Prp-8451 Iat II 2 Marks & 16 Marks
Prp-8451 Iat II 2 Marks & 16 Marks
Prp-8451 Iat II 2 Marks & 16 Marks
CO2: Apply the concept of two dimensional random variables in engineering applications.
CO3: Able to identify various random processes and their applications on computation.
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
CO2: Apply the concept of two dimensional random variables in engineering applications.
CO3: Able to identify various random processes and their applications on computation.
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) 0x1, 0 y1, x y1,
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 processX(t), whereX (t)µ cos tand 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