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RVSP All in One

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narendrakumcham
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() EIN 4 QE(Y}=0 ‘ © EM=0,£(y] #0 @ EX} # QEfy] #0 | 10. If x( is a random process with mean = Land Ryy(t)= 1+ €8% then is PSD = f 2a t ' @ Ho ©) Ho-m)+ i © a. 2a, i © Bee . 0 Oe 11, The PSD of a random variable is +, then its auto correlation function is__» T0280 . t i (2) Sexp-215D () SexpqeD © eps) @t bo 12 _Lets{t) and y(t) are random processes. their ros spectral density is S,y(0)= a+ 72>, then the area enclosed by their auto correlation function i, i } 1 { @ b wt f (~y 2 £ } ! © 7 @. 13. is used for the study of spectral behavior of non-periodie signal. i (@) Fourier trensform (b) Z-transform ) (©) Fourier series (4) None ofthe above. | | 14. Sy fo)= . , : 5 ‘ | | (2) f Ryxye7"ae o J Ryy(t)e?**de \\ = : ey © fRpere (6 None ofthe above J i ; 15, The density fiction of the random variable is always, 7 I - (@) Enclosed sod postive - (0) Realand negative (@ Real and normalized (©) Real and non-negative ee @® 2 -(@) Be O & OH & MD Bi : .@ 9% @ @ O HM @ WB OM, UNIT -1 for Unit, 3) Give ° the classical definition of probability. Two dice are thrown. The square of the sum of the points appearing on the two.dice is a random variable X. Determine the values taken by X, and (Refer Unit-, Q7) (Refer Unit-, 11) (Refer Unit, 15) the corresponding probabilities. Q3. State and prove the theorem of total probability. sf Q4. How you can differentiate exclusive events and independent events. Gf605. Define a random variable. Write the conditions for a function to be a random variable. Explain its importance with an example. 5) State and prove the properties of cumulative distribution function (CDF) of X. (Refer Unit-, Q16) (Refer Unit-1, 25) Q7._Inan experiment, a trial consists of two successive tosses of a fair coin. a Ifa random variable X takes the number of tals appearing in a tral, - units, 27 nit determine the CDF of X. : (Refer! unit, Q32) £28. State and prove any four properties of probability density function. (Refer 9. Let x be a continuous random variable with density function. Ea < . foyefot® forosxs6 ‘ 0, Otherwise (i). Find the value of k Find P{2 nlc, anh 7 £0) { ' yer elsewhere in x f x ¥ b (os Find the mean value of the function on 9(X) = 4X?. ‘ ts aaa (SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS. Q3. a8, 10. ant. ai, _ a13. ara. ‘random variable has pdf, fx) = fax) OsxSt = 0, elsewhere Find E(4x + 2) and E(x). Determine the relationship between central moments and moments about oF State and prove the properties of variance of a random variable. Find the second central moment ofa random variable with POF. f(x) = 26 UC): For the binomial density, show that, EDX] = np and 0 = np (1—p). Find the variance of X for a uniform probability density function. ‘State the Chebyshev's inequality and prove the same for k > 0: Define characteristic function and list its properties. The characteristic function for a Gaussian random variable x, having R mean value of zero is, ¢,(0) = exp(-c*a*/2). Find all the moments of x using 4,(0)- ‘State and prove properties of moment generating function. Discuss about monotonic transformations ofa ‘continuous random variable. ‘A Gaussian random variable X having a mean value of zero and variance one is transformed to an another random variable Y by a square law transformation. (2) Marginal Distribution function (b) Marginal Density Function (©) Conditional Distribution function Discuss the properties of a conditional distribution function State and explain the properties of conditional density function. Explain the statistical independence of two random variables. Let © be the sum of two independent random variables X and Y. Find the POF of « ‘State central limit theorem for the following cases: _()) Equat distributions. a8. 10. Gi) Unequal distributions. Define expected value of a function of two random variables. IfX and ¥ are independent, then show that E(XY) = E(XJE(Y). Describe the joint central moments about the origin. |. Define joint central moments for two random varlables % and Y and ‘explain the covariance of two random variables, ses (INTUS CE M14 RANDOM VARIABLES AND STOCHASTIC PRO! KAKINADA] (Refer Units, 28) (Rofer Unita, 214) (Rofor Unit, 17) (Refer unit-ll, Q19) (Refer unit-ll, 24) (Refer Unit-ll, 29) (Refer Unit-ll, Q37) (Refer Unit-ll, Q40) {Refer Units, 42) (Refer Unit-lI, 247) (Refer Unit-l, Qs2) (Refer Unit-iIl, Q3) (Refer Unie a4) (Refer Unit-ill, 14) (Refer Unit-ll, 15) {Refer Uniti, Q20) |. (Refer Unit-il, 21) (Rofer Unit-ll, 33) {Refor Unit, Q35) (Rofor Unit-l, 36) (Rofor Unit-l, 42) (Rofor Unit-Ill, 044) (Refer Units, 036)\, ae *& ! MID -1 & Il Ms Q12. What is correlation? Mention its properties. (Refer Unit-ll, 045) Q13. Define correlation coefficient and state its properties. (Refer Unit-ll, 046) Q14, State and prove any three properties of joint characteristic function. (Refer Unit-ll, Q56) Q15. Obtain the relationship between marginal and joint characteristic functions. (Refer Unit-tll, Q52) 16. Give the expression for the joint PDF of bi-variate Gaussian random variable? (Refer Unit-l, Q57) Q17. Explain the properties of Gaussian random variable. (Refer Unit-l, 64) 18. Write notes on linear transformation of Gaussian random variables. (Refer Unit-ill, Q66) Eee zi UNIT - IV _ Gr ee Q1. Define a random process. Write the classification of random process by the form of its ‘sample functions and explain. . : (Refer Unit-lV, 3) 2. Distinguish between deterministic and non-deterministic random processes. (Refer Unitv, Q4) Q3. Explain stationary and non stationary random process. (Refer Unit-tv, 06) Q4. Sketch the ensemble of the random process X(t) = Acos(., + §), where w.and 6 are constants and Ais a random variable uniformly distributed in the range (A, A) Just by observing the ensemble, determine whether this is a stationary or a non-stationary process. (Refer Unit-tv, a8) 5. Arandom process is described by X(t) = A? cos? (o,t + 0) A and a, are constant and @ is a random variable uniformly distributed between’s x. Is X(t) . wide sense stationary. | "G6. Consider a random process x(t) = A cos (ot + 6)'whiéte & and 0 are constants and Ais a random variable with zero mean and variance «3 . Determine whether x(t) is a wide sense stationary process or not (Refer Unit-v, Q14) Q7._ Write about the following ergodic processes, : (i) Mean ergodic process | (il) Correlation ergodic process (ii) Gaussian random process (iv) Ergodic random process (Refer Unitv, Q17) Q8. What is auto correlation function? List out its properties. (Refer Unit-V, Q20) Q9. Derive the relationship between auto-correlation function and quto-covariance f function. (Refer Unit-1V, 022) Q10. Consider a random process X(t) = A cosat, where « is a constant and Ais a random variable uniformly distributed over (0, 1). Find the auto correlation and auto covariance of X(t). (Refer Unit-v, 28) Q11. Given that the autocorrelation for a stationary ergodic process with no period components Is Riy(*) = 25 + 7 1460 Find the mean and variance of process X(t)? (Refer Unit-IV, Q32) ‘Q12, What is random process? Explain Gaussian random process. (Refer Unit-1V, Q37) * Q13. Explain about Poisson random processes. (Refer Unit-1V, Q40) LES SS’S5r RD { SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS \' as. 10. an. Anoanmmanaoon < ai2, an.c a1. 