Probability Theory and Stochastic Process

30OCT
Probability Theorem & Stochastic Process
1st Chapter
1)Define following terms
a) sample spaces and their types
b) mutually exclusive events & exhaustive events
c) Joint and conditional probability
d) De Morgans principle
e) Probability axioms
f) Algebra of ranks
2) Explain about Bayes theorem?
3) Resistors and Tolerance problem from text book & communication problems?
4) Problems on Cards & Dice?
2nd Chapter
1) Define distribution & density function and their properties?
2) Explain about following density functions
a) Binomial
b) Poisson
c) Exponential
d) Rayleigh
e) Uniform
g) Gaussian
3) Find the variance of uniform, Gaussian, Exponential density functions
4) Mapping problems from text book
3rd Chapter
1)Explain about
a) Moments about the origin
b) Central moments
c) Different inequality schemes

2) Define Characteristic Function & Moment generating function

3) If fx(w)=1/(1-j2w)N/2. Find the mean and mean square value
4) Find the MGF about origin of Poisson Distribution
5) Explain about Monotonic & Non-Monotonic transformations
6) In an experiment when 2 dice are thrown simultaneously find exponential value of the sum of
number of points on them
4th Chapter
1) Define joint distribution and density function with their properties
2) State and prove central limit theorem
3) The Joint Probability density function of 2 random variables X, Y is given by f(X,Y) = C(2X+Y),
0<X<1, 0<Y<2
Find (a) The value of C
(b) Marginal Distribution Function of X & Y
4) Explain about the Point & Interval conditioning
5) The point space for 2 Random Variables X & Y is given by
X,Y 1,1 2,2 3,3 4,4
P 0.05 0.35 0.45 0.15
Find (a) FXY(x, y)
(b) Marginal Distribution of X & Y
(c) P(0.5<X<1.5)
(d) P(X<1, Y<2)
(e) P(1<X<2, Y<3)
5th Chapter
1) Explain about Jointly Gaussian Random Variables and their properties?
2) Explain all the theorems of M.Vs and Variances
3) If X is Random variable with mean 3 & variance 16. Determine
a) MSV b) Mean Of Y where y=-6X+22
4) Consider Random Variables Y1 & Y2 related to arbitrary Random Variables X & Y by the coordinates
Rotation Y1=Xcosq+Ysinq, Y2= -Xsinq+Ycosq
a) Find the covariance of Y1 & Y2
b) For what values of q the random variables Y1 & Y2 are uncorrelated
**5) a) what are the joint moments? how they are generated?

b)E[x]=1/2,E[x^2]=3/2,E[y]=2,E[y^2]=11/2 and Cxy=-1/4 for random variable X and Y.Find variance of

X and Y, Rxy and correlation coefficient.
**6)Define the following terms with necessary equations
i)continuous random sequence
ii)deterministic and non-deterministic processes
iii)stationary and independence
**b) show that the random process X(t)=Asin(wt+q) is a wide sence stationary in the interval (0,2pi)
6th Chapter
1) Explain about the class fields of Random Process
2) Define following
a) Stationary & Non-Stationary Random Process
b) Wide-Sense State Random Process
c) Mean & Correlation Ergodic Process and Ergodicity.
**3) What are Correlation functions? Explain their properties.
4) All Cross and Auto-Correlation function problems & textbook for wide-sense stationary
5) Discrete time process & Sequences
7th Chapter
1) What is PSD & properties
2) Weiner Kin-chin & Noise deduction & PSD, RXX(t) Equations.
**3) explain about the cross power spectral density and their properties.
**4)Find the PSD of X(t)=cos(wt+p), where p is a random variable ,range (0,pi/2) and also calculate
the AVG power?
**5) what are band limited processes? write all the properties of band limited processes?