DOWNLOADED FROM STUCOR APP

(iii) If X1, X2 and X3 are 3 independent observations of X. Find the

probability that exactly one of these 3 is greater than 1.5?
2𝑥 , 0 < 𝑥 < 1
A random variable X has the p.d.f. 𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1 1 1 3 1
6. Find (i) 𝑃 (𝑋 < ) (ii) 𝑃 ( < 𝑋 < ) (iii) 𝑃(𝑋 > / 𝑋 > ) BTL -3 Applying
2 4 2 4 2
3 1
(iv) 𝑃(𝑋 < 4 / 𝑋 > 2)
Explain the MGF of Normal distribution and hence find its mean and
7(a). variance. BTL -4 Analyzing
If the probability that an applicant for a driver’s license will pass the road test
7(b). on any given trial is 0.8 Evaluate the probability that he will finally pass the BTL -6 Creating
test (i) on the fourth trial and (ii) in less than 4 trials.
The marks obtained by a number of students for a certain subject is assumed
8(a). to be normally distributed with mean 65 and standard deviation 5.If 3
BTL -1 Remembering
students
are taken at random from this set Identify the probability that exactly 2 of
them will have marks over 70?
The contents of urns I, II, III are as follows:
1 white, 2 black and 3 red balls;
2 white, 1 black and 1 red balls;
8(b). BTL -3 Applying
4 white, 5 black and 3 red balls;
One urn is chosen at random and two balls drawn. They happen to be white
and red. What is the probability that they come from urns I, II, III?
Out of 800 families with 4 children each, how many families would be
9(a). expected to have (1) 2 boys and 2 girls (2) at least one boy (3) at most 2 girls BTL-2 Understanding
(4) children of both sexes. Assume equal probability for boys and girls.
In 1989, there were three candidates for the position of principal Mr.
Chatterji, Mr. Ayangar and Dr. Singh. Whose chances of getting the
appointment are in the proportion 4:2:3 respectively. The probability that Mr.
9(b). Chatterji is selected, would introduce co-education in the college is 0.3. The Applying
probabilities of Mr. Ayangar and Dr. Singh doing the same are respectively BTL -3
0.5 and .08. What is the probability that there was co-education in the college
in 1990?
In a certain city, the daily consumption of electric power in millions of
kilowatt hours can be treated as a RV having Gamma distribution with
10(a). parameters λ = ½ and k =3. If the power plant of this city has a daily capacity BTL -3 Applying
of 12 million kilowatts – hours, Find the probability that this power supply
will be inadequate on any given day?
Suppose that the life of an industrial lamp in 1,000 of hours is exponentially
distributed with mean life of 3,000 hours. Find the probability that (i) The
10(b). lamp last more than the mean life (ii) The lamp last between 2,000 and 3,000 BTL -3 Applying
hours (iii) The lamp last another 1,000 hours given that it has already lasted
for 250 hours.
A random variable X has the following probability distribution
X: -2 -1 0 1 2 3
P(x): 0.1 K 0.2 2K 0.3 3K

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR APP
(1) Find the value of K.
11. (2) Evaluate P(X< 2) and P(-2 < X < 2). BTL -3 Applying
(3) Find the cumulative distribution of X.
(4) Find the mean of X.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR APP

The density function of a random variable ‘X’ is given by

12(a). 𝑓(𝑥) = 𝐾𝑥(2 − 𝑥), 0 ≤ 𝑥 ≤ 2. Find K, mean, variance and rth moment. BTL-2 Understanding
If X and Y are independent Poisson variate such that
12(b). BTL-3 Applying
P(X = 1) = P(X = 2) and P(Y = 2) = P(Y = 3).Find the variance of X 2Y.
13(a). State and prove memoryless property for geometric distribution. BTL-1 Remembering
The mileage which car owners get with certain kind of radial tyre is a RV
13(b). having an exponential distribution with mean 4,000 km. Find the probabilities BTL-3 Applying
that one of these tyres will last (i) at least 2,000 km (ii) atmost 3,000 km.
14(a). A coin is biased so that a head is twice as likely to appear as a tail. If the coin Applying
is tossed 6 times, find the probabilities of getting (1) Exactly 2 heads, (2) at BTL-3
least 3 heads, (3) at most 4 heads. .
The length of time a person speaks over phone follows exponential distribution
14(b). with mean 6 mins. What is the probability that the person will talk for (1) more BTL-2 Understanding
than 8 mins, (2) between 4 and 8 mins.
UNIT II - TWO – DIMENSIONAL RANDOM VARIABLES
Joint distributions – Marginal and conditional distributions – Covariance – Correlation and linear regression –
Transformation of random variables – Central limit theorem (for independent and identically distributed random
variables).
Q. No. Question BT Level Competence
PART – A
Define the distribution function of two dimensional random variables (X,Y) .
1. BTL -1 Remembering
State any two properties.
2. The joint pdf of (X, Y) is . Find BTL -1 Remembering
Examine the value of k if the joint probability density function of a bivariate
random variable (X,Y) is given by
3. BTL -1 Remembering

