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ECE/IN Hinglish
PRACTICE SHEET 02
Communications
Random Variable and Random Process
Common Data for Q.1 to 4: 4. The value of  2X is
A random process X(t) has periodic sample functions as
t0 A  2 t0  t0 A2 t 0
shown in the figure, where A, T, and 4t0 ≤ T are constant (a) − (b) −
T  3 T  T T
but  is a random variable uniformly distributed on the
interval (0, T). t0 A  2 t 0  t0 A 2  2 t 0 
(c) + (d) −
T  3 T  T  3 T 
X(t)

A Common Data for Q.5 to 8:

A random process X(t) is defined as follows:
1. X(t) assumes only one of two possible level 1 or
t –1 at only time.
0 –t0  +t0 T +T 2. X(t) switches back and forth between its two
1. The first order density function is levels randomly with time.
 T − 2t0 2t 3. The number of level transitions in any time
 ( x) + 0 0 x A
(a)  T AT interval  is a Poisson random variable, that is the

 0 else where
probability of exactly k transition, when the
T − 2t0 2t0 average rate of transitions is α is given by
(b) + [u ( x) − u ( x − A)]
T AT
() k −
 T + 2t0 2t e .
 ( x) + 0 0 x A k!
(c)  T AT
4. Transitions occurring in any time interval are

 0 else where
statistically independent of transitions in any
T − 2t0 2T other interval.
(d) ( x) + 0
T AT 5. The level at the start of any interval are equally
probable.
2. The value of E[X(t)] is 5. The auto-correlation function of the process is
t0 A t A −2 
(a) (b) 0 (a) e−2 (b) e
2T T − 
(c) e − (d) e
t0 A
(c) (d) 0
4T 6. The probability P{ X (t ) = 1} for any t is
(a) 1/2 (b) 1/3
3. The value of E[X2(t)] is
(c) 1/4 (d) 1/5
t0 A 2 t0 A 2
(a) (b)
T 3T 7. The value of E[X(t)] is
2t0 A1 (a) 1/2 (b) 1/3
(c) (d) 0 (c) 1/4 (d) 0
3T
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8. The random process X(t) is a Common Data for Q.13 and 15:
(a) First order stationary process The two-level semi-random binary process is defined by
(b) Second order stationary process X(t) = A or –A where (n – 1) T < t < nT and the levels A and
(c) Wide sense stationay process –A occur with equal probability. T is a positive constant
(d) None of the above and n = 0, ± 1, ± 2.

13. The mean value E[X(t)] is

Common Data for Q.9 and 10: (a) 1/2 (b) 1/4
A random process is defined by (c) 1 (d) 0
Y (t ) = X (t )cos(0t + )
where X(t) is a wide sense stationary random process that 14. The auto correlation RX (t1 = 0.5 T , t2 = 0.7 T ) will
amplitude modulates a carrier of constant angular
be
frequency 0 with a random phase  independent of X(t)
(a) 1 (b) 0
and uniformly distributed on (–π, π).
A2
(c) A2 (d)
2
9. The mean value E[Y(t)] is
(a) E[X(t)] (b) – E[X(t)]
15. A random process consists of three sample functions
(c) 1 (d) 0
X (t , s1 ) = 2, X (t , s2 ) = 2cos t1 and X (t , s3 ) = 3sin t
each occurring with equal probability. The process is
10. The auto correlation function of Y(t) is
(a) First order stationary
1
(a) RX ()cos(0) (b) RX () cos(0 ) (b) Second order stationary
2
(c) Wide-sense stationary
(c) 2RX ()cos(0) (d) None of these
(d) Not stationary in any sense

Common Data for Q.11 and 12:

