Rr210403 Probability Theory Stochastic Process Supply 2006

Code No: RR210403 Set No.
1
II B.Tech I Semester Supplementary Examinations, March 2006
PROBABILITY THEORY & STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering and Electronics &
Telematics)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆
1. (a) Define the following and give one example for each.
i. Sample space
ii. Event
iii. Mutually exclusive events.
iv. Collectively exhaustive events.
[4x2]
(b) In three boxes, there are Capacitors as shown in the following table:
Value in µf Number in box
↓ →
1 2 3
1.0 70 80 145
0.1 55 35 75
0.01 20 95 25
An experiment consists of first randomly selecting a box (assume that each box
has the same probability of selection) and then randomly selecting a capacitor
from the chosen box.
i. What is the probability of selecting 0.01uf capacitor, given that the box2
is chosen?
ii. If a 0.01 µf capacitor is chosen, what is the probability that it came from
the second box
[4+4]
2. Two discrete random variables X and Y have joint p.m.f. given by the following
table
X ↓ 1 2 3 Y
←
1 1/12 1/6 1/12
2 1/6 1/4 1/12
3 1/12 1/12 0
1 of 3
Code No: RR210403 Set No. 1
Compute the probability of each of the following events
(a) X ≤ 11/2
(b) XY is even
(c) Y is even given that X is even.
[5+5+6]
3. (a) For a function Y=(X − mx )/σx , prove that mean is zero & variance is 1
(b) For the joint distribution of (X,Y) given by
fxy (x, y) = 4a12 [(1 + xy) (x2 − y 2] , |x| <= a, |y| <= a, a > 0
= 0, otherwise
Show that the Characteristic function of X+Y is equal to the product of the
characteristic function of X & Y.
[8+8]
4. (a) Prove that PSD and Auto correlation function of Random process form a
fourier transform pair.
6ω 2
(b) A random process has the power density spectrum Sxx (̟) = 1+ω 4
Find the average power in the process.
[8+8]
5. Find the input auto correlation function, output autocorrelation and o/p spectral
density of RC low pass filter, where the filter is subjected to a white noise of spectral
density N0 /2. [16]
6. Give reasons for the following:
(a) In any communication system the first stage must have low noise operation.
(b) Describe how FET gives low noise performance compared to BJT.
[8+8]
7. (a) Show that the effective noise temperature of n networks in cascade is given
by, Te = Te1 + Te2 /g1 + Te3 /g1 g2 + ................... + Ten /g1 g2 gn−1
(b) A low noise receiver for satellite ground station consists of the following stages
Antenna with Ti = 125K
Waveguide with a loss of 0.5dB
Power amplifier with ga = 30dB, Te = 6K, BN = 20 MHz
TWT amplifier with ga = 16dB, F = 6dB, BN = 20 MHz
Calculate the effective noise temperature of the system.
[8+8]
8. (a) Compare discrete and continuous channel with respect to information trans-
mission.
2 of 3
(b) Derive an expression for channel capacity of a continuous channel in the pres-
ence of White Gaussian noise.
[8+8]
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3 of 3
Telematics)
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1. (a) If A and B are any events, not necessarily mutually exclusive events, derive
an expression for probability of A Union B. When A and B are mutually
exclusive, what happens to the above expression derived?
(b) Define the term Independent events. State the conditions for independence of
i. any two events A and B.
ii. any three events A, B and C.
(c) A coin is tossed. If it turns up heads, two balls will be drawn from box A,
otherwise, two balls will be drawn from box B. Box A contains three black
and five white balls. Box B contains seven black and one white balls. In both
cases, selections are to be made with replacement. What is the probability
that Box A is used, given that both balls drawn are black?
[5+6+5]
2. (a) Explain the Gaussian distribution with a neat sketches of pdF and cdF.
(b) An analog signal received at the detector (measured in microvolts) may be
modeled as a Gaussian random variable N (200,256) at a fixed point in time.
What is the probability that the signal will exceed 240 µ vs. what is the
probability that the signal is larger than 240 µ V, given that it is larger than
210 µ Vs?
[8+8]
3. (a) Prove that mean is ‘m’ and variance is σ 2 for Gaussian distribution function.
(b) Find the moment generating and Characteristic function of the random vari-
able X which has uniform distribution.
[8+8]
4. Find the Auto correlation function and power spectral density of the Random
process.
x(t) = K Cos (̟o t + θ) Where θ is a Random variable over the ensemble and is
uniformly distributed over the Range ( 0, 2π)
[16]
density N0 /2. [16]
1 of 2
6. (a) Explain how partition noise is present in electron devices?
(b) Explain the usefulness of knowing the noise power spectral density of a net-
work.
[8+8]
7. (a) The noise figure of an amplifier at room temperature (T=29.K) 0.2db. Find
the equivalent temperature.
(b) Explain the concept of effective input noise temperature
[8+8]
8. (a) For a system the bandwidth is 4 KHz and S/N ratio is 14. If the bandwidth
is increased to 5 KHz, find the required S/N ratio to have the same channel
capacity and find the percentage change in signal power.
(b) Using the definition of H (x) and H (X/y),
P P (x,y)
Show that, I (x, y) = P (x, y) log P (x),P (y)
x,y
[6+10]
⋆⋆⋆⋆⋆
2 of 2
Telematics)
⋆⋆⋆⋆⋆
1. (a) State and derive the theorem on Total probability.