The joint pdf of the random variable (X,Y) is given by

4. 2
 y2 ) BTL -3 Applying
f(x,y) = Kxye(x , x  0, y  0 .Calculate the value of K.
Let X and Y be independent random variables with variance 2 and 3. Find the
5. BTL -1 Remembering
variance of 3X+4Y.
Can you tell that the joint distributions of two random variables X and Y be got
6. BTL -1 Remembering
if their Marginal distributions are known?
The two random variables X and Y have probability density function
7. BTL -3 Applying
for and , Calculate .
The joint probability density function of a random variable X and Y is given by
8. BTL -3 Applying
. Find the marginal functions of X and Y.
x  y , 0  x  1, 0  y  1
If X and Y have joint pdf f(x,y) =

9.  0, otherwise BTL -2 Understanding
Discuss whether X and Y are independent.
The joint probability mass function of a two dimensional random variable
10. BTL -5 Evaluating
(X,Y) is given by Evaluate .
If X and Y are RVs such that Y = aX + b where a and b are real constants,
11. BTL -3 Applying
show that the correlation coefficient between them has magnitude 1.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

12. What do you mean by correlation between two random variables BTL -1 Remembering
13. Distinguish between correlation and regression. BTL -2 Understanding
Let (X, Y) be a two-dimensional random variable. Define covariance of (X,
14. BTL -4 Analyzing
Y).
If X and Y are independent, what will be the covariance of (X, Y)?
The regression equations are x + 6y = 14 and 2x + 3y = 1. Find the mean
15. BTL -4 Analyzing
values of X & Y .
If = 2 and r =0.6 , Find the line of regression and
16. BTL -4 Analyzing
obtain the value of X and Y = 20.
17. Give the acute angle between the two lines of regression. BTL -2 Understanding
The joint probability density of a two dimensional random variable (X,Y) is
18. BTL -5 Evaluating
given by . Evaluate .
Let X and Y be random variables with joint density function
4xy , 0  x  1 , 0  y  1 formulate the value of E(XY)
19. fXY(x,y) =  
BTL -6 Creating
 0, otherwise
The random variables X and Y are having the joint density function
20. f(x,y) = 1/8 (6 – x – y ), 0 < x < 2, 2 < y < 4, formulate the value of BTL -6 Creating
P(X+Y < 3).
PART -B
If X, Y are RV’s having the joint density function
𝑓(𝑥, 𝑦) = 𝑘(6– 𝑥– 𝑦),0 < 𝑥 < 2, 2 < 𝑦 < 4,
1. Point out (𝑖) 𝑃 (𝑥 < 1 , 𝑦 < 3) 𝑖𝑖 ) 𝑃 (𝑥 < 1 < 3) 𝑖𝑖𝑖)𝑃( 𝑦 < 3/𝑥 < 1) BTL -4 Analyzing
𝑦
𝑖𝑣) 𝑃(𝑋 + 𝑌 < 3 )
𝑥+𝑦
2(a). The joint distribution of X and Y is given by 𝑓(𝑥, 𝑦) = , 𝑥 = 1,2,3; 𝑦 = 1,2.
Applying
21 BTL-3
Find the marginal distributions.
If the joint probability distribution function −𝑥
of a two dimensional random
(1 − 𝑒 )(1 − 𝑒 −𝑦 ); 𝑥 > 0, 𝑦 > 0
variable (X,Y) is given by 𝐹(𝑥, 𝑦) = { .
2(b). 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Calculate the marginal densities of X and Y. Are X and Y independent?
Applying
𝐹𝑖𝑛𝑑 𝑃[1 < 𝑋 < 3, 1 < 𝑌 < 2] BTL -3
If the joint pdf of (X, Y) is given by p(x, y)= K(2x+3y), x=0, 1, 2, 3 and
3(a). y=1,2. Find all the marginal probability distribution. Also find the probability BTL-3 Applying
distribution of (X+Y).
𝑘𝑥(𝑥 − 𝑦), 0 < 𝑥 < 2 , −𝑥 < 𝑦 < 𝑥
The joint pdf of X and Y is given by f(x,y)={
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
3(b). (i)Find K (ii) Find 𝑓 (𝑥) and 𝑓 (𝑦) (iii) 𝑓𝑦 𝑦
) BTL -1 Remembering
𝑥 𝑦 (
𝑥 𝑥
𝐾(4 − 𝑥 − 𝑦); 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 2
The joint pdf in given as 𝑓(𝑥, 𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
4(a). (i)Find K (ii) Find conditional density function (iii) Check whether BTL-3 Applying
X & Y are independent.
The joint pdf a bivariate R.V(X, Y) is given by
𝐾𝑥𝑦; 0 < 𝑥 < 1, 0 < 𝑦 < 1 Applying
4(b). 𝑓(𝑥, 𝑦) = { BTL-3
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(1) Find K. (2) Find P(X+Y<1). (3) Are X and Y independent R.V’s.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

