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2. (a) Define rayleigh density and distribution function and explain them with their
plots.
(b) Define and explain the guassian random variable in brief?
(c) Determine whether the following is a valid distrbution function. F(x) = 1-
exp(-x/2) for x ⇒ 0 and 0 elsewhere. [5+5+6]
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4. The joint space for two random variables X and Y and corresponding probabilities
are shown in table
Find and Plot
5. (a) Show that the variance of a weighted sum of uncorrected random variables
equals the weighted sum of the variances of the random variables.
(b) Two random variables X and Y have joint characteristic function
φX, Y(ω1 ,ω2 ) = exp(−2ω12 −8ω22 ).
i. Show that X and Y are zero mean random variables.
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7. (a) Derive the expression for PSD and ACF of band pass white noise and plot
them
(b) Define various types of noise and explain. [8+8]
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Table 1
Number of resistor in a box having given resistance and tolerance.
Resistance(Ω) Tolerance
5% 10% Total
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22 10 14 24
47 28 16 44
100 24 8 32
Total 62 38 100
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]
3. (a) Define moment generating function.
(b) State properties of moment generating function.
(c) Find the moment generating function about origin of the Poisson distribution.
[3+4+9]
4. (a) Define conditional distribution and density function of two random variables
X and Y
(b) The joint probability density function of two random variables X and Y is
given by
a(2x + y 2 ) 0 ≤ x ≤ 2 , 2 ≤ y ≤ 4
f (x, y) = . Find
0 elsewhere
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5. (a) let Xi , i = 1,2,3,4 be four zero mean Gaussian random variables. Use the joint
characteristic function to show that E {X1 X2 X3 X4 } = E[X1 X2 ] E[X3 X4 ]
+ E[X1 X3 ]E[X2 X4 ] + E[X2 X3 ] E[X1 X4 ]
(b) Show that two random variables X1 and X2 with joint pdf.
fX1X2 (X1 , X2 ) = 1/16 |X1 | < 4, 2 < X2 < 4 are independent and orthogonal.[8+8]
6. A random process Y(t) = X(t)- X(t +τ ) is defined in terms of a process X(t) that
is at least wide sense stationary.
(a) Show that mean value of Y(t) is 0 even if X(t) has a non Zero mean value.
(b) Show that σY2 = 2[RXX (0) − RXX (τ )]
(c) If Y(t) = X(t) +X(t + τ ) find E[Y(t)] and σY 2 . [5+5+6]
dx(t)
7. (a) If the PSD of X(t) is Sxx(ω ). Find the PSD of dt
(b) Prove that Sxx (ω ) = Sxx (-ω )
(c) If R (τ ) = ae|by| . Find the spectral density function, where a and b are con-
stants. [5+5+6]
8. (a) A Signal x(t) = u(t) exp (-αt ) is applied to a network having an impulse
response h(t)= ω u(t) exp (-ω t). Here α & ω are real positive constants.
Find the network response? (6M)
(b) Two systems have transfer functions H1 ( ω) & H2 ( ω). Show the transfer
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function H(ω) of the cascade of the two is H(ω ) =H1 ( ω) H2 (ω ).
(c) For cascade of N systems with transfer functions Hn (ω) , n=1,2,.... .N show
that H( ω) = πHn (ω). [6+6+4]
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4. Discrete random variables X and Y have a joint distribution function
FXY (x, y) = 0.1u(x + 4)u(y − 1) + 0.15u(x + 3)u(y + 5) + 0.17u(x + 1)u(y − 3)+
0.05u(x)u(y − 1) + 0.18u(x − 2)u(y + 2) + 0.23u(x − 3)u(y − 4)+
0.12u(x − 4)u(y + 3)
Find
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(b) Write short notes on different types of noises. [6]
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3. (a) Define moment generating function.
(b) State properties of moment generating function.
(c) Find the moment generating function about origin of the Poisson distribution.
[3+4+9]
2
(x + y 2 )/8π x2 + y 2 < b
4. Given the function f (x, y) =
0 elsewhere
(a) Find the constant ‘b’ so that this is a valid joint density function.
(b) Find P(0.5b < X2 + Y2 < 0.8b). [7+9]
5. Three statistically independent random variables X1 ,X2 and X3 have mean values
X̄1 = 3, X̄2 = 6 and X̄3 = −2. Find the mean values of the following functions.
(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). [5+5+6]
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