2 is F 0 ‘a2. as. Qs. an. iz, Derive the expression for power spectral density of random process Write the properties of power density spectrum. Derive the relationship between power spectral density and autocorrelation function. ‘Suppose thst the input to a differentiator is the WSS random process. Determine the power spectral density of output. Explain the concept of RMS bandwidth, ‘State all the properties of power spectral density and cross power spectral density ‘Show that the cross-power spectral density and cross-coreation form Foutier transform pai. Write short notes on system response as convolution of random signal response of fnear systems. Write short notes on mean and mean squared value of system response ofa linear system. |. Derive the relation between PSDs of input and output random processes ofan LT system. Find output response of cross correlation when random process X(t) is applied to 2A LT system having response ht). Wirte brief notes on the following: @) Band-tmited random process (©) Nerrowband random process. TY SIA ruttoners and oitoutore' rv, via, | FRefer Uns, : ~y ‘ (Refer Unity | Roter Uniy (Refer Unity 8) (Refer Unity, aa (Refer Unity 24) } (Refer Units cg iv ~_— nal Tecis*Giogica University, Kakinada MOREE 1 Tech. WYear | Semester Examination RANDOM VARIABLES AND STOCHASTIC PROCESSES (Electronics and Communication Engineering) Time: 3 Hours Max. Marks: 75 Answer any five Questions, one Question from Each Unit All Questions Carry Equal Marks ‘ Solutions 4. (a) Define random variable, Write are the conditions for a function to be a random variable? \ (Unit4 | 016) (b) Gaussian random voltages X for which a, = 0 and a, = 4.2 V appears . across a 100 Q resistor with power rating of 0.25 W. What is the probability that the voltage will cause an instantaneous power that exceeds the resistor’s rating? (Unit-1 | 055) (or) 2. (a) State and prove the properties of cumulative distribution function (CDF) of X. (Unit | 025) {b) Two dice are thrown, The square of the sum of the points appearing on the two dice is a random variable X. Determine the values taken by X, > - and the corresponding probabilities. (Unit 07) 3. ‘What is meant by expectation? State and prove its properties. (Uniti | 01) . ) 4 (a) For the binomial density function. Find the mean and variance. {Unit-tt | 024) (b) Find the moment generating function of exponential distribution. (Unit 044) 5. (a) State and explain the properties of joint density funtion. 3S Wait 103) (b). The two random variables V and W are defined as / Vex+ay W=X-aY : ‘Where ‘a’ is real number and X and Y are random variables. Determine ‘a’ in terms of X and Y such V and W are orthogonal (Unit-tit | 023) (or) aS (a) Define central limit theorem for the following two cases: (I) . Unequal distributions . (li) Equal distributions. {Unit-IHt | 033) (©) Gaussian random variables X and Y have first and second order moments mg = 1.1, Img, = 1.16, My, = 1.5, My = 2.89, Ry = 1.724 find C,.p? (Unit | 052) 7 Define a random process. Write the classification of random process by the form of its sample functions and explain. (unieav 03) (or) [SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS 5 Random experiment Sample space Discrete sample space Continuous sample space. random ifferent outcomes when repeated 1.” Random Experiment: A ‘experiment is an activity or process thai produce differen ‘many number of times under similar conditions ftemplee (Drawing a card from a pack ofeards Gi) Tossing a coin _ fo 2. Sample Space Sample space is defined as se of al possible outcomes of random exert is denoted by S., Example (2) Intossing 2 coin. S=H.7 Where, H-Head, T-Tail ©) Inrolling a dice, 5 = 11234564 a 3. Discrete Sample Space . Discrete sample space is a sample space contains finite set of evens. Examples i (2) In tossing 2 coin, | Semple space $= 1H, 7) (0) Insolling adie, aie S= {1,2,3, 4,5, 6} Continuous Sample Space , Continuous sample space is a semple space which contains uncountable infinite numberof events, Examples . In an experiment of measuring room temperature frm 10, (se). Sample space, S= {1, wat = egual to one, aS Asim 3 The pattie for the eos of any mumber of mutuals excises wee auch = Gat Rw qos & te mee of the ates! wee peice FQ EPID - Fe. os. Ferd te probability of geting 2 sum of 10 fwe foe ter roe = Ge oe ~ For 2 caper of teowing two dice. Promabiiey of gpomeng 2 sexs of 10, Pisum — 10)~? Whee tao dice are thrown, the sample space (5) is gree by. S549 G2) 02). GC4).05).04). C1ji,Q2).A2).CA4)A5).24). G5).G2),.CG2),CA),C2),CA4). (4.5), 42), 42), GA) (42), 44), 5)-C2) 42).C6A),62),64), (E63) (EZ) (63), 64) 65) f)4 Semnpie epece comnuias P ~ U6 poisne ic. 7 Guay ~ OP ~ Wil aT ia She ever of pring 2 sun Of 59, then, Sum — (44), (6,5) MOA; = mm (sum ~10;—3 . SIA PubAister© werd | a ‘ yastic PROCESSES LTH, — 3 ing sn yor neh moO aise 10) " game O° ~ pum) \ | jon | Geo are tow. What Igy « Pane sumen te de isteiep Ans: oho Get \ ramet igg, | pein satngaim o 2, | ce tro, the sample x) ten mo dca ay. 524624 03) (1,4) CN223,0,4,Q¢ 8.0.0.2) ras 4 10.9.6, age } 144.3). 4,4), 61162406,3,06,4, au -, Sanpl pace consis, = 36 points") ie,nfsun) == 36 | tre iste event of ting Sum of 2 fey | sm (6.0) = misma 12}=1 | «2 Th probability of getting a sum otitapa m(sum = 12) | ‘n(sum) Pisum = 12)= G1, Two ica are town, The square oft the gonts appearing on the two dice bi om vtable X Determine tho values tt 1. andthe corresponding probable. | parc cay aan {oa enpient of throwing two dice, 07 Wisc s, 69) 1,1)0,2)1,3) 1 A)(1 919 (2,1)12,2)(2,3) (2,4) (2,5) | 6,0,216,6,4)0,)09 | (hryeay, 39449089089 | san3.6.40.909 | (196,206, 3,0,4)(6,91064 oa) 4 how: ee y G.1N52405.3.6,4), 655 Ke (The Random Vaiabe) {Awd the rndom variable UNI specifies the square ofthe | mh ins prening ont dice The hes then | jy eX ar obtained as fll, sum ofthe valu on two dice (2,56, 19,1317, | $9, 20,25,26,29,32,34,37, 40,41, 45, 50,52, 61,72) Ned (0) D1 X=S 29 ((1,2,2D) 9 lte5)=2 X83 (22) a= B)=1 313,00) > AX=10)=2 3 12,9,0,2) 9 X= 1)=2 SHED) > AK=IN=2 318.) n= 18)=1 = 12,4,(4,2)) X= Wad 2 (0,49,4,3)) 9 AX=25)=2 SHLD) > AK=26)=2 3 (2,N(5.2)) > AX=28)=2 XR > (6,4) nf=32)= 1 3 18,5,6.9) X= H)=2 2 ((1.9,(60) > oX=3I)=2 3 129.