Code: 9A04303

1
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to EIE, E.Con.E & ECE)

B.Tech II Year I Semester (R09) Regular & Supplementary Examinations December/January 2013/14

Time: 3 hours Answer any FIVE questions All questions carry equal marks *****
1 (a)

Max Marks: 70

(b)

Define the following with example: (i) Sample space. (ii) Event. (iii) Mutually exclusive event. (iv) Independent event. (v) Exhaustive event. When a die is tossed find the probabilities of the event A = {odd number shown up}; B = {Number larger than 3 shown up} then find out A B and A B. Define probability density function and explain with an example and write its properties. The random variable has following density function: (i) Find value of k. (ii) P ( . 1 2 3 4 5 6 7 k 2k 2k 3k The density function of a random variable X is:
2

(a) (b)

(a)

(b) 4 (a) (b)

(i) E [x], (ii) E [(x-1) ], (iii) E [3x -1]. For Poisson distributions find out moment generating function and characteristic function. Distinguish between joint distribution and marginal distribution. Joint probability density function of two random variables X and Y.

Find: (i) Value of a; (ii) 5 (a) (b)

Explain relation between marginal and joint characteristic function. In a control system a random voltage is known to have mean value and a second moment If the voltage x is amplified by an amplifier that gives an output 2 2 , and State the conditions for wide sense stationary random process. Explain the classifications of random process. What is an ergodic random process, present the necessary expression to support the argument? Consider a random process where is a random variable uniformly distributed over where is any real number find

(a) (b) (a) (b)

(a) (b)

Explain the relation between power spectrum and auto correlation function of random process. Write any two properties of cross power density spectrum.

*****

Code: 9A04303

2
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to EIE, E.Con.E & ECE)

B.Tech II Year I Semester (R09) Regular & Supplementary Examinations December/January 2013/14

Time: 3 hours Answer any FIVE questions All questions carry equal marks *****
1 (a) (b)

Max Marks: 70

State and prove Bayes theorem of probability. Two similar boxes A and B contain 2 white and 3 red balls 4 white and 5 red balls respectively. If a ball is selected at random from one of the boxes, then find the probability that the box is B when the ball is red. Write the method for defining conditional event. Check whether following is a probability density function or not

(a) (b)

(a) (b) (c) (a) (b)

Explain variance and skew. The mean and variance of binomial distribution are 4 and 4/3 respectively find Find the expected value of the number on a die when thrown. Define and explain the conditional properties. The joint probability density function of two random variables x and y given by

(i) Find the value of c. (ii) Marginal distribution function X and Y. 5 (a) (b) Write the expression for expected value of a function of random variables and prove that the mean value of a weighted sum of random variables equals the weighted sum of mean values. Two Gaussian random variables X1 and X2 defined by the mean and co-variance matrices two new random variable s Y1 and Y2 are formed using the transformation . Find the matrices , and also find the torrelation co-efficient of and i.e., .

(a) (b)

Explain the types of statistical averages. Define a random process where A is Gaussian random variable with zero mean 2 and variance is X(t) is stationary in any sense. Define cross correlation and write its properties. A random process is defined as where is a uniform random variable over (0, 2 Verify the process is ergodic in the mean sense and auto correlation sense. Write the relation between cross power spectrum and cross correlation function. If power spectral density of a random process is given by Find the auto correlation function.

(a) (b)

(a) (b)

*****

Code: 9A04303

3
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to EIE, E.Con.E & ECE)

B.Tech II Year I Semester (R09) Regular & Supplementary Examinations December/January 2013/14

Time: 3 hours Answer any FIVE questions All questions carry equal marks *****
1 (a) (b)

