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DMI COLLEGE OF ENGINEERING

ELECTRONICS AND COMMUNICATION ENGINEERING

MA8451 PROBABILITY AND RANDOM PROCESSES
MODEL EXAMINATION (March 2019)
Date: Time: 3Hrs.
Semester: IV Max Marks: 100
PART A- (10 X 2 = 20)
1. Define cumulative distribution of a randon variable.
2. Define uniform distribution and write its mean and variance.
x+ y
3. The joint probability distribution of X and Y is given by P(x, y) = , x = 1,2,3;
21
y =1,2; Find the marginal probability distribution of X, Y.
4. Define the joint pmf of two dimensional discrete random variable.
5. Define poisson random process. Is it a stationary process? Justify the answer.
2 ω2 +6
6. Check whether S XX ( ω )= 4 can represent a valid power spectral density
8 ω + 3 ω2 +4
function.

7. Define Power Spectral density function.

8. Prove that for a WSS process { X ( t ) } , R xx (t ,t +τ ) is an even function of τ .
9. Define a system. When is it called linear system?
10. Define time- invariant system.

PART B- (5 X 16 = 80)

11.(a) A random variable X has the following probability function:

X=x 0 1 2 3 4 5 6 7
P(X=x) 0 K 2K 2K 3K K2 2 7
2 2
K K
+K
(a) Find K

1
(b) If P [ X ≤ C ] > , then find the minimum value of C
2

(c) Evaluate [
P 1.5< X <
4.5
X
>2 ]
(d) Find P [ 1< X < 5 ]

(or)
(b)(i) The average seasonal rainfall in a place in 16 inches with a S.D of 4 inches.
What is te probability that in a year the rainfall in that place will be between 20 and
24 inches?
(ii)Drive the memoryless property of geometric distribution.

12. (a) (i) If X and Y are two random variables having joint density function
f(x,y)= 8
{
1.(
6−x− y ) ; 0< x <2, 2< y< 4

0, Ot h erwise .

(c) Find P(X+Y <3)

(or)
(b)(i) The joint pdf of the rv (X,Y) is f(x,y)=3(x+y) 0x1, 0 y1, x y1, Find
Cov (X,Y).
(ii) If X and Y are independent RV with PDF fX(x)=1,1<x<2 and fY(y)=y/6,2<y<4.
Find the density function of Z=XY.

13.(a) (i) If X (t )=Y cos ωt+Z sin ωt , where Y and Z are two independent
normal RVs with E [ Y ] =E [ Z ] =0 . E [ Y 2 ] = E [ Z 2 ] =σ 2 and ω is a
constant, prove that { X (t ) } is a WSS.
(ii) A housewife buys 3 kinds of cereals A, B and C. She never buys the same cereals
in successive weeks. If the buys cereal A, the next week she buys cereal. However if
she buys B or C, the next week she is 3 times as likely to buy A as the order cereal.
In the long run how often she buys each of the 3 cereals?

(or)
(b) 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 and (ii) more than 4 customers arrive.

14.(a) (i) Two random processes { X(t )} and Y (t ) are defined by

X (t )= A cos ω0 t+B sin ω0 t and Y (t )=B cosω 0 t− A sin ω0 t . Show that
{ X(t )} and Y (t ) are jointly wide sense stationary, if A and B are uncorrelated RV’s
with zero means and the same variables and ω 0 is a constant.
(ii) Suppose, X (t ) is a stationary process with mean μ(t ) = 3 and
−|t −t |
autocorrelation R ( t 1 , t 2 ) =9+ 4 e 1 2
. Determine the mean, variance and the
covariance of the random variable Z =X ( 5 ) and W= X(8).
(or)
(b) State and prove Wiener- Khintchine Theorem.

15. (i) (a) Find the power spectral density of the random process whose auto
correlation function is R ( τ )= {
1−|τ|,|τ|≤ 1
0 elsewhere
.

(ii) Find the power spectral density of a WSS process with autocorrelation function.
2

R ( τ )=e−ατ .

(or)
(b)(i) The random process X ( t ) is stationary with E ( X ( t ) )=1 and
1

0

(ii) Given the power Spectral density of a continuous process as

ω 2+ 9
S xx ( ω )= 4 , find the mean square value of the process.
ω +5 ω2 +4