16. Two zero mean jointly wide sense stationary random
Consider a low-pass random process with a white-
process X(t) and Y(t) have no periodic components. It
N
noise power spectral density S x () = as shown in is known that 2X = 5 and Y2 = 10 . Which of the
2
figure. following represents the correlation of given process?
SX() (a) RX () = 6u ()e−3
2
N/2  sin(3) 
(b) RY () = 5  
 3 
(c) RXY () = 9(1 + 2e2 )−
–2πB 0 2πB
(d) None of the above
11. The auto correlation function RX() is
(a) 2 NB sin c(2 B) (b) NB sin c(2 B) 17. A stationary zero mean random process X(t) is ergodic
(c) NB sin c(2 B) (d) None of these which has average power of 24 W and has no periodic
component. The valued auto correlation function is
12. The average power PX is (a) 16 + 18cos(3) (b) 24(t − )
(a) 2 NB (b) π NB e −6 
NB (c) (d) 24(22 )
(c) NB (d) D (1 + 3) 2
2
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18. The non-valid power spectral density function of a real Common Data for Q.23 and 24:
random process is A random noise X(t) having a power spectrum.
(a) (+ 0 ) − (− 0 ) 3
S X () =
49 + 2
2
(b) is applied to a differentiator that has a transfer H () = j
2 + 25
. The output is applied to a network for which
2
(c) () + h(t ) = t 2e−7t u (t )
2
 + 16
23. The average power in X(t) is
2
(d) (a) 5/21 (b) 5/24
2 + 16
(c) 5/42 (d) 3/14

19. The valid power density spectrum is 24. The power spectrum of Y(t) is
2 2
  42 122
(a) 2 2
(b) 4
− () (a) (b)
1 +  + j  +1 (49 + 2 )3 (49 + 2 )4
2 2 422
(c) e − ( −1) (d) 6 2 (c) (d) None of these
 + 3 + 3 (49 + 2 )2

20. If X(t) and Y(t) are real random process, the valid Common Data for Q.25 and 26:
power density spectrum S XY () is Consider a random variable A uniformly distributed
−3 
over 0 ≤ x < 2. Now, a random process X(t) is defined as
6 4e X(t) = 6eAt
(a) (b)
6 + 73 1 + 2
25. What will be the value of mean X (t ) ?
(c) 3 + j2 (d) 18 ()
6(e 2t − 1) 3(e 2t − 1)
(a) (b)
t t
Common Data for Q.21 and 22:
A random process X(t) is applied to a network with (c) 6t (e2t − 1) (d) 3t (e2t − 1)
impulse response h(t) = u(t) te–at where a > 0 is a
constant. The cross correlation of X(t) with the output
26. The autocorrelation RX (t1, t2 ) will be
Y(t) is known to have the same form RXY () = u ()e− a
(a) 18 [e2(t1 +t2 ) − 1]
21. If  ≤ 0, then the auto correlation of Y(t) is
(b) 18 [e2(t1 −t2 ) − 1]
4 + a −0  1 + a −a 
(a) 3
e (b) 2
e 18
4a 3a (c) [e 2(t1 +t2 ) − 1]
t1 + t2
4 + a −a  1 + a −a 
(c) e (d) e
8a 2
4a 3 18
(d) [e2(t1 −t2 ) − 1]
t1 − t2
22. The average power in Y(t) is
1 1 Common Data for Q.27 and 28:
(a) (b)
4a3 a3 Consider the two independent random variables X and Y.
X has a uniform distribution over –1 ≤ x ≤ 1 and that
1
(c) (d) None of these
3a 2 Y 2 = 6 . Now, a random process v(t) is defined as
Z (t ) = (Y + 3 Xt )t.
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27. The mean of random process Z(t) is 32. What will be the mean of random process z(t)
t (a) 0 (b) 2v(t )
(a) 2t (b)
2
(c) 1 (d) v(t )
t
(c) + 3t 2 (d) 2t + 3t 2
2
33. If RX() be the autocorrelation of the random process
28. The autocorrelation of the random process Z(t) is X(t), then the variance of Y(t) will be
(a) 3t1t2 (1 + t1t2 ) (b) 3(t1 + t2 ) (a) 2RX (0) − RX (T ) (b) 2RX (0)

(c) 2 + t1t2 (d) 3t1t2 (2 + t1t2 ) (c) 2RX (T ) (d) 2[ RX (0) − RX (T )]

34. Let a random process X (t ) = sin(Wt ) . Where W is the

29. What will be the value of Z 2 (t ) ?
random variable uniformly distributed over the
(a) 9t 4 (b) 9t 2 internal [0, W0]. The random process X(t) is
(c) 3t 4 + 6t 2 (d) 3t 2 + 6t 4 (a) Non-stationary
(b) Ergodic
30. Let X and Y be independent random variables with (c) First order stationary
zero mean and variance 2. The random process (d) WSS
Z (t ) = X cos 0t + Y sin 0t will be
Given Data for Q.35 and 36:
(a) an ergolic process
A square wave x(t) of constant amplitude A, period T0,
(b) WSS process
and delay td, represents the sample function of random
(c) not stationary in any sense
process X(t), as shown in figure below. The delay td is
(d) Both (a) and (b) random, described by the probability density function.

