Reg. No.

B.E. DEGREE MODEL EXAMINATION, APRIL 2013

DATE : 22.04.2013

Fourth Semester
Electronics and Communication Engineering
MA2261 PROBABILITY AND RANDOM PROCESSES
Time : Three hours

Maximum : 100 marks

Answer ALL questions
Part A - (10 x 2 = 20)

1. The mean and variance of a binomial distribution are 4 and

respectively. Find

p X 1
, if n=6.
2. The random variable X has the following probability distribution
x

-2

-1

p x

3.
4.
5.
6.

7.

0.4 k 0.2 0.3

:
Find k and the mean value of X.
f x, y k 1 x 1 y
0 x, y 1
Find the value of k, if
for
is to be a joint density
function.
When will the two regression lines be (i) at right angles
(ii) coincident?
What is the difference between a SSS process and a WSS process?
What are the postulates of a poisson process?
4
R 25
1 6 2
The autocorrelation function of a stationary process is
. Find the

X t
mean value and variance process
.
8. State any two properties of the power spectral density of a stationary process.
y t

9. Prove that the system

h u X t u d u

10. Find the average power of the white noise

N t

is a linear time-invariant system.

.

Part B - (5 x 16 = 80)

11. (a) (i) A random variable X has the following probability distribution
(8)
x
0 1
2
3
4
5
6
7
:
p x
0 a 2a 2a 3a a2 2a2 7a2+a
:
P 1.5 X 4.5 X 2
Find
(i) the value of a
(ii)
p X 1

2
(iii) the smallest value of for which
(ii) Find the M.G.F of the random variable X having the probability density function
f x e x 2 , x 0
1

and hence find the mean and variance of X.

(8)
(Or)
(b) (i) It is known that the probability of an item produced by a certain machine will be
defective is 0.05. If the produced items are sent to the market in packets of 20, find
the number of packets containing atleast, exactly and atmost 2 defective items in a
consignment of 1000 packets using poisson distribution.
(8)
(ii) The local authorities in a certain city install 10, 000 electric lamps in the streets of
the city. If these lamps have an average life of 1,000 burning hours with a standard
deviation of 200h, how many lamps might be expected to fail.
(8)
(i)
in the first 800 burning hours?
(ii)
between 800 and 1200 burning hours.
Assume that the life of lamps is normally distributed.
12. (a) (i) If the independent random variables X and Y have the variances 36 and 16
X Y
X Y
respectively, find the correlation coefficient between
and
.
(8)
(ii) In a partially destroyed laboratory record of an analysis of correlation data. The
X 1
following results only are legible: Variance of
. The regression equations are
3x 2 y 26
6 x y 31
and
. What were (i) the mean values of X and Y?
(ii) the correlation coefficient between X and Y.
(8)
(Or)
f X x e x u x
(b) (i) If X and Y are independent random variables with
and
X
Z
f Y y 3 e 3 y u y
fZ z
Y
, find
if
.
(8)
(ii) A random sample of size 100 is taken from a population whose mean is 60 and
variance is 400. Using CLT, with probability can we assert that the mean of the

 60
sample will not differ from

13. (a) (i) Show that the process

by more than 4?

(8)

X t A cos t B sin t
E A E B 0

, where A and B are random

E A2 E B 2
(ii)
and

variables is WSS if (i)

E A B 0
(iii)
(8)
X t 100 cos 100 t
X t

(ii) If the WSS process

is given by
, where is
X t
,
uniformly distributed over
, prove that
is correlation ergodic. (8)
(Or)
0.2 t t
t 3
c t1 , t2 4 e
X t
(b) (i) Suppose that
is a normal process with
and
X 5 2
(i) Find the probability that
and (ii) Find the probability that
X 8 X 5 1
.
(8)
1

(ii) Suppose that customers arrive at a bank according to a poisson process with a rate
of 3 per minute, find the probability that during a time interval of 2 min
(i) exactly 4 customers arrive and (ii) more than 4 customers arrive.
(8)
{ X (t )} and {Y (t )}
14. (a) (i) If

are independent WSS process with zero means, find the

Z t
auto correlation function of
, when
Z t a b X t cY t
Z t a X t Y t
(i)
(ii)

(8)
(ii) Find the power spectral density of the random process, if its autocorrelation

R e
cos
function is
.
(Or)
(b) (i) State and prove Weiner-Khintchine relation.

(8)
(8)

 X t

Y t

(ii) The cross-power spectrum of real random process

and
is given by
ibw

, w , 0
a
SX Y

0,
otherwise
. Find the cross correlation function.
(8)
15. (a) (i) The input to the RC filter is a white noise process with auto correlation function
1
N
H w
RXX 0
1 jwRC
2
. If the frequency response
, find the
autocorrelation and the mean square value of the output process Y(t).
(8)
1
, 0t T
h t T
0, elsewhere

(ii) A circuit has unit impulse response given by

.
SYY w
S XX w
Evaluate
interms of
.
(8)
(Or)
X t
(b) (i) A WSS process
is the input to a linear system with impulse response
4
7 t
X t
RXX e
h t 2e , t 0
. If the auto correlation function of
is
, find
Y t
the power spectral density of the output process
.
(8)

N t
(ii) If

is a band limited white noise centered at a carrier frequency

N
S NN w 0 , for w wo wB
2
0 ,
elsewhere
that
,
N t
find the autocorrelation of
.

0
such

(8)