Professional Documents
Culture Documents
AND
STOCHASTIC PROCESS
COMPILED
BY
S.K.I.T
SRI KALAHASTI-517640
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Set No. 1
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2. (a) Define Random variable and give the concept of random variable.
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(b) In an experiment of rolling a die and flipping a coin. The random variable(X)
is chosen such that:
i. A coin head (H) outcome corresponds to positive values of X that are
equal to the numbers that show upon the die and
ii. A coin tail (T) outcome corresponds to negative values of X that are equal
in magnitude to twice the number that shows on die. Map the elements
of random variable X into points on the real line and explain.
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(c) In experiment where the pointer on a wheel of chance is spun. The possible
outcomes are the numbers from 0 to 12 marked on the wheel. The sample
space consists of the numbers in the set {0 < S < = 12} and if the random
variable X is defined as X = X(S) = S2 , map the elements of random variable
on the real line and explain.
[4+6+6]
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[8+8]
4. (a) Find the density function of W = X + Y where the densities of X and Y are
assumed to be
fX (x) = a1 [u (x) u (x a)]
fY (y) = 1b [u (y) u (y b)]
Where 0 < a < b.
(b) Given the function
G (x, y) = u (x) u (y) 1 e(x+y)
Show that this function satisfies the first four properties of joint probability
distribution function but fails the fifth one. The function is therefore not a
valid joint probability distribution function.
[8+8]
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Set No. 1
5. (a) Write the expression for expected value of a function of random variables and
prove that the mean value of a weighted sum of random variables equals the
weighted sum of mean values.
= 3, variance 2 = 2.
(b) X is a random variable with mean X
X
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=0
Find power density spectrum.
(b) RXX ( ) =
A20
2
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[8+8]
else where
[8+8]
8. (a) What are the precautions to be taken in cascading stages of a network from
the point of view of noise reduction?
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(b) What is the need for band limiting the signal towards the direction of increasing SVR?
[8+8]
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Set No. 2
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2. (a) Define Random variable and give the concept of random variable.
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(b) In an experiment of rolling a die and flipping a coin. The random variable(X)
is chosen such that:
i. A coin head (H) outcome corresponds to positive values of X that are
equal to the numbers that show upon the die and
ii. A coin tail (T) outcome corresponds to negative values of X that are equal
in magnitude to twice the number that shows on die. Map the elements
of random variable X into points on the real line and explain.
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(c) In experiment where the pointer on a wheel of chance is spun. The possible
outcomes are the numbers from 0 to 12 marked on the wheel. The sample
space consists of the numbers in the set {0 < S < = 12} and if the random
variable X is defined as X = X(S) = S2 , map the elements of random variable
on the real line and explain.
[4+6+6]
3. (a) In an experiment when two dice are thrown simultaneously, find expected
value of the sum of number of points on them.
(b) The exponential density function given by
fx (x) = (1/b)e(xa)/b x > a
=0
x<a
Find out variance and coefficient of skewness.
[6+10]
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Set No. 2
5. (a) Write the expression for expected value of a function of random variables and
prove that the mean value of a weighted sum of random variables equals the
weighted sum of mean values.
= 3, variance 2 = 2.
(b) X is a random variable with mean X
X
[8+8]
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7. (a) For X(t) and Y(t) are random process and prove that SXX () = lim
(b) RXY ( ) = 4u ( ) e . Find SXY ()
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[12+4]
8. (a) Explain how the available noise power in an electronic circuit can be estimated.
(b) What are the different noise sources that may be present in an electron devices?
[8+8]
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Set No. 3
1. (a) What is sample space? Explain the Discrete sample space and Continuous
sample space with suitable example each.
(b) In a game of dice a shooter can win outright if the sum of the two numbers
showing up is either 7 or 11 when two dice are thrown. What is his probability
of winning outright?
[8+8]
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2. (a) What are point conditioning and interval conditioning distribution function?
Explain.
(b) If P(x) = 0.1x,
= 0,
Find:
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x = 1,2,3,4
otherwise
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i. P{X = 1 or 2}
ii. P{(1/2) < X (5/2)X > 1}.
[8+8]
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3. (a) If the random variable X has the moment generating function MX (t) =
determine the variance of X.
2
,
2t
(b) Show that the distribution function for which the characteristic function e|t|
has the density:
1
fX (x) = (1+x
2 ) , < x <
[6+6+4]
4. (a) Define and explain conditional probability mass function. Give its properties.
(b) The joint probability density function of two random variables X and Y is
f(x, y) = C(2x + y), 0 x 1, 0 y 2
given by
= 0,
elsewhere
Find:
i. the value of C
ii. Marginal distribution functions of X and Y.
[8+8]
5. (a) Write the expression for expected value of a function of random variables and
prove that the mean value of a weighted sum of random variables equals the
weighted sum of mean values.
= 3, variance 2 = 2.
(b) X is a random variable with mean X
X
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Set No. 3
ii. Determine the mean of random variable y = where y = -6X +22. [8+8]
6. Discuss in detail about:
(a) First order stationary random process
(b) Second order & Wide - Sense Stationary Random Process.
[8+8]
7. The auto correlation function of a random process X(t) is RXX ( ) = 3+2 exp (4 2 ).
(a) Find the power spectrum of X(t).
(b) What is the average power in X(t)
(c) What fractional power lies in the frequency band
1 .
2
[6+4+6]
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8. (a) What are the precautions to be taken in cascading stages of a network from
the point of view of noise reduction?
(b) What is the need for band limiting the signal towards the direction of increasing SVR?
[8+8]
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Set No. 4
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(c) Two cards are drawn from a 52-card deck (the first is not replaced):
i. Given the first card is a queen. What is the probability that the second
is also a queen?
ii. Repeat part (i) for the first card a queen and second card a 7.
iii. What is the probability that both cards will be the queen?
[4+6+6]
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2. (a) Define cumulative probability distribution function. Discuss distribution function specific properties.
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(b) The random variable X has the discrete variable in the set {-1,-0.5, 0.7, 1.5, 3}
the corresponding probabilities are assumed to be {0.1, 0.2, 0.1, 0.4, 0.2}. Plot
its distribution function and state is it a discrete or continuous distribution
function.
[8+8]
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3. (a) A random variable X is uniformly distributed in the interval (-5 , 15). Another
random variable Y = ex/5 is formed. Find E[Y] and fY (y).
(c) Find the Expected value of the number on a die when thrown.
[8+6+2]
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Set No. 4
[8+8]
Figure 7
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8. (a) A Signal x(t) = u(t) exp (-t ) is applied to a network having an impulse
response h(t)= u(t) exp (- t). Here & are real positive constants.
Find the network response?
(b) Two systems have transfer functions H1 ( ) & H2 ( ). Show the transfer
function H() of the cascade of the two is H() =H1 () H2 ().
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[6+10]
/b
]. Whare b> 0 is a
[8+8]
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3. (a) State the Chebyshevs inequality and prove the same for k > 0.