(6,2)) > miX=40)=2 = ((4,5)(5,4)) a(X=AN)=2 3 (0,616.3) > aft'edsp=2 2 (65) dX SO) 1 39 (C0), (64)) > 4282) 22 29 (0.169) > af =61)=2 = (06,61) ° WYN) =1 ‘hon thecoespontig probes ofthe pho aby tue obtalae as, et The olan robles ech vob of even are sho in able : | sk Tah QHDiscuss Joint and conditional probably. Ans: eet Potty: VW and B are wo events ten M4 9 8) Sn ieee rotary of 4 and 8, which ners Mathematically, NU 8) = Ad) +8) -UUB) wll) SPECTRUM ALLIILONE JOURNAL FOR ENOINEERING sTuD —_ —_ rr rrr Le RANDOM VARIABI The Venn diagram he NAC) is shown in figure: so n B ADB : From equation (1), a” AA 0 5)= Pa) + AB)- PB) At ALG 5)< (PL) + By ‘When the events are mutually excisv, 1 AANB)=Pe)=0 ‘ Conditional Probab If 4 and B are two events with SSRZEDD probabilities ie. PLA) > 0 and PAB) > 0. Then, the sonal probability is defined as, AaiB)= PAB) mens probably of even A depending on event B. 184" end °B° are mumually exclusive events, Then PU 3)= Pe) =0 = Away=0 ‘Two boxes are selected. randomly. The firstbox Contains 2 white balls and 3 black balls. The ‘Second box contains 3 white and 4 black balls. ‘Whats the probability of drawing a white ball? Ans: Given thas, : ‘Two boxes are selected randomly. First box contains 2 white balls and 8 black balls. ‘Second box contains 3 white and 4 black balls. Iftwo white balls are drawn at random, probability Of drawing 2 white ball =? La, £, be the evera of drawing 2 ball from first bor. Octo 17, Set, C2) JLES AND. STOCHASTIC PROCESSES LINTU-Kiy, 4 and probability of WNBA Fe ap from, teh ‘The potbility hata White Balls day fh eq tori neyo] 5| = LE w Ww Peer E} Pe 9 ) ,, Tepe tata vit bali ogg bor is, s ey ; PE) te] fh a ef Wyrm aie PE) fF ++ PCE a| ~* A and tolerance as shown if table. Ifa resist, chosen with same likelihood of being chosen, the three events, A as “draw a 47 0 resist, B as draw a resistor with’S% tolerance ani, as “draw a 100 © resistor”, determine jit + probabilities and conditional probabilities. Number of resistors in a box having gia 1 resistance and tolerance. Then, PE) = 5 = , ‘Tolerance Let, E, be the event of drawing a ball from second bor, Resistance (0) ; 5% | 10% | Total Then, P(E) = 5 2 tof [al] | Let, w be the event of draning 2 white ball fom any of a 28 | 16 | 44 the boxes. , 7 100 mw] 8 | 32 ‘Then, probability of drawing a white bal from fist box : Total 62 | 38 | 100 z] “Ss Tablo STA rissnors sa otters Peas ae 1.7 t UNIT-1_ (The Random Variablo) Evaluating Conditional Probabilities a = ‘The respective conditional probabilities are calculated as, Given that, a In an experiment of picking up a resistor, PUB) = Fay ‘The total number of resistors in the box, n(s) = 100 The probability of event B is, The number of resistors ina box having given resistance P(B) = P{Drawing a resistor with 5% and tolerance are shown in table. (5% Tolerance _ 2 Tolerance a 7S) = Resistance (A) ° 2 a : = 28 . (-runm-28) 47 2 | 16 | 44 100 za | s | 32 28 14 Total @ | 38 [| 100 -@ 731 | Table | Let, A be the event of drawing a 47 Q resistors. B be the event of drawing a resistance with P(BOO) 5% tolerance. and PIC ~ Bic C be the event of drawing a 100 2 resistor. The probability of event *C” is Evaluating Joint Probabilities P(O)= P{Drawing a 100 Qresistor} }* The respective joint probabilities are calculated as, n(100 2 resistor) _ 32 PUANB) = P(A7 2 resistor 9 5% tolerance) 75) 00 n{47 © resistor A S%tolerance) = P(B/C)= 24/100 + (BAC) = 24 TS gy 32/100 ° 100 28 -— 4 100 aoe 3 3274 ‘ 2 P(A B)= 28 (ANB) 0. and P(BNC) = P{5% tolerance resistor > 100 @ resistor) PIC) = P(ANC) PO) ni 5% tolerance resistor 0100 2 resistor} ci (3) = PUIO=F_wA~O 2 z 100 =P(AIC)=0 «| Q11. State and prove the theorem of total probability. (or) "and P(ANC) = P(ATQ resistor > 100 Q resistor) n{ 47 Q resistor 0100 2 resistor} n(S) 0 100 = P(ANC)=0 a | SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS Define the total probability theorem. OctJNov.-18, Set-3, Q1(a) ‘Statement: Consider an occurrence of event 4 in only N ‘mutually exclusive events, Ben Ady dys ma dye 1 ‘ ' © Ls TIC PROCESS! nz 7 cuts ES : avon vanatis Lay — Meena ast bishd Foriegn apni Ane Yi Srone 4 UNIT (Th Rando Vari) 7 MENS C ean, = Prot rn A ) Coders amily NEO A, cere i coi ne today ine eal Nf rans aren { yy P08) Pa mh * : ay = Lr Deana) a fred) Proof 5 Consider A and ae two mutually exclusive eves Deepen neh nan Din dt im Foote, > en rn S*AUAUA Aad + ays rE Bes : a > AMna)=RA)PBM) ® > in ? Wand gang eats) and 2 ve, 2 Belan bln lai ‘ABA/B)= P(A) BA) ‘Aailyeg pablo bth sides, we pt a rayerl4nslulyna) Lied] >| ran OO 0) See UPB Ap) AA) cl tse, aby ing atio dewe get, b [aereera ete, Pays Faby Pp by Bee . : oe na=) Mayra) ” a FUYABIA)+ PAPI) (sa. 2| int ‘Subsitingequion 4 negation), we ge, Payal worJ ren afl 7 Y raineiay ‘at GH. State and prove Bayes theorem te conidnal proba. tel Hece raved (of oe ‘probable of system error and ‘correct systom transmission of symbols for ota Bay's vere, 2% an lomontary nay communication sytem weer aewee shown nar conalstgolatanmitertat - of wo pan aymbos ator a Siuemest MW phely -A oaaabnce 8o234, te ie avec of (JAH) a { SUM nan mince! 4 ‘Annu te ayo ‘ tanamsalon a 6 and 4 rexpctvey. (LY orecaen aro oor PCB) — 0.60 O98 P(AV/BD PCR.) — 0.4 Figure Ans: Given that, For an elementary binary communication system as shown in figure, PB)=-0.6 ee PC@D=0.4 Gy FYB) = 0.6 PIBY = 04 i r a t a Probability of system error, a( 5 Bs) Ly and | hy =? AL FOR ENGINEERING STUDENTS ) — PROCESSES [y ND grooHAsTie NY SA 4:10 RANDOM van nes? y of corres system transsson of 57 Pia (0.1)(0.4) oo 058 = 0.069 From the theorem of total probabil, a ey The pati of correct system ta, => ef4 ee ; mo -5 ox] symbols ca" i _ a Ado, tou Where, a) ‘La y PA)" S Pla) “DBs 0.9)x(0.6) . as =" 058 = 0.93) Tole otewat'S : | = 1) i Then, the probabilities of received symbols 4, and 4, ar€ of A, 0.93: i siven by, i z =) (B; ! Pay =) ooe( 7) zr Pen 7 : . ji P(A) 40.9) (06) + (01) (0 (08) (06) + (0.1) 04) ae = 0.54 + 0,04 042 = 0.857 =058 ae ‘a, 0.857] Pa)= (8) PB)+ (p}en =10.1) 0.6) + (09) (04) = 0.06 + 0.36 = 0.42 According to Baye's theorem, 4 3.) "a Pe (f "Play ‘The probability of system eror ae obuined as, (a) = PCAs18,) PB) PUA,) Terie ke probaly of system enor ag 0.069 and he proables of correct system ta symbols are 0.931 and 0.857. 3 QM. State and prove the statistical indepey and mutual exclusive properties of tee Ans: : Statistically Independent Statement: If and Bare two events with positive oe (PC4)>0,P(B)>0),then and B are indepéndent fait PNB) = PCA)P(B) |" f Given that, : : | ; { PUNB)= PUP BIA Aye0 | Wea oaks Sf #19 Cua lleton orem of ht and PUB) = PB) P(A/B); P(B)*9 4 UNIT-1_ (The Random Variable) IFA and B are independent, then, P(AIB) = P(A) P(B/A) = P(B) = ANB) =PUA)PB) =P(B)PA) + + P(AMB) = PLA).P(B) Hence proved. Mutually exclusive Statement IFA and B are two mutually exclusive with positive probabilities (P(A) >0 and P( B) > 0) then, PUB) = 0 ie., PCAIB) = P(B/A)=0 Proof: From multiplication theorem of probability, P (ACB) = P(A) PUBIA); P(A) >0 Assume A and B as two mutually exclusive events, then, P(ANB)=0 O=P)PBIA) Since, P(A)>0 P(d)20 POBIA)=0 Similarly, P(AnB)= PUA/B) PLB); P(B) > 0 0 P(A/B) PCB) Since, P(B) #0 ; P(A/B) = 0 A and B are dependent events. From equation (1)} Therefore, from proofs it can be observed that two events 4 and B cannot be both mutually exclusive and independent How you can differentiate mutually exclusive events and independent event? ‘ (Model Papers, Q2{a) | Oct/Nov.