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PROBABILITY THEORY

AND

STOCHASTIC PROCESS
COMPILED
BY

Dr. A.S.R REDDY


Dept. Of ECE

S.K.I.T
SRI KALAHASTI-517640

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Set No. 1

Code No: 07A3EC10

II B.Tech I Semester Regular Examinations, November 2008


PROBABILITY THEORY AND STOCHASTIC PROCESSES
( 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) Discuss Joint and conditional probability.


(b) When are two events said to be mutually exclusive? Explain with an example.
(c) Determine the probability of the card being either red or a king when one card
is drawn from a regular deck of 52 cards.
[6+6+4]

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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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3. (a) State and prove properties of variance of a random variable.


(b) Let X be a random variable defined by the density function
fX (x) = (/16)cos(x/8), 4 x 4
= 0,
elsewhere
2
Find E [3X] and E[X ].

[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

Code No: 07A3EC10

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. Discuss in detail about:
(a) First order stationary random process
(b) Second order & Wide - Sense Stationary Random Process.
i
h
7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t

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=0
Find power density spectrum.
(b) RXX ( ) =

A20
2

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sin 0 . Find Sxx ()

[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

Code No: 07A3EC10

II B.Tech I Semester Regular Examinations, November 2008


PROBABILITY THEORY AND STOCHASTIC PROCESSES
( 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) Is probability relative frequency of occurrence of some event? Explain with


an example.
(b) One card is drawn from a regular deck of 52 cards. What is the probability of
the card being either red or a king?
[8+8]

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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]

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.
(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]

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Set No. 2

Code No: 07A3EC10

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. (a) Given X(t) = A cos 0 t + B sin 0 t where A & B are R.Vs & 0 is a const.
S.T X(t) is Wss if A & B are uncorrelated zero mean R.Vs having different
density functions but the same variancess 2 .
(b) State the properties of cross correlation.

[8+8]

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E [XT ()YT ()]


2T
t

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

Code No: 07A3EC10

II B.Tech I Semester Regular Examinations, November 2008


PROBABILITY THEORY AND STOCHASTIC PROCESSES
( 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) 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 <

(c) Explain the nonmonotonic transformation of a random variable.

[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

i. Determine the second moment of X about origin


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Set No. 3

Code No: 07A3EC10

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

Code No: 07A3EC10

II B.Tech I Semester Regular Examinations, November 2008


PROBABILITY THEORY AND STOCHASTIC PROCESSES
( 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) Explain the terms Joint probability and Conditional probability.


(b) Show that Conditional probability satisfies the three axioms of probability.

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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).

(b) Explain the following terms:


i. Conditional Expected value
ii. Covariance.

(c) Find the Expected value of the number on a die when thrown.

[8+6+2]

4. (a) State and prove central limit theorem.


(b) Find the density of W = X + Y, where the densities of X and Y are assumed
to be:
fX (x) = [u(x) - u(x - 1)], fY (y) = [u(y) - u(y - 1)]
[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]
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Set No. 4

Code No: 07A3EC10

6. (a) Prove that autocorrelation function of a random process is even function of .


(b) Prove that RXX ( ) = RXX (0).

[8+8]

7. (a) A WSS noise process N(t) has an autocorrelation function RN N ( ) = P e3| |


where p is a constant. Find and sketch its power spectrum.
(b) Consider the figure shown in figure 7.
where X(t), Y(t) are random processes & X(t) is WSS. Find the relation
between SY Y () and SXX ().
[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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(c) For cascade of N systems with transfer functions Hn () , n=1,2,........N show


that H() = Hn ().
[6+6+4]

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Code No: R7210402

II B.Tech I Semester(R07) Regular/Supplymentary Examinations, December 2009


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to Electronics & Communication Engineering and Electronics & Computer Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) If A is an arbitrary event, then show that P(A) = 1 - P(A)
(b) An experiment consists of rolling a single die, two events are defined as, A = {a 6 showa up }, B = {a 2 or
a 5 shows up }
i. Find P(A) & P(B)
ii. Define third event C so that P(c) = 1- P(A)-P(B).

[6+10]

2. (a) Define probability density function and explain with an example.


(b) A random variable X is known to have a distribution function Fx (x) = u(x) [1 ex
constant. Find its density function.

/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
h

2
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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ii. For what value of , the random variables Y1 and Y2 uncorrelated.

[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

i. Determine the second moment of X about origin


ii. Determine the mean of random variable y = where y = -6X +22.

[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).
h
i
7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t
=0

[5+5+6]

else where

Find power density spectrum.


(b) RXX ( ) =

A20
2

sin 0 . Find Sxx ()

[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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Code No: R7210402

II B.Tech I Semester(R07) Regular/Supplymentary Examinations, December 2009


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to Electronics & Communication Engineering and Electronics & Computer Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) Give the classical and axiomatic definitions of Probability.
(b) If a three digit decimal number is chosen at random, find the probability that exactly K digits are greater
than equal to 5, for 0 K 3.
(c) Three boxes of identical appearance contain two coins each. In one box both are gold; in the second both
are silver and in the third box one is silver and the other is the gold coin. Suppose that a box is selected
at random and further that a coin in that box is selected at random. If this coin proves to be gold, what is
the probability that the other coin is also gold?
[4+6+6]

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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:

XY (1,2) = exp 1/2 x2 12 + 2x y 1 2 + Y 2 22

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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).
h
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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).
h
i
7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t
=0

[8+8]

else where

Find power density spectrum.


(b) RXX ( ) =

A20
2

sin 0 . Find Sxx ()

[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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Code No: R7210402

II B.Tech I Semester(R07) Regular/Supplymentary Examinations, December 2009


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to Electronics & Communication Engineering and Electronics & Computer Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) Discuss Joint and conditional probability.
(b) When are two events said to be mutually exclusive? Explain with an example.
(c) Determine the probability of the card being either red or a king when one card is drawn from a regular deck
of 52 cards.
[6+6+4]
2. (a) Define probability density function and explain with an example.
(b) A random variable X is known to have a distribution function Fx (x) = u(x) [1 ex
constant. Find its density function.

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Find E [3X] and E[X2 ].

