Reg. No.

LL449
B.E./B.Tech.DEGREE EXAMINATION, APRIIIMAY 2008.
tr'ourth Semester
Electronics and Communication Engrneering
MA 034 - RANDON{PROCESSES
Time : Three hours

Maximum : 100 marks

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Answer ALL questions.

N.

PART A - (10 x2 = 20 marks)

The odds in favour of A solving a mathematical problem are 3 to 4 and the

odds against B solving the problems are 5 to 7. Find the probability that the
problem wiil be solved by at least one of them.

2.

A a n d B a r e e v e n t ss u c h t h a t P ( A ) = 1 . p g
8',

aa
na

va

1.

A random variable X has the p.d.f. /(r) given by f(xl=l':'-I 0

w.

3.

PtA nn) .

=1 and P(Aanl=!.
Find
2
4

tt9
l"t
for rS0

ww

Find the value of C and C.D.F of X.

4.

If X has an exponential distribution u'ith parameter a, find the p.d.f. of

Y log X.

5.

lf X, has mean 4 and variance 9 while X, has mean - 2 and variance 5, and
the two are independent, find Var (2X, + X2 - 5) .

6.

State the four types ofstochasticprocesses.

7.

Define a Poissonvariate.

B.

Prove Lhat a first order stationary random processhas a constant mean.

9.

Defineautocorrelationfunction.

10. Ifthe autocorrelationfunction ofa stationary processis R - - ( T ) = 3 6 +

^.
7+37"'

find the mean and variance of the llrocess.

PARTB-(5x16=80marks)
11.

(a)

(i)

In a certain group of engineers60Vohave insufficient background of

information theory. 50Vchave inadequate knowledge of probability
and 807o are in either one or both of two categories. What is
percentage of people who have adequate knowledge of probability
among those who have a sufficient background of information
(8)
theory?

(ii)

Find the moment generating function of the random variable with

the probability law P(X=x)=Q*-tp,*=L,2,3,..... Also find the mean

(8)

and variance.

(i)

minutes of long distance calls from

Supposethe duration'X'in
your home, foliows exponentiallaw with PDF /(r) = (1/5)e-G'5)for
x ) O,0 otherwise.Find PIX > 5], P[3 < X < 6], mean and variance
Q+2+2+2)
of X.

(ii)

Supposethat the lifetime of a certain kind of an emergencybackup

battery (in hours) is a random variable X having the Weibull
distribution with a = 0.1 and f = 0.5 find (1) the mean life time of
these batteries (2) the probability that such a battery will last more
than 300 hours (3) the probability that such a battery will not last
(3+3+2)
100 hours.

(i)

rllty
Thejoint prybsb!&

w.

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12. (a)

aa
na

va

N.

(b)

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Or

mass Iun cti o n o f X a n d Y i s

\v
_t\

0.1

0.08 0.20 0.06

0.06 0 . 1 4

0.04 0.02
0.30

Compute the marginal distribution function of X and Y ,

P[X<1,y<11 and check whether X and Y are independent.
(3+3+2)
(ii)

If the independentrandom variables X and Y have the variance

36 and 16 respectively, find the correlation coefficient between
@+ 4)
6 +y) and (X _y).

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(b)

(i)

The joint pdf of X and Y is given by

tt.. .,
fhr(r-v),
f ( t . " t , ) ={
O

0<r<2,-x<y<x
. otherwise

evaluate the constant 1( and find the marginal probability rlensity'

functions of the random variables. Find also conciitional pclf of y
given X=x.
(2+2+2+2)

(ii)

X:

39

65

62

90

82

75

23

98

86

78

Y:

47

53

58

86

62

68

G0

91

b1

84

(i)

If the process lN(t); t > 0) is a Poissonprocesslvirh parameter ),,

obtain PtN(t) = nl and EtN(t)1.
(g)

(ii)

A random sample of size 100 is taken from a population whose

mean is 60 and variance 400. using cLT with what probabiiity can
we assert that the mean of the sample rvill not differ from p = gfl
more than 4?
(8)
Or

s h o w t h a t t h e p r o c e s sx ( t ) = A c o s ) t + B s i n ) . t i s w e a k s e n s e
Stationary? Where A and B are ranCom variables r.r,ith
E(.A)=E(B)=A,E(Az)=E(82)and E(AB)=0.
(g)

(ii)

A random processbe given as z(t)=x(t)cos(rr.ro+d) where x(t) is

stationary random processwith E(X(t))= g und n(X,ttl)= 6: . If
d is a r.v. independentof x(t) and uniformly distributed over the
interval (-n, n) showthat E(Z(t)) = 0 and Eez(il) = o: /2.
(g)

aa
na

va

(i)

14.

(a)

ww

w.

(b)

N.

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13. (a)

calculate the Karl-Pealson's coef{icient of correlation fi'om the

following data :
(g)

(i)

rv1

Prove that the power spectrum of the time funct'on e "rt[1 + :

fl

4as

.-;

er

(8)

'

\a-+a"r
(ii )

I is

vJ

The ACIFof the random processX(t) is given by

(

lr

| -l

l( |

R(r)=i T, l r l < T
10, I r l , T .
Find the power spectrumof the processX(t).

(8t

Or
I- I14g

(b)

(i)

if'the power spectral density of a Weak SenseStationary processls

given by
tt-

s il r ) = l : - ( o - l r o l ) , l u l s a
1(,
i. 0,
l a . , l >a .
(8)

Find the ACF of the process.

(i)

Describeiinear systemswith random inputs and give an example.

(8)

(ii )

Shorvthat Sr, (td=[H trr,lt]2

S..rtra) where Sofut) and Sr, (.ot) are
the povver spectral density functions of the input X(/) and the
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output ts(f) and H(n;) is the system transfer function.

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The cross power density spectrum of the processes {Xft)}

i.+jbo,
la/<l
grven by
is
and
S-r' trat=]'"
iVttl|
i 0
, otherwise
w l r e r e W > A , a a n d b are real constants. Find the cross
(8)
correlationfunction Rrr(r) .

Show that, if Y(t)=X(t+a)-X{t -o), Sry(W')=4sina

2wSulW),
.rhere X(t) is Weak SenseStationary.
(8)

(ii)

State and prove the fundamental theorem on the power spectrum of

(8)
output of a linear system.

w.

aa
na

(i)

ww

ft)

va

Or

N.

15. (a)

(ii)

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