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. If X is uniformly distributed over (0,10), , find the probability that X>8.
3
2. If r.v has the m.g.f Mx(t)=3−𝑡 , Compute E [X2].
𝑥+𝑦
3. The joint probability distribution of X and Y is given by P(x, y) = , x = 1,2,3; y
21
=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.
2𝜔 2 +6
6. Check whether 𝑆𝑋𝑋 (𝜔) = 8𝜔4 +3𝜔2 +4 can represent a valid power spectral density
function.
7. Define Power Spectral density function.
8. Prove that for a WSS process {𝑋(𝑡)}, 𝑅𝑥𝑥 (𝑡, 𝑡 + 𝜏) is an even function of 𝜏.
9. Define time- invariant system.
10. Define SYY(W).

PART B- (5 X 16 = 80)

11(a) An electrical firm manufactures light bulbs that have a life, before burn-out that is
normally distributed with mean equal to 800hrs and a S.D of 40 hrs. Find (i) the
probability that a bulb burns more than 843hrs. (ii) the probability that a bulb burns
between 778 and 843hrs.

(or)

(b) (i) Derive the memoryless properties of geometric distribution.

(ii) 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?

12. (a) The joint Pmf of (X,Y) is P(x,y)=K(2x+3y),x=0,1,2, y=1,2,3. Find marginal
probability function of X. Also find the probability distribution of (X+Y) and
P(X+Y>3).
(or)
(b) Derive the properties of Poisson distribution.

13. (a) (i) If X (t )  Y cos t  Z sin t , where Y and Z are two independent normal
RVs with    
EY   EZ   0 . E Y  E Z   and  is a constant, prove that
2 2 2

X (t ) is a WSS.
 (ii) The process {X (t)} whose probability distribution under certain conditions is
given by
(𝑎𝑡)𝑛−1
P{X (t) = n} = (1+𝑎𝑡)𝑛+1 , n + 1, 2, …
𝑎𝑡
= 1+𝑎𝑡 , n = 0. Show that it is “not stationary” (or evolutionary).
(or)

(b) Show that the random process X (t) = A cos (𝜔t +𝜃) is wide sence stationary if
A & 𝜔 are constant and ‘𝜃’ is uniformly distributed random variable in (0,2𝜋).

14.(a) State and prove Wiener- Khintchine Theorem.

(or)

(b) Two random processes 𝑋(𝑡) and 𝑌(𝑡) are defined as follows: 𝑋(𝑡) =
𝐴 cos(𝑤𝑡 + 𝜃) and 𝑌(𝑡) = 𝐵 sin(𝑤𝑡 + 𝜃) where 𝐴 ,𝐵 and 𝑤 are constants; 𝜃 is a
uniform random variable over (0, 2𝜋). Find the cross correlation function of 𝑋(𝑡) and
𝑌(𝑡).
15. (a) (i) If the input to a time-invariant, stable, linear system is a WSS process.
prove that the output will also be a WSS process.

(ii) Find the power spectral density of a WSS process with autocorrelation function.
𝑅(𝜏) = 𝑒 −2|𝜏| .

(or)

(b) (i) a wide sense stationary process X(t) is input to a linear system with impulse
reponse h(t)=2e-7t,t>0.if the auto correlation function of X(t) is RXX(𝜏)= e-4|t|,find the
power spectral density of the output process Y(t)

(ii) The random process 𝑋(𝑡)is stationary with 𝐸(𝑋(𝑡)) = 1 and 𝑅(𝜏) = 1 + 𝑒 −2|𝜏| .
1
Find the mean and variance of 𝑆 = ∫0 𝑋(𝑡)𝑑𝑡.

***ALL THE BEST***