/b

]. Whare b> 0 is a
[8+8]

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3. (a) State and prove properties of variance of a random variable.


(b) Let X be a random variable defined by the density function
fX (x) = (/16)cos(x/8), 4 x 4
= 0,
elsewhere

[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.

(b) If the function

[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

(c) Covariance of Y1 and Y2 .

[4+6+6]

6. Discuss in detail about:


(a) First order stationary random process
(b) Second order & Wide - Sense Stationary Random Process.
i
h
7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t
=0

[8+8]

else where

Find power density spectrum.


(b) RXX ( ) =

A20
2

sin 0 . Find Sxx ()

[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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Code No: R7210402

II B.Tech I Semester(R07) Regular/Supplymentary Examinations, December 2009


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to Electronics & Communication Engineering and Electronics & Computer Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) Is probability relative frequency of occurrence of some event? Explain with an example.
(b) One card is drawn from a regular deck of 52 cards. What is the probability of the card being either red or
a king?
[8+8]
2. (a) Define a Random variable. Explain discrete, continuous and mixed random variable with suitable examples.
(b) A random variable X is known to be Poisson with b = 4:
i. Plot the density and distribution functions for this random variable
ii. What is the probability of the event {0 X 5}.
3. (a) A random variable X has the density function

f (x) =

,
2 x

=0

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0x1
elsewhere

[8+8]

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Obtain the moment generating function.

(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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(b) Two random variables X and Y have joint characteristic function:

XY (1, 2) = exp 212 822

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i. Show that X and Y are zero mean random variables.


ii. are X and Y are correlated?

5. Discuss in detail about:

[8+8]

(a) Gaussian Random Process


(b) Poisson Random Process.

[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

Code No: RR210403


II B.Tech. I Semester(RR) Supplementary Examinations, May 2009
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Electronics & Communication Engineering)

Time: 3 hours

Answer any FIVE questions


All questions carry equal marks
?????

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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2. (a) Define distribution function. Write the properties of distribution function.


(b) A random variable x is known to be Gaussian with mean ax =1.6 and variance x =0.4.
Find
i. P(1.4 < X 2.0) and
ii. P(-0.6 < (X-1.6)0.6).

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3. (a) Explain monotonic transformations of a continuous random variable.


(b) The characteristic function for a Gaussian random variable X, having a mean value of 0,
is x (w) = exp(x2 w2 /2). Find all the moments of X using, x (w).

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4. (a) State and prove central limit theorem.


(b) Describe Naise figure and Equivalent Naise Temperature of a cascade.
5. (a) Explain Naise Bandwidth and Effective input-Naise Temperature.
(b) The noise present at the input to a two port is 1 . The naise figure F is 0.5dB. The
receiver gain ga=1010 . Calculate
i. The available naise power contributed by the two-port.
ii. The output available naise power.

6. (a) Write the classification of Random processes.


(b) Briefly write time averages, Ergocticity and mean- Ergodic of Random processes.
7. (a) Describe Autocorrelation function of random process. Write the properties of Autocorrelation function.
(b) Briefly describe the power density spectrum of random process and also write its properties.
8. Write the following:
(a)
(b)
(c)
(d)

The amount of information.


Entropy.
Channel capacity of discrete channel.
Mutual information.
?????

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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
?????

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) =

e3x /4; 0 < x < b


is a valid proba0
; elsewhere

D
L

bility density.

3. (a) If the random variable x has uniform distribution ; find its variance.

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O

(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

b (x + y)2 ; 2 < x < 2and 3 < y < 3


(b) Given the function fx,y (x, y) =
0
; elsewhere
i. Find the constant b such that this is a valid joint density function.
ii. Determine the marginal density functions fx (x) and fy (y) .

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U

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5. (a) Find the nt h moment of uniform random variable & hence its mean.

x (y + 1.5) ; 0 < x < 1 and 0 < y < 1


(b) A joint density function is given as fx,y (x, y) =
0
; elsewhere
Find all the joint moments mnk and k = 0, 1, . . . . . . .

6. (a) Explain the concept of Random process .


(b) Distinguish between
i. Deterministic and non deterministic process.
ii. Stationary and non stationary random process.
7. A random process is defined by x(t) =At where A is a continuous random variable uniformly
distributed on (0,1) and t represents time. Find
(a) E [x (t)]
(b) Rxx [t, t + ]
(c) Is the process stationary?
8. Find the auto correlation function and power spectral density of the random process x (t) =
k cos (0 t + ) where is a random variable over the ensemble and is uniformly distributed over
the range (0, 2) .
?????

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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
?????

1. (a) State and prove Bayes theorem of probability.


(b) An ordinary 52 Card deck is thoroughly shuffled. You are dealt four cards up. What is
the probability that all four cards are fives.
2. (a) Explain the Gaussian distribution with neat sketches.
(b) For the Gaussian density function of a random variable X with ax = 0 and x = 1 show
R
xfx (x) dx = ax
that

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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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O

(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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4. (a) Differentiate marginal distribution functions and conditional distribution functions.


(b) Find a value of the constant b so that the function fx,y (x, y) = bxy 2 exp (2xy) u (x 2) u (y 1)
is a valid joint probability density.

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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
?????

1. (a) Define conditional probability and mention its properties.


(b) Distinguish between mutually exclusive events and independent events.
(c) In a single throw of two dice, what is the probability of obtaining a sum of atleast 9.
2. (a) Explain the concept of random variable .
(b) Find the value for constant A such that

0 ; x < 1
A 1 x2 cos (x/2) ; 1 x 1
fx (x) =

0
;1 < x
Is a valid probability density function .

D
L

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O

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.

4. (a) Find a constant b (in terms of a) so that the function.


(x+y)
be
; 0 < x < a and 0 < y <
fx,y (x, y) =
0 ;
elsewhere
Is a valid joint density function .

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U

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N

(b) Find an expression for the joint distribution function.


