Reg. No.

H-3425
B.E./B.Tech.DEGREEEXAMINATION.NOVEMBER/DECtrMBER
2007.
Fourth Semester
Electronics and Communication Engineering
MA 1254- RANDOM PROCESSES

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(Regulation 2004)
Time : Three hours

Maximum : 100 marks

N.

Answer ALL questions.

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PARTA-(10 x2=20 marks)

In a coin tossing experiment,if the coin shows head, 1 dice is thrown and the
result is recorded. But if the coin shows La17,
2 dice are thrown and their sum is
probability
recorded.What is the
that the recorded number will be 2?

2.

Find the moment generating function of binomial distribution.

3.

Find the mean and variance of Geometric distribution.

4.

If X is a Gaussian random variable with mean zero and variance o', find the
probability density function of Y =lXl.

5.

The joint probability density function of the random variable (X,Y ) is given by

ww

w.

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1.

f(r,y)=Kxye

('-'"),

r>0, 1'>0

Find the value of K.

6.

If the probability density function of X is fr(r)=2x,

probability density function of Y = 3X + 1 .

7.

Prove that sum of trvo independentPoissonprocessis also Poisson.

8.

Define wide-sensestationarv Drocess.

0 <r <1, find the

9.

Find the power spectral density of a WSS process with autocorrelation function
R(r) = e-o'"

1 0 . If the power spectral density of a WSS process is given by

^, ,
b\w

fb,

rr\

l-(a-l*l), l*l<o

)= 1a

l*1,"

lo,

Find the autocorrelation function ofthe process.

PARTB-(5x16=80marks)
(i)

A random variable Xhas the followingprobabilitydistribution.

-2

x:
p(x):

-1

0.1 h

0123
0.2 2k 0.3 3k

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11. (a)

The value of fr,

(2)

E v a l u a t eP ( X . 2 ) a n d P ( - 2 < X < 2 )

(3)

Find the cumulative distribution of X and

($

Evaluate the mean of X.

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(1)

An urn contains 10 white and 3 black balls. Another urn contains

3 white and 5 black balls. T\Voballs are drawn at random from the

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(ii)

N.

Find

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first urn and placed in the secondurn and then 1 bail is taken at
random from the latter. what is the probability that it is a white
ball?

Or

ft)

(i)

If the density function of a continuous random variable X is given

by

?,,

rlxl=
'<

fo r ,
lo,
l\a-ax.
I
10,

0 <r <1
7<x<2
2<x<3
elsewhere

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Find
the value of a

Q')

the cumulative distribution function of X

(3)

If xr,x, and x.B are 3 independentobservationsof X. What is

the probability that exactly one of these 3 is greater than 1.5?

(ii)

Find the moment generating function of Poisson distribution and

hence find mean and variance of the same.

(i)

Find first four central moments of normal distribution.

(ii)

\T,SI chips, essential to the running of a computer system, fail in

accordancewith a poisson distribution with the rate of one chip in
about 5 weeks. If there are two spare chips on hand, and if a new
supply will arrive in 8 weeks. What is the probabiiity that during
the next 8 weeks the system will be down for a week or more, owing
to a lack of chips?

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L2. (a)

(1)

Or
(i)

The lifetime X in hours of a component is modeled by a weibull

distribution with shape parameter d = 2 . Starting with a large
number of components,it is observed that I57o of the components
that have lasted 90 hours fail before 100 hours. Determine the scale
parameLer ).

(ii)

Find mean and variance of Gamma distribution and hence find

mean and variance of exponential distribution.

(i)

The random variables X and Y are statistically independent having

(a)

and (",;),
with parameter. (-,
i)
respectively.Derive the probability density function of a random

w.

a gamma distribution

- =
variable (J

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13.

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(b)

(ii )

(x +Y)'

State and provecentrallimit theorem.

Or

(b)

(i)

Find the correlation coefficient for the following data :

x107418222630
Y18122463036
(ii)

The joint probability mass function of (X , Y) is given by

p(x,y)=K(2x +3y), x =0,1,2; y =1,2,3. Find all the marginal
and conditionalprobabilitv distributions.

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t-

L4.

(a)

(t)
(ii )

example'
Define random process'Classify it with an
Theprocess{X(f)}whoseprobabilityd'istributionundercertain
conditions is given bY

P{X(t) - n} =

Show that it is not

Or
(i)

T h r e e b o y s A , B a n d C a r e t h r o w i n g a b a l l t o e a c h o t hbut
er.A
vays
Caisl rjust
tirows the ball to C,
throws the bail t" t;;Jtalways
that the processis
as likely to throwlfre Uutt tu E as to A. Show
the states.
classify
uurt o"i"". Find the transition matrix and

N.

(ii)

are two
Z
X(t) =Y coswt+ Z srnwt ' where Y and
If
with E(Y) = E(Z) = g '
independent normal random variables
a
a n d r u i s a c o n s t a n t ,p r o v e t h a t { X ( r ) } i s
EV;)=n(Zr)=o'
strict'sensestationary processof order 2'

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(b)

(i)

State and prove Wiener-Khinchine theorem'

(t) = A cospt + B sinpt '
A random process tX (t )] is given by X
that E(A)=E(B)=O
where A and' B are indefendent RVS such
o2' Find the power spectral densitv of the
and' E(a')=E(B')=
process.

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(b)

Or

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(ii)

signal process
The autocorrelation function ofthe random telegraph
power densitl' spectrum
is given by fi(r) a2e-2rl'1.Determine the
of the random telegraPhsignal'
of a signal is equal to
Show that in an input-out system the energy
the energYof its sPectrum'

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(i)

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15. (a)

(ii)

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