(b) Prove
thati if X and Y are random variables taking real values then
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E (XY ) E X 2 .E Y 2 .
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[8+8]
4. (a) let Y = X1 + X2 + ............+XN be the sum of N statistically independent random variables Xi , i=1,2..............
N. If Xi is identically distributed then find density of Y, fy (y).
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(b) Consider random variables Y1 and Y2 related to arbitrary random variables X and Y by the coordinate
rotation. Y1 = X Cos + Y Sin , Y2 = -X Sin + Y Cos
i. Find the covariance of Y1 and Y2 , CY 1Y 2
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[8+8]
5. (a) Write the expression for expected value of a function of random variables and prove that the mean value of
a weighted sum of random variables equals the weighted sum of mean values.
= 3, variance 2 = 2.
(b) X is a random variable with mean X
[8+8]
6. Statistically independent zero mean random processes X(t) and Y(t) have auto correlations functions RXY ( ) =
e| | and RY Y ( ) = cos (2 )
(a) Find the auto correlation function of the sum W1(t) = X(t) + Y(t)
(b) Find the auto correlation function of difference W2(t) = X(t) - Y(t)
(c) Find the cross correlation function of W1(t) and W2(t).
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7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t
=0
[5+5+6]
else where
A20
2
[8+8]
8. (a) If x(t) is ensemble member of a input random process X(t) and Y(t) is the ensemble member of a output
random process of an LTI system, obtain the relationships for y(t) and Y(t).
(b) Derive the mean and mean squared value of system response to a input random process.
?????
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[4+12]
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2. (a) Define discrete and continuous random variables with an example each.
(b) Define probability distribution function and mansion its properties.
3. (a) If Y = ax+b where a & b are any real consts find fx (y).
If X is gauesian pdf find mean and variance of Y.
b
(b) S.T the C.T of a poisson R.V defind by x (w) = exp 1e
jw
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[8+8]
[10+6]
4. (a) For two zero mean Gaussian random variables X and Y show that their joint characteristic function is:
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(b) Statistically independent random variables X and Y have moments m10 = 2, m20 = 14, m02 = 12 and m11
=-6 find the moment 22 .
(c) Two Gaussian random variables X and Y have variances x2 = 9 and y2 = 4, respectively and correlation
coefficient . It is known that a coordinate rotation by an angle /8 results in new random variables Y1
and Y2 that are uncorrelated. What is ?
[8+4+4]
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5. (a) Write the expression for expected value of a function of random variables and prove that the mean value of
a weighted sum of random variables equals the weighted sum of mean values.
= 3, variance 2 = 2.
(b) X is a random variable with mean X
X
i. Determine the second moment of X about origin
ii. Determine the mean of random variable y = where y = -6X +22.
[8+8]
6. Let X(t) be a stationary continuous random process that is differentiable. Denote its time derivative by X (t).
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(a) Show that E X (t) = 0
(b) Find the auto correlation function of X (t) in terms of auto correlation function of X(t).
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7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t
=0
[8+8]
else where
A20
2
[8+8]
8. (a) Explain how the available noise power in an electronic circuit can be estimated.
(b) What are the different noise sources that may be present in an electron devices?
[8+8]
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/b
]. Whare b> 0 is a
[8+8]
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[8+8]
4. (a) Define and explain joint distribution function and joint density function of two random variables X and Y.
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2x
f(x, y) = be cos(y/2), 0 x 1, 0 y
= 0,
elsewhere
Where b is a positive constant is valid joint probability density function, find b.
[8+8]
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5. Two Gaussian random variables X1 and X2 have zero means and variables and . Their covariance equals 3. If
X1 and X2 are linearly transformed to new variables Y1 and Y2 .
Y1 =X1 -2X2
Y2 = 3X1 +4X2
Find:
(a) Means
(b) Variances
[4+6+6]
[8+8]
else where
A20
2
[8+8]
8. (a) Write the quadrature representation of narrow band noise and mention few properties of narrow band noise.
(b) Write the characteristics of white noise.
[10+6]
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f (x) =
,
2 x
=0
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0x1
elsewhere
[8+8]
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(b) A random variable X is uniformly distributed on (0,6). If X is transformed to a new random variable Y =
2(X - 3)2 - 4, find Y, E [Y], Var[Y].
[8+8]
4. (a) Show that the variance of a weighted sum of uncorrected random variables equals the weighted sum of the
variances of the random variables.
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[8+8]
[8+8]
6. A random process X(t) = At where A is a continuous random variable uniformly distributed in (0,1). Find:
(a) E(X(t)
(b) RXX(t, t+t)
(c) Is the process stationary in any sense.
[6+6+4]
7. (a) For a random process X(t) derive the expression for power denstity spectrum.
(b) State at least 4 properties of power density spectrum of a random process.
[10+6]
8. Write notes on:
(a) Band Pass random process.
(b) Band limited random process
(c) Narrow band random process.
[16]
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RR
Time: 3 hours
Max Marks: 80
1. (a) A manufacturing plant makes radios that each contain an integrated circuit (IC) supplied
by three sources A,B and C. The probability that the IC in a radio came from one of the
sources is 1/3, the same for all sources. ICs are known to be defective with probabilities
0.001, 0.003 and 0.002 for sources A,B, and C respectively.
i. What is the probability any given radio will contain a defective IC?
ii. If a radio contains a defective IC, find the probability it came from source A.
(b) Find a value
( for constant A such that
)
0
x < 1
x
1 x 1
fX (x) =
A(1 x2 ) cos 2
1<x
0
is a valid probability density function.
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Code 9A04303
II B.Tech I semester (R09) Regular Examinations, November 2010
PROBABILITY THEORY & STOCHASTIC PROCESSES
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
?????
1. (a) Define a probability density function and obtain the relationship between probability and
probability density.
(b) In a box there are 500 colored balls. 75 black, 150 green, 175 red, 70 white and 30 blue.
What are the probabilities of selecting a ball of each color?
2. (a) Explain the Raleigh Probability density function.
(b) Find a constant b>0 so that the function. fx (x) =
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bility density.
3. (a) If the random variable x has uniform distribution ; find its variance.
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(b) Let x is a Gaussian random variable with zero mean and variance 2 . Let y = x2 . Find
mean of random variable y.
4. (a) State the properties of joint distribution
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5. (a) Find the nt h moment of uniform random variable & hence its mean.
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Code 9A04303
II B.Tech I semester (R09) Regular Examinations, November 2010
PROBABILITY THEORY & STOCHASTIC PROCESSES
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
?????
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3. (a) Show that the mean of the binomial distribution is the product of the parameter P and
the number of times n.
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(b) A random variable x can have values -4, 1,2,3,4 each with probability 1/5. Find
i. the mean
ii. the variance of the random y = 3x3 .
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5. (a) Prove that the moment generating function of the sum of two independent variables is the
product of their moment generating functions.
