R07

Code: R7210402 B.Tech II Year I Semester (R07) Supplementary Examinations December/January 2013/14 PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to ECE and ECC)

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

Max. Marks: 80

***** State and prove total probability theorem, and hence drive expressions for conditional probability in terms of total probability. Three boxes numbered I, II, III contain I white, 2 black and 3 red balls; 2 white, 1 black and 1 red ball, 4 white, 5 black and 3 red balls respectively. One box is randomly selected and a ball is drawn from it. If the ball is red then find the probability that it is from box II. A continuous random variable x has a probability density function fx (n) = 3n2, 0 1. Find a and b such that (i) . A random variable x has the following distribution: xi 0 1 2 3 4 5 6 7 8 P(xi) a 3a 5a 7a 9a 11a 13a 15a 17a (i) Find a. (ii) Find P (x< 3), P(x ) and P (0 < X< 5). (iii) Find the smallest value of for which The exponential density function is given by , x>a , , x<a Find variance and coefficient of skewness.

2 (a)

(b)

3 (a)

(b)

If

, otherwise 0 For a random variable X. Find first four moments: (i) About origin. (ii) About mean. State and prove central limit theorem for unequal and equal distributions. The joint Pdf of random variables X & Y is , (i) Are X & Y statistically independent? (ii) Find P(X 1, Y O). Contd. in page 2 Page 1 of 2 ,

4 (a) (b)

Code: R7210402
5 (a) Two random variables X & Y have joint characteristic function: (i) Show that X & Y are zero mean random variables. (ii) Are x and y are correlated? Prove the following: (i) cov ( ax, by) = ab cov (X,Y) (ii) var (ax + by) = a2 var(x) + b2 var(y) + 2ab cov(x, y).

R07

(b)

6 (a) (b)

State and prove properties of auto correction function. (i) A WSS process x(t) has an ACF . Find its PSD. (ii) The auto correlation function for a stationary ergodic process with no periodic components is Rxx ( ) Find mean and variance of . Show that its spectral

7 (a)

If the auto correlation function of a WSS process is density is given by Sxx( ) =

(b)

An ergodic random process is known to have an auto correlation function of the form: Rxx ( ) = 1 , 1 = 0 , >1 Show that the spectral density is given by:

8 (a) (b)

Explain how the available noise power in an electronic circuit can be estimated. What are the different noise sources that may be present in an electronic device?

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