Code No: X0421/R07 II B.

Tech I Semester (R07) Regular Examinations, Nov- 2010

SET - 1

PROBABILITY THEORY AND STOCHASTIC PROCESSES (Com. to ECE, ETM, ECC) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks

1.

2.

a) Distinguish between Distribution and Density function of random variable state the properties of density function (8M) b) Write short notes on Gaussian distribution (8M) a) The characteristic function for a Gaussian random variable x, having a mean value of 0, is ( ) = exp 2 2 / 2 Find all the moments of using ( ) (8M) b) A random variable is uniformly distributed in the interval (1 , 2 ) where 1 and 2 are real and satisfy 0 1 < 2 < . Find and sketch the probability density function of the transferred random variable Y = cos (8M)

3.

4.

a) State and prove the center limit theorem

( x2 + y2 )

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e

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( x2 + y2 ) / 2
2

a) Define probability as a relative frequency and state the axioms of probability (4M) b) State and prove the Bayes theorem (6M) c) A letter is known as to have come from either TATANAGAR or CALCUTTA. On the envelope, just two consecutive lasers TA are visible. Find the probability that the letter has come from CALCUTTA. (6M)

(8M)

, x 0, y 0. b) Joint distribution of X and Y is given by f (x, y) = B xy e Find whether X and Y are independent. Find the conditional density of X given Y= y (8M)
5. a) Find the mean value of the function g ( X , Y ) = X 2 + Y 2 ,where X and Y are random variables defined by the density function f XY ( x, y) =

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w
6.

with 2 a constant (8M) b) Two random variables X and Y have Joint characteristic function XY (1 , 2 2 ) = exp ( 2 12 8 22 ). Show that X and Y are both zero mean random variables and they are uncorrelated (8M) a) Explain the following concepts in brief. i) Random processes. ii) Stationarity and statistical independence (8M) b) Distinguish between Autocorrelation and cross correlation and state the properties of cross correlation function. (8M) 1 of 2

Code No: X0421/R07

SET - 1

7.

a) Determine which of the following functions can and cannot be valid power density spectrum. For those that are not, explain why. 4 i) exp [( 1) 2 ] ii) 1 + 2 + j 6
iii)

cos (3 ) 1+ 2 b) State the properties of cross power density spectrum

2 ( ) 4 +1

iv)

(8M) (8M)

8.

a) Explain the following i) Effective Noise temperature ii)Resistive Noise b) Consider a linear system as shown in figure below
x(t) y(t

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(8M)

x(t) is the input and y(t) is the output of the system. The auto correlation of x(t) is Rxx ( ) = 5 ( ) . Find the PSD, autocorrelation function and mean square value of the output y(t).

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2 of 2

1 6 + j

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(8M)

Code No: X0421/R07 II B.Tech I Semester (R07) Regular Examinations, Nov- 2010

SET - 2

PROBABILITY THEORY AND STOCHASTIC PROCESSES (Com. to ECE, ETM, ECC) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks
1. a) Explain the following i) Probability ii) Conditional probability iii) Independent events iv) Discrete sample space b) State and prove the Bayes theorem 2.

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(8M) (8M)

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1 of 2

a) A random variable X has the distribution function 12 n2 FX ( x ) = u ( x n) n =1 650 Find the probabtres P { < 5.5} P { > 6} and P { 5 < 8} b) Write short notes on Poisson distribution

(8M) (8M)

3.

4.

a) Distinguish between Joint density function and Marginal density function. State the properties of Joint density function. (8M) b) Statistically independent random variables x and y have probability densities 3 f X ( x) = (4 x 2 ) , 2 x 2 32 = 0, elsewhere 1 f Y ( y ) = [u ( y + 1) u ( y 1)] 2 Find the exact probability density of the sum W= X+Y (8M)

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0.3507 x, 0< x<3 a) The pdf of random variable X is given as f X ( x) = otherwise 0, Find the i) Mean ii) Mean of the square iii) Variance of the random variable X (8M) b) Show that the characteristic function of a random variable having the binomial density is N j ( ) = 1 p + p e (8M) X

Code No: X0421/R07

SET - 2

5.

a) Write short notes on Jointly Gaussian Random variables (8M) x ( y + 2 . 5 ), < < < < 0 x 2 , 0 y 2 b) A Joint density function is given as f XY ( x, y ) = 0, elsewhere Find all the Joint moments mnk, n and k=0,1,. (8M) a)Explain the following with respect to Random process ii) Wide sense stationarity i) Correlation erogodic processes (8M) b) State the properties of i) Auto correlation function ii) Cross correlation function

6.

7.

a) Prove that power density spectrum S xx ( ) and time average of process Auto correlation function AR XX ( ) for wide cense stationary process form a Fourier transform pair i.e., R XX ( ) S xx ( ), (8M) b) A random process has the power density spectrum 6 2 . Find the average power in the process. (8M) S xx ( ) = (1 + 2 ) 4

8.

a) Write short notes on the following i) Average Noise figure ii) Thermal noise b) For the following receiver, calculate the effective noise temperature.

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Maser 2 of 2

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TW Ga=17dB F = 6dB = 25 MHZ

(8M)

(8M)

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L=0.4 dB
G a. = 26dB Te = 40k.