-17, Set-3, 21(8)) The differences between mutually exclusive and independent events are mentioned below: 2 Mutually Exclusive Events Independent Events 1.] When the occurrence of one event prevents the occurrence of other event, then they are called ‘mutually exclusive events. Events must be taken only from one experiment. ‘Two events cannot occur simultaneously. ‘These are represented by a word called ‘OR’. Joint ‘probability of two mutually exclusive events is ‘0’, ie,P(Ans)=0 Example: In the experiment of tossing a coin, the ‘occurrence of the event head prevents the occurrence of the event tail, 1 ya ey ‘When the occurrence of one event is not affected by the other event, then they are called independent events. Events can be taken from different experiments. ‘Two events can occur simultaneously. ‘These are represented by a word called ‘AND’. Joint probability of two independent events is equal to. the product of their individual probabilities, ie, ° | PUAN B)= P(A).P(B) Example: One card can be drawn randomly from pack of 52 cards . After replacing it other card is drawn, UU SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS | Var ‘CONTINUOUS AND Maes ~. VARIABLES Q16. Define a random variable, wo lable. Wr nd Te alunetion to bea random gt €2ltons ts Importance with an exampigs @*- Explain _ Define random variable a function tobe random yore “tons for 0 be M Variable, “iociame (Mode Papers, ata} | Oct ox a = 0 Define a random ‘Variable me random Variable. caer (Rite TT Raae vagy 29 (or) What are the Conditions for : random variable? 2 fanetion to os (oan, 040) ono _ Any 383,01 Avame ae enya Ans: Random Variable ‘random vaiebleisa single valued real function which takes numerical values determined by arandom experiment nd assigns it to each sample point of sample space (9) Random variables are always denoted by capital eters as shown in figure. ene x 2 i— Figure: Random Varah X oa Function Example Ifa coins tossed, then S= (45) wheres, H, if s=H| 4" Dig s=7] Condition “The conditions tobe satisfied by function tobe arandom variable aré as follows, . “The set {X°S.x} isan event for every 2" ‘The probabilities of the events (X= co)and (X= ~ equals 00, 1] (0 Random variable povides an explanation about Importance { sanpl space { (Gil) removes the insignificant information from the saz a } ako provides power of abstraction. | For example, conser a random experiment of tosss| of to coin, (iy ‘The sample space of this experiment is given by, S= (HUT, TH, 77) Let 'X'be a random variable which gives the number, {all ppearing in each outcome. ‘The values of foreach outcome are shown jn tat below, Outcomes | Value of Random Variable, (X) 0 qaa5 = 1 1 2 | | | | } t | Tate From the above table itean be observed that, the: Fandos; ‘atiable (2) takes only 3" values ¢.,0, 1, ! 47. in an experiment of rolling a die and flipping coin, the random variable(X) is chosen suc that, | (coin head (H) outcome corresponds & Positive values of X that are equal to the ‘numbers that show upon the die and (ii) A coin tail (T) outcome corresponds & ‘negative values of X that are equal In mag nitude to twice the number that shows o: dle. Map the elements of random variabi ~ Xinto points on the real line and explain’ Ans: Given that, { Inan experiment of roling a die and flipping a coin.L is arandom variable. | Case) | ‘Ahead (H) on the coincoresponds to positive valued ¢ ‘2, which re equal tothe number that is shown upon a dit. The outcomes of adie are given as, $= (1,2,3,4,5,6) ‘The ve of for ahead (H) outcome are, (HUFL fr 29-2 + 3-3 (HAs (HSS ice, Pea) =a)" 0 SIA Pustsners and distributors pve ita. 4,66. UNIT-1_ (The Random Variable) 1.13 Case i) ‘A ail (1) on the coin corresponds to negative values of "A" which are equal in magnitude and twice the number on the die. = The value of “X° for a tail (7) outcome are, - (T.M)=-2 (12)=-4 (1,3)=-6 (7,4)=-8 (7,5)=-10 (7,6)=-12 Hence for a head () on the coin the values of random variable ‘2 lie on the positive side of the real number line and for the tail (T) on the coin the values of random variable “X” lie on the negative side of the real number line. Representing the two cases simultaneously on the number line as shown in the figure. Figure: Mapping of Random Vari Q18. Define, (i) Discrete random variable (li) Continuous random variable (iii) Mixed random variable. (or) Define mixed random variable and give an example. ‘ApruMay-16, Set2, 21a) Refer Onty Med Radon Variable) . (or) \d discrete random variable. Mayldune-18, eb-2, 018) Ans: © Discrete Random’ ‘Variable: A random variable ‘X” is said to be discrete random variable, ifit takes only finite (or) countable ‘number of infinite values in any finite interval. P Example ‘Number of tosses to get a tail, | @) Continuous Random Varlable: A random variable ‘X* is said to be a continuous random variable, if it takes infinite oF all possible of values within a given interval. Example: Heights. : andor (Gi) Mixed Random Variable: Arandom variable is said tobe mixed random variable, when disrete and continuous random Variable are combined together. Example . ‘Time interval fora service provided to a customer in a waiting line. [ SPECTROM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS | [i ropyAsT1C PROCESSES (yyy with suita t as sr i 214. RANDOM VARIABLES A em tinuous and? san Distinguish between discrete, cont me sles are mentioned below: Ans: a i The dierences teen et ae Variance | iscrete Rando pe ~(OnR ai Discrete-Random [__vrnneten ‘Aram variables { Variable (DRY) pe x ried dom var, —— random i itt | mixed andom varia. 4 ‘| Ariadon variable isaidwts | eres i aos Fandom y,. é Alserete random variable, fit takes aera os aaa — ' cn ti apeunemabe fent | a os « < ‘infinite values in any finite interval. | valves 4 kee stpe of oS TNE iy ‘The CDF takes the shape of The CDF continuous-wave Shane, Staircase. continuous wave at (1) integral | Ie takes real numbers 4 3] te always takes a whole number, | Itiaks either faction : valves caoatteacimoss | TFDFL() need ning i 4 The PDF f(x) ofthe impulse is | The PDF = between any two Conse, Zero everywhere eicept tits | fnetion of aisle a = EE continous random ‘$:] Based on PDF, DRV’s are ‘Based on PDF, ow ‘ classified as, variables are classified as ! (9 Bemoulti random variable. | ()Usifom random variable . 1 (i) Binomial random variable (Gi) Gaussian nommal random. 