The joint pdf of a two dimensional random variable (X, Y) is given by

𝑥2
𝑓(𝑥, 𝑦) = 𝑥𝑦2 + , 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 1.
8 Remembering
5. 1 1 BTL-1
Compute (i) 𝑃 (𝑋 > 1 / 𝑌 < ) (ii)𝑃 (𝑌 < /𝑋 > 1 ) (iii) 𝑃(𝑋 < 𝑌)
2 2
(iv) 𝑃(𝑋 + 𝑌) ≤ 1.
The two dimensional random variable (X, Y) has the joint probability mass
6(a). function 𝑓(𝑥, 𝑦) =
𝑥+2𝑦
, 𝑥 = 0,1,2; 𝑦 = 0,1,2. Find the conditional distribution of BTL-3 Applying
27
Y for X= 𝑥. Also find the conditional distribution of Y given X=1.

The joint density function of the RVs X and Y is given by

6(b). 8𝑥𝑦; 0 < 𝑥 < 1, 0 < 𝑦 < 𝑥 1 1 BTL-3 Applying
𝑓(𝑥, 𝑦) = { . Find 𝑃 (𝑌 <
/𝑋 < )
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 8 2
If the joint pdf 𝑥𝑦
of a two-dimensional RV(X,Y) is given by,
𝑥2 +; 0 < 𝑥 < 1, 0 < 𝑦 < 2
7. 𝑓(𝑥, 𝑦) = { 3 . BTL-3 Applying
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1 1 1
Find (i) 𝑃 ( 𝑋 > ) (ii) 𝑃(𝑌 < 𝑋) and (iii) 𝑃 (𝑌 < / 𝑋 < )
2 2 2
Two independent random variables X and Y are defined by
4𝑎𝑥: 0 < 𝑥 < 1 4𝑏𝑦: 0 < 𝑦 < 1
8. 𝑓𝑋(𝑥) = { 0: 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 } And 𝑓𝑌(𝑦) = { 0: 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 } Show that BTL -3 Applying

U=X+Y and V=X-Y are uncorrelated

From the following data , Give (i)The two regression equations (ii) The
coefficient of correlation between the marks in Mathematics and Statistics (iii)
9. The most likely marks in Statistics when marks in Mathematics are 30 BTL -2 Understanding
Marks in Maths : 25 28 35 32 31 36 29 38 34 32
Marks in Statistics: 43 46 49 41 36 32 31 30 33 39
If X and Y are independent normal variates with zero mean and standard
10. 𝑦 BTL -1 Remembering
deviation 𝜎. Identify the densities of 𝑅 = √𝑋2 + 𝑌2 and 𝜃 = 𝑡𝑎𝑛−1 )(.
𝑥
Let (x, y) be a two-dimensional non-negative
2
continuous
2
random variable
+𝑦 )
4𝑥𝑦 𝑒−(𝑥 ; 𝑥 ≥ 0, 𝑦 ≥ 0
11. having the joint density. 𝑓(𝑥, 𝑦) = { . Find the BTL-1 Remembering
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
density function of U = √𝑥2 + 𝑦2.
The random variable (X,Y) has the joint p.d.f
(𝑥 + 𝑦): 0 ≤ 𝑥 ≤ 1 𝑎𝑛𝑑 0 ≤ 𝑦 ≤ 1
12. 𝑓(𝑥, 𝑦) = { } point out r(X,Y)
0: 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 BTL -4 Analyzing
Two random variables X and Y have the joint density
 2  x  y, 0  x  1, 0  y  1
13. f(x,y) =  BTL -6 Creating
 0, otherwise
Create the Correlation coefficient between X and Y is -1 /11.
The two lines of regression are 8x-10y+66=0, 40x-18y-214=0. The variance
14(a). of X is 9. Find (i) The mean values of X and Y (ii) Correlation coefficient BTL-4 Analyzing
between X and Y.
The life time of a certain brand of an electric bulb may be considered as a
random variable with mean 1200 hours and standard deviation 250 hours.
14(b). BTL -3 Applying
Find the Probability using central limit theorem that the average life time of
60 bulbs exceed 1250 hours.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