(b) A Gaussion distribution random variable x of zero mean and variance 2 transformed by
rectifiers characterized by input- output relation
y = ax2 , x > 0
= 0, x < 0
Determine the probability of y.
6. (a) State the conditions for wide sense stationary random process.
(b) Distinguish between stationary and non stationary random process.
7. A random process is defined by x (t) = A cos (t). Where A is a guassian random variable with
zero mean and variance A2 .
(a) Find the density functions of x(0) and x(1).
(b) Is x(t) stationary?
8. (a) Derive the relation between PSDs of input and output random process of an LTI system.
(b) If x(t) is a stationary process, find the power spectrum of y (t) = A0 + B0 x (t) in terms of
the power spectrum of x(t) if A0 and B0 are real constants.
?????
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Code 9A04303
II B.Tech I semester (R09) Regular Examinations, November 2010
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electronics & Instrumentation Engineering, Electronics & Control Engineering, Electronics &
Communication Engineering)
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
?????
0 ; x < 1
A 1 x2 cos (x/2) ; 1 x 1
fx (x) =
0
;1 < x
Is a valid probability density function .
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3. (a) What is the difference between one to one and many to one transformations? Give the meaning
of monotonic increasing and monotonic decreasing transformations with examples.
(b) List the properties of Gaussian curve.
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Code 9A04303
II B.Tech I semester (R09) Regular Examinations, November 2010
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electronics & Instrumentation Engineering, Electronics & Control Engineering, Electronics &
Communication Engineering)
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
?????
Sample space
Event
Mutually exclusive events.
Independent events.
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i. Plot the density and distribution functions for this random variable.
ii. What is the probability of the event {0 x 5}
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3. (a) Derive an expression for the average value and variance associated with the Gaussian probability density
function.
(b) A random variable x is uniformly distributed on the interval (-5,15). Another random variable y = ex/5 is
formed. Find E[y].
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(b) A Joint probability density function of two random variables x and y is given by
5 2
16 x y; 0 < y < x < 2
fx,y (x, y) =
0
; elsewhere
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4. (a) Two random variables X and Y have a joint probability distribution function:
5 2
fx,y (x, y) = 16
x y 0<y<x<2
=0
elsewhere
i. Find the marginal density functions of X and Y
ii. Are X and Y Statistically Independent?
(b) The joint density function of random variables X and Y is
f(x, y) = 8xy, 0 < x < 1, 0 < y < x
Find the Conditional density functions f(y/x) and f(x/y).
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[8+8]
5. (a) Write the expression for expected value of a function of random variables and prove that the
mean value of a weighted sum of random variables equals the weighted sum of mean values.
= 3, variance 2 = 2.
(b) X is a random variable with mean X
X
i. Determine the second moment of X about origin
ii. Determine the mean of random variable y = where y = -6X +22.
[8+8]
6. Find the time average mean and time autocorrelation function of the random process for the random
process X(t) = A cos (0 t + ), where A, 0 are constants and is a uniformly distributed random
variable in the interval (0, 2).
[16]
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7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t
=0
else where
A20
2
[8+8]
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c
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ld
3. (a) Find the density function whose characteristic function is exp (|t|)
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(b) Let X be a continuous random variable with pdf fX (x) = 8/x3 , x > 2.F ind E[W ] where W = X/3
w
tu
[8+8]
(b) Calculate the PSD of a stationary random process for which the Autocorrelation is Rxx ( ) = 2 .e||
j. n
[8+8]
5. (a) Derive the relation between PSDs of input and output random process of an LTI system.
(b) X(t) is a stationary random process with zero mean and auto correlation RXX ( ) e2| | is applied
1
to a system of function H (w) = jw+2
Find mean and PSD of its output.
w
w
[8+8]
6. (a) Explain how the available noise power in an electronic circuit can be estimated.
(b) What are the different noise sources that may be present in an electron devices?
[8+8]
7. (a) An amplifier has input and output impedances of 75 ohm, 60dB power gain, and a noise equivalent
bandwidth of 15KHz. When a 75 resistor at 290K is connected to the input, the output rms
noise voltage is 75microvolt. Determine the effective noise temperature of the amplifier assuming
that the meter is impedance matched to the amplifier.
(b) List the devices in which narrowband noise can be present.
[8+8]
8. A Discrete Message Source (DMS) has four symbols x1 , x2 , x3 and x4 with probabilities p(x1 ) =
0.4, p(x2 ) = 0.3, p(x3 ) = 0.2, and p(x4 ) = 0.1,
(a) Calculate H (x).
(b) Find the amount of information contained in the messages x1 x2 x3 x4 and x4 x3 x2 x1 , and
compare with H (x) obtained in part (a).
[8+8]
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Code: 9A04303
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1 (a)
(b)
2 (a)
Telephone calls are initiated through an exchange at the average rate of 75 per minute
and are described by a Poisson process. Find the probability that more than 3 calls are
initiated in any 5 second period.
(b)
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4 (a)
(b)
5 (a)
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Find the moment generating and characteristic function of a Gaussian random variable
x which has uniform distribution.
The characteristic function for an Gaussian RV y having a mean value of 0 is
Find second moment of x using
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(c) f x1x2
6 (a)
(b)
7 (a)
(b)
8 (a)
(b)
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(e)
(b)
Given the ACF for a stationary ergoclic proceis with no periodic component is
R xx (y)=25+4/1+6y2. Find the mean value and variance of the process X(t).
Let X(t) be a wide sense stationary random process with ACF R xx (y)=
, a>0 is a
constant. We assume X(t) amplitude modulate a carrier cos( 0 t+), where 0 is a
constant and is a random variable uniform on (-,) that is statistically independent of
X(t). We determine the ACF of X(t)=X(t 1 cos( 0 t+).
A wss random process X(t) has R xx (T)=A 0
R xx (y)=
. Find S xx ()
Find the power density spectrum of the random process for which R xx ( )=P
P and
are constants. Determine the power in the power.
A random process has the power density spectrum
in the process.
*****
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, if
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Code: 9A04303
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
2 (a)
(b)
f x (x)=
3 (a)
(b)
4
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and R xy =-2.
Find the
(a) Average power (b) the rms band width and ACF of the process.
8 (a)
(b)
Derive the relation between PSD of input and output random process of an LTI system.
Derive the relation between cross power spectrum and cross correlation function.
*****
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Code: 9A04303
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1 (a)
(b)
2 (a)
In a ball there are 500 coloured balls: 75 black, 150 green, 175 red, 70 white and 30
blue. What are the probabilities of selecting a ball of each colour.
A single card is drawn from a 52 card deck.
(i) What is the probability that a card will be a 5 or small?
(ii) What is the probability that a card is a jack?
(iii) What is the probability that the card is a red 10?
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Show that the mean value and variance of the Rv having the uniform density functions
are
(b)
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4 (a)
(b)
(c)
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8 (a)
(b)
Derive the relation between PCDs of input and output random process of an LTI
system.
Derive the relation between crols power spectrum and crols correlation function.
