Esla 3 Ia QP 2021
Esla 3 Ia QP 2021
Esla 3 Ia QP 2021
R N S INSTITUTE OF TECHNOLOGY
(AICTE Approved, VTU Affiliated and NAAC ‘A’ Grade Accredited)
Department of Electronics and Communication Engineering
(Accredited by NBA for the Academic Years 2018 – 19, 2019 – 20, 2020 – 21)
III – INTERNAL ASSESSMENT
SEM: IV (A, B, C, D) Date: 04 / 08 / 2021
Subject: Engineering Statistics & Linear Algebra Duration: 1 hr. 30 min
Sub. Code: 18EC44 Max. Marks: 50
Q.
No. Questions Marks COs BCL
Define a random variable and briefly discuss the following terms associated with
random variables.
a (i) Sample space (ii) Distribution Function (iii) Probability Mass Function 5 L1
(iv) Probability Density Function
Given the data in the following table,
1 k 1 2 3 4 5 CO1
𝑥𝑘 2.1 3.2 4.8 5.4 6.9
b 𝑃(𝑥𝑘 ) 0.21 0.18 0.20 0.22 0.19 5 L3
(i) Plot the PDF and the CDF of the discrete random variable X.
(ii) Write expressions for PDF and CDF using unit-delta functions and unit –
step functions.
OR
The PDF for the random variable Z is
1
; 0<𝑧<9
𝑓𝑍 (𝑧) = { 6√𝑧
a 0 ; 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 5 L2
2 What are (i) the mean (ii) the mean of the square, and (iii) the variance of the random CO1
variable Z?
The random variable X is uniformly distributed between 0 and 2. If
b 𝑦 = 3𝑥 3 , then find the PDF for Y. 5 L3
OR
A DRV Y has the PDF 𝑓𝑌 (𝑦) = 0.5 𝛿(𝑦) + 0.5 𝛿(𝑦 − 3)
a 𝑈 = 𝑌1 + 𝑌2 , where the Y’s are independent. What is the PDF for U? 5 L2
Shown in Fig. Q8b is a region in the x, y plane where the bivariate pdf 𝑓𝑋𝑌 (𝑥, 𝑦) = 𝑐,
elsewhere, the pdf is 0.
(i) What value must c have?
(ii) Evaluate 𝐹𝑋𝑌 (1,1).
(iii) Find the pdfs of X and Y.
8 CO2
b 5 L4
Fig. Q8b
With the help of an example, define Random Process and discuss distributions and
a density functions of a random process. 5 L1
9 CO3
b Define the autocorrelation function (ACF) of a random process and discuss its properties. 5 L2
OR
With the help of an example, define Random Process and discuss the terms Strict-
a Sense Stationary (SSS) and Wide-Sense Stationary (WSS) associated with a random 5 L3
process.
A random process is described by
10 CO3
𝑋(𝑡) = 𝐴 cos(𝜔𝑐 𝑡 + 𝜃) + 𝐵
b Where A, B, 𝜔𝑐 are constants and where 𝜃 is a random variable uniformly distributed 5 L1
between ±𝜋. Is 𝑋(𝑡) wide-sense stationary? If not, then why not? If so, then what are
the mean and the autocorrelation function for the random process?
*Bloom’s Cognitive Levels: L1 – Remember, L2 – Understand, L3 – Apply, L4 – Analyze, L5 – Evaluate, L6 – Create.