Code No: R05210401 Set No.

1
II B.Tech I Semester Supplimentary Examinations, November 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
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1. (a) What is an event and explain discrete and continuous events with an example.
(b) Discuss joint and conational probability.
(c) Determine the probability of a card being either red or a queen. [6+6+4]

2. (a) Define cumulative probability distribution function. And discuss distribution

functions specific properties.
(b) What are the conditions for the function to be a random variable? Discuss.
What do you mean by continuous and discrete random variable? [8+8]

3. (a) A discrete random variable X is an outcome of throwing a fair die. Find mean
and variance of X.
(b) Find the skew and coefficient of skewness for a Rayleigh random variable X
(x−2) −(x−2)/10
e x>2
fX (x) = 5 [6+10]
0 x<2
4. Discrete random variables X and Y have a joint distribution function
FXY (x, y) = 0.1u(x + 4)u(y − 1) + 0.15u(x + 3)u(y + 5) + 0.17u(x + 1)u(y − 3)+
0.05u(x)u(y − 1) + 0.18u(x − 2)u(y + 2) + 0.23u(x − 3)u(y − 4)+
0.12u(x − 4)u(y + 3)
Find

(a) Sketch FXY (x, y)

(b) marginal distribution functions of X and Y.
(c) P(−1 < X ≤ 4, −3 < Y ≤ 3) and
(d) Find P(X ≤ 1, Y ≤ 2). [4+6+3+3]

5. (a) Random variables X and Y have the joint density f XY (x,y)= 1/24
0 < x < b and 0 < y < 4 what is the expected value of the function g(x,y) =
(xy)2
p
(b) Show that the correlation coefficient satisfies the expression |ρ| = |µ11 | / (µ11 µ20 ) ≤
1. [8+8]

6. Let X(t) be a stationary continuous random process that is differentiable. Denote

its time derivative by Ẋ(t).
h• i
(a) Show that E × (t) = 0.

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Code No: R05210401 Set No. 1
(b) Find R××˙ (τ ) in terms of R×× (τ )sss [8+8]

7. (a) Determine which of the following functions are valid PSDS.

ω 2
i. ω6 3ω 2 +3

ii. exp[−(ω − 1)2 ]

2
iii. ωω4 +1 − δ(ω)
ω4
iv. 1+ω 2 +jω 6
. [4 ×3 = 12]
(b) Define RMS bandwidth of PSD and explain. [4]

8. (a) For the network shown in figure 8 find the transfer function of the system.[8]
(b) Define the following systems
i. LTI system
ii. Causal system
iii. stable system
iv. Noise Bandwidth. [4×2=8]

Figure 8

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Code No: R05210401 Set No. 2
II B.Tech I Semester Supplimentary Examinations, November 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆

1. (a) Is probability relative frequency of occurrence of some event? Explain with

an example.
(b) Define an event and explain discrete and continuous event with an example.
(c) One card is drawn from a regular deck of 52 cards. What is the probability of
the card being either red or a king? [6+6+4]

2. (a) Define cumulative probability distribution function. And discuss distribution

functions specific properties.
(b) What are the conditions for the function to be a random variable? Discuss.
What do you mean by continuous and discrete random variable? [8+8]
 −5x
5e 0≤x≤∞
3. (a) The density function of a random variable X is gX(x) =
0 elsewhere
Find
i. E[X],
ii. E[(X − 1)2 ]
iii. E[3X-1]
(b) If the mean and variance of the binomial distribution are 6 and 1.5 respectively.
Find E[X − P(X ≥ 3)]. [8+8]
 2 2
Cxye−(x +y ) x ≥ 0, y ≥ 0
4. If the joint PDF of (X,Y) is given by fXY (x, y) =
0 otherwise
Find

(a) constant ‘C’ so that this is a valid joint density function.

(b) marginal distribution functions of X and Y.
(c) show that X and Y are independent random variables.
(d) Find P(X ≤ 1, Y ≤ 1). [4+6+3+3]

5. (a) Show that the variance of a weighted sum of uncorrected random variables
equals the weighted sum of the variances of the random variables.
(b) Two random variables X and Y have joint characteristic function
φX, Y(ω1 ,ω2 ) = exp(−2ω12 −8ω22 ).
i. Show that X and Y are zero mean random variables.