1 ii) Poissoa random variable and variable and () Ricean random variable | (ii) Rayleigh rndom variable x ‘ 4 j ‘Example: Example: Example: Number of tosses to get ail. { Measurement of heights. Time interval for a service provided to a customer in a wai line, Table . Define and explain the following with an exampl j ()) Discrete sample space (il) Conditional probability (iil) Continuous random vartable An: 4 G) —_ Diserete Sample Space For ansswer refer Unit, 1, Topic: Discrete Sarople Space, (i) Conditional Probabttity fi For answer refer Units, (6, Topic: Conditional Probability, ‘ (iil) Continuous Random Variable For anvwer refer Units, O18, Topi: Contnuy, dase g ‘i “om Vuiabe (cay quae SIA reser muin —_,,.-~ UNIT-1_ (The Random Variable) "\\ Gat. Demonstrate with an example that the prob- ability of occurrence of any discrete value of a \\ © continuous random variables zero, An {Consider thi temperature at a peographial pint be a 120° F. ie, 60° 515 120°F Where, Valu of 7 ‘assume that dl the values ranging from ~60°F to 120°F ‘have equal probability of occurrence. Then, according to relative sep, frequency arguments, for a small region di, the respective probability is given as, 7 : Pl 60S'0 $120) = Toa“ ap Probability of an any single temperature i.e, discrete value within dt is given by, . . Therefore, probability of occurrence of any discrete value ofa continuous random variable is zero. 1.15 (© Fortherandom variable X= cos(n5), he posible values are obtained as, S =0,X=cos(n(0)) = 1 = 1,X=cos(n(1)) =-1 5 =2,X=cos(n(2))=1 7 S =5,X=cos(n(5))=—1 S$ =6,X=cos(n(6))=1 0 (qd) Forthe random variable X=(1-3Sy', the possible values are obtained as, S=0,X= (1-30)! S=1,X= (1-3) = S=2,X=(1-3(2)) S=5,X=(1-3(5)) S=6,X= (1-316) Q22. The sample space for an experimentis, S={0, 1, i 2,5, 6}. List all possible values of the following random variables. (a) X=28 | (b) X=5S'-1 | (© X=cos(ns) : b @ x= (38), ‘ans: Given that, For an experiment, Sample space, = (0, 1, 2,5, 6) it (g) For the random variable X°=25, the possible values are | obtained as, . = S =0,X=2(0)=0 =— S=1,X=Aly=2 S=2,X=22)=4 { S-=5,X=2(5)=10 | $= 6,X=2(6)=12 (0, 2,4, 10, 12) ~ For the random variable X= are pbtained as, $20, X= SOP 1 = Sal, X= 5-14 $22, X5Q-1219 $25, X= 55) 1 = 124 : $26, X= 56-1179 = 419, 124,179) SS, the possible values | SPECTRUM ALLIN-ONE JOURNAL X= | =0.5,=0.2,—0.0714,— 0.0588) Q23. A random voltage can have any value defined by the set ‘S'= {a 1o-b-an-eg Me~b=~45 Solving equations (1) end (2) we get, Va+o+12=~48 = Wo=-6 Substituting “ef value in equation (1), we 22 b-(S)=12 => b= 12-527 | Q24. .A random current I described by the ample space. A random varlable X Is defined by f -2 15-2 § -2<$51 ae M08 tsetse : | 6 4<5 } Show by a sketch, the value x Into which the values of | are mapped by x. What typo of random var is X? Ans: ) . Oct./Nov.-10, ona, Note: In the given question sample space S> {-4 RANDOM VARIABLES AN! Ans: Cumulative Probability Distribution Function Lf (2X0 is a random variable with a set of values ranging till x, then the probability distribution function is defined as the probability of occurrence of the event {1 Sx}. It is also called as cumulative distribution function and is denoted by F,(x). It is also referred as mass function. 2 FY) = piX sx} = X¥s0 Properties of Distribution Function ‘the properties of probability distribution function are mentioned below. e Ff) — 0 2 Foy =1 7 3. OS FAG) <1 a. Pte, <* 55) = FG) — Fe) s. Fe) = Fh). x, <= 6. Ff) = F,{=), where x*, is an infinitesimal increment of x 1 FC) —0 Probability of a fimction always lies between 0 and 1. Simce.-—=" denotes a non-cccurring event Therefore, the probability for a non-occurring event is always zero. S Ff) = z Fi) —1 Proot From definition, Fx) = E PE) = PG, + PE) + + PC_)- Since, the sum of probabilities of X upto infinity in a specific sample space is always equal to 1. = Fyfe 3. O= Fx) =i Proor : The values of probabilities (PS x}) always lie between Oand 1. Since, F{2) is 2 distribution function of random variable X, it also lies in the same range. f O=F,6)=1 - 4 Pix, << x3 -— FG) —FG,) Proot If random variable 4 is a function of x, and x,, and the funictions X= x, and x, <% G,()=1 2G,0)1 Hence, the property is satisied, O Lax=5, > G,)=t-e* =1-0082=0918 2 G,(2) =0918 Le x= 10, G,()= 1-0 #167 ¢10° 2 5 G,@)=099 1 086,951 Hence, the prope is satisfied. Therefore, the given function i a vali suibution function. . 4 — a | INDO. VARIABLES AND STOCHASTIC PROCESSES [UNTY. AK (by) Green dietritantion fimection & jo peed G,w)> {ossosanien-D Di 0sre2 v p32? @ Fert Foe 22 2. the famation iteclf & piven ss, G71 ‘The prove § satisied @ estas Ler- 05 sinin( 3 — 1)Z]= DS +05 sinfe(-052)) B= 4-03 one 6,030 = Ge OS + 05 wie OST 0s +02 01S Gy O85 Fors > 2G) 1 AGrven te fonction tell &2G,Ws8 Hex. Ge propeny w extetict Therctore. th gyven famecicn 3 valet demtietace fonction. ee ee ee en ee ee ee ze, O28. 4 candor variate X has Dee Gixtribution function. Flr) * ¥ Fue). Find the probably of OQ P< Ket “ @ Px PEK 9. Ans: Coven: bscrtsen hawctun 29 | typ Lo0-n O) Pe meneess-9 Gi) PIs Aye? Gi) PO“ KEY =7 WO Pemex sosy Pl eX 265) NLD NA md a Koa se he) Klay) SID resteters ont vintners rates, YI 2 - a ay 1.4 16, 25 36 = 1449416425436 91 og 650 650 TPL 4) Pix> aye (XS4) -F,4) [v PWS) =F) aa Fy) = Dee) ot = Fy = oud p+ gout a+ Sous s+ teat + wa 9+ ua + 49. esol T+ Seats + Sha 9) 0 us oy puede SE ea-12y 1.4.9 6 = 650" 650" 650" 650 2 LEME 650 Hy substituting corresponding value in equation (2) we get, = 0.0462 PUN» Ay = 100462 = 0.984 PLN 2 A) = 0.954 H(O O2+OSk+K+O1+ ORR > 0.34+28k=1 03 : = 28k= { = 28k=07 07 “28 fe > Fk (i) The cumulative distribution function F(x) is given by, . x FG) & PCxu(e-x) 5 = Eau) = 12a +3) + 0.5 kus +2) + fe +1) +0. 0) + 03 b(e~1)+ ae 2) = 0.2 (x+3)+ 0.5 x 0.25 u (x +2) +025 u (r+ 1)+0.1 u(r 0)+03 x 025 w (e— 1) + 0.25 u (-2) (= 025) - = 0.2 u(x +3) +0125 u (r+ 2)+ 025 u (r+ 1) +0. w (2) +0075 we 1) + 0.25 u (2) 25u(xt2)+025u(x+1)+ Oude) +0075 ut +0251 SIA Publishers and Bistributors Pvt. La? | ee UNIT-1_(The Random Variable) Q32. State and prove any four properties of probal density function. (Model Paper, Q1() AprivMay-16, ett, G20) (or) Define the probability density function of random variable and state its properties. Novet2, a, O28) (or) 4 Show that [ f,(x)dx = P(x, 1) (iil) Evaluate CDF function. Ans: ; OctiNowA7, Set, 20) The given probability density function ofa continuous random variable Xs, AQe-2);0<3<2 o sto OO ee @ »A=? Gi) PIX> =? | | ‘ +. From Satay, | fT | | | | { | | | (+ From equation w3fe2-Fl} by 3 a-z- a relatiod between probobilty density function, ()ay | ‘cumulative distribution function, F(x) is expressed ay, | Fey fhe, i 2 Fy) | fede = free 3 é i) CDF function =? UNIT-1_ (The Random Variable 1.27 “The graphical representation of probability density Q35. In an experiment of fair wheel of chance is spun with the numbers 0 to 12 on the wheel. What is the distribution and density function explain with plot? Given that, In an experiment, ‘A fair wheel of chance is spun with the numbers 0 to 12 i, the sample space of the experiment is given by, S= (0, 1,2,3,4,5, 6, 7.89, 10, 11, 12) ‘Number of sample space, n(s) = 13. Let, X’be a random variable representing numbers on & fair wheel. Then, for 0 0, ¢ > 0 and any a, find condition on constant a and relationship between a and c (for given b) such that the function Is a valid probability density. _ fali-Gub)) Osxsc fee { 0 else where OctiNov.