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MCQ Set1 PTSP

The document contains a 15 question multiple choice exam on probability theory and stochastic processes. The questions cover topics such as correlation coefficients, variances, covariances, properties of random processes including auto correlation functions and power spectral densities, and how linear time-invariant systems affect random processes. The exam asks the student to choose the correct answer for each question from the given multiple choice options.

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Prabhakara Rao
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203 views2 pages

MCQ Set1 PTSP

The document contains a 15 question multiple choice exam on probability theory and stochastic processes. The questions cover topics such as correlation coefficients, variances, covariances, properties of random processes including auto correlation functions and power spectral densities, and how linear time-invariant systems affect random processes. The exam asks the student to choose the correct answer for each question from the given multiple choice options.

Uploaded by

Prabhakara Rao
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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II B.Tech. II Sem.

,
Probability Theory and Stochastic Processes
Objective Exam

Name: ___________________Hall Ticket A


No.

Answer All Questions. All Questions Carry Equal Marks. Time: 15 Min. Marks: 15.

I. Choose the correct alternative:

1) The correlation coefficient of two random variables is 0.25, while their variances are 3 & 5.
Find co-variance ( )
a) 0.9682 b) 0.2869 c) 0.3698 d) 0.2548

2) Two Gaussian RVs X1 & X2 have zero means. Their variances are 4 , 9 . Given covariance is 3.
If X1 and x2 are linearly transformed to new variable Y1=X1-2X2 and Y2=3X1+4X2.
Find variances of Y1 and Y2 ( )

a) 12, 144 b) 144, 12 c) 66, 252 d) None

3) Cov(aX, bY)= ( )

a) aX+bY b)ab c) ab Cov(X,Y) d) Var(aX+bY)

4) If E[X]= 5, E[Y]=10, E[XY]=75, Var(X)=16, Var(Y)=49 then correlation coefficient is ( )

a) 25 b) 28/25 c) 25/28 d) 25

5) The linear transformation of Gaussian RVs are always ( )

a) Independent b) Linear c) Non linear d) Gaussian

6) A random process X (t) is said to be mean Ergodic, if its statistical average is ____________
to its time average.
( )
a) Equal b) Not equal c) Twice d) None

7) Auto correlation function is ______ ( )

a) An even function b) An odd function c) Both d) None


8) ________averages are computed by considering all the sample functions. ( )

a) Time b) Ensemble c) Both d)None


9) A random process is defined by X(t)=A, where A is random variable uniformly distributed on
(0,1). Find the auto correlation of the process is ( )
a) 2 b) 1/3 c) 2 d) ½
10) Auto-correlation function is maximum at ( )

a) т =0 b) т =1 c) т=2 d)None

11) SXY(w) = 0 if X(t) and Y(t) are ______________ ( )


a) Equal b) Orthogonal c) Linear d) None

12) Power spectral density of Random process X(t) is Sxx(w)= 16/4+w.w , then Avg power of x(t) is
( )
a) 1 b) 2 c) 3 d) 4

13) Auto correlation function and power spectral density of random process x(t) forms ( )
a) A Laplace Transform Pair b) Fourier Pair C) Both d) None

14) Syx(w)= ( )
a) Sxy(w) b) Sxy (-w) c)Syy(w) d) Sxx(w)

15) if X(t) is given to an LTI sytem with Transfer function H(w) = 1/2+jw,with Sxx(w)= 16/4+w2
then find avg power of output of LTI system ( )

a) 1 b) 2 c) 3 d) 4

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