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Code No: R05210401 Set No. 2
ii. are X and Y are correlated. [8+8]

6. Let X(t) be a stationary continuous random process that is differentiable. Denote

its time derivative by Ẋ(t).
h• i
(a) Show that E × (t) = 0.
(b) Find R××˙ (τ ) in terms of R×× (τ )sss [8+8]

7. (a) A WSS noise process N(t) has ACF RN N (τ ) = P e−3|τ | . Find PSD and plot
both ACF and PSD
(b) Find RY Y (τ ) and hence SY Y (ω ) interns of SXX (ω ) for the product device
shown in figure 7 if X(t)is WSS. [8+8]

Figure 7
8. (a) For the network shown in figure 8 find the transfer function of the system.[8]
(b) Define the following systems
i. LTI system
ii. Causal system
iii. stable system
iv. Noise Bandwidth. [4×2=8]

Figure 8

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Code No: R05210401 Set No. 3
II B.Tech I Semester Supplimentary Examinations, November 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆

1. (a) Define probability with an Axiomatic Approach.

(b) In a box there are 100 resistos having resistance and tolerance as shown in
table 1. If a resistor is chosen with same likelihood of being chosen for the
three events, A as “draw a 470 Ω resistor”, B as “draw a 100 Ω resistor”,
determine joint probabilities and conditional probabilities.
Table 1
Number of resistors in a box having given resistance and tolerance. [6+10]

Resistance (Ω) Tolerance

5% 10% Total
22 10 14 24
47 28 16 44
100 24 8 32
Total 62 38 100

2. (a) Define conditional density function of a random variable and discuss their
properties.
(b) A random variable X has density function f(x) =1/4 for −2 < x < 2 and 0
elsewhere. Obtain
i. P(x < 1)
ii. P( |x| > 1). [10+6]

3. (a) Define and explain moments of a random variable.

1
(b) A random variable has the probability function P (x) = 32x
x = 1, 2, 3....N .
Find the moment generating function. [8+8]

4. (a) State and prove central limit theorem.

(b) Find the density of W = X + Y where the densities of X and Y are assumed
to be
fX (x) == [u(x) − u(x − 1)], fY (y) = [u(y) − u(y − 1)], [8+8]

5. (a) Let X be a random variables Another random variable Y related to X as. Y

= aX+b where a and b are constants.
i. Find the covariance of X and Y.

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Code No: R05210401 Set No. 3
ii. Find the correlation coefficient of X and Y.
(b) Let X and Y be defined by X= Cos θ & Y= Sin θ where θ is a random variable
uniformly distributed over (0, 2Π).
i. Show that X and Y are uncorrelated
ii. Show that X and Y are not independent. [8+8]

6. X̄ = 6 and RXX (t, t+τ ) = 36 + 25 exp (− |τ | ) for a random process X(t). In-
dicate which of the following statements are true based on what is known with
certainty X(t)

(a) is first order stationary

(b) has total average power of 61W
(c) is ergodic
(d) is wide sense stationary
(e) has a periodic component
(f) has an ac power of 36w. [16]

7. (a) Find the ACF of the following PSD’s

157+12ω 2
i. Sχχ (ω) = (16+ω 2 )(9+ω 2 )
8
ii. Sχχ (ω) = (9+ω 2 )2

(b) State and Prove wiener-Khinchin relations. [8+8]

8. (a) A Signal x(t) = u(t) exp (-αt ) is applied to a network having an impulse
response h(t)= ω u(t) exp (-ω t). Here α & ω are real positive constants.
Find the network response? (6M)
(b) Two systems have transfer functions H1 ( ω) & H2 ( ω). Show the transfer
function H(ω) of the cascade of the two is H(ω ) =H1 ( ω) H2 (ω ).
(c) For cascade of N systems with transfer functions Hn (ω) , n=1,2,.... .N show
that H( ω) = πHn (ω). [6+6+4]