*****
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Code: 9A04303
Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1 (a)
(b)
(c)
2 (a)
Telephone calls are initiated through an exchange at the average rate of 75 per minute
and are described by a poisons process. Find the probability that more than 3 calls are
initiated in any 5 seconds period.
(b)
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Find the
3 (a)
(b)
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Write the expression for expected value of a function of Rv and prove that the mean
value of a weighted sum of random variables equals the weighted sum of mean values.
Determine the variance of random variable y, where y=-6x+22.
Find the time average mean and time ACF of a random process for the random
process x(t)=Acos( 0 t+) where A, 0 are constants and is the intervals(0, 2).
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RA
Code :RA9A04303
II B.Tech I Semester(R09) Supplementary Examinations, May 2011
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electrical & Electronics Engineering)
2 i 2
i
2 < i 1
x(i) =
1 i<i4
6 4<i
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5. (a) If x and y are two random variable, discuss when there are jointly Gaussian.
(b) Dene random variables V and W by V=X+ay; W=X-ay Where is a real number and x and y are random
variables. Determine a in terms of moments of x and y such that V and W are orthogonal.
6. (a) What are the dierences between deterministic and non deterministic random processes? Explain with an
example.
(b) Dene a random process by x(t) = A cos(t)
2
Where A is a gaussian random variable with zero mean and variance A
.
i. Find the density functions of x(0) and x(1)
ii. Is x(t) stationary is any sense?
7. (a) Discuss Gaussian random process and explain its properties.
(b) Air craft arrive at an airport according to a poisson process at a rate of 12 per hour. All aircrafts are
handled by one air trac controller. If the controller takes a2 minutes coee break, what is the probability
that the will miss one or more arriving aircrafts.
8. (a) State and prove Wiener-Kinchine relation.
(b) Let A0 and B0 be the random variables. A random process is dened as
x(t) = A0 cos ot + B0 sin ot, Where 0 is a real constant? Find the power density spectrum of x(t), if A0
and B0 are un correlated random variables with zero mean and same variance.
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SET - 1
R09
Time: 3hours
Max. Marks: 75
Answer any FIVE questions
All Questions Carry Equal Marks
---
1.a)
b)
2.a)
b)
3.a)
b)
4.a)
b)
5.a)
b)
6.a)
b)
[15]
-2
0.2
-1
0.4
0
0.1
ii) E[(2X+1)2].
1
0.1
2
0.2
[15]
7.a)
b)
8.a)
Explain
i) Shot noise
ii) Flicker noise
Find the overall noise figure and equivalent input noise temperature of the circuit
shown in figure.
b)
[15]
********
SET - 2
R09
Time: 3hours
Max. Marks: 75
Answer any FIVE questions
All Questions Carry Equal Marks
---
1.a)
b)
2.a)
b)
[15]
3.a)
b)
[15]
4.a)
Show that
FX ( x) =
XY
b)
5.a)
b)
6.a)
b)
7.a)
b)
( x, y ) dx dy
1 ( x /6+ y /3)
for x0, y0.
e
18
Show that X and Y are independent random variables.
[15]
Prove that the joint characteristic functions of two independent random variables X
and Y is equal to the product of their individual characteristic functions.
Discuss the properties of Gaussian random variables.
[15]
Explain
i) Ergodic theorem
ii) Ergodic processes
The auto correlation function of a stationary random process X(t) is given by
16
RXX ( ) = 36 +
1 + 8 2
Find mean, mean square and variance of the process.
[15]
The cross Power spectral density is given as
1
S XY ( ) =
, a>0, a is a constant.
(a + j ) 2
Find out the cross correlation function.
Prove that S XY ( ) = 0 and SYX ( ) = 0 , If X(t) and Y(t) are orthogonal.
[15]
8.a)
b)
Explain
i) Transit time noise
Show that for RC low pass filter shown in figure, the noise bandwidth is equal to
times of 3-dB bandwidth.
[15]
********
SET - 3
R09
Time: 3hours
Max. Marks: 75
Answer any FIVE questions
All Questions Carry Equal Marks
---
1.a)
b)
2.a)
b)
[15]
3.a)
b)
[15]
4.a)
f X ,Y ( x, y ) = 4 xye ( x
b)
+ y2 )
u ( x)u ( y ) .
5.a)
b)
[15]
Show that any uncorrelated Gaussian random variables are statistically independent.
The joint density function of X and Y is
f XY ( x, y ) =
e( x
+ y2 )
/ 40
40
[15]
6.a)
b)
7.a)
b)
Derive the relationship between power spectral density and auto correlation function.
-t
Given input signal x(t) = u(t), impulse response h(t) = e [cos2t 0.5sin2t]u(t). Obtain
the output y(t) of the system for input x(t).
[15]
8.a)
b)
Define noise figure and obtain the noise figure in terms of available power gain.
SET - 4
R09
Time: 3hours
Max. Marks: 75
Answer any FIVE questions
All Questions Carry Equal Marks
---
1.a)
b)
2.a)
b)
Explain
i) Joint and conditional probabilities
ii) Relative frequency definition of probability.
For any two events A and B in a sample space S, if B A then prove that P(A/B) = 1.
[15]
Explain the conditions for a function to be random variable.
A random variable X has probabilities shown in table.
X
-3
P(x) 0.2
-2
-1
0.4K K
4.a)
b)
5.a)
b)
6.a)
b)
0
0.3
1
2
0.1K K
[15]
Show that the linear transformation of a Gaussian random variable produces another
Gaussian random variable.
Find the characteristic function for a random variable with density function
fX() = x for 0 x 1 .
[15]
Prove that the density function of the sum of two statistically independent random
variables is the convolution of their individual density functions.
( x+ y )
The joint pdf is f XY ( x, y ) = Ke
for x 0, y 0 . Find out the constant K. Is X
and Y are independent?
[15]
Explain
i) Covariance
ii) Correlation coefficient
Find out the coefficient of correlation between X, Y from the data given table.
[15]
X 1 2 3 4
Y 2 4 8 10
Explain
i) Mean ergodic process
ii) Correlation ergodic process.
Telephone calls are initiated through an exchange of the average rate of 70 per minute
and are described by a Poisson process. Find the probability that more than 4 calls are
initiated in any 12 second period.
[15]
7.a)
b)
Derive the relationship between cross power spectral density and cross correlation.
Find out the power spectral density of a wide sense stationary process X(t) whose auto
correlation function is
8.a)
b)
RXX ( ) = ae
[15]
********
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R7
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2. (a) Define
i.
ii.
iii.
iv.
Random variable
Discrete dom variable
Continuous Random variable
Mixed Random variable
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(b) Given that a random variable X has the following possible values, state if X
is discrete, continuous or mixed.
i.
ii.
iii.
iv.
T
N
[8+8]
f (x) = 21 x , 0 x 1
=0
elsewhere
Find out:
1 of 2
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R7
[8+8]
5. (a) Write the expression for expected value of a function of random variables and
prove that the mean value of a weighted sum of random variables equals the
weighted sum of mean values.