UNIT -III -RANDOM PROCESSES

Classification – Stationary process – Markov process – Markov chain – Poisson process – Random telegraph
process.
PART – A
Q. No. Question BT Level Competence
Define a random process? When do you say a random process is a random
1. BTL -1 Remembering
variable?
2. State strict sense and wide sense stationary process. BTL -1 Remembering
3. Define a semi-random telegraph signal process. BTL -1 Remembering
4. State Markov process. BTL -1 Remembering
Define Binomial process and state its properties. Give an example for its
5. BTL -1 Remembering
sample function.
6. Define Markov chain and one – step transition probability. BTL -1 Remembering
7. Give the four types of a stochastic process. BTL -2 Understanding
8. Give an example for a continuous time random process. BTL -2 Understanding
9. State the postulates of a Poisson process. BTL -2 Understanding
10. State any two properties of Poisson process. BTL -2 Understanding
11. Prove that a first order stationary random process has a constant mean. BTL -3 Applying
Show that the random process X(t) = A cos (ot + ) is not stationary if A and
12. BTL -3 Applying
o are constants and  is uniformly distributed in (0, π).
13. Give an example of evolutionary random process. BTL -2 Understanding
14. Write a detailed note on Sine wave process. BTL -4 Analyzing
15. When is a Markov chain, called homogeneous? BTL -4 Analyzing
When is a Random process said to be ergodic. Give an example of an ergodic
16. BTL -4 Analyzing
process.
If the TPM of a Markov chain is , find the steady state distribution of
17. BTL -3 Applying
the chain.
For the sine wave process X(t) = Y cost, - < t < is a constant, the
18. amplitude Y is a random variable with uniform distribution (0,1). Judge BTL -5 Evaluating
whether the process is stationary or not.
A gambler has Rs.2. He bets Rs.1 at a time and wins Rs.1 with probability ½ .
19. He stops playing if he loses Rs. 2 or wins Rs.4. Formulate the transition BTL -6 Creating
probability matrix for the Markov chain.
Let X(t) be a Poisson process with rate . Formulate E(X(t)
20. BTL -6 Creating
X(t +  ) ), where > 0.
PART – B
If X(t) = Y cos wt + Z sin wt, where Y and Z are two independent normal
1(a). BTL -1
random variables with E(Y) = 0 = E(Z) , E(Y2) = E(Z2) = 2 and w is a Remembering
constant, Examine that {X(t)} is a strict sense Stationary process of order 2
A radioactive source emits particles at a rate of 5 per minute in accordance
with Poisson process. Each particle emitted has a probability 0.6 of being
1(b). BTL -2 Understanding
recorded. Estimate the probability that 10 particles are recorded in 4 minute
period.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

2(a). Estimate the mean, variance, auto correlation function of a Poisson process. BTL -1 Remembering
Examine that the process 𝑋(𝑡) = 𝐴 𝑐𝑜𝑠𝜆𝑡 + 𝐵𝑠𝑖𝑛𝜆𝑡 where A nad B are random
2(b). variables, is wide sense stationary process if 𝐸(𝐴) = 𝐸(𝐵) = 𝐸(𝐴𝐵) = BTL -2 Understanding
0, 𝐸(𝐴 ) = 𝐸(𝐵 )
2 2

