1
II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering and Electronics &
Telematics)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
2. (a) Define the joint distribution function. Explain how marginal density functions
are Computed given their joint distribution functions.
(b) A product is classified according to the number of defects it contains (X1) and
the factory that produces it (X2). The joint probability distribution is given
by:
X2 → 1 2
X1 ↓
0 1/8 1/16
1 1/16 1/16
2 3/16 1/8
3 1/8
3. (a) Show that mean of the binomial distribution is the product of the parameter
p & the number of times n.
(b) Sketch the probability density function & Probability distribution function of
i. Exponential distribution
ii. Uniform distribution
iii. Gaussian distribution [6+10]
4. (a) State the condition for wide sense stationary Random process.
(b) Find the Auto Correlation function for white noise shown in the figure 4b
below. [8+8]
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Code No: RR210403 Set No. 1
Figure 4b
5. (a) Derive the relation between PSDs of input and output random process of an
LTI system.
(b) X(t) is a stationary random process with zero mean and auto correlation
RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2
1
Find mean
and PSD of its output. [8+8]
7. (a) What are the important parameters that determine the overall noise figure of
a multistage filtering?
(b) Bring out the importance of Frii’s formula. [10+6]
8. (a) A code is composed of dots and dashes. Assume that a dash is three times as
long as the dot and has one-third the probability of occurrence.
Find,
i. The information in a dot and that in a dash, and
ii. The entropy in the dot - dash code.
(b) Suppose 100 voltage levels are employed to transmit 100 equally likely mes-
sages. Assume the system to be a Gaussian channel with λ = 3.5 and band-
width B = 104 Hz. Find S/N. [8+8]
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Code No: RR210403 Set No. 2
II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering and Electronics &
Telematics)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
1. (a) If A and B are any events, not necessarily mutually exclusive events, derive
an expression for probability of A Union B. When A and B are mutually
exclusive, what happens to the above expression derived?
(b) Define the term Independent events. State the conditions for independence of
i. any two events A and B.
ii. any three events A, B and C.
(c) A coin is tossed. If it turns up heads, two balls will be drawn from box A,
otherwise, two balls will be drawn from box B. Box A contains three black
and five white balls. Box B contains seven black and one white balls. In both
cases, selections are to be made with replacement. What is the probability
that Box A is used, given that both balls drawn are black? [5+6+5]
2. (a) Two discrete random variables X and Y have joint p.m.f. given by the following
table
X ↓ 1 2 3 Y
←
1 1/12 1/6 1/12
2 1/6 1/4 1/12
3 1/12 1/12 0
(b) Compute the probability of each of the following events :
i. X ≤ 11/2
ii. XY is even
iii. Y is even given that X is even. [5+5+6]
3. (a) State and prove any four properties of mean of a random variable X
(b) Prove that the density function of sum of two statistically independent random
variables is the convolution of their individual density functions. [10+6]
4. A class of modulation signal is modulated by
Xc (t) = AX(t)Cos(̟c t+θ)
Where x(t) is the message signal and A Cos (̟c t + θ) is the carrier. The message
Signal x(t) is modeled as a zero mean stationary random process with the autocorre-
lation function Rxx (τ ) and the PSD Gx (f ). The carrier amplitude A and frequency
̟c are assumed to be constants and the initial carrier phase θ is assumed to be a
random variable uniformly distributed in the interval (−Π, Π). Further more x(t)
and θ are assumed to be independent.
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Code No: RR210403 Set No. 2
(a) Show that Xc (t) is stationary
(b) Find the PSD of Xc (t). [8+8]
5. (a) Derive the relation between PSDs of input and output random process of an
LTI system.
(b) X(t) is a stationary random process with zero mean and auto correlation
RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2
1
Find mean
and PSD of its output. [8+8]
7. In TV receivers, the antenna is often mounted on a tall mask and a long lossy cable
is used to connect the antenna and receiver. To overcome the effect of noisy cable,
a preamplifier is mounted on the antenna. The parameters of the different stages
are
Preamplifier gain = 20 dB
Preamplifier Noise figure = 6 dB
Lossy cable noisy figure = 3 dB
Cable Loss = -20 dB
Receiver front end gain = 60 dB
Receiver Noise figure = 16 dB
Determine the overall noise figure of the system. [16]
8. (a) A code is composed of dots and dashes. Assume that a dash is three times as
long as the dot and has one-third the probability of occurrence.
Find,
i. The information in a dot and that in a dash, and
ii. The entropy in the dot - dash code.