(b) A shipment of components consists of three identical boxes. One box contains
2000 components of which 25% are defective, the second box has 5000 compo-
nents of which 20% are defective and the third box contains 2000 components
of which 600 are defective. A box is selected at random and a component is
removed at random from the box. What is the probability that this compo-
nent is defective? What is the probability that it came from the second
box?
[8+8]
2. (a) Derive an expression for, the error function of the standard normal Random
variable
(b) Lifetime of IC chips manufactured by a semiconductor manufacturer is ap-
proximately normally distributed with mean = 5x 106 hours and standard
deviation of 5x 105 hours. A mainframe manufacturer requires that at least
95% of a batch should have a lifetime greater than 4x106 hours. Will the deal
be made?
[8+8]
3. (a) For the random variable X whose density function is

1
f (x) = , a≤x≤b
b−a
0, otherwise
Determine
i. Moment generating function
ii. Mean and Variance
(b) Prove that E(X) = E(X/Y), where X and Y are two random variables
[8+8]
4. (a) Explain Ergodic random process

(b) State and prove properties of Auto correlation function
[8+8]
1 of 2
5. White noise n(t) with G(f) =η/2 is passed through a low pass RC network with a
3dB frequency fc .
(a) Find the autocorrelation R(τ ) of the out put noise of the network.
(b) Sketch P(τ ) =R(τ )/R(0)
(c) Find ̟c (τ )such that P (τ ) ≤0.1.
[8+4+4]
6. (a) Explain how the available noise power in an electronic circuit can be estimated.
(b) What are the different noise sources that may be present in an electron devices?
[8+8]
7. (a) Define noise temperature and noise figure.

(b) Show that the noise figure of a well designed receiver is usually near about the
noise figure of the low noise RF stage amplifier at the antenna input.
[8+8]
8. (a) Describe the channel capacity of a discrete channel.

(b) Explain Shannon - Fano algorithm to develop a code to increase average in-
formation per bit.
[8+8]
⋆⋆⋆⋆⋆
2 of 2
Telematics)
⋆⋆⋆⋆⋆
1. A binary communication channel carries data as one of the two types of signals
denoted by 0 and 1. Owing to noise a transmitted 0 is sometimes received as 1
and a transmitted 1 is sometimes received as a 0. For a given channel, assume a
probability of 0.94 that a transmitted 0 is correctly received as a 0 and a probability
of 0.91 that a transmitted 1 is received as a 1.Further assume a probability of 0.45
of transmitting a 0. If a signal is sent, Determine
(a) probability that a 1 is received.
(b) Probability that a 0 was received
(c) Probability that a 1 was transmitted, given that a 1 was received
(d) Probability that a 0 was transmitted, given that a 0 was received
(e) Probability of as error
[3+3+4+4+2]
2. (a) Define Conditional Probability mass function.

(b) If two random variables have the joint probability density
2
f(x1 , x2 ) = (x1 + 2x2 ) for 0 < x1 < 1, 0 < x2 < 1
3
= 0 else where
Find
i. the marginal density of x2 .
ii. Conditional density of the first given that the second takes on the value
x2 .
(c) A pair of dice is tossed. Define a random variable X to be the difference of
the face values turned up. Determine the probability mass function of X
[4+6+6]
3. (a) The joint probability density function of random variables X and Y is f (x, y) =
′ ′ ′ ′
1
4
exp (|x − y|) − α < x < α , and − α < y < α If another random variable ‘Z’ is
defined such that, Z = X + Y Find fz (Z).
(b) Two random variables x and y have the following joint probability density
function f(x,y) = 2-x-y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
= 0, other wise Find
1 of 2
i. Marginal probability density functions of x and y
ii. Var (x) and Var (y)
[8+8]
4. (a) Explain Ergodic random process

(b) State and prove properties of Auto correlation function
[8+8]
density N0 /2. [16]
6. (a) Explain how partition noise is present in electron devices?

(b) Explain the usefulness of knowing the noise power spectral density of a net-
work.
[8+8]
7. (a) Show that the effective noise temperature of n networks in cascade is given
by, Te = Te1 + Te2 /g1 + Te3 /g1 g2 + ................... + Ten /g1 g2 gn−1
(b) A low noise receiver for satellite ground station consists of the following stages
Antenna with Ti = 125K
Waveguide with a loss of 0.5dB
Power amplifier with ga = 30dB, Te = 6K, BN = 20 MHz
TWT amplifier with ga = 16dB, F = 6dB, BN = 20 MHz
Calculate the effective noise temperature of the system.
[8+8]
8. (a) A source emits six messages with probabilities 1/2, 1/4, 1/8, 1/16, 1/32 and
1/32. Determine average information per message. What would be the infor-
mation if the above messages were equally probable?
(b) Distinguish between the terms “Self Information and Mutual Information”.
[8+8]
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2 of 2

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Code No: RR210403 Set No.

Value in µf Number in box

6. Give reasons for the following:

1. (a) State and derive the theorem on Total probability.

3. (a) For the random variable X whose density function is

4. (a) Explain Ergodic random process

7. (a) Define noise temperature and noise figure.

8. (a) Describe the channel capacity of a discrete channel.

2. (a) Define Conditional Probability mass function.

4. (a) Explain Ergodic random process

6. (a) Explain how partition noise is present in electron devices?

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