= 3, variance 2 = 2.
(b) X is a random variable with mean X
X
A20
2
W
U
?????
D
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| |
T
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2 of 2
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[8+8]
t
else where
[8+8]
[16]
R07
Set No. 2
,
|| < 1
. Find its
0, elsewhere
[8+8]
3. (a) Y = X1 + X2 +...........+ XN is the sum of N statistically independent random variables Xi where i = 1,2.............N. Prove that X1 ......XN (1 .....N ) =
N
X1 (1 )
i=1
[8+8]
R07
Set No. 2
Figure 3b
6. (a) State the auto correlation function of the random process X(t) and Prove that
RXX ( ) = RXX ( ).
(b) State and prove the expression relating power and auto correlation function
of random process.
[8+8]
7. (a) Define conditional distribution function, probability mass function, skew and
variance of a random variable.
(b) If the number of items produced in a factory during a week is a random variable
with mean 100 and variance 400, compute an upper bound on the probability
that this week?s production will be atleast 120.
[8+8]
8. (a) Determine which of the following impulse response do not correspond to a
system that is stable or realizable or both and state why:
i.
ii.
iii.
iv.
h(t)
h(t)
h(t)
h(t)
=
=
=
=
u(t+3)
u(t) e-t2
e+ sin(0 t), 0 : real constant.
u(t)e3t , 0 : real constant
(b) A random process X(t) = A Sin (0 t + ) where A & 0 are real positive
constants & is a random variable uniformly distributed in the internal (,) is applied to the network shown in figure 5b. Find an expression for the
networks response?
[8+8]
Figure 5b
?????
R07
Set No. 4
,
|| < 1
. Find its
0, elsewhere
[8+8]
3. (a) State the auto correlation function of the random process X(t) and Prove that
RXX ( ) = RXX ( ).
(b) State and prove the expression relating power and auto correlation function
of random process.
[8+8]
4. (a) Y = X1 + X2 +...........+ XN is the sum of N statistically independent random variables Xi where i = 1,2.............N. Prove that X1 ......XN (1 .....N ) =
N
X1 (1 )
i=1
[8+8]
h(t)
h(t)
h(t)
h(t)
=
=
=
=
u(t+3)
u(t) e-t2
e+ sin(0 t), 0 : real constant.
u(t)e3t , 0 : real constant
(b) A random process X(t) = A Sin (0 t + ) where A & 0 are real positive
constants & is a random variable uniformly distributed in the internal (,) is applied to the network shown in figure 5b. Find an expression for the
networks response?
[8+8]
3
R07
Set No. 4
Figure 5b
7. (a) What is Bayes theorem? Explain.
(b) Determine probabilities of system error and correct system transmission of
symbols for an elementary binary communication system shown in figure 3b
consisting of a transmitter that sends one of two possible symbols (a 1 or a 0)
over a channel to a receiver. The channel occasionally causes errors to occur
so that a 1 show up at the receiver as a 0?, and vice versa. Assume the
symbols 1 and 0 are selected for a transmission as 0.6 and 0.4 respectively.
[6+10]
Figure 3b
8. (a) Consider a probability space S = ( , F, P). Let = {1....5} = {-1, -1/2, 0,
1/2, 1} with Pi = 1/5 i = 1..5. Define two random variables on S as follows:
X() = and Y() = 2
i. Show that X and Y are dependent random variables
ii. Show that X and Y are uncorrelated.
(b) Let X and Y be independent random variables each N (0, 1). Find the mean
and variance of Z =(X2 +Y2 )1/2 .
[8+8]
?????
R07
Set No. 1
Figure 3b
4. (a) Consider a probability space S = ( , F, P). Let = {1....5} = {-1, -1/2, 0,
1/2, 1} with Pi = 1/5 i = 1..5. Define two random variables on S as follows:
X() = and Y() = 2
i. Show that X and Y are dependent random variables
ii. Show that X and Y are uncorrelated.
R07
Set No. 1
(b) Let X and Y be independent random variables each N (0, 1). Find the mean
and variance of Z =(X2 +Y2 )1/2 .
[8+8]
5. (a) Determine which of the following impulse response do not correspond to a
system that is stable or realizable or both and state why:
i.
ii.
iii.
iv.
h(t)
h(t)
h(t)
h(t)
=
=
=
=
u(t+3)
u(t) e-t2
e+ sin(0 t), 0 : real constant.
u(t)e3t , 0 : real constant
(b) A random process X(t) = A Sin (0 t + ) where A & 0 are real positive
constants & is a random variable uniformly distributed in the internal (,) is applied to the network shown in figure 5b. Find an expression for the
networks response?
[8+8]
Figure 5b
6. (a) Define conditional distribution function, probability mass function, skew and
variance of a random variable.
(b) If the number of items produced in a factory during a week is a random variable
with mean 100 and variance 400, compute an upper bound on the probability
that this week?s production will be atleast 120.
[8+8]
7. (a) The PSD of random process is given by SXX () =
,
|| < 1
. Find its
0, elsewhere
[8+8]
8. (a) Y = X1 + X2 +...........+ XN is the sum of N statistically independent random variables Xi where i = 1,2.............N. Prove that X1 ......XN (1 .....N ) =
N
X1 (1 )
i=1
[8+8]
R07
Set No. 3
Figure 3b
4. (a) Explain about the poisson distribution function.
R07
Set No. 3
(b) The probability of a bad reaction from on injection is 0.001. Determine the
chanee that out of 2000 individuals more than two individuals will get a bad
reaction.
[8+8]
5. (a) Determine which of the following impulse response do not correspond to a
system that is stable or realizable or both and state why:
i.
ii.
iii.
iv.
h(t)
h(t)
h(t)
h(t)
=
=
=
=
u(t+3)
u(t) e-t2
e+ sin(0 t), 0 : real constant.
u(t)e3t , 0 : real constant
(b) A random process X(t) = A Sin (0 t + ) where A & 0 are real positive
constants & is a random variable uniformly distributed in the internal (,) is applied to the network shown in figure 5b. Find an expression for the
networks response?
[8+8]
Figure 5b
6. (a) The PSD of random process is given by SXX () =
,
|| < 1
. Find its
0, elsewhere
[8+8]
7. (a) State the auto correlation function of the random process X(t) and Prove that
RXX ( ) = RXX ( ).
(b) State and prove the expression relating power and auto correlation function
of random process.
[8+8]
8. (a) Y = X1 + X2 +...........+ XN is the sum of N statistically independent random variables Xi where i = 1,2.............N. Prove that X1 ......XN (1 .....N ) =
N
X1 (1 )
i=1
[8+8]
R05
Set No. 2
[5+6+5]
R05
Set No. 2
Figure 3
= 1andY
= 2, variances x2 = 4 and Y2 = 1
5. Two random variables X and Y have means X
and a correlation coefficient XY = 0.4 New random variables W and V are defined
by V=-X+2Y & W = X+3Y. Find
(a) The means
(b) The variances
(c) The correlations and
(d) The correlation coefficient vw of V and W.