5. (a) For the random variable x whose density function is
1
f (x) = ba
;a x b
= 0; otherwise
Determine

i. Moment generating function


ii. Mean & variance.
(b) Let x and y be independent variables. Prove that var(xy)= Var(x) Var (y) if E[x]=E[y]=0
6. (a) Explain the classification of random process with neat sketches.
(b) Write short notes on ergodic random processes.
7. Given two random processes x (t) and y(t) find expressions for auto correlation function of w (t) =
x (t) +y (t) if
(a) x (t) and y (t) are correlated.
(b) x (t) and y (t) are uncorrelated.
(c) x (t) and y (t) are uncorrelated with zero means.
8. Find the input auto correlation function, output spectral density of RC lowpass filter, where the filter
is subjected to a white noise of spectral density No/2.
?????

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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
?????

1. (a) Define the following with examples.


i.
ii.
iii.
iv.

Sample space
Event
Mutually exclusive events.
Independent events.

(b) Two cards are drawn from a 52 card deck.


i. Given the first card is queen, what is the probability that the second is also a queen?
ii. Repeat the above for the first card a queen and the second card a 9.

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L

2. (a) Define a probability density function and list its properties.


(b) A random variable x is known to be poisson with b=4.

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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O

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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4. (a) Write the statement of central limit theorem.

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N

(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

i. Find the marginal density functions of x and y.


ii. Are x and y statistically independent?
5. Random variables x and y have the joint density function.
.
(
2
(x + y) 40; 1 < x < 1and3 < y < 3
fx,y (x, y) =
0
; elsewhere
(a) Find all the second order moments of x and y.
(b) What are the variances of x and y?
6. (a) Explain Ergodic random process.
(b) State and prove properties of Auto correlation function.
7. Let x(t) be the sum of a deterministic signal s(t) and a wide-sense stationary noise process N(t) .Find the mean
value, and auto correlation and auto covariance functions of x(t). Discuss the stationarites of x(t).
8. The autocorrelation function of a random process x(t) is

RXx (T) = 3 + 2 exp 4T2


(a) Find the power spectrum of x(t).
(b) What is the average power in x(t)?

(c) What fraction of the power lies in the frequency band 1


?????

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2 w 1

2?

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R7

Code No: R7210402

II B.Tech I Semester(R07) Supplementary Examinations, November 2010


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to Electronics & Communication Engineering and Electronics & Computer
Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) Define
i. Probability
ii. Certain Event
iii. Impossible event
(b) A die is tossed find the probabilities of the event A = { odd number shows up}, B = {number
larger than 3 shous up }, A B and A B.
[8+8]
2. (a) Aircraft arrive at an airport according to a poisson process at a rate of 12 per hour. All aircrafts
are handled by one air traffic controller. If the controller takes a 2 minute coffee break, what is
the probability that he will miss one or more arriving aircrafts?
(b) 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.
[8+8]

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L

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3. (a) If X is random variable, show that Var (a X + b) = a2 var(X)


(b) Show that the mean and variance of the random variable of uniform density function are
E[X] = (a + b) / 2 and x2 = (b - a)2 / 12.
[8+8]

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U

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]
h
i
7. (a) A WSS random process X(t) has RXX ( ) = A0 1 | | t
=0

else where

Find power density spectrum.


(b) RXX ( ) =

A20
2

sin 0 . Find Sxx ()

[8+8]

8. (a) Write detailed notes on noise bandwidth with relevant expressions.


(b) Given a system has H () = q 1
where W =3dB bandwidth of system. Find noise
2
1+(/W )
bandwidth of system.
[10+6]
?????

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RR

Code No: RR210403

II B.Tech I Semester(RR) Supplementary Examinations, May/June 2010


PROBABILITY THEORY AND STOCHASTIC PROCESS
(Electronics & Communication Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) Distinguish between mutually exclusive events and independent events.
(b) A letter is known to have come either from LONDON or CLIFTON. On the postmark only the
two consecutive letters ON are legible. What is the Chance that it came from London? Give
step-by-step answer.
(c) Show that the chances of throwing six with 4,3 or 2 dice respectively are as 1:6:18.
[4+6+6]
2. (a) Derive an expression for the average value and variance associated with the Gaussian probability
density function.
(b) The average life of a certain type of electric club Rs.1200 hours What percentage of this type of
bulbs is expected o fail in the first 800 hours of working? What percentage is expected to fail
between 800 is 1000 hours? Assume a normal distribution with =200 hours.
[8+8]

m
o

c
.
ld

3. (a) Find the density function whose characteristic function is exp (|t|)

r
o

(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]

4. (a) State and prove properties of power density spectrum.

(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

II B.Tech I Semester (R09) Regular & Supplementary Examinations, November 2011


PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engg, Electronics & Control Engg, Electronics & Communication Engg)

Time: 3 hours

Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****

1 (a)
(b)

Define (i) Probability. (ii) Certain event. (iii) Impossible event.


A die is tossed find the probability of event 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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The Rayleigh density function is given by

find the distribution

function F x (x) and p(0.5<x2)


3 (a)
(b)

4 (a)

(b)
5 (a)

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O

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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The joint density of two RV. x and y is f x,y (x,y)=0.1


. Find and plot the marginal distributions of x
and y.
Write the properties of the joint density function.

(c) f x1x2
6 (a)
(b)

7 (a)
(b)
8 (a)
(b)

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Gaussian Rv 1 x 1 and x 2 for which


=2,
=9,
=-1,
=4 and C x1x2 = -3 are
transformed to new Rv y 1 and y 2 according to y 1 =-x 1 +y 2 , y 2 =-2x 1 -3x 2 . Find (a)
(d)

(e)

(b)

and (f) C y1y2 .

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

find the average power

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Code: 9A04303

II B.Tech I Semester (R09) Regular & Supplementary Examinations, November 2011


PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engg, Electronics & Control Engg, Electronics & Communication Engg)

Time: 3 hours

Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****

Define and explain the following with example


(a) Probability
(b) Sample space
(c) Discrete sample space (d) Continuous sample space

2 (a)

A random variable x has the distribution function


. Find the
probabilities (i) p{-<x6.5} (ii) p{x>y} (iii) p{6<x9}.
Determine the real constant a,f arbitrary real constants m and b>0, such that

(b)

f x (x)=
3 (a)
(b)
4

Explain the following terms in detail


(i) Expectation of a RV. (ii) Expected value of a function of a RV.

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Let x be a RV defined by the density function

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Given the function


(a)
(b)

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is a valid density function.

