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Mathsassignment 2

This document contains an assignment for a Probability and Stochastic Processes course. It includes 6 questions mapping to various course outcomes and program outcomes. A table also maps the course outcomes to their coverage of program outcomes on a scale of 1 to 3. The document provides instructions for students to answer the assignment questions and submit their responses by a specified date.

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Surendra Mallu
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
37 views

Mathsassignment 2

This document contains an assignment for a Probability and Stochastic Processes course. It includes 6 questions mapping to various course outcomes and program outcomes. A table also maps the course outcomes to their coverage of program outcomes on a scale of 1 to 3. The document provides instructions for students to answer the assignment questions and submit their responses by a specified date.

Uploaded by

Surendra Mallu
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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SRM Institute of Science and Technology

College of Engineering and Technology


Department of Mathematics
SRM Nagar, Kattankulathur – 603203, Chengalpattu District, Tamil Nadu
Academic Year: 2022-2023 (EVEN)

Test: Assignment 2 Date :27.02.2023


Course Code & Title: 18MAB203T-Probability and Stochastic Processes Submission Date: 10.03.2023
Year & Sem: II/III Max. Marks: 30
Note:
(i) Answer the Assignment Problems in A4 sheet and submit in the stipulated time
S.No. Course Outcome PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12

Evaluate the characteristics of


1 CO1
discrete and continuous random
3 3 - - - - - - - - - -
variables.
Explain the model and analyze
2 CO2
systems using two dimensional
3 3 - - - - - - - - - -

random variables.
Classify limit theorems and use
3 CO3
various inequalities.
3 3 - - - - - - - - - -

Analyze the characteristics of


4 CO4
random processes.
3 3 - - - - - - - - - -

Examine problems on spectral


5 CO5
density functions and linear time
3 3 - - - - - - - - - -
invariant systems.

Utilize the concepts on random


6 CO6 variables and stochastic 3 3 - - - - - - - - - -
processes in signals and
systems.

Q. Questions M BL CO PO PI
No
1 A discrete RV X takes the values –a, 0, a with probabilities 1/8, ¾ and 5 4 3 1 2.3.1
1/8 respectively. Compute 𝑃{|𝑋| ≥ 2𝜎} and compare it with
Tchebycheff’s inequality bound.
2 30 electronic devices D1, D2… D30 are used in the following manner. As 5 4 3 2 2.3.1
soon as D1 fails D2 becomes operative. When D2 fails, D3 becomes
operative and so on. If the time to failure of Di is exponentially
distributed RV with parameter 𝜆 = 0.1/ℎ and T is the total time of
operation of all the 30 devices, find the probability that T exceeds 350h,
using CLT.
3 The joint probability density function of the 2D RV is 5 3 2 1 2.3.1
8𝑥𝑦
, 0<𝑥<𝑦<2
𝑓(𝑥, 𝑦) = { 9
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find (i) Marginal density function of X and Y (ii) Conditional
density function of Y given X=x

4. If X and Y each follow an exponential distribution with parameter 1 and 5 3 2 1 2.3.1


are independent, find the pdf of U=X-Y.
5. Given the joint probability distribution as follows 5 4 2 2 2.3.1

X= -1 0 1
Y= -1 0 0.1 0.1
0 0.2 0.2 0.2
1 0 0.1 0.1
Find𝐸[𝑌⁄𝑋 = 𝑥 ].

6 Let X follow exponential distribution with parameter𝜆. Using Markov 5 3 3 1 2.3.1


inequality find an upper bound for 𝑃(𝑋 ≥ 𝑎), 𝑎 > 0. Compare with
actual value of 𝑃(𝑋 ≥ 𝑎).

CO COVERAGE % BL COVERAGE %
60
60
50
50
40
40
30 30

20 20
10 10
0 0
CO1 CO2 CO3 CO4 CO5 BL1 BL2 BL3 BL4

Evaluation Sheet
Name of the Student: Register No.:

Part- A (6 * 5= 30 Marks)
Q. No CO Marks Obtained Total
1 3
2 3
3 2
4 2
5 2
6 3

Consolidated Marks:

CO Marks Scored
CO2
CO3
Total

Signature of the Course Teacher

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