Anna University Question Paper -MA2261 Probability and Random Processes

Part A (10 x 2 = 20 marks)

1. The CDF of a continuous random variable i s given by F(x) = { 0 x < 0 1 .. e..x=5 0 x < 1 : Find the PDF and mean of X. 2freshesworld.com

2. Establish the memoryless property of the exponential distribution.

3. Let X and Y be continuous random variables with joint probability density function fXY (x; y) = x (x .. y) 8 ; 0 < x < 2; ..x < y < x and fXY (x; y) = 0 elsewhere. Find fY jX(yjx):

4. Find the acute angle between the two lines of regression, assuming the two lines of regression.

5. Prove that a first order stationary process has a constant mean.

6. State the postulates of a Poisson process.

7. The autocorrelation function of a stationary random process is R() = 16+ 9 1 + 62 . Find the mean and variance of the process.

8. Prove that for a WSS process fX(t)g; RXX(t; t + ) i s an even function of .

9. Find the system Transfer function, if a Linear Time Invariant system has an impulse function H(t) = 2freshesworld.com

10. Define white noise.

Part B (5 x 16 = 80 marks) 2freshesworld.com

11. (a) The probability density function of a random variable X is given by fX(x) =0; otherwise : (i) Find the value of k. (4) (ii) Find P(0:2 < x < 1:2) (3) (iii) What i s P[0:5 < x < 1:5 j x 1] (4) (iv) Find the distribution function of f(x). (5)

OR 11. (b) (i) Derive the m.g.f. of Poisson distribution and hence or otherwise deduce its mean and variance. (8) 2freshesworld.com

(ii) The marks obtained by a number of students for a certain subject is assumed to be normally distributed with mean 65 and standard deviation of 5. If 3 students are taken at random from this set, what is the probability that exactly 2 of them will have marks over 70? (8)

12. (a) (i) If X and Y are independent Poisson random variables with respective parameters 1 and 2. Calculate the conditional distribution of X, given that X + Y = n. (8) (ii) The regression equation of X on Y i s 3Y .. 5X + 108 = 0. If the mean value of Y i s 44 and the variance of X is 9 16 the of the variance of Y . Find the mean value of X and the correlation coefficient. (8) OR 12. (b) (i) If X and Y are independent random variables with density function fX(x) find the density function of Z = XY . (8)

(ii) The life time of a particular variety of electric bulb may be considered as a random variable with mean 1200 hours and standard deviation 250 hours. Using central limit theorem, find the probability that the average life time of 60 bulbs exceeds 1250 hours. (8)

13. (a) (i) A random process X(t) defined by X(t) = Acos t + B sin t, ..1 < t < 1, where A and B are independent random variables each of which takes a value ..2 with probability 1/3 and a value 1 with probability 2/3. Show that X(t) i s wide-sense stationary. (8) 2freshesworld.com

(ii) A random process has sample functions of the form X(t) = Acos(!t + ) where ! is constant, A i s a random variable with mean zero and variance one and is a random variable that is uniformly distributed between 0 and 2. Assume that the random variables A and are independent. Is X(t) is a mean-ergodic process? (8) OR 13. (b) (i) If fX(t)g i s a Gaussian process with (t) = 10 and C(t1; t2) = 16e..jt1..t2j, find the probability that (1) X(10) 8 (2) j X(10) .. X(6) j4. (8)

(ii) Prove that the interval between two successive occurrences of a Poisson process with parameter has an exponential distribution with mean (8)

14. (a) (i) The power spectral density function of a zero mean WSS process X(t) i s given by S(!) = { 1; j!j < !0 0; otherwise : Find R() and show that X(t) and X ( t + !0 ) are uncorrelated. (8)

(ii) The Auto correlation function of a WSS process is given by R( ) = 2e..2jj determine the power spectral density of the process. (8) OR 14. (b) (i) State and prove Weiner-Khintchine Theorem. (8)

(ii) The cross-power spectrum of real random processes fX(t)g and fY (t)g is given by Sxy(!) = { a + bj!; for j ! j< 1 0; elsewhere : 2freshesworld.com Find the cross correlation function. (8)

15. (a) (i) Consider a system with transfer function 1 1 + j! . An input signal with autocorrelation function m () + m2 is fed as input to the system. Find the mean and mean-square value of the output. (8)

(ii) A stationary random process X(t) having the autocorrelation function RXX() = A () is applied to a linear system at time t = 0 where f() represent the impulse function. The linear system has the impulse response of h(t) = e..btu(t) where u(t) represents the unit step function. Find RY Y (). Also find the mean and variance of Y (t) (8) OR 15. (b) (i) A linear system i s described by the impulse response h(t) an input process whose Auto correlation function i s B (). Find the mean and Auto correlation function of the output process. (8)

(ii) If fN(t)g is a band limited white noise centered at a carrier frequency w0 such that SNN(w) Find the autocorrelation of fN(t)g. (8)