Find the constant b such that this is a valid density function.


Determine the marginal density function f x (x) and f y (y).

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N

Two random variables x and y are defined by


Two new RV u are =2x+y, u=-x-3y. Find

A random process is defined by Y(t)=X(t)


where X(t) is a Wss random
process that amplitude modulates a carrier of constant angular frequency 0 with a
random phase independent of X(t) and uniformly distributed on (-,).
Find (i) E[y(t)]. (ii) ACF of y(t) (iii) Is y(t) wide sense stationery.

and R xy =-2.

A random process has a power spectrum

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

II B.Tech I Semester (R09) Regular & Supplementary Examinations, November 2011


PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engg, Electronics & Control Engg, Electronics & Communication Engg)

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)

A Rv x has a probability density

Find the mean

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value of the functions g(x)=4x2.


3

Explain and sketch the PDF and probability distribution functions of


(i) Exponential distribution. (ii) Rayleigh distribution. (iii) Uniform distribution.

4 (a)

Find a constant b (in terms of a) so that the function

(b)
(c)

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is a valid joint density function.

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Find an expression for the joint distribution function.


Find the marginal density functions.

Two Rv X and Y have means


, variances
. New Rv w and v are defined by
. Find the
(a) Means. (b) Variances. (c) The correlations. (d) The correlation coefficient f vw of
v and w.

Explain the classification of random process with neat sketches.

A random process is given by


and x(t) and y(t) are jointly wss process. Find the
(a) Power spectrum
(b) Find
(c) Find the cross power spectrums of

8 (a)
(b)

, where A and B are real constants


are uncorrelation.
.

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

II B.Tech I Semester (R09) Regular & Supplementary Examinations, November 2011


PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engg, Electronics & Control Engg, Electronics & Communication Engg)

Time: 3 hours

Max Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****

1 (a)
(b)
(c)

Explain about the total probability.


What is the probability of picking an ace and a king from a deck of 52 cards?
A box contains 4 point contact diodes and 6 allay junction diodes. What is the
probability that 3 diodes picked and random contain at least two point contact diodes?

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)

The Rayleigh density function is given by

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O

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L

distribution function F x (x) and p(0.5<x2).

Find the

3 (a)
(b)

If x is a Rv, show that V ar (a+b)=a2V ar (x) and E[ax]=aE[x].


A random variable x is uniformly distributed on the interval (-5, 15). Another Rv y=e-x/5
is formed find E[y].

Two Rv x and y have a joint probability density function

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(a) Find the marginal density functions of x and y.


(b) Are x and y statistically independent. (c) Find f(x/y).
5 (a)
(b)

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).

Explain any 3 properties of crols correlation function.

Write any 3 properties of ACF.


*****

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RA

Code :RA9A04303
II B.Tech I Semester(R09) Supplementary Examinations, May 2011
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electrical & Electronics Engineering)

(For students of R07 regulation readmitted to II B.Tech I Semester R09)


Time: 3 hours
Max Marks: 70
Answer any FIVE questions
All questions carry equal marks

1. (a) What do you mean by Bernoulli trials? Explain.


(b) An urn A contains 5 white and 3 black balls. Another urn B contains 3 white and 5 black balls. Two balls
are taken from urn A randomly and are placed in uru B. Now, a ball is taken from urn B. What is the
probability that it is a black ball?
2. (a) What are the dierent types of random variables? Explain each type with examples.
(b) A random current is described by the sample space s = {4 i 12} . A random variable x is dened by

2 i 2

i
2 < i 1
x(i) =

1 i<i4

6 4<i

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i. Show, by a sketch, the value x in to which the value of i are mapped by x.


ii. What type of random variable is X?

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3. (a) Explain the signicance of Monotonic transformations of a continuous random variable.


{
1 || || 1
(b) A random variable x has a characteristic function given by x () =
0
|| > 1.
nd its density function.

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4. (a) State and explain the properties of joint density function.


(b) Show that the
{ function
0 x y
Gx,y (x, y) =
1 x y
Cannot be a valid distribution function.

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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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CODE NO: A109210401

SET - 1

R09

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING &
ELECTRONICS AND TELEMATICS ENGINEERING)

Time: 3hours

Max. Marks: 75
Answer any FIVE questions
All Questions Carry Equal Marks
---

1.a)
b)

Define probability based on set theory and fundamental axioms?


Two boxes are selected randomly. The first box contains 2 black balls and 3 white
balls. Second box contains 4 white and 6 black balls. What is the probability of
drawing a white ball?
[15]

2.a)
b)

State and explain the properties of conditional distribution function.


A random variable X is Gaussian with mean = 0 and x = 1.
i) What is the probability that X > 2 ?
ii) What is the probability that X>2?

3.a)
b)

Find the expected value uniformly distributed random variable.


If X be a discrete random variable with probability mass function is given as
X
P(x)
Find i) E[X2]

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]

The joint pdf is given as


-(2x+y)
FXY(x, y) = Ae
for x0 and y0
Find i) the value of A and
ii) The marginal density function.
Prove that FX,Y(x, y) is a monotonic and non decreasing function of both x and y.
[15]
Prove that random variables X and Y are uncorrelated, if X and Y are statistically
independent.
Consider two random variables X and Y such that X = -8Y+40, the mean value and
the variance of X are 6, and 3 respectively. Find out the correlation.
[15]
Explain
i) Wize-sense stationary process
ii) Strict-sense stationary process
A random process Y(t) is given as Y(t) = X(t)Cos(t+) is a wide sense stationary
random process, is a constant, and is a random phase independent of X(t),
uniformly distributed on (, - ). Find out RYY( ).
[15]

7.a)
b)

State and prove any three properties of power spectral density.


Determine which of the following functions are valid power density spectrums and
why?
( 1)2
cos 8( )
e
i)
ii)
.
[15]
2 + 4

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)

Take room temperature = 270C.

[15]
********

CODE NO: A109210401

SET - 2

R09

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING &
ELECTRONICS AND TELEMATICS ENGINEERING)

Time: 3hours

Max. Marks: 75
Answer any FIVE questions
All Questions Carry Equal Marks
---

1.a)
b)

State and prove Bayes theorem.


