Roll No.

: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
Amrita Vishwa Vidyapeetham
B.Tech. Degree Examinations – May 2017
Fourth Semester
15MAT213 Probability and Random Processes
(Common to Computer Science and Engineering and
Electronics and Communication Engineering)
Time: Three hours Maximum: 100 Marks
Answer all questions
Statistical Tables are permitted
Part A (10 x 2 = 20 Marks)

1. A die is loaded in such a way that an even number is twice as likely to occur as an odd number. If
E is the event that a number less than 4 occurs on a single toss of the die, find PE  and P E  .

2. A shipment of 8 similar microcomputers to a retail outlet contains 3 that are defective. If a school
makes a random purchase of 2 of these computers, find the probability distribution for the
number of defectives and its variance.

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3. A random variable X has a discrete distribution P( X  x )  , x  1, 2, , k . Find the
k
moment generating function also find the expected value of the distribution.

4. If X is a continuous random variable with probability density function given by

kx , when 0  x  2
2 k , when 2  x  4

f(x) 
k ( 6  x ) , when 4  x  6
0 , Otherwise
Find the value of k .

5. A particularly long traffic light on your morning commutes is green 20% of the time that you
approach it. Assume that each morning represents an independent trial.
(i) Over 5 mornings, what is the probability that the light is green on exactly one day?
(ii) Over 10 mornings, what is the probability that the light is not green?
(iii)Find mean and standard deviation for 10 mornings.

6. A car hire firm has two cars which it hires out daily. The number of demands for a car on each
day is distributed as a Poisson variate with mean 1.5. Find the proportion of days on which there
was no demand.

7. Define a k th order stationary process. When will it become a strict sense stationary process?

8. For a stationary ergodic random process with no periodic components, the autocorrelation function
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is given by 25  . Find the mean and variance of the process {X(t)}.
1  6 2

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9. Prove that the auto correlation function of R X (  ) of a stationary random process X (t ) is
maximum at   0 .

10. If X (t ) is a zero mean wide sense Gaussian process with RX (  )  e  then obtain PX 1  1 .
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Part B (5 x 16 = 80 Marks)

11. (a) A pharmaceutical product consists of 100 pills in a bottle. Two production lines used to
produce and the products are selected with probabilities 0.45(line one) and 0.55 (line two).
Each line can overfill or under fill bottles by at most 2 pills. Given that line one is observed,
the probabilities are 0.02, 0.06, 0.88, 0.03 and 0.01 and that the numbers of pills in bottle will
be 102, 101, 100, 99, and 98 respectively. For line two, the similar respective probabilities are
0.03, 0.08, 0.83, 0.04 and 0.02.

(i) Find the probability that a bottle of the product will contain (a) 102 pills and (b) 98 pills.

(ii) Given that a bottle contains the correct number of pills, what is the probability it came from
line one? What is the probability that a purchaser of the product will receive less than 100
pills?

(b) A continuous random variable X has probability density function f ( x)  kx2 e  x ; x  0 . Find
mean and variance. Also compute P X  5 and P(3  X  4) using probability density
function.

12. (a) Let be a normal variable with mean  and standard deviation  . If is the standard normal
variable such that when and when Find and .

(b) State Central limit theorem for independent identically distributed random variables. If a one-
gallon can of paint covers on the average 513.3 square feet, with a standard deviation of 31.5
square feet, then find the probability that the sample mean area covered by a sample of 40 of
these cans will be anywhere from 510 to 520 square feet using central limit theorem.

(c) Show that the sum of two independent Poisson processes is also a Poisson process.

13. (a) The joint probability distribution of the random variables ( X ,Y ) is given by
f ( x, y )  k x y e ( x  y ) ; x  0, y  0 . Find the value of for which
2 2
is a valid
probability density function. Examine whether the random variables and are independent.

(b) The random variables X and Y have joint probability mass function given by
f ( x , y )  ( x  2 y ) / 18; 1  x  2, 1  y  2 . Find the correlation coefficient of X and Y .

14. (a) Consider a random process X (t ) such that X (t )  A cos(t  ) where A and  are
constants and  is a uniform random variable distribution in the interval (  , ) . Check
whether the process X (t ) is a stationary process in wide sense.

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 (b) A binary transmission process {X (t )} is a zero mean and autocorrelation function

R(  )  1  . Find the mean and variance of the time average of the process {X (t )} over the
T
interval (0, T ) and verify whether the process is mean ergodic.

15. (a) If X (t ) is a stationary process with autocorrelation function Rxx ( ) and if Y (t ) is another
stationary random process such that Y (t )  X (t  a)  X (t  a) , where a is constant, then
show that
(i) R yy ( )  2 R xx ( )  R xx (  2a )  R xx (  2a )
(ii)Prove that S yy ()  4 sin 2 a S xx () , where S yy () is the power spectral density function
of Y (t ) and S xx () is the power spectral density function of X (t ) .

(b) An air conditioner is in one of the three states: off (state 1), low(state 2) or high(state 3). If it is
in off position, the probability that it will be turned to low is 1/3. If it is in low position, then it
will be turned either to off or high with equal probabilities 1/4. If it is in high position, then the
probability that it will be turned to low is 1/3 or to off is 1/6. (i) Draw the transition diagram,
(ii) obtain the transition probability matrix and (iii) obtain the steady state probabilities.

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