Sree Chitra Thirunal College of Engineering

M.Tech Signal Processing Semester 1

Second Internal Examination

Random Processes and Applications

PART A (5x4=20)

1. If X represents the outcome, when a fair die is tossed, find the MGF of X and hence find E(X)
and var(X)
2. A lot is known to contain 2 defectives and 8 non-defective items. If these items are inspected
at random, one after another, what is the expected number of items that must be chosen in
order to remove, both the defected ones?
3. If the independent random variables X and Y have the variances 36 and 16 respectively, find
the correlation coefficient between (X+Y) and (X-Y)
4. The process X(t) whose probability distribution under certain conditions is given by
( )
, = 1,23. .
( )= = (1 + )
, =0
1+
Show that it is not stationary
5. Suppose that customers arrive at a bank according to a poisson process with a mean rate of 3
per minute; find the probability that during a time interval of 2 min
i. Exactly 4 customers arrive
ii. More than 4 customers arrive

PART B (2x15=30)

6. a. If (X,Y) is uniformly distributed over the semicircle bounded by

= 1 and = 0,
Find E(X/Y) and E(Y/X). Also verify E[E(X/Y)]=E(X) and E[E(Y/X)]=E(Y)
b. A line of length a units is divided into 2 parts; if the first part is of length X. Find
E(X), var(X) and E(X(a-X))

OR

2 1 1
7. a. Consider a random vector whose covariance matrix is given by 1 2 0 . Find
1 0 2
the transformation Y=A such that the elements of Y are uncorrelated.
b. If a random variable X has the MGF ( )= . Obtain the standard deviation of X

8. a. Show that the random process ( ) = cos( + ) is wide sense stationary, if A

and are constants and is a uniformly distributed random variable in (0,2 ).
 b. A machine goes out of order whenever a component fails. The failure of this part
follows a Poisson process with a mean rate of 1 per week. Find the probability that 2
weeks have elapsed since last failure. If there are five spare parts of this component
in an inventory and that the next supply is not due in 10 weeks, find the probability
that the machine will not be out of order in the next ten weeks

OR

9. a. There are 2 white marbles in urn A and 3 red marbles in urn B. At each step of the
process, a marble is selected from each urn and the 2 marbles are interchanged. Let
the state ai of the system be the no of red marbles in A after i changes. What is the
probability that there 2 red marbles in urn A after three steps? In the long run what is
the probability that there 2 red marbles in urn A?

b. Three girls A,B and C are throwing a ball to each other. A always throws the ball to B
and B always throws the ball to C, but C is just as likely to throw the ball to B as to
A. Show that the process is Markovian. Find the transition probability matrix and
classify the states