PRP Nov Dec 2013
PART A
1. Define Random variable.
Solution:
A real valued function defined on the outcome of a probability experiment is called a RV
2. Define geometric distribution.
Solution:
P ( X x) pq x1
here p means successes and q means failure.
f ( x, y ) k xy e ( x
y2 )
x 0, y 0
3. The joint pdf of random variables X and Y is given by
Find the value of k .
Solution:
f (x, y) dy dx 1
WKT
f ( x, y ) k xy e ( x
y2 )
x 0, y 0
Given
k xy e
( x2 y 2 )
0 0
dy dx 1 k xy e x e y dy dx 1
2
0 0
2
2
1 1
k x e x dx y e y dy 1 k . . 1 k 4
2 2
0
0
2x 0 x 1
ow
0
f ( x)
4. Given the RV X with density function
Solution:
Out of syllabus
5. Define Random process.
Solution:
y 8 x3
Find the PDF of
i.e) X ( s, t )
A function of the possible outcomes of an experiment and also time.
is called Random process (OR) Stochastic process.
6. Define Markov Process.
Solution:
If the future value depends only on the present state but not on the past states is called a
Markov process.
A discrete parameter Markov process is called a Markov Chain.
P X n an / xn 1 an 1 n
i.e.).,
7. Define power spectral density function.
Solution:
RXX ( ) E X (t ) X (t )
Let X (t) be a WSS process with autocorrelation function
. Then
RXX ( )
the Fourier transform of
is called the power density spectrum or spectral density of the
S XX ( )
S XX ( )
process and is denoted by
XX
( ) e i d
. Thus
8. State Wiener Khinchine theorem.
Solution:
X T ( )
If
is the Fourier transform of the truncated random process is defined as
X T (t) for t T
X T ( )
X T (t)
for t T
where
S ( )
function
is a real WSS process with power spectral density
2
1
S ( ) lim
E X T ( )
T
2T
then
9. Define White noise process.
Solution:
A sample function n (t) of a WSS noise RP N (t) is called white noise, if the power
i.e)., S NN ( )
N0
2
spectrum of N (t) is a constant at all frequencies.
10. Define linear time invariant system.
Solution:
Y (t ) f X (t )
A system
Y (t h) f X (t h)
is said to be time invariant if
November December 2014
f (x)
1. If c, if a CRV X has the density function
Solution:
1
1
f (x) dx 1 c
dx 1 2c
dx 1
2
1 x
1 x2
WKT
2c tan 1 x
1
0 1 c( ) 1 c
1 2c
2. Find the MGF of Poisson distribution.
Solution:
P (X x) P(x)
WKT
c
, x
1 x2
e x x
x!
x 0
x 0
M X (t) etx P(x) etx
e x x
( et ) x
e
x!
x!
x 0
t
t
e t ( e t ) 2
e 1
.... e e e e [e 1]
1!
2!
2x 0 x 1
ow
0
f ( x)
3. Given the RV X with density function
y 8 x3
Find the PDF of
Solution:
Out of syllabus
4. Define the JPMF of a two dimensional DRV.
Solution:
f (x i , y j ) P(X x i , y y j ) Pij
If (X, Y) is a two dimensional discrete RV such that
called the Joint PMF of (X, Y) provided the following conditions are satisfied.
(i) Pij 0 , i, j
is
(ii) Pij 1
i
and
5. Define Stochastic processes.
Solution:
i.e) X ( s, t )
A function of the possible outcomes of an experiment and also time.
is called Random process (OR) Stochastic process.
6. Define Markov processes.
Solution:
If the future value depends only on the present state but not on the past states is called a
Markov process.
A discrete parameter Markov process is called a Markov Chain.
P X n an / xn 1 an 1 n
i.e.).,
7. Write any two properties of autocorrelation.
Solution:
RXX (0) E X 2 (t)
RXX ( ) RXX ( )
(i)
and (ii)
8. Write Wiener Khintchine relation.
Solution:
X T ( )
If
is the Fourier transform of the truncated random process is defined as
X T (t) for t T
X T ( )
X T (t)
for t T
where
S ( )
function
then
9. Define White noise.
Solution:
is a real WSS process with power spectral density
2
1
S ( ) lim
E X T ( )
T
2T
A sample function n (t) of a WSS noise RP N (t) is called white noise, if the power spectrum
i.e)., S NN ( )
N0
2
of N (t) is a constant at all frequencies.
10. The autocorrelation function for a stationary ergodic process with no periodic component is
RXX ( ) 25
4
1 6 2
X (t)
. Find the mean and variance of the process
Solution:
RXX ( ) 25
Given
4
1 6 2
X lim RXX ( ) lim 25
WKT
4
25 0 5
1 6 2
mean E X (t ) 5
E X 2 (t ) RXX (0) 25 4 29
And WKT
Variance E X 2 (t ) E X (t )
29 5
29 25 4
Nov Dec 2012
t
P(X 0)
M (t) e3(e 1)
1. The MGF of a RV X is given by
Solution:
What is
M (t) e3(e 1)
Given
...... (1)
t
M X (t) e [e 1]
MGF of Poisson distribution =
By (1) and (2)
P(X x) P(x)
....... (2)
e x x e3 x 3x
x!
x!
WKT
e 3(0) 30
P (X 0)
1
0!
2. An experiment succeeds twice as often as it fails. Find the chance that in the next 4 trails,
there shall be at least one success.
