Code No: RR221101 Set No.

1
II B.Tech II Semester Supplimentary Examinations, Aug/Sep 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
(Bio-Medical Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
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1. (a) Define Probability density function and obtain the relationship between prob-
ability and probability density.
(b) Consider the probability density f (x) = ae−b|x| where x is a random variable
Whose allowable values range from x = −∞to∞. Find
i. the CDF F (x)
ii. the relationship between a and b. and
iii. the probability that the out come x lies between 1 and 2. [7+9]

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) Find the moment generating function of the random variable having proba-
bility density function
fX (x) = x, 0≤x≤1
= -2-x, 1≤x≤2
= 0, else where
(b) Find the moment generating function of the random variable whose moments
are mr = (r + 1)!2r . [8+8]

4. A class of modulation signal is modulated by

Xc (t) = AX(t)Cos(̟c t+θ)

Where x(t) is the message signal and A Cos (̟c t + θ) is the carrier. The message
Signal x(t) is modeled as a zero mean stationary random process with the autocorre-
lation function Rxx (τ ) and the PSD Gx (f ). The carrier amplitude A and frequency
̟c are assumed to be constants and the initial carrier phase θ is assumed to be a
random variable uniformly distributed in the interval (−Π, Π). Further more x(t)
and θ are assumed to be independent.

(a) Show that Xc (t) is stationary

(b) Find the PSD of Xc (t). [8+8]

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Code No: RR221101 Set No. 1
5. (a) Derive the relation between PSDs of input and output random process of an
LTI system.
(b) X(t) is a stationary random process with zero mean and auto correlation
RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2
1
Find mean
and PSD of its output. [8+8]

6. (a) What are the causes of thermal noise?

(b) What are the causes of shot noise? [8+8]

7. In TV receivers, the antenna is often mounted on a tall mask and a long lossy cable
is used to connect the antenna and receiver. To overcome the effect of noisy cable,
a preamplifier is mounted on the antenna. The parameters of the different stages
are
Preamplifier gain = 20 dB
Preamplifier Noise figure = 6 dB
Lossy cable noisy figure = 3 dB
Cable Loss = -20 dB
Receiver front end gain = 60 dB
Receiver Noise figure = 16 dB
Determine the overall noise figure of the system. [16]

8. (a) A code is composed of dots and dashes. Assume that a dash is three times as
long as the dot and has one-third the probability of occurrence.
Find,
i. The information in a dot and that in a dash, and
ii. The entropy in the dot - dash code.
(b) Suppose 100 voltage levels are employed to transmit 100 equally likely mes-
sages. Assume the system to be a Gaussian channel with λ = 3.5 and band-
width B = 104 Hz. Find S/N. [8+8]

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Code No: RR221101 Set No. 2
II B.Tech II Semester Supplimentary Examinations, Aug/Sep 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
(Bio-Medical Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆

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) If A and B are independent events, prove that the events A and B, A and B;
and A and B are also independent. [6]
(b) A1, A2 and A3 are three mutually exclusive and exhaustive sets of events
associated with a random experiment E1. Events B1,B2 and B3 are mutually
exclusive and exhaustive sets of events associated with a random experiment
E2. The joint Probabilities of occurrence of these events and some marginal
probabilities are listed in the table given below:

B1 B2 B3
A1 3/36 * 5/36
A2 5/36 4/36 5/36
A3 * 6/36 *
P(Bj) 12/36 14/36 *

i. Find the missing probabilities (*) in the table.

ii. Find P(B3|A1) and P(A1|B3)
iii. Are events A1 and B1 statistically independent? [4+4+2]

3. (a) If X and Y are two random variables which are Gaussian. If a random variable
Z is defined as Z=X+Y, Find fZ (Z).
(b) Prove that the characteristic function and probability density function form a
fourier transform pair. [8+8]

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Code No: RR221101 Set No. 2
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. (a) Find the PSD of a random process z(t) = X(t) + y(t) where x(t) and y(t) are
zero mean, individual random process.
(b) A wss random process x(t) is applied to the input of an LTI system whose
impulse response is 5t.e−2t The mean of x(t) is 3. Find the output of the
system. [8+8]

6. (a) What are the characteristics of White noise?

(b) Discuss the spectral distribution of thermal noise. [8+8]

7. (a) What are the precautions to be taken in cascading stages of a network in the
point of view of noise reduction?
(b) What is the need for band limiting the signal towards the direction increasing
SNR. [8+8]

8. (a) State the axioms of an entropy function. Show that only function which
satisfies the above axiom is,
P
n
H (P1 , P2 , .........Pn ) = λ pi log2 pi
i=1

(b) A man is informed that when a pair of dice was rolled, the result was a seven.
How much information is there in this message? [8+8]

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Code No: RR221101 Set No. 3
II B.Tech II Semester Supplimentary Examinations, Aug/Sep 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
(Bio-Medical Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆

1. (a) The number of times that an electric switch operate before having to be dis-
carded is found to be a random variable with probability mass function (pmf):
p(x) = A(1/3)x for x = 0, 1, 2,......
=0 otherwise.
i. Find the value of A that makes p(.) a p.m.f.
ii. Sketch the p.m.f.
iii. What is the probability that the number of times the switch will operate
before having to be discarded is greater than 5, an even number (regard
0 as even.), and an odd number.
(b) A continuous random variable has the p.d.f. given by
fx (x) = 5 − Cx; 0 ≤ x ≤ 5.
If Y = ax2 +b, find the p.d.f.of Y. [8 + 8]

2. (a) The number of newspapers that a certain delivery boy is able to sell in a day
is found to be a numerical valued random phenomenon, with a probability
function specified by the p.m.f.p(.) given by:

p(x) = Ax x = 1, 2, 3, ..................., 50

= A(100 − x) x = 51, 52, ..............100

= 0 otherwise
i. Find the value of A that makes p (.) a p.m.f. and sketch its graph.
ii. What is the Probability that the number of newspapers sold tomorrow is
A. more than 50
B. less than 50
C. equal to 50
D. between 25 and 75 exclusive
E. an odd number.
iii. Let the events indicated in (ii) be denoted respectively by A, B, C, D and
E. Find P(A|B), P(A|C), P(A|D)andP(C|D). Are A and B independent?
Are A and D independent? Are C and D independent events? [4+5+7]

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).

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Code No: RR221101 Set No. 3
(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
i. Marginal probability density functions of x and y
ii. Var (x) and Var (y) [8+8]

4. (a) Which are the following are suitable auto correlation functions?
i. Acos̟0 τ
ii. AΠ(τ /τ0 ) where Π(x) is a unit area rectangular function
(b) Suppose we are given a cross power spectrum defined by

Sxx (̟) = a + ((jb̟/w)); −W < ̟ < W

= 0 : Elsewhere
Where W > 0, a and b are real constants. Find the cross correlation function.
[8+8]

5. (a) Find the PSD of a random process z(t) = X(t) + y(t) where x(t) and y(t) are
zero mean, individual random process.
(b) A wss random process x(t) is applied to the input of an LTI system whose
impulse response is 5t.e−2t The mean of x(t) is 3. Find the output of the
system. [8+8]

6. (a) Write short notes on

i. Noise power spectral density.
ii. Noise suppression in semiconductor devices.
(b) Discuss the role of temperature variation in the operation of electronic devices
in the point of view of noise generation. [5+5+6]

7. (a) Discuss the significance of noise equivalent temperature of an electronic sys-

tem.
(b) Evaluate the equivalent noise temperature of a two port device with a matched
source and a matched load. [8+8]

8. (a) Messages Q1 , Q2 , Q3 have probabilities P1 , P2 , P3 such that P1 + P2 + P3 = 1.

Find Hmax by first eliminating P3 .
(b) Consider five messages have probabilities 1/2, 1/4, 1/8, 1/16, 1/16. Using
Shannon - Fano algorithm, develop efficient code. For that code find the
average number of bits message and compare with H. [8+8]

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Code No: RR221101 Set No. 4
II B.Tech II Semester Supplimentary Examinations, Aug/Sep 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
(Bio-Medical Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆

1. (a) State and prove Bayes theorem of probability.

(b) In a single throw of two dice, what is the probability of obtaining a sum of at
least 10? [8+8]

2. (a) Explain the Rayleigh probability density function.

(b) Find the mean value, the mean squared value and the cumulative distribution
function for the Rayleigh distribution with parameter α> 0, specified by the
pdf [8+8]
 
x 1 x
f (x) = 2 exp −
α 2 α

3. (a) Find the rth moment of the random variable X in terms of its characteristic
function φx (̟).
2
(b) Prove that σx+y = σx2 + σy2 + 2[E[XY]]-E[X]E[Y]] where X and Y are two
random variables. [8+8]

4. A class of modulation signal is modulated by

Xc (t) = AX(t)Cos(̟c t+θ)

Where x(t) is the message signal and A Cos (̟c t + θ) is the carrier. The message
Signal x(t) is modeled as a zero mean stationary random process with the autocorre-
lation function Rxx (τ ) and the PSD Gx (f ). The carrier amplitude A and frequency
̟c are assumed to be constants and the initial carrier phase θ is assumed to be a
random variable uniformly distributed in the interval (−Π, Π). Further more x(t)
and θ are assumed to be independent.

(a) Show that Xc (t) is stationary

(b) Find the PSD of Xc (t). [8+8]

5. (a) Derive the relation between PSDs of input and output random process of an
LTI system.
(b) X(t) is a stationary random process with zero mean and auto correlation
RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2
1
Find mean
and PSD of its output. [8+8]

6. (a) Explain available power of a noise source.

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Code No: RR221101 Set No. 4
(b) Explain the components of noise power spectral density. [8+8]

7. (a) Bring out the difference between narrowband and broadband noises
(b) Describe the quadrature representation of narrowband noise. [8+8]

8. (a) A code is composed of dots and dashes. Assume that a dash is three times as
long as the dot and has one-third the probability of occurrence.
Find,
i. The information in a dot and that in a dash, and
ii. The entropy in the dot - dash code.
(b) Suppose 100 voltage levels are employed to transmit 100 equally likely mes-
sages. Assume the system to be a Gaussian channel with λ = 3.5 and band-
width B = 104 Hz. Find S/N. [8+8]

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