Antenna

(8M)

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Code No: X0421/R07 II B.Tech I Semester (R07) Regular Examinations, Nov- 2010

SET - 3

PROBABILITY THEORY AND STOCHASTIC PROCESSES (Com. to ECE, ETM, ECC) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks
1. a) Define the following i) Joint probability ii) Conditional probability iii) Total probability iv) Independent Event (8M) b) A missile can be accidently launched in two relays A and B both have failed. The Probabilities of A and B failing are known to be 0.01 and 0.03 respectively. It is also known that B is more likely to fail (probability 0.06) if A has failed i) What is the probability of an accidental missile launch? ii) What is the probability that A will fail if B has failed? iii) Are the Events A fails and B fails statistically independent? (8M) a) The pdf of a random variable X is given by f X ( x) = K a x b = 0 , otherwise where K is a constant i) Determine the value of K ii) let a=1 and b=2 calculate p ( x c ) for C=0.5. b) Write short notes on Rayleigh distribution and density function

2.

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3.

a) Find the mean value of Random variable X, if X has the following density function 1 x 2 , 1 x 1 f ( x) = else where 0, (8M) b) A random variable X is uniformly distributed in (0, 6). If X is transformed to a near random variable Y = 2( X -3)2-4, find 2 i) The density of Y, ii) Y and iii) y (8M)

4.

a) Define Joint distribution function and state its properties b) Statically independent random variables X and Y have respective densities f X ( x) = 5u ( x) exp (5 x) f Y ( y ) = 2u ( y ) exp ( 2 y ) , find the density of the sum W= X+Y.

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(8M) (8M)

(8M)

(8M)

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Code No: X0421/R07

SET - 3

5.

6.

X 1! X

( + " ) 1 n X 1! X

(0, " 0) = 1
N

a) Random variables X and Y have Joint density function f XY ( x, y ) = ( x + y ) 2 / 40, for 1 < x < 1, 3 < y < 3 = 0, else where i) Find all the second order moments of X and Y ii) What are the variances of X and Y iii) What is the correlation coefficient b) For N random variables, show that

(8M)

(8M) (8M) (8M)

a) Explain stationary and ergodic Random Processer 1 b) Prove that R XX ( ) [ R XX (0) + RYY (0) ] 2

7.

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Rxx () A T 2 of 2

a) Find the power spectrum for the random process X(t) with Autocorrelation function shown in figure below

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(8M) (8M)

-T b) Discuss the properties of power spectral density 8.

a) Prove that the output power spectral density equals the input power spectral density (8M) multiplied by the squared magnitude of the transform of the filter. b) Write short notes on Band limited and narrow band processes (8M)

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Code No: X0421/R07 II B.Tech I Semester (R07) Regular Examinations, Nov- 2010

SET - 4

PROBABILITY THEORY AND STOCHASTIC PROCESSES (Com. to ECE, ETM, ECC) Time: 3 hours Max Marks: 80 Answer any FIVE Questions All Questions carry equal marks
1. a) In a bolt factory, machines A, B, C manufacture 30%, 30%, 40% of total output respectively. If the total of their outputs, 4, 5, 3 percents are defective bolts. A bolt is drawn at random from the product and is found to be defective. What are the probabilities that it was manufactured by machines A, B and C. (8M) b) Distinguish between Joint probability, conditional probability and total Probability (8M) a) Let X be a continuous random variable with distribution function x 0 x3 f ( x) = + k , 6 = 0, other wise i) Find the value of k ii) Find P 1 2

2.

3.

(8M) b) Write short notes on poission distribution function (8M) a) If X is a normal random variable, find the mean and variance of this random variable. (8M) a b) A random variable X undergoes the transformation Y= , where a is the real number. X Find the density function of Y. (8M)

4.

a) The Joint Probability density function of two dimensional random variable(X,Y) is given 8 by f ( x, y ) = xy , 1 x y 2 9 = 0, elsewhere Find the marginal density functions of X and Y (8M) b) State and power the central limit theorem (8M) a) Random variable X and Y have the Joint density 1 0 < x < 8 and 0 < y < 6 f XY ( x, y ) = 36 , elsewhere 0 Find the Expected value of the function g ( X , Y ) = ( X Y ) 2

5.

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(8M)

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2 2 0 < x < 2 and 0 < y < 3 43 ( x + 0.5 y ) , b) A Joint density is given by f XY ( x, y ) = otherwise 0 i) Find all the first and second order moment ii) Find the Covariance iii) Are X and Y uncorrelated 1 of 2

(8M)

Code No: X0421/R07

SET - 4

6.

a) Given the random process x(t)=A cos ( 0 t ) + B Sin ( 0 t ) where 0 is a constant and A and B are uncorrelated zero mean random variables having different density functions but the same variances 2 show that X(t) wide sense stationary but not strictly stationary. (8M) b) State the properties of Auto correlation and cross correlation (8M)

8.

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2 of 2

a) A signal x(t ) = u (t ) exp ( t ) is applied to a network having an impulse response h(t ) = u (t ) W 2 + exp ( W t ), where > 0 and W > 0 are real constants. Find the Networks response y(t) (8M) b) Show that the effective noise temperature of n networks in cascade is given by T T T en T = T + e2 + e3 + ........ + e e1 g g g g , g ....g (8M) 1 1 2 1 2 n

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7.

K ( ) show that its a) If the Autocorrelation function of a loss process is RX ( ) = K e 2 spectral density is given by S XX ( ) = 2 1+ K (8M) b) Prove that cross power spectrum and cross correlation function form Fourier transform pair (8M)