A committee of five persons is to be selected randomly from a group of five men and
ten women.
i) Find the probability that the committee consists of 3 men 4 women.
ii) Find the probability that the committee consists of all men.
[15]

2.a)
b)

State and prove the properties of probability density function.


If the probability density function of a random variable is given by
FX(x) = K(1-x3); 0< x <1
Find the value of K and FX(x).

[15]

3.a)
b)

Explain the physical significance of variance and standard deviation.


Find the variance of X for uniform probability density function.

[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.

The joint pdf is f X ,Y ( x, y ) =

[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

ii) Thermal noise

Show that for RC low pass filter shown in figure, the noise bandwidth is equal to
times of 3-dB bandwidth.

[15]

********

CODE NO: A109210401

SET - 3

R09

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING &
ELECTRONICS AND TELEMATICS ENGINEERING)

Time: 3hours

Max. Marks: 75
Answer any FIVE questions
All Questions Carry Equal Marks
---

1.a)
b)

State and prove multiplication theorem of probability.


Two manufacturing plants produce similar parts. Plant A produces 4,000 parts, 200 of
which are defective. Plant B produces 8,000 parts, 300 of which are defective. One
part is selected at random and found to be defective. What is the probability that the
part came from plant B?
[15]

2.a)
b)

Distinguish between discrete and continuous random variables?


Find a constant b>0, so that the function
1 4x
f X ( x) =
e ; 0 xb
10
=
otherwise
0;
is a valid pdf.

[15]

3.a)
b)

State and prove the properties of moment generation function.


Define and explain the characteristic function.

[15]

4.a)

Find the conditional density functions for the joint distribution

f X ,Y ( x, y ) = 4 xye ( x
b)

+ y2 )

u ( x)u ( y ) .

Prove the following


i) FX ,Y ( x, ) = FX ( ) and
ii) FX ,Y (, y ) = FY ( 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

Find the mean value of the function X2+Y2.

[15]

6.a)
b)

Prove that the autocorrelation function is maximum at the origin.


A random process is given as X(t) = At, where A is an uniformly distributed random
variable on (0, 2). Find whether X(t) is wide-sense stationary random process or not.
[15]

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.

A white noise with spectral density / 2 is transmitted through a linear system as


shown in figure. Then find out spectral density and average power.
[15]
********

CODE NO: A109210401

SET - 4

R09

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING &
ELECTRONICS AND TELEMATICS ENGINEERING)

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

i) Find the value of K.


ii) Find FX(x) and draw the plot.
3.a)
b)

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]

Derive noise figure in terms of


i) Signal to noise ratio and
ii) Network transfer function.
Find the noise voltage across the capacitor shown in figure at room temperature.
[15]

********

www.jntuworld.com

Code No. : R7210402

R7

II B.Tech I Semester (R07) Supplementary Examinations, November 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
( Common to Electronics & Communication Engineering and Electronics &
Computer Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) Define and explain random experiment with an example.
(b) Four cards are drawn from a well shuffled pack of playing cards. Find the
probability that
i. All are clubs
ii. Two spades & two hearts
iii. Four cards from a different suit.

R
O

2. (a) Define
i.
ii.
iii.
iv.

Random variable
Discrete dom variable
Continuous Random variable
Mixed Random variable

D
L

[4+12]

W
U

(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

{20 < x < 5}


{10, 12 < x 14, 15, 17}
{10 f or s > 2 and 5 for s , where 1 < s 6}
{4, 3.1, 1, 2}

3. (a) A random variable X has the density function

[8+8]

f (x) = 21 x , 0 x 1
=0
elsewhere

Obtain the moment generating function.


(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) Define and explain the properties of conditional density functions.
(b) Joint probabilities of two random variables X and Y are given in table below:
X
1
2
3
Y
1 0.2 0.1 0.2
2

0.15 0.2 0.15

Find out:
1 of 2

www.jntuworld.com

www.jntuworld.com

R7

Code No. : R7210402


i. Joint and marginal distribution functions and plot
ii. Joint and marginal density functions and plot.

[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. (a) Prove that autocorrelation function of a random process is even function of .
(b) Prove that RXX ( ) = RXX (0).
h
7. (a) A WSS random process X(t) has R XX ( ) = A0 1
=0

A20
2

sin 0 . Find Sxx ()

8. Write in detail the classification of sources of noise.

W
U
?????

D
L

R
O

Find power density spectrum.


(b) RXX ( ) =

| |

T
N

2 of 2

www.jntuworld.com

[8+8]

t
else where

[8+8]
[16]

Code No: 07A3EC10

R07

Set No. 2

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) The PSD of random process is given by SXX () =

,
|| < 1
. Find its
0, elsewhere

Auto correlation function.


(b) State and Prove any four properties of PSD.

[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

(b) Discuss jointly Gaussian Random Variables.

[8+8]

4. (a) Explain about the poisson distribution function.


(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) 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]

Code No: 07A3EC10

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
?????

Code No: 07A3EC10

R07

Set No. 4

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) The PSD of random process is given by SXX () =

,
|| < 1
. Find its
0, elsewhere

Auto correlation function.


(b) State and Prove any four properties of PSD.

[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

(b) Discuss jointly Gaussian Random Variables.

[8+8]

5. (a) Explain about the poisson distribution function.


(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]
6. (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]
3

Code No: 07A3EC10

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]
?????

Code No: 07A3EC10

R07

Set No. 1

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) Explain about the poisson distribution function.
(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]
3. (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
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.

Code No: 07A3EC10

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

Auto correlation function.


(b) State and Prove any four properties of PSD.

[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

(b) Discuss jointly Gaussian Random Variables.


?????

[8+8]

Code No: 07A3EC10

R07

Set No. 3

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (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]
3. (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
4. (a) Explain about the poisson distribution function.

Code No: 07A3EC10

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

Auto correlation function.


(b) State and Prove any four properties of PSD.

[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

(b) Discuss jointly Gaussian Random Variables.


?????