-17, Set, 02(0) Given that, Probability density function, 1- =) Sh0= (( ’ 0; else where ‘The condition for a probability density function toremain valid is, = tis = = ee 2b + ac? = -ac+i20 () 2b ‘Equation (1) represents a quadratic expression, Ax? + Bx SPECTRUM ALLIN-ONE JOURNAL FOR ENGINEERING STUDENTS | +C=0 EE EE eee The above equation . condition on constant i and relationship between a znd ¢ (for given 6). Q37. The probability density function of a random variable is given by, for= Lacon sae-t) () Is £,{x) a valid POF? We fli) Find Fx) (iil) Plot f(x) and F,{x). Ans: ctor At, tad 2) Given that, For a random variable, ‘The probability density function J 1 Shaye ses + Sue) Verify fx) isa valid PDP or 004 Conditional density function, Pfc) =? ann cacao \CESSES [JNTU-KAKINAp, | 28 RANDOM VARIABLES AND STOCHASTIC PRO ()_Wafineton i valid PDF then, ; The roots of equation (1) are, freer e ffece ye pie- jee “1 Since, +1) = x= -0x4-1 And O-De heat =Gx41 2 J fpar [fant 4h gi poet dacs J pe =I)de=1 {Ost Ou! 1 > fastont > oe! <. The given PDF f(r) is nota valid PDF. ‘The conditional density function of f(x) is given by, Fy)= | gerdavreR . [[fsernedse-n * f+ nac+ fdee-nae -flefie a aty 70 (Gl) The given probability density function (x isnot a valid function and its condition density function is zero. Plots of ffx) and Pfx) {SUA rutters soa Hence, te pls fr fx) and Ff) does not exist. Diottbutors Prt t14) nit=1_(The Random Variable) 2 if the probability is given by, ity of a random variables x fordo ay Jf feted; 20 From Lebinitz rule, Ho dU. J foa=sven th - (u(x) vin = H00~ LIER) L(V) ED yp fel VV) de dr = Suldig)* Se -Voe) F ay, *LOY™ |i do )eh V5) { ol Wy? 20 () yo ° Given that, +2” is normal function (N), also called Gaussian function. i, X=N(0;1)=Na@,,02) Mean = a,= Oand Variance = 62=1 The density function of Gaussian random variable ‘x’ is, Biven by, ‘ (x-ax)? Si) The e tor ‘2no Fora,~0 anda 1 1.32 RANDOM VARIABLES AND STOCHASTIC PROCESSES LINTU-KAKIng. Then, ff- VF) The’ Sand, | From equation (1),f(-V/F) 4.4" BINOMIAL, POISSON, UNIFORM, GAUSSIAN, EXPONENTIAL, RAYLEIGH, CONDiTioj| DISTRIBUTION, CONDITIONAL DENSITY, PRO! sRTIES. x Na < 43. Explain about the distribution and density futons of binomial RV with net sketches, (marr) Main 5,2 (or) Write short note on “Binomial distribution”, Now, 803, (Rider Ooty Binomial Di ation Fomion) Ans: Binom!a! Distribution Fenction: The binomial disribuion function ofa random variable Xis defined as, Fl) = "CP a-P)uz-1) Where, = x” A= *C, - Binomial coefficient = ‘The graphical represcatation of 2 Binomial distribution fnction for N= 4 and P= 0.25 is as shown in figure (1), Fy) x O12 34 ‘Figoce (1f Binomial Distribution Function Binomial Density Function: The binomial density function of a random variable ‘X° is defined as, , Mey= "CK O- Pte r= The graphical representation of probability density furrtion for N» 4 and = 0,25 is as shown in figure (2): SIA rrtsisrors an vitevotors Prt Lt 1. (The Random Variable) UNt 33. 09) 036 029 ci o3 003 a 7 ‘Figure (2): Binomial Density Function Q44. In a binary communication system, the errors occur with a probability of “P”. In a block of “n” bits transmitted, what is the probability of receiving, (i) Atthe most 1-bit in error (ii) At least 4-bits in error. Ans: Given that, | Fora binary communication system, {Occurrence of errors} + P(error} = P ‘Number of transmitted bits = n P{at most -bit in error} =? P{at least 4-bits in error} =. Since, P{no error}= 1 — P{errér} => q=l-P : eae Where, : q=p {no error} (@ The probability of receiving at the most | bit in error can be obtained as, P{At the most | bit in error}= P{0-bits in errors} + P{1-bit in error} => Pers 1)=P(e=0)+ P= 1) mC, Pg + *C.Pigt (2 POC= 1) =8C Pig’) (Here, N=, k= 0,1) = LPU-Py+nP-Pyt (¥ q=1-P) =(1- Py + nP=Py =(1-Py((1-P) + nF) =(1= Py (1+ PD) +. P{at the most I-bit in error} = (I Py" [1+ Pn) (‘The probability of receiving atleast 4-bits in error can be obtained as, P(at least 4-bits in error) = P{4-bits in error) + P{S-bits in error} + P{6-bits in error} + .. => Plr2 4) = POr= 4) + Ple= 5) + PCE= 6) +. + P=) = 1 =[P{0-bits in error) + P(L-bit in error) + P(2-bits in error} + P{3-bits in error}] = Pred) sI=P(x< 4) [SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS ). Se | 1.34 RANDOM. VARIABLES AND STOCHASTIC PROCESSES [JNTI KAKINAp, > PRA) =1Pe= 04 P=) Pe A= 3) (QPP eC PE HC Re sicpe) vtfia PY sary MOD pg pp MECMED pq py] tent, cal P apse sarasota MO Py EMERD ps] ’ = 1app | O-3p639 petty BEN gt p)AEMED p] =1-0- oye[P(se ~ne=)) seen) (3. 2n: i) l)} sree] - reer [n ) (SA) = 1-¢-9r[P8 Sp40 =a] *. Plat least 42bits in error) =1-(1~ P)™ P=3n4+9n—6 55 WH Sn46 9 P2906 PSHE are] Q45. Ina binary communication system, the probability of bit erroris 0.01. fa block of 8 bits are transmits find the probability that, (i) Exactly 2 bit errors will occur (i) Atleast 2 bit errors will occur (iii), More than 2 bit errors will occur (iv) All the bits will be erroneous. ‘octnov-T, Set, Ans: Given that, For a binary communication system, {bit error occurrence}, P= 0.01 ‘Number of transmitted bits, n= @ Exactly 2-bits in error} =? ‘P{Atleast 2-bits in error} =? Giii)_ P(More than 2-bits in error} =? (iv) P{Allbitsinerror)=? {No bit error occurrence}, = 1-P 001 IN .dom Variable) bY. he Random \ putt a pecbablity of occurence of exact 2 bit emus can be absined as o p exactly 2-tits in err} = PUX=2) | 1 py using binomial distribution, pore?) = 10 x PPX gt? ax =2)= = 0.0026 PEsaclly 2 bis in eror) = 0.0026 [iE | | 8C, * (0.01) * (0.99)"-2 | | « probability of occurrence of atleast 2 bits in error can be obtained as, | | atleast 2-its in eror)= PUY'S 2) = PUX=0)+ POX= 1) + P= 2) = ACyPIgt* + AC, Plat! + AC, Pgh? = ¥Cq(0.01)° (0.99) + 8C, (0.01)! (0.99)*'+ *C, (0.01) (oy * = 0,927 + 0.0745 + 0.0026 = 0.9998 <. P(Atleast 2-bits in error) = 0,998 “The probability of occurence of more than 2 bis in error can be obtained as, {More than 2 bits in error) = I ~ P{Less than or equal to 2-bits) =1-P(Xs2) 0.9998 (-. P(X'S 2) = 0.9998) P{X> 2} = 0.0002 (=P (More than 2 bits in error) = 0.002] | (iv) The probability of occurrence of all the bits ie. 8-bits in error can be obtained as, | P{All the bits in error} = P(X = 8) ="C,Pg* f = #C, (0.01) (0.99) { tae 3 = (0.01) = 10 Pe - | P {All the bits in error) = 10° Q46. “A noisy transmission channel has a per-digit error probability P, = 0.01, Calculate the probability of | more than one error in 10 received digits. ‘Ans: |. Given that, For a noisy transmission channel, Probability of bit-error, P,= 0.01 . Number of bits transmitted, n= 10 a P { more than one received bits are in error} = P(X> 1) =? (Mode Papert, 2b) | Apriay-16, Set, Qa) “] SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING Stupents RANDOM VARIABLES AND STOCHASTIC PROCESSES (JNTU-KaKy if the probability of more than one etror can be eafculated as, N "ore than one error} = {Hq ‘P(one error in 10 received digits) + P (zero error in 10 received digity)} ~{H( por=n+Per=0)} ={H(a tar nanny} ={1-(10,00'0-00n"" + 1041-001) ={1-Loconess? +e o9")} =1-(0.99)°(0.1+0.99) 1-(0.99)?