Code: 20A54403 R20
B.TechII Year II Semester (R20) Regular &Supplementary Examinations August/September2023
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Electronics & Communication Engineering)
Time: 3 hours Max. Marks: 70
PART – A
(Compulsory Question)
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1 Answer the following: (10 X 02 = 20 Marks)
(a) Define probability using the axiomatic approach. 2M
(b) What are the conditions for a function to be a random variable? 2M
(c) What are equal and unequal distributions? 2M
(d) Define moment generating function and write the formula to find mean and variance. 2M
(e) List the properties of Gaussian random variables. 2M
(f) Define Joint central movement. 2M
(g) What is random process? 2M
(h) Explain First order stationary process briefly. 2M
(i) Define autocorrelation function of response. 2M
(j) Define colored noise. 2M
PART – B
(Answer all the questions: 05 X 10 = 50 Marks)
2 (a) An experiment consists of observing the sum of the outcomes when two fair dice are thrown. 5M
Find the probability that the sum is 7 and find the probability that the sum is greater than 10.
(b) In a factory there are 4 machines produce 10%,20%,30%,40% of items respectively. The 5M
defective items produced by each machine are 5%,4%,3% and 2% respectively. Now an item
is selected which is to be defective, what is the probability it being from the 2nd machine?
OR
3 (a) What is conditional distribution? What are the methods of defining conditioning event? 5M
(b) Describe different types of Random variables with examples. 5M
4 (a) Derive the Moment generating function About Origin. 5M
(b) Calculate mean, standard deviation, moment in each of the following alternative cases: 5M
(i) Number of trials are 18 and probability of success is 1/3,
(ii) Number of trials are 18 and probability of failure is 1/3.
OR
5 (a) State and explain the properties of joint density function. 5M
(b) The joint density function of random variables X and Y is; 5M
(𝑋𝑋, 𝑦𝑦) = { 8𝑥𝑥𝑦𝑦; 0 ≤ 𝑥𝑥< 1, 0<𝑦𝑦<1
0𝑡𝑡ℎ𝑒𝑒𝑟𝑟𝑤𝑤𝑖𝑖𝑠𝑠𝑒𝑒x,y = 0.
Find f(y/x) and f(x/y).
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Code: 20A54403
R20
6 (a) Write short notes on Gaussian distribution and also find its mean. 5M
(b) Consider that a fair coin is tossed 3 times, Let X be a random variable, defined as X= number 5M
of tails appeared, find the expected value of X.
OR
7 (a) Explain about Linear transformations of Gaussian random variables. 5M
(b) Explain point conditioning and interval conditioning. 5M
8 A random process has sample functions of the form X(t)=Acos(𝜔𝜔t+𝜃𝜃) where 𝜔𝜔 is constant, A 10M
is a random variable with mean zero and variance one and 𝜃𝜃is a random variable that is
uniformly distributed between 0 and 2π. Assume that the random variables A and 𝜃𝜃 are
independent. Is X(t) meanergodic-process?
OR
9 Explain about the following random process: 10M
(i) Mean ergodic process,
(ii) Correlation ergodic process,
(iii) Gaussian random process.
10 Derive the relationship between crosspower spectral density and cross correlation function. 10M
OR
11 For a input output linear system(X(t),h(t),Y(t)),derive the cross correlation function RXY(τ) and 10M
the output auto correlation function Rxx(τ).
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