Solution:
P(X x) pq x P(X 1) 1 P(X 1) 1 P(X 0) 1 0 1
6
2
(x y ) , 0 x 1, 0 y 1
f (x, y) 5
0
,
ow
3. Find the Marginal density function of X and Y if
Solution:
6
2
(x y ), 0 x 1, 0 y 1
f (x, y) 5
0
,
ow
Given
f X (x)
f Y (y)
6
6
f (x, y) dy (x y 2 ) dy xy
5
5
0
1
y 3
3
6
6 x2
f (x, y) dx (x y 2 ) dx
xy 2
5
5 2
0
1
6
1
x
5
3
6 1
y 2
5 2
4. Find the acute angle between the two lines of regression, assuming the two lines of
regression.
Solution:
tan
1 r 2 Y X
r X 2 Y 2
The angle between the two lines of regression is given by
5. Define a Strictly stationary RP.
Solution:
(i) E X (t) Constant
ii Var X (t) Constant
6. Prove that sum of two independent Poisson processes is again a Poisson process.
Solution:
M X1 (t) ( ) e1 t(e
M X 2 (t) ( ) e2 t(e
1)
WKT
and
M X1 (t) X 2 (t) ( ) M X1 (t) ( ) M X 2 (t) ( ) e1 t(e
1)
1) 2 t(e 1)
e ( 1 2 ) t(e
1)
Sum of two independent Poisson processes is a Poisson process.
X (t)
7. Find the Variance of the Stationary process
RXX ( ) 2 4 e
whose auto correlation function is given
by
Solution:
RXX ( ) 2 4 e
Given
X lim RXX ( ) lim 2 4 e 2 2 4e 2 4(0) 2
E X (t ) 2
E X 2 (t ) RXX (0) 2 4e 0 2 4(1) 6
Variance E X 2 (t ) E X (t )
X (t)
8. Prove that for a WSS process
Solution:
6 2
62 4
RXX (t, t )
,
is an even function of
RXX ( ) E X (t ) X (t ) E X(t ) X (t )
E X(t1 ) X (t1 )
put t1 t
then t t1
E X(t1 ) X (t1 ( ))
RXX ( ) RXX ( )
RXX (t, t )
is an even function of
9. Find the system Transfer function , if a Linear Time invariant system has an impulse
1
, t c
h (t ) 2c
0, t c
response
Solution:
.
2
SYY ( ) H ( ) S XX ( )
WKT
H ( ) Fourier transform of h(t )
But
h(t ) e
1
1 e i
e i d
2c
2c i
c
c
H ( )
1
e ic eic
2ic
1 e ic eic
sin c
c
2i
c
10. Define Band limited white Noise.
Solution:
Noise having a non zero and constant power spectrum over a finite frequency band
and zero every where else is called band limited white noise.
If N (t) is a band limited white noise, then its power density spectrum is usually
defined as
N0
, if B
S NN ( ) 2
0, otherwise
April May 2015
1. Show that the function
Solution:
To prove:
e x , x 0
f (x)
0 , x0
f (x) dx 1
is a PDF of a RV X.
e x
f (x) dx e dx
1
0
Consider
1 e e 0 0 1 1
f (x)
is a PDF
2. The mean and variance of binomial distribution are 5 and 4. Determine the distribution.
Solution:
np 5
Given Mean =
npq 4
and Variance =
npq 4
4
q
np 5
5
4 1
p q 1 p 1 q 1
5 5
And WKT
1
np 5 n 5 n 25
5
Given
1 4
x
5 5
25 x
P (X x) nc x p x q n x 25cx
f ( x, y ) k xy e ( x
y2 )
x 0, y 0
3. Find the value of k, if
function.
Solution:
is to be a joint probability density
f (x, y) dy dx 1
WKT
f ( x, y ) k xy e ( x
y2 )
x 0, y 0
Given
k xy e ( x
y2 )
0 0
k xe
0
x2
dy dx 1 k xy e x e y dy dx 1
2
0 0
2
1 1
dx y e y dy 1 k . . 1 k 4
2 2
0
4. What is the angle between the two regression lines?
Solution:
1 r 2 Y X
tan
r X 2 Y 2
The angle between the two lines of regression is given by
5. Give an example of evolutionary random process.
Solution:
A random process that is not stationary in any sense is called evolutionary process. For
example, Poisson process is an evolutionary process.
6. Define a semi random telegraph signal process.
Solution:
N (t)
If
X (t)
then
X(t) (1) N(t)
(0, t)
represents the number of occurrences of a specified event in
and
is called a semi random telegraph signal process.
7. State any two properties of cross correlation function.
Solution:
(i) RXY ( ) RYX ( ) (ii) RXY ( ) RXX (0). RYY (0)
, 1
S ( )
0 , ow
8. Find the auto correlation function whose spectral density is
Solution:
if 1 1
0 elsewhere
S XX ( )
Given
RXX ( )
1
2
XX
( ) ei d
WKT
1
1
ei
i
e
d
2 1
2 i
1 ei e i
i
2
1 ei e i
1
sin
2i
Y (t) 2 X(t)
9. Prove that
Solution:
is linear.
y1 (t) 2 x1 (t)
Let
And take
Given
y2 (t) 2 x2 (t)
and
x(t) c1 x1 (t) c 2 x 2 (t)
y(t) 2 x(t)
2 c1 x1 (t) c2 x 2 (t) 2 c1 x1 (t) 2 c 2 x 2 (t) 2 y1 (t) 2 y2 (t)
Y (t)
is linear system.
10. State the relation between input and output of a linear time invariant system.
Solution:
(ii) Y(t)
(i) SYY ( ) H ( ) S XX ( )
h(u) X(t u) du
and