[8+8]

Code No: R05210401

R05

Set No. 2

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) What do you mean by Bernoulli's trials? What is its application?
(b) In a culture used for biological research the growth of unavoidable bacteria
occasionally spoils results of an experiment that requires at least three out
of four cultures to be unspoiled to obtain a single datum point. Experience
has shown that about 6out of every 100 culture are randomly spoiled by the
bacteria. If the experiment requires three simultaneously derived, unspoiled
data points for success, determine the probability of success. For any given
set of 12 cultures (three data points of four cultures each)
(c) Suppose a certain machine gun fires rounds (cartridges) for a 3 seconds at
a rate of 2400 per minute, and the probability of any bullets hitting a large
target is 0.4. Find the probability that exactly50 of the bullets hit the target.
[5+6+5]
2. (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
3. A random noise X(t) having power spectrum SXX () = 49+
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)

(a) What is the average power of X(t)

(b) Find the power spectrum of Y(t)


(c) Find average power of Y(t).

[5+6+5]

4. (a) Discuss the properties of density functions


(b) The function g( S) shown in the following figure 3 is a valid function or not
test.
[8+8]

Code No: R05210401

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

(b) Prove that Sxx () = Sxx (- )


(c) If R ( ) = aeb | |. Find the spectral density function, where a and b are
constants.
[5+5+6]
8. Given two random processes X(t) and Y(t), find expressions for auto correlation
function of W(t) = X(t) +Y(t) if
(a) X(t) and Y(t) are correlated
(b) They are uncorrelated
(c) They are uncorrelated with zero means.
?????

[6+5+5]

Code No: R05210401

R05

Set No. 4

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) Discuss the properties of density functions
(b) The function g( S) shown in the following figure 3 is a valid function or not
test.
[8+8]

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

Code No: R05210401

R05

Set No. 4

(a) X(t) and Y(t) are correlated


(b) They are uncorrelated
(c) They are uncorrelated with zero means.

[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]

7. (a) What do you mean by Bernoulli's trials? What is its application?


(b) In a culture used for biological research the growth of unavoidable bacteria
occasionally spoils results of an experiment that requires at least three out
of four cultures to be unspoiled to obtain a single datum point. Experience
has shown that about 6out of every 100 culture are randomly spoiled by the
bacteria. If the experiment requires three simultaneously derived, unspoiled
data points for success, determine the probability of success. For any given
set of 12 cultures (three data points of four cultures each)
(c) Suppose a certain machine gun fires rounds (cartridges) for a 3 seconds at
a rate of 2400 per minute, and the probability of any bullets hitting a large
target is 0.4. Find the probability that exactly50 of the bullets hit the target.
[5+6+5]
3
8. A random noise X(t) having power spectrum SXX () = 49+
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)

(a) What is the average power of X(t)


(b) Find the power spectrum of Y(t)
(c) Find average power of Y(t).

[5+6+5]
?????

Code No: R05210401

R05

Set No. 1

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) What do you mean by Bernoulli?s trials? What is its application?
(b) In a culture used for biological research the growth of unavoidable bacteria
occasionally spoils results of an experiment that requires at least three out
of four cultures to be unspoiled to obtain a single datum point. Experience
has shown that about 6out of every 100 culture are randomly spoiled by the
bacteria. If the experiment requires three simultaneously derived, unspoiled
data points for success, determine the probability of success. For any given
set of 12 cultures (three data points of four cultures each)
(c) Suppose a certain machine gun fires rounds (cartridges) for a 3 seconds at
a rate of 2400 per minute, and the probability of any bullets hitting a large
target is 0.4. Find the probability that exactly50 of the bullets hit the target.
[5+6+5]
3. (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]
4. Given two random processes X(t) and Y(t), find expressions for auto correlation
function of W(t) = X(t) +Y(t) if
(a) X(t) and Y(t) are correlated
(b) They are uncorrelated
(c) They are uncorrelated with zero means.

[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

Code No: R05210401

R05

Set No. 1

(c) The correlations and


(d) The correlation coefficient vw of V and W.

[16]

6. (a) Discuss the properties of density functions


(b) The function g( S) shown in the following figure 3 is a valid function or not
test.
[8+8]

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)

(a) What is the average power of X(t)

(b) Find the power spectrum of Y(t)


(c) Find average power of Y(t).

[5+6+5]
?????

Code No: R05210401

R05

Set No. 3

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESSES
Common to Electronics And Computer Engineering, Electronics And
Telematics, Electronics And Communication Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) What do you mean by Bernoulli?s trials? What is its application?
(b) In a culture used for biological research the growth of unavoidable bacteria
occasionally spoils results of an experiment that requires at least three out
of four cultures to be unspoiled to obtain a single datum point. Experience
has shown that about 6out of every 100 culture are randomly spoiled by the
bacteria. If the experiment requires three simultaneously derived, unspoiled
data points for success, determine the probability of success. For any given
set of 12 cultures (three data points of four cultures each)
(c) Suppose a certain machine gun fires rounds (cartridges) for a 3 seconds at
a rate of 2400 per minute, and the probability of any bullets hitting a large
target is 0.4. Find the probability that exactly50 of the bullets hit the target.
[5+6+5]
3. (a) Discuss the properties of density functions
(b) The function g( S) shown in the following figure 3 is a valid function or not
test.
[8+8]

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

Code No: R05210401

R05

Set No. 3

(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. Given two random processes X(t) and Y(t), find expressions for auto correlation
function of W(t) = X(t) +Y(t) if
(a) X(t) and Y(t) are correlated
(b) They are uncorrelated
(c) They are uncorrelated with zero means.

[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

(b) Prove that Sxx () = Sxx (- )


(c) If R ( ) = aeb | |. Find the spectral density function, where a and b are
constants.
[5+5+6]
3
8. A random noise X(t) having power spectrum SXX () = 49+
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)

(a) What is the average power of X(t)


(b) Find the power spectrum of Y(t)
(c) Find average power of Y(t).