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Code No: R05210401 Set No. 4
II B.Tech I Semester Supplimentary Examinations, November 2008
PROBABILITY THEORY AND STOCHASTIC PROCESS
( Common to Electronics & Communication Engineering, Electronics &
Telematics and Electronics & Computer Engineering)
Time: 3 hours Max Marks: 80
Answer any FIVE Questions
All Questions carry equal marks
⋆⋆⋆⋆⋆

1. (a) What is ‘ total probability’ and show that total probability P(A) is
N NP
P(A) = P(A ∩ S) = P[U n = 1(A ∩ Bn )] = n=1 P(A ∩ Bn ) with Venn dia-
gram.
(b) In a box there are 100 resistors having resistance and tolerance as shown in
table. Let a resistor be selected from the box and assume each resistor has
the same likelihood of being chosen. For the three events; A as “draw a 47Ω
resistor,” B as “draw a resistor with 5% tolerance” and C as “draw a 100 Ω
resistor” calculate the joint probabilities. [10+6]

Table 1
Numbers of resistors in a box having given resistance and tolerance.

Resistance(Ω) Tolerance
5% 10% Total
22 10 14 24
47 28 16 44
100 24 8 32
Total 62 38 100

2. (a) Define and explain the following density functions

i. Binomial
ii. Exponential
iii. Uniform
iv. Rayleigh.
(b) What is density function of a random variable x, if x is guassian. [12+4]

3. (a) State and prove properties of variance of a random variable

(b) Let X bea random variable defined by the density function
π
cos(πx/8) −4 ≤ x ≤ 4
fX (x) = 16 Find E[3X] and E[X 2 ]. [8+8]
0 elsewhere

4. If the joint PDF of (X,Y) is given by Find Fx,y (x, y) = u(x)u(y)[1 − e−x/2 − e−y/2 +
e−(x+y)/2 ] Find

(a) Plot ,Fx,y (x, y)

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Code No: R05210401 Set No. 4
(b) Find P(0.5 < X < 1.5),
(c) P(X ≤ 1, Y ≤ 2) and
(d) P(−0.5 < X ≤ 2, 1 < Y ≤ 3).. [4+4+4+4]

5. (a) let Y = X1 + X2 + ............+XN be the sum of N statistically independent

random variables Xi , i=1,2.............. N. If Xi are identically distributed then
find density of Y, fy (y).
(b) Consider random variables Y1 and Y2 related to arbitrary random variables X
and Y by the coordinate rotation. Y1 =X Cos θ + Y Sin θ Y2 = -X Sin θ + Y
Cos θ
i. Find the covariance of Y1 and Y2 , CY1Y2
ii. For what value of θ, the random variables Y1 and Y2 uncorrelated. [8+8]

6. A random process X(t) has periodic sample functions as shown in figure6, where
B,T and 4to ≤ T are constants but ε is a random variable uniformly distributed
on the interval (0,T)

(a) find the first order distribution function of X(t)

(b) find the first order density function
(c) find E[X(t)], E[X 2 (t)] and σX 2 . [4+4+8]

Figure 6
7. (a) A WSS noise process N(t) has ACF RN N (τ ) = P e−3|τ | . Find PSD and plot
both ACF and PSD
(b) Find RY Y (τ ) and hence SY Y (ω ) interns of SXX (ω ) for the product device
shown in figure 7 if X(t)is WSS. [8+8]

Figure 7

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Code No: R05210401 Set No. 4
8. (a) A Signal x(t) = u(t) exp (-αt ) is applied to a network having an impulse
response h(t)= ω u(t) exp (-ω t). Here α & ω are real positive constants.
Find the network response? (6M)
(b) Two systems have transfer functions H1 ( ω) & H2 ( ω). Show the transfer
function H(ω) of the cascade of the two is H(ω ) =H1 ( ω) H2 (ω ).
(c) For cascade of N systems with transfer functions Hn (ω) , n=1,2,.... .N show
that H( ω) = πHn (ω). [6+6+4]

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