(1.09) 3 0043 Tana mer ta ene ever] = 00085 ~ Wabing a : IY Source generates binary digits “0” and “1” with probabilities 0.6 and 0.4 reape, Ang, “Mt Probability tha in a five digit sequence, there are tree zeros and two ones? tively. Wig Given that, For a binary source, - binary digit ‘Sequence of binary digits, n= 5 P{3 zeros and 2 ones) = P{3 0's and 2 1's} =? ‘The probability of occurrence of 3 zeroes and 2 ones in a 5 digit sequence is obtained as, PB zeroes and 2 ones} ="C, pg" i Here, . N=5,k=3,P=06,q=04 {3 zeros and 2 ones) =°C,(0.6)(04)? € —-=10%0216%0.16 * = 03456 3456 PB zeros and 2 ones} 248. “Explain about Poisson distribution and density functions. (Model Papert, Q2(b) | Nov.t2, Set) (on) a Write short notes on “Poisson distribution”. ahaa = Nowa, Sat (on Or niaerie oe Write short notes on “Poisson distribution function”, Now-10, Set . for) Give distribution function of Poisson random varlable, OctiNov.19, Sed (on ; What are the applications of Polsson’s random varlable? Mayidunets, (Refer only Applicators) SIA Fear titccmisrrice \ 4. (The Random Variable) unit re poison Random v ‘A random variable is said 10 be a Poisson random ple if ble otal “si PRD = Fre k=O 2.42>0 > gison Distribution Function Pol ‘The Poisson distribution function ofa random variable xis defined a5, = 5F FQ) net Ste K),b>0 & Where, ‘b—Real constant K~Constant. ‘The graphical representation of Poisson distribution function is similar to that of Binomial distribution function, * poisson distribution is an approximated function of Binomial distribution with Ny «> and P > 0, =NP Here, Poisson Density Function ‘The Poisson density function of a random variable “X° is defined as, = yk HE) YE Bx-K), y>0 = Where, ; Real constant" Constant, ‘The graphical representation of Poisson density function is similar to that of Binomial density function, 'For'a Poisson distributioi the constant b is given by, bear Where, 5 - Average rate of counted events being occurred T= Duration of time interval. Applications ‘The applications of Poisson's random variable are, |. Itcan be applied to know the total number of telephone calls made during certain period of time. 2, It can be employed to estimate the total number of defective elements present in a ‘sample, 3. Misused for determining the number of electrons emitted from a cathode during a specific period of time. Coes i (SPECTRUM @LLIN-ONE JOURNAL FOR ENGINEERING STUDENTS {000 2 eg ee 1.37 949. A random variable X is known to be Poisson with b=0 ()) Plot the density and distribution functions for this random variable (li) What is the probability of event {0 a Ke ner De 8-8 Bur, the given Poisson random variable has b= 4. Then, the density function /,(x) is, Sx@= Distribution function, Fo= > Hus mH =>d # we» to kt =# Fec= 3 ate) . Probability density function can be plotted as shown in figure (1) for k= 0, 1,2, 3, D=4. * + Figure (1) lemme lll pe diibton Oe ggg —caTonib Powson ale 3 \ ‘ For variat Figure (2), Be valus A=, Figure 2 The given event (ie., 0< 1's 5) probability is obtained 25, POSXS5)= PUL=0) + X= 1) + PL =2) + (X= 3) + N= 4) + P= 5) eA eA et te et (a eC r 2 z 4 a 4.8 4g at gl Oe Tora arta ar si ef] 4448+ 1067+ 10.67 +8.53) |; . = 0.018[42.87] = 0.772 : : ‘ PO SxS5)-077 d 950. ‘Assume automobile arrives ata gasoline station are Polsson and occur at an average rate of SUIr t Station has only one gasoline pump. if all cars are assumed to require one minute to obtain ty {s the probability that a waiting line will occur at the pump? B Ans: : a4 *. Given that, i ‘The arrival of automobile at a gasoline station is a Poisson distribution, | ‘The average rate at which evert occu, = 50 per hr ‘The time required to obtain fuel for ‘each car, 7= 1 minute j Probability that a waiting Fine wall occur at the pump, P_ =? H Since, the station has only one gasoline pump, a ‘waiting line vill oceu, i 4 interval Thus, by using the Poison random variable concep, te el conse bear ‘ 50 med : J minute = é ESTA piiionr amma Pletrbutors Pot Lea, 9 bp a ‘wo or more cars ative in any one-tif siven by, * GO minutes UNIT-1_(The Random Variable) Probability of a waiting line at the pump can be obtained as, PL=1-[F,)+F(0)] . [evnisex devel 0.797 = 0,203, 0.203 aes |1+ G51. A noisy transmission channel has a per-digit error probability p,= 0.001. Determine the prob- ability of more than one error in 100 received digits using Poisson approximation. ‘Apeiay-16, Set-3,02(0) Ans: Given that, The per-di sion channel is, p,~ 0.001 =, 10? ‘The number of received digits, n = 100 The probability of more than one error in 100, received digits, ie., P(X> 1) =? If‘ has a binomial distribution with parameters m and For large value of ‘n’, and P, close to zero, then X'is closely approximated by a Poisson distribution with mean ‘np’ and the Poisson distribution function is given as, w= (1) = @) Where, 2 nP, ‘Substituting the given ‘n’ and ‘P, "values in equation (2), eget, = 100 107 =O Now, for probability of more than one error can be obtained as, ~P(X=0)-P(X= OandX=1 sara) (os Pur 1) ete") PUX> 1) Substitute “2? for ~Q) elo) (oa i ~~ 0.9048 - 0.09048 “P(X > 1) = 0.00472] ¢ | SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS | it error probability ofa noisy transmis-- Q52. Write notes on the following: 0) (il) Uniform random variable. Rayleigh random variable OctiNow-18, Set, a2{b) (or) Write short notes on “uniform distribution”. Nov.tt, Set2, ate) (Refer orbs uniform distribution farction) Ans: 3 ()’ Rayleigh Random Variable For answer refer Unit-1, Q56, Topi variable. w : Rayleigh random Uniform Randoin Variable Uniform Distribution Function ‘The uniform distribution function of a random variable Xis defined as, 0, xxa F,Q)= =. asx AOGESSES LNTULKay ! patton: The Gaussian de, ee js defined as, in tes cise Letraset ig ‘| 6 FO para ane <4 " gy eal costnts Random process of, A : ical representation Of a Gays, The Senin fiw (2) za | pti : Fiore (2: Uniform Density Function 53.” Explain about the distibuton and density ne ons of Gaussian RV with neat sketches. yan 42.034 | (09 ‘ { Write the applications of Gaussian random va" I able. etmorit, SH OH) i (or) ER Write short notes on “Gaussian distribution” 0 OMe Ato pov se.) : i ee ie Fue Gaussian Density Fane’ |, | i 1st properticd ois col ‘The propenties of Gaussian include, } . 