[5+6+5]
?????

www.jntuworld.com

R5

Code No: R5210402

II B.Tech I Semester(R05) Supplementary Examinations, May 2011


PROBABILITY THEORY AND STOCHASTIC PROCESS
(Common to Electronics & Communication Engineering and Electronics & Computer
Engineering)
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) Define and explain the following with an example:
i. Equally likely events
ii. Exhaustive events
iii. Mutually exclusive events
(b) Give the classical definition of probability.
(c) Find the probability of three half-rupee coins falling all heads up when tossed simultaneously.
[6+4+6]
2. (a) What is binomial density function? Find the equation for binomial distrbution function.
(b) What do you mean by continuous and discrete random variable? Discuss the condition for a
function to be a random variable.
[6+10]

D
L

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)

Plot ,Fx,y (x, y)


Find P(0.5 < X < 1.5),
P(X 1, Y 2) and
P(0.5 < X 2, 1 < Y 3)..

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]
?????

www.jntuworld.com

Code No: RR210403

RR

Set No. 2

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESS
Common to Electronics And Telematics, Electronics And Communication
Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????

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]

3. (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]
4. (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]
5. (a) State and explain source coding theorem.
(b) The joint entropy of a discrete system is defined as,
H (x, y) =

P
X,Y

P (xi , yj ) log P (x1i ,yi )

Show that, H (x, y) = H (y) + H (x/y).


1

[6+10]

Code No: RR210403

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]

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) 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]
?????

Code No: RR210403

RR

Set No. 4

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESS
Common to Electronics And Telematics, Electronics And Communication
Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (a) State and explain source coding theorem.
(b) The joint entropy of a discrete system is defined as,
H (x, y) =

P
X,Y

P (xi , yj ) log P (x1i ,yi )

Show that, H (x, y) = H (y) + H (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]

3. (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]
4. (a) What are the characteristics of White noise?
(b) Discuss the spectral distribution of thermal noise.

[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

Code No: RR210403

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]
?????

Code No: RR210403

RR

Set No. 1

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESS
Common to Electronics And Telematics, Electronics And Communication
Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) State and explain source coding theorem.
(b) The joint entropy of a discrete system is defined as,
H (x, y) =

P
X,Y

P (xi , yj ) log P (x1i ,yi )

Show that, H (x, y) = H (y) + H (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]

4. (a) What are the characteristics of White noise?


(b) Discuss the spectral distribution of thermal noise.

[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]

Code No: RR210403

RR

Set No. 1

6. (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]
7. (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]

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]

Code No: RR210403

RR

Set No. 3

II B.Tech I Semester Examinations,MAY 2011


PROBABILITY THEORY AND STOCHASTIC PROCESS
Common to Electronics And Telematics, Electronics And Communication
Engineering
Time: 3 hours
Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
?????
1. (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]
2. (a) What are the characteristics of White noise?
(b) Discuss the spectral distribution of thermal noise.

[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]

4. (a) State and explain source coding theorem.


(b) The joint entropy of a discrete system is defined as,
H (x, y) =

P
X,Y

P (xi , yj ) log P (x1i ,yi )

Show that, H (x, y) = H (y) + H (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

Code No: RR210403

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

PROBABILITY THEORY & STOCHASTIC PROCESSES


(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)

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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What is a characteristic function? Explain its properties with its proofs.

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4. (a) State and explain Central Limit Theorem.


(b) The joint pdf of two random variable X and Y is given by
(x 2 + 2y);
fXY (x, y) = K,
x = 0,1,2, y = 1,2,3,4
0 otherwise
Find (i) The K value (ii) P(X = 1, Y = 2) (iii) P(X 1, Y 3). (iv) fX (x)& fY (y) (v)
fY y & fX x .
X

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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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6. (a) Differentiate WSS & SSS.


(b) Prove the following: (i) |R XX ()| R XX (0) .(ii) R XX () = R XX () . (iii) R XX (0) = E[X 2 (t)].

7. (a) What is meant by co-variance and explain its properties.


(b) A random process X(t) = Acos0 t + Bsin0 t, where 0 is constant and A & B are random
variables. If A and B are uncorrelated zero mean having same variance 2 but different
density functions then show that X(t) is a wide sense stationary.
8. (a) Give the relation between cross power spectrum and cross correlation function.
(b) A random process has a power spectrum
2
|| 6
4 ,
SXX () =
9
0
elsewhere
Find (i) . Average power (ii) RMS bandwidth.
*****

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Code: 9A04303

B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012

PROBABILITY THEORY & STOCHASTIC PROCESSES


(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)

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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4. (a) Explain about joint density function with its properties.


(b) The joint density function of two random variables
1

fXY (x, y) = 3 e

fY (y).

2 2
(x xy +y 2 )
3

ad

is

given

by

. Determine the marginal probability density function fX (x) and

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5. (a) Explain about jointly Gaussian Random variables.


(b) A random variable Z has pdf fZ (z) = aea(zb) u(z b). Show that the characteristic function of
a
z is z () = ajw ejwb has the probability function P(x) = 1 2x x = 1,2,3 N.
3 ,

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6. (a) What is random process and classify it and explain.


(b) A stationary continuous random process X is differentiable and X (t) is its derivates. Show that
EX (t) = 0

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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Code: 9A04303

B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012

PROBABILITY THEORY & STOCHASTIC PROCESSES


(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)
Time: 3 hours
Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1. (a) Explain the following: (i) probability (ii) Axioms.
(b) From the urn containing n balls any numbers of balls are drawn. Show that the probability of
(2n1 1)
(2n
drawing an even number of ball is
1)

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2. (a) Differentiate pmf and pdf.


1

(b) Show that fX (x) = 2 e

(x )2
2 2

, 0 < < 0, > 0 is a distribution function.

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3. (a) The pdf of the random variable X follows


1 |x|
fX (x) =
e , 0 < < 0
2
Find m.g.f . Hence or otherwise find E(X) and var(X).
4.

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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.

5. (a) Explain about joint central moments with an example.


(b) A random variable Z with pdf fZ (z) = 1 ; 1 Z 1. Another random variable random
2
variables (RV)s X = Z and Y = Z2 . Show that X and Y are uncorrelated.
6. (a) What is meant by stochastic process and classify with an example to each.
(b) Check the following for WSS. (i) R XX (t, t + ) = cosst e|t+| ) (ii) R XX (t, t + ) = sin2/(1 + 2 )
(iii) R XX (t, t + ) = 10|| (iv) R X (t, t + ) = 5e||

7. (a) Explain in detail the cross power spectral density.


