Code: 9A04303 R09

B.Tech II Year II Semester (R09) Supplementary Examinations May/June 2015

PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electronics & Computer Engineering)

Time: 3 hours Max Marks: 70

Answer any FIVE questions
All questions carry equal marks
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1 (a) Explain the following terms with an example:
(i) Sample space. (ii) Mutually exclusive events.
(b) Three boxes numbered I, II, III contain 1 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.

2 (a) Explain about various types of random variables.

(b) A random variable takes the values 1, 2, 3 and 4 such that
Find the probability distribution and CDF of .

3 (a) State and prove any four properties of variance of random variable.
(b) The characteristic function of a random variable is given by: . Find mean and
second moment of

4 (a) Explain any four properties of joint distribution of random variables

(b) Find the density of where the densities of are assumed to be
.

5 (a) If are random variables with same variance, find the correlation coefficient between
Let are of zero mean and are independent.
(b) Show that the variance of a weighted sum of uncorrected random variables equals the weighted
sum of variances of random variables.

6 (a) Explain the concept of stationarity and statistical independence of stochastic processes.
(b) A random process has sample function of the form in which A and are
constants and is a random variable. Prove that this process is stationarity in the wide sense if is
uniformly distributed between 0 and

7 (a) Explain about Gaussian random process.

(b) Statistically independent zero mean random process have auto-correlation functions
respectively. Find the auto-correlation function of the sum

8 (a) If the auto-correlation function of a wide sense stationary process is , find its spectral
density
(b) Derive the relation between PSDs of input and output random process of an LTI system.
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