A random process X (t) is defined by 𝑋(𝑡) = 𝐴 𝑐𝑜𝑠𝜆𝑡 + 𝐵𝑠𝑖𝑛𝜆𝑡, −∞ < 𝑡 < ∞

3(a). where A, B are independent RV each of which has the value -2 with
BTL -1 Remembering
probability 1/3 and a value 1 with probability 2/3. Examine that X (t) is a wide
sense stationary process.
Suppose that customers arrive at a bank according to a Poisson process with
a mean rate of 3 per minute. Calculate the probability that during a time
3(b). BTL -3 Applying
interval of 2 minutes (i) exactly 4 customers arrive and (ii) more than
4 customers arrive.
The probability distribution of the process {X(t)} is given by
 (at)n1
4.  , n  1,2,3...
n1
P(X(t) = n ) = (1  at)at .Show that it is not stationary. BTL -2 Understanding
 , n0
 1  at
A man either drives a car or catches a train to go to office each day. He never
goes 2 days in a row by train but if he drives one day, then the next day he is
5. just as likely to drive again as he is to travel by train. Now suppose that on the
BTL -3 Applying
first day of the week, the man tossed a fair die and drove to work if and only if
a 6 appeared. Calculate (i) the probability that he takes a train on the third day
and (ii) the probability that he drives to work in the long run.
A fair die is tossed repeatedly. The maximum of the first ‘n’ outcomes is
6. denoted by 𝑋𝑛. Is {𝑋𝑛, 𝑛 = 1,2, … } a Markov chain? If so, Find its transition BTL -3 Applying
probability matrix, also find 𝑃{𝑋2 = 6}𝑎𝑛𝑑 𝑃2.
There are 2 white marbles in Urn A and 3 red marbles in Urn B. At each step
of the process, a marble is selected from each urn and the two marbles selected
7. are interchanged. The state of the related Markov chain is the number of red
BTL -4 Analyzing
marbles in Urn A after the interchange. Point out the probability that there are
2 red marbles in Urn A after 3 steps? In the long run, what is the probability
that there are 2 red marbles in Urn A?
Given a RV Y with characteristic function 𝜑(𝜔) = 𝐸(𝑒𝑖𝜔𝑌) and a random
8.
process defined by 𝑋(𝑡) = cos(𝜆𝑡 + 𝑌). Judge that X(t) is stationary in wide BTL -5 Evaluating
sense if 𝜑(1) = 𝜑(2) = 0.
Prove that the random processes X(t) and Y(t) defined by 𝑋(𝑡) = 𝐴 𝑐𝑜𝑠𝑤𝑡 +
9.
𝐵 𝑠𝑖𝑛𝑤𝑡 , 𝑌(𝑡) = 𝐵 𝑐𝑜𝑠 𝑤𝑡 − 𝐴 𝑠𝑖𝑛 𝑤𝑡 are jointly wide sense stationary if A BTL -6 Creating
and B are uncorrelated zero mean random variables with the same variance.
The tpm of a Markov Chain {Xn}, three states 1,2 and 3 is
0.1 0.5 0.4
10(a). P = 0.6 0.2 0.2 and the initial distribution is P(0) = [0.7,0.2 ,0.1]. Identify
  BTL -1 Remembering
0.3 0.4 0.3
(i) P(X2 = 3 ) (ii) P (X3 = 2, X2 = 3 , X1 = 3 , X0 = 2)
On the average , a submarine on patrol sights 6 enemy ships per hour.
Assuming that the no. of ships sighted in a given length of time is a Poisson
10(b).
variate, Point out the probability of sighting (i) 6 ships in the next half-an-
BTL -4 Analyzing
hour, (ii) 4 ships in the next 2 hours (iii) at least 1 ship in the next 15 min
and (iv) at least 2 ships in the next 20 minutes.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

11(a). Classify the Random Processes with suitable Examples. BTL-3 Applying
The TPM of a Markov chain with three states 0,1,2 is
3⁄ 1⁄ 0
𝖥 4 4 1
𝑃 = I1⁄4 1⁄2 1⁄4l and the initial state distribution of the chain is
11(b). I l BTL -4 Analyzing
3 1
[ 0 ⁄1 4 ⁄4]
𝑃(𝑋 = 𝑖) = , 𝑖 = 0,1,2,
0 3
Estimate (𝑖)𝑃(𝑋2 = 2)𝑎𝑛𝑑 (𝑖𝑖)𝑃(𝑋3 = 1, 𝑋2 = 2, 𝑋1 = 1, 𝑋0 = 2).
0 0 1 0
𝖥0 0 0 11
Consider the Markov chain with tpm given by 𝑃 = I 0 1 0 0 l. Show that
12(a). I 1 1 1 1l BTL -5 Evaluating
[ 2 8 8 4]
it is ergodic.
1
The probability of a dry day following a rainy day is and that the probability
3
1
12(b). of a rainy day following a dry day is . Given that May 1st is a dry day. Find the BTL -6 Creating
2
probability that May 3rd is a dry day and also May 5th is a dry day.
Radha bought three kinds of cereals A , B and C. she never buys the same
cereal in successive weeks. If she buys cereal A, the next week she buys
13(a). BTL -4 Analyzing
cereal B. However if she buys B or C the next week she is 3 times as likely to
buy A as the other cereal. How often she buys each of the 3 cereals?
Three out of every four trucks on the road are followed by a car, while only
13(b). one out of every five cars is followed by a truck. What fraction of the BTL -6 Creating
vehicles on the road are trucks?
14. Check if a random telegraph signal process is wide sense stationary. BTL -6 Creating
UNIT -IV-CORRELATION AND SPECTRAL DENSITIES
Auto correlation functions – Cross correlation functions – Properties – Power spectral density – Cross spectral
density – Properties.
PART – A
Q. No. Question BT Level Competence
1. Define autocorrelation function and prove that for a WSS Process{X(t)}, Rx
BTL -1 Remembering
x(-) = Rx x()
2. Define Cross correlation function and state any two of its properties BTL -1 Remembering
3. State any two properties of an auto correlation function. BTL -1 Remembering
4. Define the power spectral density and cross power spectral density of a random
BTL -1 Remembering
process
5. Give an example of cross – spectral density. BTL -1 Remembering
6. State and prove any one of the properties of cross – spectral density function. BTL -1 Remembering
7. Estimate the variance of the stationary process { X (t)} whose auto correlation
BTL -2 Understanding
function is given by R() =2+4 e-2
8. Estimate the variance of the stationary process {X(t)}, whose auto correlation
BTL -2 Understanding
function is given by .
9. Given that the autocorrelation function for a stationary ergodic process with no
periodic components is . Estimate the mean and BTL -2 Understanding
variance of the process {X(t)}.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