[16]
6. (a) Find moment generating function of the random variable whose moments are
mr = 2r (r + 1)!
(b) A random variable is uniformly distributed on (0,10). Find its characteristic
function and moment generating function.
[8+8]
7. (a) If the PSD of X(t) is Sxx(). Find the PSD of
dx(t)
dt
[6+5+5]
R05
Set No. 4
dx(t)
dt
Figure 3
= 1andY
= 2, variances x2 = 4 and Y2 = 1
3. Two random variables X and Y have means X
and a correlation coefficient XY = 0.4 New random variables W and V are defined
by V=-X+2Y & W = X+3Y. Find
(a) The means
(b) The variances
(c) The correlations and
(d) The correlation coefficient vw of V and W.
[16]
4. (a) Find moment generating function of the random variable whose moments are
mr = 2r (r + 1)!
(b) A random variable is uniformly distributed on (0,10). Find its characteristic
function and moment generating function.
[8+8]
5. Given two random processes X(t) and Y(t), find expressions for auto correlation
function of W(t) = X(t) +Y(t) if
3
R05
Set No. 4
[6+5+5]
6. (a) Find the density of W = X + Y, where the joint density of X and Y is assumed
to be f (x, y) = 21 e(|x||y|)
(b) The joint probability distribution
function of two random variables X and
0 x<y
Y is given by GXY (x, y) =
Check whether it is a valid joint
1 xy
distribution function or not.
[8+8]
[5+6+5]
?????
R05
Set No. 1
dx(t)
dt
[6+5+5]
= 1andY
= 2, variances x2 = 4 and Y2 = 1
5. Two random variables X and Y have means X
and a correlation coefficient XY = 0.4 New random variables W and V are defined
by V=-X+2Y & W = X+3Y. Find
(a) The means
(b) The variances
5
R05
Set No. 1
[16]
Figure 3
7. (a) Find the density of W = X + Y, where the joint density of X and Y is assumed
to be f (x, y) = 21 e(|x||y|)
(b) The joint probability distribution
function of two random variables X and
0 x<y
Y is given by GXY (x, y) =
Check whether it is a valid joint
1 xy
distribution function or not.
[8+8]
3
8. A random noise X(t) having power spectrum SXX () = 49+
2 is applied to a to a
network for which h(t) = u(t)t2 exp(7t). The network response is denoted by Y(t)
[5+6+5]
?????
R05
Set No. 3
Figure 3
4. (a) Find the density of W = X + Y, where the joint density of X and Y is assumed
to be f (x, y) = 12 e(|x||y|)
7
R05
Set No. 3
[6+5+5]
= 1andY
= 2, variances x2 = 4 and Y2 = 1
6. Two random variables X and Y have means X
and a correlation coefficient XY = 0.4 New random variables W and V are defined
by V=-X+2Y & W = X+3Y. Find
(a) The means
(b) The variances
(c) The correlations and
(d) The correlation coefficient vw of V and W.
7. (a) If the PSD of X(t) is Sxx(). Find the PSD of
[16]
dx(t)
dt
[5+6+5]
?????
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R5
D
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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 X () =
[8+8]
R
O
1 ||
2e
4. If the joint PDF of (X,Y) is given by Find Fx,y (x, y) = u(x)u(y)[1 ex/2 ey/2 + e(x+y)/2 ] Find
(a)
(b)
(c)
(d)
W
U
T
N
[4+4+4+4]
5. (a) Let X be a random variables Another random variable Y related to X as. Y = aX+b where a
and b are constants.
i. Find the covariance of X and Y.
ii. Find the correlation coefficient of X and Y.
(b) Let X and Y be defined by X= Cos & Y= Sin where is a random variable uniformly
distributed over (0, 2).
i. Show that X and Y are uncorrelated
ii. Show that X and Y are not independent.
[8+8]
6. Statistically independent zero mean random processes X(t) and Y(t) have auto correlations functions
RXY ( ) = e - | | and
RYY ( ) = cos (2 ) respectively.
(a) find the auto correlation function of the sum W1 (t) = X(t) + Y(t)
(b) find the auto correlation function of difference W2 (t) = X(t) - Y(t)
(c) Find the cross correlation function of W1 (t) and W2 (t).
7. (a) If the PSD of X(t) is Sxx(). Find the PSD of dx(t)
dt
(b) Prove that Sxx () = Sxx (- )
(c) If R ( ) = aeb | |. Find the spectral density function, where a and b are constants.
[5+5+6]
[5+5+6]
8. (a) State & Prove any four properties of band limited processes.
[43=12]
(b) White noise with power density No/2 is applied to a network with impulse response h(t) = u(t)
t exp (- t). Where > 0 is a constant. Find the correlations of input & output.
[4]
?????
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RR
Set No. 2
1. (a) If A and B are independent events, prove that the events A and B, A and B;
and A and B are also independent.
[6]
(b) A1, A2 and A3 are three mutually exclusive and exhaustive sets of events
associated with a random experiment E1. Events B1,B2 and B3 are mutually
exclusive and exhaustive sets of events associated with a random experiment
E2. The joint Probabilities of occurrence of these events and some marginal
probabilities are listed in the table given below:
B1
B2
B3
A1
3/36
*
5/36
A2
5/36 4/36 5/36
A3
*
6/36
*
P(Bj) 12/36 14/36
*
i. Find the missing probabilities (*) in the table.
ii. Find P(B3|A1) and P(A1|B3)
iii. Are events A1 and B1 statistically independent?
2. (a) What are the characteristics of White noise?
(b) Discuss the spectral distribution of thermal noise.
[4+4+2]
[8+8]
P
X,Y
[6+10]
RR
Set No. 2
6. (a) The number of times that an electric switch operate before having to be discarded is found to be a random variable with probability mass function (pmf):
p(x) = A(1/3)x for x = 0, 1, 2,......
=0
otherwise.
i. Find the value of A that makes p(.) a p.m.f.
ii. Sketch the p.m.f.
iii. What is the probability that the number of times the switch will operate
before having to be discarded is greater than 5, an even number (regard
0 as even.), and an odd number.
(b) A continuous random variable has the p.d.f. given by
fx (x) = 5 Cx; 0 x 5.
If Y = ax2 +b, find the p.d.f.of Y.
[8 + 8]
RR
Set No. 4
P
X,Y
[6+10]
2. (a) The number of times that an electric switch operate before having to be discarded is found to be a random variable with probability mass function (pmf):
p(x) = A(1/3)x for x = 0, 1, 2,......
=0
otherwise.
i. Find the value of A that makes p(.) a p.m.f.
ii. Sketch the p.m.f.
iii. What is the probability that the number of times the switch will operate
before having to be discarded is greater than 5, an even number (regard
0 as even.), and an odd number.
