Code No: R1621045 R16 SET - 1

II B. Tech I Semester Regular/Supplementary Examinations, October/November - 2018

RANDOM VARIABLES & STOCHASTIC PROCESSES
(Electronics and Communication Engineering)
Time: 3 hours Max. Marks: 70
Note: 1. Question Paper consists of two parts (Part-A and Part-B)
2. Answer ALL the question in Part-A
3. Answer any FOUR Questions from Part-B
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

PART –A
1. a) Two dice are thrown. What is the probability that the sum on the dice is (2M)
twelve?
b) What is the relation between CDF and PDF of a discrete random variable? (3M)
c) Find the mean value of a uniform random variable. (2M)
d) Define the auto-covariance of a random process. (2M)
e) Write
   in terms of the PSD of . (2M)
f) When a metallic resistor R is at temperature T, random electron motion (3M)
produces a noise voltage at the open circuited terminals. What is the name of
this noise voltage? Give the expression for PSD noise voltage.
PART -B
2. a) Define and explain the following with an example: (7M)
i. Equally likely events
ii. Exhaustive events
iii. Mutually exclusive events
b) State and prove the properties of cumulative distribution function (CDF) of . (7M)

3. a) Find the nth moment of the random variable  in terms of its characteristic (7M)
function Φ
ω .
b) Find the variance of a uniform random variable distributed over the interval (7M)
[a,b].

4. Consider random variables 1 and 2 related to arbitrary random variables 

and  by the coordinate rotation
1 =    +   
2 = −   +  
a) Find the covariance of 1 and 2. (7M)
b) For what value of , the random variables 1 and 2 are uncorrelated. (7M)

5. a) The auto correlation function for a stationary ergodic process with no periodic (7M)

components is 

  = 625 + . Find mean and variance of the

   !
random process.
b) Explain about Ergodicity (7M)
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Code No: R1621045 R16 SET - 1

6. a) Show that the auto-correlation function and power spectral density form (7M)
Fourier transform pair.
b) State all the properties of power spectral density and cross power spectral (7M)
density.

7. a) Derive the relation between PSDs of input and output random processes of an (7M)
LTI system.

b) Write notes on generalized Nyquist theorem for modeling a source of thermal (7M)
noise.

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Code No: R1621045 R16 SET - 2

II B. Tech I Semester Regular/Supplementary Examinations, October/November - 2018

RANDOM VARIABLES & STOCHASTIC PROCESSES
(Electronics and Communication Engineering)
Time: 3 hours Max. Marks: 70
Note: 1. Question Paper consists of two parts (Part-A and Part-B)
2. Answer ALL the question in Part-A
3. Answer any FOUR Questions from Part-B
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

PART –A
1. a) Define a random variable. (2M)
b) If ‘ Θ ’ is a Random variable, uniformly distributed on the interval (3M)
(0, π/2 ) find the mean value of ‘ Θ ’.
c) Give the expression for the joint PDF of bi-variate Gaussian random variable? (2M)
d) Let Y (t ) = X (t ) + 2π , where X (t ) is WSS. Is Y (t ) WSS? (2M)
e) Define narrowband random process. (2M)
f) Give the expression for power spectral density.. (3M)
PART -B
2. a) A random experiment consists of flipping two coins. A random variable, , is (7M)
taking the number of heads. Sketch the distribution function of .
b) Show that (7M)
&!

" #
$ %$ = ($ <  ≤ $ 
&'

3. a) A random variable Y has a probability density function of the form (7M)

 Ky 0< y≤6
fY ( y ) = 
0 elsewhere
i. Find the value of K for which this is a valid probability density function.
ii. Find the variance of Y .
b) Show that +,-, = , +,-. (7M)

4. a) Two random variables X and Y have a joint probability density function given (7M)
by
 Ae − (2 x +3 y ) x ≥ 0, y ≥ 0
f XY ( x, y ) = 
0 x < 0, y < 0

Find the correlation coefficient .

/ .
b) Derive the relation between correlation and covariance of two random (7M)
variables  and .
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Code No: R1621045 R16 SET - 2

5. a) A wide-sense stationary random process has an autocorrelation function of the (7M)

form 

 = 20 1| |  40 14| |

i. Find the mean value of the process.

ii. Find the mean-square value of the process.
b) Define the mean-ergodic, autocorrelation-ergodic and ergodic random (7M)
processes.

6. a) State all the properties of power spectral density function. (7M)

b) Show that the cross-power spectral density and cross-correlation form Fourier (7M)
transform pair.

7. a) The thermal agitation noise generated by a resistance can be closely (7M)

approximated as white noise having a spectral density of 256 +  /89, where
5  1.37 = 101 W-s/oK is the Boltzmann constant, 6 is the absolute
temperature in degree Kelvin, and  is the resistance in ohms. A physical
resistance is paralleled by a capacitance as shown in Figure 1.