(b) Suppose 100 voltage levels are employed to transmit 100 equally likely mes-
sages. Assume the system to be a Gaussian channel with λ = 3.5 and band-
width B = 104 Hz. Find S/N. [8+8]
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Code No: RR210403 Set No. 3
II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering and Electronics &
Telematics)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
1. (a) Define Probability density function and obtain the relationship between prob-
ability and probability density.
(b) Consider the probability density f (x) = ae−b|x| where x is a random variable
Whose allowable values range from x = −∞to∞. Find
i. the CDF F (x)
ii. the relationship between a and b. and
iii. the probability that the out come x lies between 1 and 2. [7+9]
2. (a) Derive an expression for the average value and variance associated with the
Gaussian probability density function.
(b) The average life of a certain type of electric club Rs.1200 hours What percent-
age of this type of bulbs is expected o fail in the first 800 hours of working?
What percentage is expected to fail between 800 is 1000 hours? Assume a
normal distribution with σ=200 hours. [8+8]
3. (a) State and Prove any four properties of characteristic function. [10+6]
(b) Find the density function of the distribution for which the characteristic func-
tion is
−t2 σ 2
∅(t) =e− 2
4. X(t) is a zero mean stationary Random process with an Auto correction function
Rxx (τ ). By integration X(t) form a Random variable Y as [8+8]
ZT Z2T
1 21 τ
Y = x(t)dt show thatE(Y ) = µx = 0 and σ (1 − ) Rxx (τ )dτ
2T yT 2τ
−T 0
5. (a) Derive the relation between PSDs of input and output random process of an
LTI system.
(b) X(t) is a stationary random process with zero mean and auto correlation
RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2
1
Find mean
and PSD of its output. [8+8]
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Code No: RR210403 Set No. 3
(a) Flicker noise
(b) Partition noise
(c) Johnson’s noise [5+5+6]
7. (a) What are the precautions to be taken in cascading stages of a network in the
point of view of noise reduction?
(b) What is the need for band limiting the signal towards the direction increasing
SNR. [8+8]
8. (a) Obtain the Shannon - Hartley law giving the, relation amongst channel ca-
pacity, bandwidth and signal to noise ratio of a continuous system.
(b) Consider a message sequence having alphabets Q1 , Q2 , Q3 and Q4 with prob-
abilities 1/2, 1/4, 1/8 and 1/8 respectively.
i. Calculate the entropy of the message sequence,
ii. Find the information rate of the message rate is 1 message / second,
iii. What is the rate at which binary signals are transmitted if the signal is
sent after encoding Q1 , Q2 , Q3 and Q4 is 00, 01, 10 and 11. [8+2+3+3]
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Code No: RR210403 Set No. 4
II B.Tech I Semester Supplimentary Examinations, February 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering and Electronics &
Telematics)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
2. (a) Derive an expression for the average value and variance associated with the
Gaussian probability density function.
(b) The average life of a certain type of electric club Rs.1200 hours What percent-
age of this type of bulbs is expected o fail in the first 800 hours of working?
What percentage is expected to fail between 800 is 1000 hours? Assume a
normal distribution with σ=200 hours. [8+8]
3. (a) State and prove any four properties of mean of a random variable X
(b) Prove that the density function of sum of two statistically independent random
variables is the convolution of their individual density functions. [10+6]
4. (a) If the auto correlation function of a wss process is R(τ ) = k .e−k(τ ) , show that
2
its spectral density is given by S(ω) = 2
k)
1+( ω
(b) Find the PSD of a random process x(t) if E[x(t)] = 1 and Rxx (τ ) = 1 + e−α|τ |
[8+8]
5. A Random process n(t) has a power spectral density g(f) = η/2 for α ≤ f ≤ α
Random process is passed through a low pass filter which has transfer function
H(f)=2 for −f m ≤ f ≤ fm and H(f)= 0 otherwise. Find the PSD of the waveform
at the o/p of the filter. [16]
6. (a) Calculate the equivalent noise bandwidth of an RC Low pass filter. How it is
related to its 3 db bandwidth.
(b) Find the PSD of the noise voltage across the terminals 1 & 2 for the following
ckt figure6b. [8+8]
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Code No: RR210403 Set No. 4
Figure 6b
7. (a) Evaluate the equivalent noise temperature of a two porr device with a matched
source and a matched load.
(b) Bring out the significance of noise figure in determining the performance of a
communication system. [8+8]
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