Max Marks: 70

What is sample space? Explain the discrete and continuous sample space. In a box there are 100 resistors having resistances and tolerances as shown in the table. Tolerance Resistance Total 5% 10% 22 10 14 24 47 28 16 44 100 24 8 32 Total 62 38 100 Let a resistor be selected from the box and assume each resistor are equally likely occur. Define three events A as draw a 47 resistor, B as draw a resistor with 5% tolerance and C as draw a 100 resistor. (i) The probability of drawing a 47 resistor given that the resistor drawn is 5%. (ii) The probability of drawing a 47 resistor given that the resistor drawn is 100 . (iii) The probability of drawing a resistor of 5% tolerance given resistor is 100 . (iv) Find remaining conditional probabilities. Sketch probability density function and probability distribution function of: (i) Exponential distribution. (ii) Rayleigh distribution. (iii) Uniform distribution. Define conditional distribution function and write their properties. State and prove any three properties of variance of a random variable. For binomial density prove: 2 (i) . (ii) . (iii) = npq. Define and explain joint distribution function and joint density function of two random variables X and Y. The joint space for two random variable X and Y and its corresponding probabilities are shown in table 1, 1 2, 2 3, 3 4, 4 0.2 0.3 0.35 0.15 Find and plot (a). Marginal distribution of X and Y. .

(a) (b)

(a) (b)

(a) (b)

(c) (d)

Contd. in Page 2

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Code: 9A04303
5 (a) (b)

Show that the variance of a weighted sum of uncorrelated random variables equals the weighted sum of the variance of the random variables. Two random variables X and Y have the density function:

(i) Find all the order moment. (ii) Find covariance. (iii) X and Y and uncorrelated. 6 (a) (b) Explain the concept of random process. Distinguish between: (i) Deterministic random process and non-deterministic random process. (ii) Stationary and non- stationary random process. S.T variance and (b) 8 (a) (b) Where A is normal random variable with zero mean and unity uniformly distributed is

7 (a)

Assume A and are independent random variable. Discuss Gaussian random process and state its properties. State and explain four properties of power density spectrum of a random process. If find the spectral density function, where a and b are constant.

*****

Page 2 of 2

Code: 9A04303 B.Tech II Year I Semester (R09) Regular & Supplementary Examinations December/January 2013/14

PROBABILITY THEORY AND STOCHASTIC PROCESSES

(Common to EIE, E.Con.E & ECE)

Time: 3 hours Answer any FIVE questions All questions carry equal marks *****
1 (a) (b) (c)

Max Marks: 70

Give the classical and axiomatic definitions of probability. A card is drawn from a well shuffled pack of playing cards. What is the probability that in either a spade or ace? What is the probability: (i) Leap year selected at random will contain 53 Sundays? (ii) Non leap year selected at random will contain 53 Sundays? Define random variable and explain types of random variable. In an experiment of rolling a die and flipping a coin the random variable ( is chosen such that. (i) A coin tail (H) outcome corresponds to positive value of that are equal in magnitude to twice the number that shown on die. Map the elements of random variable into points on the real line and explain. Write about transformation. Let x be a random variable defined by density function:

2 (a) (b)

3 (a) (b)

Find 4 (a) (b)

Explain method of finding the distribution and density function for a sum of statistically independent random variables. Find constant b:

Is a valid joint density function. 5 (a) (b) Two Gaussian random variable and have variance = 4 respectively and correlation coefficient rotation by an angle results in new random variable Y1 and Y2 are uncorrelated what is Prove the mean value of weighted sum of random variables equal to the weighted sum of mean sum of mean value. A random process is defined by where A is a continuous random variable uniformly distribution on (0, 1) determine if it is wide sense stationary. Explain the classification of random process with neat sketch. Write and explain the properties of auto correlation wide sense stationary random process. If the random process X(t) had no periodic components and if X(t) is non-zero mean then: Lim
2 2

6 (a) (b) 7 (a) (b)

8 (a) (b)

For a random process x(t) derive expression for power density spectrum. A random noise X(t) having power spectrum is applied to a network for which h(t) = The network response is denoted by Y(t): (i) Find the average power of X (t). (ii) Find the power spectrum of Y(t). (iii) Find the average power of Y (t). *****