1. Thecurve of Gaussian density function is s Refer only property bout the mean value a, as shown in figure) I an . i 7 2. Atr=a, maximum probability is obting) ; ‘eussian Distribution Function: The Gaussian distribution Neg i function of 2 random variable Xs defined 2s, Meu” Sm. Fy-—! [eterfleg, 9 | 5, Thecurvenever enter below X-axis. Tad: Fn coy co i J For postive'values of x,'the distribution fas Where, Lf tep'/202 i Gy .ay — Real constants Fb" Ti, ae y Random process of X is i — = ca and, for negative values of ‘x’, F,(-x) = | Ff i a ee oretlh ? me ofa Gouin etitateg | The Gaussian curve has only one maximum pi } mi the curve is called uni-modal curve, | 5. Inthe Gaussian curve, the magnitude increse 4 increase in “¥” value and after x = a, them 1 |. exreases wit increase in *X* value, i Applications i : ‘The applications of Gaussian random variable . i + ispaiolaly used inthe analysis of ile f E i ‘ pee related to digital cnn) i * Its also useful in modelling the empirical di at so useful pirical ; oa, ; a Wide variety random variables. 2 igure (1 Gaussian Distribution Function few probabilities from given values DP SIA. lcand vice versa, ( 'liabers sod Distebutors Pe, wig g Nh wi 11. (The Random Variable) unl ‘A random varlal nown to be G: O54 vith meana,=1.6ando,=O4find () P(41= (0502 ij Li w=-a= =o _ on 1. FAIA) = feral?) i] osf Sie =e feta 4 ae ' 7 i =z feta We have, wore 1 Fy 8 de= 1 exfe (0.7 MOTE Le 3 ee (0.707) $0322) [erfe value from table} Fy (4) =0.161 we) ‘Similarly, 1 m4 oat FQO- fev?au= z Jetau Let, OR > du=\idr Here, UL: w=taor= V2 LiL: u => 1=-— 14a + AQO= Te Jeva in ‘We have, erftx) = 1 erfe(x) “% fe iu SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS J" @ sT0! RANDOM VARIABLES AND. ~ ay tye) Ie | ral 0.9823 a7sls FQ0)- 0.7615 From equations (1) Qh wehave, AM4<¥526) =F,20) -F04) 0476150161 =os1sis [——— ee [AUST S20 =005 P06 <(1-1.6)<06) The Even proeliyis defined 2, P06<2-16<08) = P06 - 16<2<06+16) = Pa ven that, (Model Papers, Q1(b) | Oct Nov.-19, Set, 02a) For a Gaussian random voltages, Mean of ‘X", Standard deviation of ‘X", 0,=4.2V Load resistance, R= 100.2 Power rating, P= 0.25 W Probability that the voltage will cause an instantaneous power that exceeds the resistor’s rating, P{\A]>V_,,} =? ‘The instantaneous power dissipated at the resistor ‘R'is obtained as, y pee R ‘At maximum voltage, V,,, Power dissipated yn Vis. 7 100 = y, : = Vig = £5 volts . The above voltage will be the safe voltage that won't cause an instantaneous power to exceed the resistor’s rating. Then, the probability thatthe voltage will cause an instantaneous power that exceeds the resistor’s rating is obtained as, PAM> V,,.) = PUX> 5} = 1-P(M 5) [++ From standard normal table, F {1.19047} = 0.883] .:. P{|X|> 5} = 0.117] -Q56. Explain the distribution and density functions of the following with neat sketches. 1. Exponential Random Variable 2. Raylolgh Random Variable. (or) Dofine oxponontial and Rayloigh random variables. ctiNov.-18, Set, Q1(0) (Riper ony aepittns) (or) i Explain about the distribution and density functions of exponential RV with neat sketches. _ + Maylgun-ts, St, te) ‘ . (or) 5 SPECTRUM fILLIN-ONE JOURNAL FOR ENGINEERING STUDENTS | — Medang, (Refer only Rayigh Radon Variable) My Ans: . 1. Exponential Random Variable Exponential Distribution Function: The exponential density funtion of random variable 'X° is defined ag, 0 area Where, 0 and b are real numbers such that - © 0. Fer feos ‘The graphical representation of an exponential distribution function is as shown in figure (1). Fy) Figure (1) Exponential Density Function: The exponential density function of a random variable. Xis defined as, L eis Moni 0 jx 0. ‘The graphical representation ofan exponential density function is as shown in figure (2). fx) eign Distribution Function: The Rayleigh distibution function is defined as, payle' _ [i-e'; x2@ b> 0and os 0; x 0. The graphical representation of a Rayleigh distribution function is as shown in figure (3). F,@) 1.0 0.5 aft 2 7 Figure (3) Reyleigh Density Function: The Rayleigh density function of a random variable X'is given by, 2 x0)" 1b. 2 (x ayeros 2 109 =a De xea ‘ ° ii 0 ‘The graphical representation of a Rayleigh density function is as shown in figure (4). £0) Q57. Define and explain the properties of CDF function of a random variabl . (or) Dofine conditional distribution and density functions and explain their properties. . , aprviay-1, st, a2(a) 1) [ SPECTRUM ALL-IN-ONE JOURNAL FOR ENGINEERING STUDENTS \/95= Conditional Distribution Function Conditional Density Function For answer refer Unit QU. derivative of conditionay distr, is defined as “y sble Vis ‘ ‘The conditional density function of random 3 ie fer] ay= Sri For discrete random variable, ‘fts\a) = SP lane-9) Properties of Conditional Density Function 1 é os ‘The properties of conditional density function a, _yshold be 000 variable, ‘Th conditional density funtion ofa andom icf, tR)20, be ity, ‘The area under conditional density function curve | egative: ie, f spat =1 J the conditional distribu fon curve from~2 10 X's equal to 9 fg ‘The area under the conditional density function curve , Fiaib)= | fx6/ Bubs — tothe area under conditional density tng The probity ofXrnging fom st, Gch) eq : tox, : : ie, pix, , Find the value of k and the cumulative distribution X, +1 that deviates the outcome of the root a fair ie. Compute the mean and variance of X. Lot X bo the random var letermine the variance of X. ” i th andom vib X asthe manent generating function M0 = > If tho probability of success Is w . how many trials are necessary in order that the probability of atleast one success is greater than i ‘Acar ira firm has 2 cars. The number of domands for a car an each day is distributed as Poisson variate with mean 0.5. Calculate the proportion cof days on which . 1, Nolther car Is used 2, Some domand ls rofusod, ) SPECTRUM ALL-IN-ONE IOUIRNAL For ENGINEERING eTOnENTC for (1) more than B mins, (2) Between 4 and 8 mis. 08, Amanat pocorn many ABEMESD GOETHE Seas | ow many cover mayb an 21 % fe > Operation On One Random ‘Variable - Expectations Operation On One Random Variable-Expectations: Introduction, Expected value of a Random Variable, Function of a random variable, Moments about the Origin, Central moments, Variance and skew, Chebyshev’s Inequality, Characteristic function, ‘Moment generating function, Transformations of a rindom variable: Monotonic transformations for a continuous random variable, Non-monotonic transformations of continuous random variable. LEARNING OBJECTIVES Concept of random variable q q ‘Mean, variance of a random variable 4 ‘Moments and Chebyshev inequality, ‘Moment and moment generating function o Monotonic and non-mono transformation of single random variable INTRODUCTION ~ This unit deals with different operations performed on single random variables such as expected variables, moménts about the origin, central moments, variance and skew. The definition of distribution and density functions, their propertiés and their types. This unit also discustes monotonic and non-monotonic transformation on continuous variable. rE rr

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