Figure 1
Calculate the mean-square value of the noise voltage across AB terminals.

b) Write brief notes on the following: (7M)

i. Band-limited random process
ii. Narrowband random process

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Code No: R1621045 R16 SET - 3

II B. Tech I Semester Regular/Supplementary Examinations, October/November - 2018

RANDOM VARIABLES & STOCHASTIC PROCESSES
(Electronics and Communication Engineering)
Time: 3 hours Max. Marks: 70
Note: 1. Question Paper consists of two parts (Part-A and Part-B)
2. Answer ALL the question in Part-A
3. Answer any FOUR Questions from Part-B
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

PART –A
1. a) Define the total probability theorem. (2M)
b) List the properties of probability mass function. (3M)
c) Show that the first central moment is zero. (2M)
d) Define ergodic random process. (2M)
e) List the properties of power spectral density. (2M)
f) Define band-limited random process. (3M)
PART -B
2. a) Define and explain the following with an example: (7M)
i. Discrete sample space
ii. Conditional probability
iii. Continuous random variable
b) A random variable, , takes the number of heads that come-up when a fair (7M)
coin is tossed twice. Obtain the probability mass function of  and plot it.

3. a) The value of a resistor, , is uniformly distributed over the interval 990 Ω to (7M)
1010 Ω. Find the mean-square value of .
b) Find the probability density function of     , where  is a Gaussian random (7M)
variable with zero-mean and unity-variance.

4. a) The joint probability density function of two random variables X and Y is (7M)
,2$  @  ; 0 ≤ $ ≤ 2 , 2 ≤ @ ≤ 4F
given by#
/ $, @  A
0 ; 0C0Dℎ0-0
Find
i. value of ‘a’
ii. ( ≤ 1,  > 3
b) Define central limit theorem for the following two cases: (7M)
i. Unequal distributions
ii. Equal distributions

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Code No: R1621045 R16 SET - 3

5. a) A random process is described by    H  IJK  Θ, where H is a (7M)

random variable that is uniformly distributed between -3 and +3, I is a random
variable with zero-mean and variance of 4, K is a constant, and Θ is a random
M M
variable that is uniformly distributed from –   . H, I and Θ are
 
statistically independent. Calculate the variance of this process.
b) Derive the relationship between auto-correlation function and auto-covariance (7M)
function.

6. a) A stationary random process has a band-limited spectral density of the form (7M)

0.1 |#| < 1000 89F



#  N
0 0C0Dℎ0-0

Find the mean-square value of the random process.

b) State the properties of cross-power spectral density functions. (7M)

7. a) Find the power spectral density of the output of the linear system with impulse (7M)
response ℎ = 0 1O P if the input has a power spectral density of
18


K = 
K +9
b) Write notes on the following: (7M)
i. Noise equivalent bandwidth
ii. Noise equivalent temperature

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Code No: R1621045 R16 SET - 4
II B. Tech I Semester Regular/Supplementary Examinations, October/November - 2018
RANDOM VARIABLES & STOCHASTIC PROCESSES
(Electronics and Communication Engineering)
Time: 3 hours Max. Marks: 70
Note: 1. Question Paper consists of two parts (Part-A and Part-B)
2. Answer ALL the question in Part-A
3. Answer any FOUR Questions from Part-B
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
PART –A
1. a) Define exponential and Rayleigh random variables. (2M)
b) Define skew of a random variable. (3M)
c) Define orthogonality. (2M)
d) Define strict sense stationary random process. (2M)
e) Write Wiener-Khinchin relations. (2M)
f) Define effective Noise temperature and Noise figure (3M)
PART -B
2. a) The probability density function of a random variable is given by (7M)
 
#
$   S $  1 + S$ − 1
 
i. Is #
$ a valid PDF?
ii. Find T
$
iii. Plot #
$ and T
$
b) Write notes on the following: (7M)
i. Rayleigh random variable ii. Uniform random variable

3. a) A random variable is described by its probability density function (7M)

#
$  = H0 1& + S $ − 1 Find the variance of .
b) Define characteristic function. Show that the moments of a random variable (7M)
can be generated from its characteristic function.

4. a) Show that the correlation coefficient, ., satisfies the condition: −1 ≤ . ≤ 1. (7M)

b) List the properties of jointly Gaussian random variables. (7M)

5. a) A random process is given by  = HJ2U#V  + Θ (7M)

where H, #V are real constants and Θ is a uniform random variable distributed
over 0,2U. Is  WSS process?
b) List all the properties of cross-correlation functions. (7M)
6. a) Derive the Wiener-Khinchin relation for power spectra density and (7M)
autocorrelation function.
b) State and prove the properties of cross-power spectral density functions. (7M)

7. a) Show that  K = |8K|  K. (7M)

//

b) Explain how a source of thermal noise is modeled. (7M)

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