(b) A continuous random variable has the p.d.f. given by
fx (x) = 5 Cx; 0 x 5.
If Y = ax2 +b, find the p.d.f.of Y.
[8 + 8]
[8+8]
5. (a) If A and B are independent events, prove that the events A and B, A and B;
and A and B are also independent.
[6]
(b) A1, A2 and A3 are three mutually exclusive and exhaustive sets of events
associated with a random experiment E1. Events B1,B2 and B3 are mutually
exclusive and exhaustive sets of events associated with a random experiment
3
RR
Set No. 4
E2. The joint Probabilities of occurrence of these events and some marginal
probabilities are listed in the table given below:
B1
B2
B3
A1
3/36
*
5/36
A2
5/36 4/36 5/36
A3
*
6/36
*
P(Bj) 12/36 14/36
*
i. Find the missing probabilities (*) in the table.
ii. Find P(B3|A1) and P(A1|B3)
iii. Are events A1 and B1 statistically independent?
[4+4+2]
6. (a) Prove that the Characteristic function of a Gaussian random variable having
zero mean value is given by exp( 2 w2 ).
(b) Let X be a uniformly distributed random variable in the interval (, ). This
undergoes the transformation Y= cos X, find fy (y) and E[Y].
[8+8]
7. (a) Find the PSD of a random process z(t) = X(t) + y(t) where x(t) and y(t) are
zero mean, individual random process.
(b) A wss random process x(t) is applied to the input of an LTI system whose
impulse response is 5t.e2t The mean of x(t) is 3. Find the output of the
system.
[8+8]
8. (a) Discuss the significance of noise equivalent temperature of an electronic system.
(b) Evaluate the equivalent noise temperature of a two port device with a matched
source and a matched load.
[8+8]
?????
RR
Set No. 1
P
X,Y
[6+10]
3. (a) The number of times that an electric switch operate before having to be discarded is found to be a random variable with probability mass function (pmf):
p(x) = A(1/3)x for x = 0, 1, 2,......
=0
otherwise.
i. Find the value of A that makes p(.) a p.m.f.
ii. Sketch the p.m.f.
iii. What is the probability that the number of times the switch will operate
before having to be discarded is greater than 5, an even number (regard
0 as even.), and an odd number.
(b) A continuous random variable has the p.d.f. given by
fx (x) = 5 Cx; 0 x 5.
If Y = ax2 +b, find the p.d.f.of Y.
[8 + 8]
[8+8]
5. (a) Find the PSD of a random process z(t) = X(t) + y(t) where x(t) and y(t) are
zero mean, individual random process.
(b) A wss random process x(t) is applied to the input of an LTI system whose
impulse response is 5t.e2t The mean of x(t) is 3. Find the output of the
system.
[8+8]
RR
Set No. 1
8. (a) If A and B are independent events, prove that the events A and B, A and B;
and A and B are also independent.
[6]
(b) A1, A2 and A3 are three mutually exclusive and exhaustive sets of events
associated with a random experiment E1. Events B1,B2 and B3 are mutually
exclusive and exhaustive sets of events associated with a random experiment
E2. The joint Probabilities of occurrence of these events and some marginal
probabilities are listed in the table given below:
B1
B2
B3
A1
3/36
*
5/36
A2
5/36 4/36 5/36
A3
*
6/36
*
P(Bj) 12/36 14/36
*
i. Find the missing probabilities (*) in the table.
ii. Find P(B3|A1) and P(A1|B3)
iii. Are events A1 and B1 statistically independent?
?????
[4+4+2]
RR
Set No. 3
[8+8]
3. (a) The number of times that an electric switch operate before having to be discarded is found to be a random variable with probability mass function (pmf):
p(x) = A(1/3)x for x = 0, 1, 2,......
=0
otherwise.
i. Find the value of A that makes p(.) a p.m.f.
ii. Sketch the p.m.f.
iii. What is the probability that the number of times the switch will operate
before having to be discarded is greater than 5, an even number (regard
0 as even.), and an odd number.
(b) A continuous random variable has the p.d.f. given by
fx (x) = 5 Cx; 0 x 5.
If Y = ax2 +b, find the p.d.f.of Y.
[8 + 8]
P
X,Y
[6+10]
5. (a) If A and B are independent events, prove that the events A and B, A and B;
and A and B are also independent.
[6]
(b) A1, A2 and A3 are three mutually exclusive and exhaustive sets of events
associated with a random experiment E1. Events B1,B2 and B3 are mutually
exclusive and exhaustive sets of events associated with a random experiment
RR
Set No. 3
E2. The joint Probabilities of occurrence of these events and some marginal
probabilities are listed in the table given below:
B1
B2
B3
A1
3/36
*
5/36
A2
5/36 4/36 5/36
A3
*
6/36
*
P(Bj) 12/36 14/36
*
i. Find the missing probabilities (*) in the table.
ii. Find P(B3|A1) and P(A1|B3)
iii. Are events A1 and B1 statistically independent?
[4+4+2]
6. (a) Find the PSD of a random process z(t) = X(t) + y(t) where x(t) and y(t) are
zero mean, individual random process.
(b) A wss random process x(t) is applied to the input of an LTI system whose
impulse response is 5t.e2t The mean of x(t) is 3. Find the output of the
system.
[8+8]
7. (a) Discuss the significance of noise equivalent temperature of an electronic system.
(b) Evaluate the equivalent noise temperature of a two port device with a matched
source and a matched load.
[8+8]
8. (a) Explain the classification of random processes with neat sketches.
(b) The power spectral density of a stationary random process is given by
Sxx ($)= A
k < $ < k
=0
otherwise.
Find the auto correlation function.
[8+8]
?????
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Code: 9A04303
B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
Time: 3 hours
Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1. (a) Explain the following: (i) Random experiment (ii) Trial (iii) Event (iv) sample space.
(b) Find the probability of obtaining 14 with 3 dice using Bayes theorem.
2. (a) Explain with an example discrete, continuous and mixed random variables.
(b) Explain CDF with its properties.
3.
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5. (a) Explain about joint moments about the origin with an example.
(b) X is a random variable with mean 4 and variance 3. Another random variable Y is related
to X as Y=2X+7. Determine (i) E[X 2 ] (ii) E[Y] (iii) var [Y] (iv) R XY
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Code: 9A04303
B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
Time: 3 hours
Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1. (a) Explain the following: (i) Principles of counting (ii) probability as a relative frequency.
(b) How many positive integers less than 1000 have no common factor with 1000?
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2. (a) Define a random variables and give the conditions for a function to be a random variable.
(b) Explain about normal distribution with its properties.
3.
Find the mean and variance of Binomial Distribution and Poisson Distribution.
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fXY (x, y) = 3 e
fY (y).
2 2
(x xy +y 2 )
3
ad
is
given
by
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7. (a) A WSS noise process N(t) has ACF R NN () = Pe3|| . Find PSD and plot both ACF and PSD.