10.
Prove that . BTL -1 Remembering
11. The random process X(t) has an autocorrelation function Rxx () =18  2
6 
2
BTL -3 Applying
Calculate E(X(t)) and E(X2 (t)).
12.
If a random process is defined as where
A is a r.v uniformly distributed from . P.T the autocorrelation function BTL -1 Remembering

of is
13. Check whether the following functions are valid auto correlation BTL -4 Analyzing
14. If R() = e-2
is the auto correlation function of a random process {X(t)}.
BTL -4 Analyzing
Point out the spectral density of {X(t)}.
15. The autocorrelation function of the random telegraph signal process is given by
Rxx() = a2 e-2 r. Point out the power density spectrum of the random BTL -4 Analyzing
telegraph signal.
16. Point out the auto correlation function whose spectral density is
BTL -4 Analyzing

17. Evaluate the power spectral density of a random signal with autocorrelation
BTL -5 Evaluating
function e-.
18. Find the power spectral density of a WSS process with autocorrelation function
2 BTL -5 Evaluating
R( )  e 
19. Given the power spectral density: formulate the average
BTL -6 Creating
power of the process .
20. Formulate a valid power density spectrum for . BTL -6 Creating
PART-B
Consider two random processes X(t) = 3 cos(t +  ) and
1. Y(t) = 2 cos (t +  - /2) where  is a random variable uniformly distributed
BTL -2 Understanding
in (0 , 2 ). Give the proof for R (0)R (0)  R ( )
xx yy xy
.
2. Identify the power spectral density of a random binary transmission process
|𝑐|
where auto correlation function is 𝑅(𝑟) = 1 − ; |𝑟| ≤ 𝑇. BTL -1 Remembering
𝑇
𝜔 2+9
3. If the power spectral density of a continuous process is 𝑆𝑥𝑥 (𝜔) = ,
𝜔4+5𝜔2+4 BTL -2 Understanding
Give the mean value, mean- square value of the process.
4(a). The power spectrum
1
of a wide sense stationary process X(t) is given by
𝑆𝑥𝑥 (𝜔) = .Calculate the auto correlation function. BTL -2 Understanding
2 2
(1+𝜔 )
Point out the auto correlation function of the process {X(t)}, if its
4(b).
1 + 𝜔2, 𝑓𝑜𝑟 |𝜔| ≤ 1 BTL -4 Analyzing
power spectral density is given𝑆 by ( )
𝜔 = { 0, 𝑓𝑜𝑟 |𝜔| ≥ 1
A random process {X(t)} is given by 𝑋(𝑡) = 𝐴𝑐𝑜𝑠𝑝𝑡 + 𝐵 𝑠𝑖𝑛𝑝𝑡, where A and B
5(a).
are independent RV’s such that E(A)=E(B)= 0 and 𝐸(𝐴2) = 𝐸(𝐵2) = 𝜎2. BTL -3 Applying
Calculate the power spectral density of the process.
If the power spectral density of a WSS process is given by
5(b). 𝑏
(𝑎 − |𝜔|), |𝜔| ≤ 𝑎 BTL -5 Evaluating
𝑆(𝜔) = {𝑎 Evaluate auto correlation function.
0, |𝜔| > 𝑎
1

