ASSIGNMENT -1

PROBABILITY THEORY & STOCHASTIC PROCESSES

DATE OF ASSIGNMENT : 16-07-2008

CLASS: II ECE (I-SEM) SECTION: A & B

LAST DATE FOR SUBMISSION: 25-07-2008

ACADEMIC YEAR: 2008-09

1. (a) Define and explain the following with an example:

i. Equally likely events
ii. Exhaustive events
iii. Mutually exclusive events
(b) Give the classical definition of probability.
(c) Find the probability of three half-rupee coins falling all heads up when tossed
simultaneously.
2. (a) Define conditional distribution and density functions and explain their
properties. Explain the methods of defining a conditioning event.
(b) A continuous random variable X has a PDF fX(x) = 3 x 2, 0 x 1. Find
a and b such that
i. P{X a} = P{X > a} and
ii. P{X > b} = 0.05
3. (a) Define random variable and give the concept of random variable. State and prove the
properties of CDF of X.
(b) In an experiment of rolling a die and flipping a coin. The random variable(X)
is choosen such that
i. a coin head (H) outcome corresonds to positive values of X that are equal to the
numbers that show upon the die and
ii. a coin tail (T) outcome corresponds to negative values of X that are equal in
magnitude to twice the number that shows on die. Map the elements of random
variable X into points on the real line and explain.
4. (a) What is Bayes theorem? Explain. Write a note on Total Probability.
(b) Determine probabilities of system error and correct system transmission of
symbols for an elementary binary communication system shown in figure 1
consisting of a transmitter that sends one of two possible symbols (a 1 or a 0)
over a channel to a receiver. The channel occasionally causes errors to occur
so that a 1 show up at the receiver as a 0, and vice versa. Assume the
symbols 1 and 0 are selected for a transmission as 0.6 and 0.4 respectively.

5. (a) Consider the case in which a battery of 9 volts is applied to the terminals of a
10 resistor, which was selected from a branch of resistors with tolerance of
10%. Let R be the value of resistor, which is a random variable uniformly
distributed between 9 and 11. The current, which we shall call I, is given as
I= 9/R. Find fR(r), fI (i), FR(r), FI(i), FR(r3) and FR(r9).
(b) A chance experiment produces a voltage that is measured at different times.
The voltages are discrete, with three values that are on the meter scale and
one that is off scale on the high side. The PMF for the voltage on scale are
PX(1) = 0.2, PX(3)=0.4, PX(8) = 0.1. Find the CDF and PDF of voltage random
variable.
6. (a) Write short notes on Gaussian distribution and density functions.
(b) Probability density function of a random variable X is given by
fX(x) = a e-bx u(x)
Find the relation between the constants a and b.

Important Note:

Question and answer should be written legibly.

All the sheets should be tagged firmly.

Roll number and Name should be visibly written on the

top right corner of each page.
Question No.5 is required to be solved by each and every one
exclusively, with complete illustrations.