Prp-8451 Iat II 2 Marks & 16 Marks

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DMI COLLEGE OF ENGINEERING

ELECTRONICS AND COMMUNICATION ENGINEERING

MA8451 PROBABILITY AND RANDOM PROCESSES

INTERNAL ASSESSMENT TEST(2marks) - II

Year/Sem : II/IV Max : 40 Marks Time: 1 Hrs

CO2: Apply the concept of two dimensional random variables in engineering applications.

CO3: Able to identify various random processes and their applications on computation.

Part – A (20*2 = 40 Marks)

Q.NO QUESTIONS Cos

1. Define covariance CO2


2. Define Correlation coefficient. CO2
3. Define Regression coefficients and write the equations of Regression line. CO2
4. Find pdf of Binomial Distribution if mean and variance are 5 and 4. CO2
The Joint Probability Density Function of the variable (X,Y) si given by
5. CO2
f(x,y)=k(x+y),0<x<2,0<y<2.find the value of k.
6. Find the Marginal Density Functions of X and Y if f(x,y)=2x+5y,0<x<1,0<y<1. CO2
7. Find the first and second moment of X if f(x,y)=2-x-y,0<x<y<1 CO2
8. If Y=-2X+3, find Cov(X,Y). CO2
9. State central limit theorem. CO2

10. The Joint Pdf of (X,Y) is given by f(x,y)=e-(x+y),0<x,y<∞, are X and Y independent? CO2

11. State four types of Stochastic Processes? CO3


12. Give an example for a continuous time Random Process. CO3
13. Define a stationary process. CO3
14. Give an example for a stationary process. CO3
15. Define Strict Sense and Wide Sense Stationary process. CO3
16. When is a random process or stochastic process said to be ergodic? CO3
17. Give an example of an ergodic process. CO3
18. What is a Markov Process? CO3
19. Define Markov Chain and one – step transition probability. CO3
20. State any two properties of Poisson process. CO3
DMI COLLEGE OF ENGINEERING

ELECTRONICS AND COMMUNICATION ENGINEERING

MA8451 PROBABILITY AND RANDOM PROCESSES

INTERNAL ASSESSMENT TEST(16marks) - II

Year/Sem : II/IV Max : 80 Marks Time: 2 Hrs

CO2: Apply the concept of two dimensional random variables in engineering applications.

CO3: Able to identify various random processes and their applications on computation.

Part – A (16*5 = 80 MARKS)

Q.NO QUESTIONS COs

1.
a) Marks obtained by 10 students in Mathematics (X) and Statistics (Y) are
given below:
X : 60 34 40 50 45 40 22 43 42 64
Y : 75 32 33 40 45 33 12 30 34 51 CO2
Find the two regression lines. Also find y when x = 55.
b) The joint pdf of the rv (X,Y) is f(x,y)=3(x+y) 0x1, 0 y1, x y1,
Find Cov (X,Y).
2. If X and Y are independent RV with PDF fX(x)=1,1<x<2 and fY(y)=y/6,2<y<4.
CO2
Find the density function of Z=XY.
3.
a) Show that the random process X(t) Acos(t ) is wide sense stationary
where A and are constants and is uniformly distributed on the interval
0,2.
CO3
b) The transition probability matrix of a markov chain {Xn}, three states 1,2 and 3 is
0.1 0.5 0.4
P=[0.6 0.2 0.2] and the initial diatribution is P(0)=(0.7,0.2,0.1). Find P[X2=3]
0.3 0.4 0.3
and P[X3=2,X2=3,X1=3,X0=2].

4.
Two random processes X (t) and Y(t) are defined by X(t) Acos t +B sin t
and Y(t)= Bcos t -A sin t. Show that X (t) and Y(t) are jointly wide sense CO3
stationary, if A and B are uncorrelated RVs with zero means and the same
variance and is a constant.
5.
a) Verify if the sine wave processX(t), whereX (t)µ cos tand µ is
uniformly distributed in (0,1) is a strict sense stationary process.
CO3
b) Verify whether the random process X(t) Acos(t ) is wide sense
stationary when A and are constants and is uniformly distributed on
the interval 

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