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

Find the mean-square value of the Processes whose power spectral density is
6.
𝜔2+2 BTL -2 Understanding
𝜔 +13𝜔2+36
4 .
If the cross correlation
𝐴𝐵
of two processes {X(t)} and {Y(t)} is
7. R (𝑡, 𝑡 + 𝑟)= {𝑠𝑖𝑛𝜔 𝑟 + 𝑐𝑜𝑠𝜔 (2𝑡 + 𝑟)}, where A,B and  are constants.
XY 0 0 BTL -4 Analyzing
2
Point out the cross power spectrum.
Consider the random process X(t) = Ycost, t ≥ 0, where  is a constant and Y
8. is a uniform random variable over ( 0 , 1 ) . Identify auto correlation function
BTL -1 Remembering
Rxx(t, s ) of X(t)and auto covariance Cxx (t , s )
of X(t).
9. State and prove Wiener Khinchine theorem BTL -1 Remembering
10. If 𝑌(𝑡) = 𝑋(𝑡 + 𝑎) − 𝑋(𝑡 − 𝑎), Examine 𝑅𝑌𝑌(𝑟) = 2𝑅𝑋𝑋(𝑟) − 𝑅𝑋𝑋(𝑟 + 2𝑎) −
BTL -4 Analyzing
𝑅𝑋𝑋(𝑟 − 2𝑎). Hence examine 𝑆𝑌𝑌(𝜔) = 4𝑠𝑖𝑛2𝑎𝜔𝑆𝑋𝑋(𝜔).
Show that the Random Process𝑋(𝑡) = 𝐴 sin(𝜔𝑡 + ), where A and 𝜔 are
11(a).
constants, ∅ is a Random variable uniformly distributed in (0 , 2𝜋).Find BTL -3 Applying
the autocorrelation function of the process.
Two Random Process {𝑋(𝑡)}&{𝑌(𝑡)}are given by 𝑋(𝑡) = 𝐴 cos(𝜔𝑡 +
11(b). ) ( )
𝜃 , 𝑌 𝑡 = 𝐴 sin(𝜔𝑡 + 𝜃) where A and 𝜔 are constants and 𝜃 is a BTL -5 Evaluating
uniform random variable over 0 to 2𝜋. Find the cross – correlation
function.
12(a). Find the power spectral
𝐴2
density function whose auto correlation function is
given by 𝑅 (𝑟) = cos(𝜔 𝑟). BTL -3 Applying
𝑋𝑋 2 0
157+12 𝜔 2
Given the power density spectrum 𝑆𝑋𝑋 (𝜔) = .Find the auto
12(b) (𝜔2+16)(𝜔2+9) BTL -3 Applying
correlation function.
13. Show that the power spectrum
4𝛼 3
of the Auto correlation function
𝑒−𝛼 |𝑐|
[1 + 𝛼|𝑟|] is 2 2 2 . BTL -3 Applying
(𝛼 +𝜔 )
If {𝑥(𝑡)}&{𝑦(𝑡)} are two random processes with auto correlation functions
𝑅𝑥𝑥(𝑟) 𝑎𝑛𝑑 𝑅𝑦𝑦(𝑟) respectively and jointly WSS, then prove that
14.
|𝑅𝑥𝑦(𝑟)| ≤ √𝑅𝑥𝑥(0)𝑅𝑦𝑦(0). Establish any two properties of BTL -6 Creating
autocorrelation function 𝑅𝑥𝑥(𝑟).
UNIT 5- LINEAR SYSTEMS WITH RANDOM INPUTS
Linear time invariant system – System transfer function – Linear systems with random inputs – Auto correlation
and cross correlation functions of input and output.
PART-A
Q. No. Question BT Level Competence
1. Define a linear system with random input BTL -1 Remembering
2. State White Noise. BTL -1 Remembering
3. Define Band –Limited white noise. BTL -1 Remembering
4. Define system weighting function. BTL -1 Remembering
5. Define a system when is it called memory less system. BTL -1 Remembering
6. State stable system. BTL -1 Remembering
7. Give an example for a linear system. BTL -2 Understanding
8. Give any two properties of a linear time invariant system. BTL -2 Understanding
9. Give the properties of a linear system. BTL -2 Understanding
1

