine the auto correlation function of Y(t). [6+10]
Figure 6
7. (a) The PSD of random process is given by
π, |ω| <|
δXX (ω) =
0, elsewhere
Find its Auto correlation function.
(b) State and Prove any four properties of PSD. [8+8]
3
8. A random noise X(t) having power spectrum SXX (ω) = 49+ω 2 is applied to a to a
2
network for which h(t) = u(t)t exp(−7t). The network response is denoted by Y(t)
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Code No: R059210401 Set No. 3
II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
1. (a) Define an event and when do we say the events are mutually exclusive. Explain
with an example.
(b) When two dice are thrown determine the probabilities from axiom 3 for the
following three events.
i. A = {sum = 7}
ii. B = {8 ≺ sum ≤ 11}
iii. C = {10 ≺ sum} and determine
iv. P(B ∩ C)
v. P(B ∩ C) [8+8]
3. (a) Find the nth moment of uniform random variable and hence its mean.
(b) Find the density function a random variable X whose characteristic function
is ΦX (ω) = 12 e−|ω| −∞ ≤ ω ≤ ∞ . [8+8]
4. The joint space for two random variables X and Y and corresponding probabilities
are shown in table
Find and Plot
5. (a) For two zero mean Gaussian random variables X and Y show that their joint
characteristic function is
φXY(ω1 ,ω2 ) = exp{−1/2[σX2 ω12 +2ρσX σY ω1 ω2 +σY2 ω22 ]}.
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Code No: R059210401 Set No. 3
(b) Statistically independent random variables X and Y have moments m10 = 2,
m20 = 14, m02 = 12 and m11 = -6 find the moment µ 22.
(c) Two Gaussian random variables X and Y have variances σX2 = 9 and σY2 = 4,
respectively and correlation coefficient ρ. It is known that a coordinate ro-
tation by an angle Π/8 results in new random variables Y1 and Y2 that are
uncorrelated. what is ρ. [8+4+4]
(a) mean
(b) the auto correlation
(c) the auto covariance functions of X(t).
(d) is X(t) stationary in any sense if so state the type. [16]
dx(t)
7. (a) If the PSD of X(t) is Sxx(ω). Find the PSD of dt
(b) Prove that Sxx (ω) = Sxx (-ω )
(c) If R (τ ) = ae−b |τ |. Find the spectral density function, where a and b are
constants. [5+5+6]
8. (a) For the network shown in figure 8 find the transfer function of the system.[8]
(b) Define the following systems
i. LTI system
ii. Causal system
iii. stable system
iv. Noise Bandwidth. [4×2=8]
Figure 8
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Code No: R059210401 Set No. 4
II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
1. (a) show that two elements cannot be both mutually exclusive and statistically
independent. What is the condition for two events to be independent?
(b) One card is selected from an ordinary 52-card deck with an event A as“select
a king”, B as “select a jack or queen” and c as “select a heart”. Determine
whether A,B and C are independent by pairs.
(c) What is the probability of drawing 3 white and 4 green balls from a bag that
contains 5 white and 6 green balls, if 7 balls are drawn simultaneously at
random? [6+6+4]
3. (a) State and prove properties of moment generating function of a random variable
X
(b) The characteristic function for a random variable X is given by ΦX (ω) =
1
(1−j2ω)N/2
. Find mean and second moment of X. [8+8]
4. The joint space for two random variables X and Y and corresponding probabilities
are shown in table
Find and Plot
5. Two random variables X and Y have means X̄ = 1andȲ = 2, variances σx2 = 4 and σY2 = 1
and a correlation coefficient ρXY = 0.4 New random variables W and V are defined
by V=-X+2Y & W = X+3Y. Find
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Code No: R059210401 Set No. 4
(a) The means
(b) The variances
(c) The correlations and
(d) The correlation coefficient ρvw of V and W. [16]
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