(b) If X(t) and Y(t) are random processes. Prove that

(i). SXY () = SYX () = SYX


() (ii) SXY () = SYX () if X(t) & Y(t) are uncorrelated WSS
random processes.
8. (a) Give the relation between power spectrum and auto correlation function.
(b) Find the cross correlation function corresponding to the cross power spectrum
SXY = 6/[(9 + 2 )(3 + j)2 ]
*****

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Code: 9A04303

B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012

PROBABILITY THEORY & STOCHASTIC PROCESSES


(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)
Time: 3 hours
Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1. (a) State the Bayes theorem and prove it.
(b) There are 300 students in a class room. It is known that 180 can program JAVA, 120 in C++
30 in SQL, 12 in JAVA and SQL, 18 in C++ and SQL, 12 in JAVA and C++ and 6 in all
three languages. (i) A student is selected at random. What is the probability that she can
program in exactly two languages. (ii) Two students are selected at random. What is the
probability that they can (a) Both program in JAVA (b) Both program only in JAVA.

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2. (a) Explain about pdf.


(b) The diameter of a cable X is taken to be a random variable with pdf fX (x) = 6x(1 x), 0 x
1 (i) verify fX (x) is a pdf or not.(ii) Determine b such that P(x < ) = P(x > ).

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3. (a) Define and explain moments of a random variable.


(b) Find the moment generating function of a random variable.

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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

II B.Tech I Semester (R09) Supplementary May 2012 Examinations


PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electrical & Electronics Engineering)
Time: 3 hours

Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****

1.

(a)
(b)

State and prove Bayes theorem.


If A and B are any two events, not necessarily mutually exclusive events, derive on
expression for the probability of
. When A and B are mutually exclusive what
happens to the above expressions derived?

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.

Define and explain the following terms:


(i)
Expected value.
(ii)
Standard deviation.
(iii)
Variance and
(iv)
Skew.

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4.

(a)
(b)

Distinguish between point conditioning and interval conditioning.


If X and Y are two random variables which are Gaussian. If a random variable z is
defined as Z=X+Y. Find
.

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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Distinguish between stochastic process and stationary process.


A random process is defined as
where A is a constant and
is a random variable uniformly distributed over
check x(t) for stationary.
State and prove the properties of cross-correlation function.
Briefly explain about measurement of correlation function.

What is meant by power density spectrum? Explain for random process.


State and prove the properties of power spectral density.
*****

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R07

Code: R7210402

B.TECH II Year I Semester (R07) Supplementary Examinations, November 2012

PROBABILITY THEORY & STOCHASTIC PROCESSES


(Common to Electronics & Communication Engineering and
Electronics & Computer Engineering)

Time: 3 hours

Max Marks: 80

Answer any FIVE questions


All questions carry equal marks
****
(a) Define i) Probability ii) Certain event iii) Impossible event
(b) A die is tossed. Find the probability of the event A= {odd number shows up},
B = {number larger than 3 shows up}, and .

(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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(a) Explain the statistical independence of two random variables

(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}.
5

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(a) Write short notes on joint moments about the origin.

(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) State and prove the properties of cross correlation function


(b) Prove the auto correlation function of a random process is even function of ().

(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

B.Tech II Year I Semester (R05) Supplementary Examinations, May 2012


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE and ECC)

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)

Explain what is cumulate distributive function. Write down its properties.


Prove that the density function for a discrete random variable is an impulse function.

(a)
(b)

State and prove properties of characteristic function of a random variable x.


4
Let x be a random variable defined by the density function f x (x) = (1-x ) o x 1. 0 elsewhere.
2
Find E [x], E[x ] and 0 elsewhere variance.

(a)
(b)

State and prove central limit theorem.


Find the density of w= x + y where the densities of x and y are assumed to be f x (x) = [u(x) u (x-1)],
f y (y) = [u(y) u (y-1).

(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

B.Tech II Year I Semester (RR) Supplementary Examinations, May 2012


PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Electronics and Communication Engineering)

Time: 3 hours

Max Marks: 80
Answer any FIVE questions
All questions carry equal marks
*****

1 (a)
(b)

Explain about probability density function.


Find the constant C so that the functions
f (x) = c(x-1), 1<x<4
0,
otherwise.
Is a density function. And also find P (2<x<3).

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)

Explain about autocorrelation of random process and its properties.


Explain monotonic transformations of a continuous random variable.

4 (a)
(b)

Explain about effective input noise temperature.


Derive the expression for noise figure of cascaded amplifiers.

5 (a)
(b)

Explain about Shannon Hartley theorem.


A Gaussian channel has 1 MHz bandwidth. Calculate the channel capacity if the signal power to
5
noise spectral density ratio is 10 Hz. Find the maximum information rate.

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)

Write the classification of random processes.


Briefly write time averages, ergocticity and mean ergodic of random processes.

Write the following:


The amount of information.
Entropy.
Channel capacity of discrete channel.
Mutual information.

(a)
(b)
(c)
(d)

*****

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RA

Code: RA 9A04303

B.Tech II Year I Semester (R09) Supplementary Examinations, May 2013


PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electrical and Electronics Engineering)
Time: 3 hours
Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1

(a)
(b)

State and prove the Bays theorem.


A box with 15 transistors contains five defective ones. If a random sample of three
transistors is drawn what is the probability that all three are defective.

(a)
(b)

State and prove any four properties of probability density function.


Find the value of the constant k such that

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Is a proper density function of a continuous random variable?

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(a)
(b)

Write short notes on conditional expectation.


A random variable A is uniformly distributed on the interval
where and
are
. Find and sketch the probability density function of the
real and satisfy
transferred random variable
.

(a)
(b)

Distinguish between point conditioning and interval conditioning.

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Given the function

(i) Find constant b such that this is a valid joint density function.
(ii) Determine the marginal density functions
and
.
5

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When X1 and X2 are said to be jointly Gaussian? Explain.

(a)
(b)

Distinguish between random processes and random variable.


A random process
is defined as
where A and B are
independent random variables with zero mean and same mean square value 1. Verify
that
is not stationary but covariance stationary.

(a)
(b)

State and prove the properties of Poisson random process.


Prove that
.

(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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