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

10. Give the relation between input and out put of a linear time invariant system. BTL -2 Understanding
11. Show that Y(t) = t X(t) is linear. BTL -3 Applying
12. Find the autocorrelation function of the white noise. BTL -3 Applying
13. A wide sense stationary noise process N(t) has an autocorrelation function
RNN(t) = P e- 3  , - <<, with P as a constant. Calculate its power density BTL -3 Applying
spectrum.
14. If {X (t)}& {Y(t) } in the system Y(t) = are WSS process
BTL -4 Analyzing
explains how the auto correlation function related.
15. Define a system when is it called linear system? BTL -1 Remembering
16. If the input of a linear filter is a Gaussian random process, comment about the
BTL -4 Analyzing
output random process.
17. If Y (t) is the output of an linear time – invariant system with impulse response
h(t) then Evaluate the cross correlation of the input function X (t) and output BTL -5 Evaluating
function Y(t).
18. Evaluate the system Transfer function ,if a Linear Time Invariant system has
an impulse function H(t) = BTL -5 Evaluating

19. State any two properties of cross power density spectrum. BTL -6 Creating
20. What is unit impulse response of a system? Why is it so called? BTL -6 Creating
PART – B
1. If the input to a time- invariant, stable linear system is a WSS process, BTL -1
Remembering
Examine that the output will also be a WSS process.
2(a). Identify the output power density spectrum and output correlation function
for a system for an input power density system BTL -1 Remembering

2(b). Let Y(t)= X(t)+N(t) be a wide sense stationary process where X(t) is the
actual signal and N(t)is the zero mean noise process with variance, and BTL -2 Understanding
independent of X(t). Estimate the power spectral density of Y(t).
3. Show that Syy() = H(2 Sxx() where Sxx() and Syy() are the power
spectral density functions of the input X(t) , output Y(t) and H() is the BTL -3 Applying
system transfer function.
4. Assume a random process X(t) is given as input to a system with transfer
function 𝐻(𝜔) =1 for −𝜔0 < 𝜔 < 𝜔0.If the autocorrelation function of the
𝑁0
input process is 𝛿(𝑟), Point out the autocorrelation function of the output BTL -4 Analyzing
2
process.
5. Let X(t) be a stationary process with mean 0 and autocorrelation function
𝑒−2|𝑐|. If X(t) isthe input to a linear system and Y(t) is the output process ,
Calculate (i) E[Y(t)] (ii) SYY() and (iii) RYY(|𝑟|), if the system function BTL -3 Applying
1
𝐻(𝜔)= .
𝜔+2𝑖
6. A wide sense stationary random process {X(t)} with autocorrelation RXX( ) =
, where A and a are positive constants, is applied to the input of a
linear transmission input system with impulse response BTL -2 Understanding
Where b is a real positive constant. Give the autocorrelation of the output Y(t)
of the system.

DOWNLOADED FROM STUCOR

DOWNLOADED FROM STUCOR

7.
A linear system is described by the impulse response .
BTL -4 Analyzing
Assume an input process whose auto correlation function is B . Point out
the mean and the autocorrelation function of the output function.
8(a). If is a band limited white noise centered at a carrier frequency such
N
that S ( )   o , for    0  B BTL -1 Remembering
NN  2
 0, elsewhere
.
8(b).
Consider a Gaussian white noise of zero mean and power spectral density
BTL -5 Evaluating
applied to a low pass filter whose transfer function is
Evaluate the auto correlation function.
9. Let X(t) be the input voltage to a circuit system and Y(t) be the output
voltage.If X(t)is a stationary random process with mean 0 and
autocorrelation function RXX( ) = .
Identify BTL -1 Remembering
(i) E[Y(t)]
(ii) SXX() and
(iii) the spectral density of Y(t) if the power transfer function )= .
10(a). A random process X(t) is the input to a linear system whose impulse function
is h(t) = 2e- t, .The auto correlation function of the process is BTL -1 Remembering
RXX( ) = e -2 ‫׀‬τ‫ ׀‬, Identify the power spectral density of the output process Y(t).
10(b). Analyze the mean of the output of a linear system is given by
BTL -4 Analyzing
where X(t) is WSS.
11. Find the power spectral density of the random telegraph signal. BTL -3 Applying
12(a). If is a WSS process and if then we have
the following
i. BTL -6 Creating
ii.
iii.
12(b). If is the input voltage to a circuit and is the output voltage, is
a stationary random process with and Find BTL -1 Remembering
if the system function is given by .
13. If , where A is a constant,  is a random
variable with a uniform distribution in (- ,  ) and{N(t)} is a band limited
Gaussian whit noise with a power spectral density
 No
 , for      BTL -3 Applying
S NN ()   2 0 B Calculate the power spectral density of
 0,elsewhere
{Y(t)}. Assume that N(t) and  are independent.
14. If is the input and is the output of the system. The autocorrelation of
is . Find the power spectral density, autocorrelation BTL -3 Applying
function and mean-square value of the output with
*********************
1

DOWNLOADED FROM STUCOR