(b) If X(t) is WSS, find R YY () and hence SYY () in terms of SXX () for the product device shown
in below fig.
x(t)
y(t)
product
SXX ()
SYY ()
Acos t
8.
If a random process X(t) = A0 (cos 0 t + ), where A0 & 0 are constants and is a uniformly
distributed random variable in the interval (0, ) Find
(i)
Whether X(t) is WSS process?
(ii)
Power in X(t) by time averaging of its second moment.
(iii)
The power spectral density ofX(t).
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B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
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(x )2
2 2
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Joint pdf fXY (x, y) of two continuous random variables X and Y is given by
(2x+y)
for x, y 0;
fXY (x, y) = K, e
0
otherwise
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Where K is constant. (i) find K value and fX (x) and fY (y). (ii) Are X and Y are statistically
independent? (iii) Determine joint CDF and marginal distribution function. (iv) Determine the
conditional density functions.
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B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
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4. (a) Find the density of W=X+Y , where the densities of X and Y to be fX (x) = u(x)
u(x 1)& fY (y) = u(y) u(y 1).
(b) Explain the following (i) Joint distribution function. (ii) conditional distribution function (iii)
Marginal distribution function.
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5. (a) Show that the variance of variance of a weighted sum of uncorrelated random variables equals
the weighted sum of t he variances of the random variables.
(b) Explain about transformation of multiple random variables.
6.
Explain about the concept stationarity in detail connected with stochastic processes.
7. (a) Explain about WSS and prove any two properties of it.
(b) Y(t) = X(t) cos(0 t + ), where X(t) is a random process and is uniformly distributed over
the interval (0,2). Determine under what conditions is Y(t) wide seuce stationary. Assume
and X(t) are statistically independent and 0 is constant.
8. (a) Write different types of band pass processes with band limited processes.
(b) Find the rms band width of the power spectrum
Acos ,
SXX () =
2W
0,
Where > 0 & > 0 are constants?
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|| W
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RA
Code: RA9A04303
Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1.
(a)
(b)
2.
(a)
(b)
Define conditional distribution and density function and explain their properties.
Define and explain the concept of a random variable what are different types of
random variables.
3.
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4.
(a)
(b)
5.
(a)
Prove that the mean value of weight sum of random variables equals the weighted
sum of mean values.
Show that the variance of a weighted sum of uncorrelated random variables equals
the weighted sum of variances of the random variables.
(b)
6.
(a)
(b)
7.
(a)
(b)
8.
(a)
(b)
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R07
Code: R7210402
Time: 3 hours
Max Marks: 80
(a) Define and explain the following density functions i) Binomial ii) Exponential
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(b) Assume automobile arrivals at a gasoline station are poisson and occur at an average
rate of 50/h. The station has only one gasoline pump. If all cars are assumed to
require one minute to obtain fuel, what is the probability that a waiting line will occur at
the pump?
3
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Explain about the following. a) Expected value of a random variable b) Explain value of
a function of a random variable.
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(b) A joint sample space for two random variables X and Y has four elements (1,1), (2,2),
(3,3) and (4,4). The probabilities of these events are 0.1, 0.35, 0.05 and 0.5
respectively. i) Find the probability of the event {X2.5, Y6} ii) Find the probability of
the event {X3}.
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(b) X is a random variable with mean X=3 and variable 2 = 2. i) Determine the second
moment of X about origin. ii) Determine the mean of the random variable y, where
y=-6X+22
(a) What are the differences between determinate and non determinate random
processes? Explain each with an example.
(b) Given the auto correlation function, for a stationary ergodic process with no periodic
4
components is () = 25 1+6 2 Find the mean and variance of the process X(t).
(a) Derive that expression for the power spectral density of input and output of a linear
system.
(b) Prove that () (0) (0)
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R5
Code: R5 210402
Time: 3 hours
Max Marks: 80
Answer any FIVE questions
All questions carry equal marks
*****
(a)
(c)
What are the three axioms to be satisfied by the assigned probabilities? Explain each with an
example.
Determine the probability of the card being either red or a king when one card is drawn from a
regular deck of 52 cards.
Explain about Bayes theorem.
(a)
(b)
(a)
(b)
(a)
(b)
(b)
5
(a)
(b)
(c)
6
(a)
(b)
(a)
(b)
8
(a)
(b)
(c)
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Statistically independent zero mean random processer x (t) and y (t) have auto correlations
functions R xx ( ) =
and R xx ( ) = cos(2 ) respectively.
Find the auto correlation function of the sum w 1 (t) + x (t) y (t).
Find the auto correlation function of the difference w 2 (t) = x (t) y (t).
Find the cross correlation function of w 1 (t) and w 2 (t).
Let x I = 1,2,3,4 be four zero mean Gaussian random variables. Use the joint characteristic function
to show that E{x 1 ,x 2 ,x 3 ,x 4 } = E [x 1 x 2 ] E[x 3 x 4 ] + E [x 1 x 3 ] E [x 2 x 4 ] + E [x 2 x 3 ] E x 1 x 4 ].
Show that two random variable x 1 and x 2 with joint pdf.
fx 1 x 2 (x 1 , x 2 ) = |x 1 | 4, 2 x 2 4 an independent and orthogonal.
Prove the relation between continuous and discrete power spectral densities.
Draw the ACE and PSD of white noise and hence derive the expression for ACF and PSD of hand
limited white noise and plot them.
A random noise x (t) having power spectrum S xx (w) =
is applied to a network for which h (t) =
2
U (t) f exp (-7 t). The network response is denoted by y (t)
What is the average power ie x (t)?
Find the power spectrum of y (t).
Find average power of y (t).
*****
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RR
Code: RR 210403
Time: 3 hours
Max Marks: 80
Answer any FIVE questions
All questions carry equal marks
*****
1 (a)
(b)
2 (a)
Let Z be a random variable with probability density f (Z) = 1/2 in the range -1 z 1. Let the random
2
variable X-Z and random variable Y = z . X and Y are not independent. Show that X and Y
are uncorrelated.
State and prove central-limit theorem.
(b)
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3 (a)
(b)
4 (a)
(b)
5 (a)
(b)
Two random variables X and Y are related by the expression Y = aX+b where a and b are real numbers.
Show that correlation coefficient is
= 1, if a>0 for any b
= -1 , if a<0 for any b.
Show that their covariance is
2
COV [XY] = a x .
(a)
(b)
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7 (a)
(b)
(a)
(b)
(c)
(d)
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Code: RA 9A04303
(a)
(b)
(a)
(b)
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(a)
(b)
(a)
(b)
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(i) Find constant b such that this is a valid joint density function.
(ii) Determine the marginal density functions
and
.
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(a)
(b)
(a)
(b)
(a)
(b)
Determine the relationship between cross-power spectrum and cross correlation function.
Consider the linear system shown below:
is the input and
is the output. The
auto-correlation of
is
. Find the power spectral density, auto.
correlation function and mean square value of the output
*****
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