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Code: RA 9A04303

RA

II B.Tech II Semester (R09) Regular & Supplementary Examinations, April/May 2012 PROBABILITY THEORY AND STOCHASTIC PROCESSES (Electronics & Instrumentation Engineering) Time: 3 hours Answer any FIVE questions All questions carry equal marks ***** Max Marks: 70

1.

(a) Explain the term joint probability and conditional probability. (b) Show that the conditional probability satisfies the three axioms of probability. (c) Two cards drawn from a 52 card deck (the first is not replaced): (i) Given the first card is a queen. What is the probability that the second is also a queen? (ii) Repeat part (i) for the first card a queen and second a 10. (iii) What is the probability that both cards will be the queen?

2.

(a) What are the conditions required for a function to be a random variable? (b) The waiting time X of a customer in a queuing system is zero if he finds the system idle and an exponentially distributed random length of time if it finds the system busy. The probabilities that he finds the system idle or busy are p and I-P, respectively. Find the CDF of X. (a) State and prove the properties of a moment generating function of a random variable. (b) A Gaussian random variable for which = 0.6 and x = 0.8 is transformed to a new random variable by the transformation.

3.

Y = (x) =

Find (i) Density function of Y 4.

(ii) Mean and various of Y

(a) Distinguish between point conditioning and internal conditioning. (b) The joint probability density function is F x,y (x,y) = If a<b, find (i) P { x+y 3a/4} (ii) P { y 2bx/a}

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Code: RA 9A04303

RA

(a) Discuss, how expectation is calculated for two random variables. (b) A complex random variable z is defined by z = cos (x) + j sin (y) where x and y are independent real random variable uniformly distributed from to i) Find the mean value of z ii) Find the variance of z (a) Explain about different types of random processes. (b) A random process is defined as x (t) = A sin ( t+) where A is a constant and is a random variable uniformly distributed over (-, ). Check x(t) for stationarity. Discuss Gaussian random processes and explain its properties. (a) Determine the relationship between power spectrum and auto correlation function. (b) Consider the linear system shown below: x (t) is the input and y (t) is the output. The auto correlation function of x (t) is R xx ( ) = 3.8 ( ). Find the power spectral density, auto correlation function and mean square value of the output y (t).
X (t) y (t)

6.

7. 8.

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