31. Consider a random process X(t) defined as 1 T0 T0

 , −  td 
X (t ) = A cos(0t + ) fTd (td ) =  T0 2 2
 0 otherwise
where A and Φ are independent random variables and 
x(t)
Φ has a uniform distribution over 2π radians. Which
of the following is correct for the given random A
process?
(a) X (t ) = 0
0 T0
2 td
A
(b) RX () = cos 0 
2 35. The plot of probability density function f x(t ) ( x) of
(c) X (t ) is WSS process the random process is
(d) All of the above fX(t )(x)

1
Common Data for Q.32 and 33: (a)
1/2
Consider a random process Y(t) defined as
x
Y (t ) = X (t ) − X (t + ) 0 A
where X(t) is stationary non-periodic process and T is a
constant.
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fX(t )(x) R

(b) Input C Output

1/2 1/2
x
0 A
fX(t )(x) What will be the power spectral density of the random
1 1 process at the filter output?
(c) 1
(a)
x
2
[1 + (2fRC ) ] [a 2 + 2 f 2 ]
0 A
1
fX(t )(x) (b)
[1 + 2fRC ] (a 2 + 2 f 2 )
2

(d) 1/2
a
(c)
(1 + 2fRC ) (a 2 + 2 f 2 )
2

x a
0 A
(d) 2
[1 + (2fRC ) ] [a 2 + 2 f 2 ]
36. What is the mean of the random process X(t)?
(a) A/2 (b) A Common Data for Q.39 and 40:
(c) A 2
(d) 2A Consider a white Gaussian Noise process of zero mean
N
and power spectral density 0 that is applied to the input
2
of high-pass RL filter shown in figure below.
37. The power spectral density of a random process X(t)
R
is shown in the figure below. It consists of a delta
function at f = 0 and a triangular component.
SX ( f ) Input L Output
( f )

39. The power spectral density of the random process at

the filter output is
f
–f0 0 f0
N0 N 0 (2fL)2
(a) (b)
2[ R 2 + (2fL)2 ] 2 R 2 + (2fL)2
What will be the DC and AC power contained in X(t)?
DC power AC power N0 (2fL) 2
(c) (d) N 0
(a) 0 1 + f0 R 2 + (2fL)2 R 2 + (2fL) 2
(b) f0 1
40. What will be mean and variance of the noise at filter
(c) 1 f0
output?
(d) 1 + f0 0
Mean [n(t )] Variance (2N )
38. A random signal X(t), characterized by the (a) 0 0
−2 a  (b) 0 ∞
autocorrelation function RX ( ) = e
(c) ∞ 0
Where a is a constant, applied to the low-pass filter
(d) ∞ ∞
shown in figure below.
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Common Data for Q.41 and 42: 42. What will be the variance of the noise at the system
White Gaussian noise of zero mean and power spectral output?
N0 B
density N0/2 is applied to the filtering scheme shown in (a) (b) N0 B
2
figure 1 below. The frequency responses of the two
N0 B
filters are shown in figure 2. (c) 2N0 B (d)
4
White Band-pass Low-pass Output
noise filter H1 ( f ) filter H2( f ) n(t) 43. Which of the following is a valid autocorrelation
function? (A and 0 are positive constants)
cos (2π fc t) (a) A cos 0  (b) Asin 0 
Figure 1 (c) Both (a) and (b) (d) None of these

|H1( f )| Common Data for Q.44 and 45:

| H2 ( f )|
Let X (t ) = A0 cos(0t + n(t )) be a random process,
1 1 where A0 and 0 are constants. Assume n(t) is a
wide-sense stationary random noise process with a
zero mean value and an autocorrelation Rn () .
–fc 0 fc 0
44. What will be mean X (t ) ?
2B 2B (a) 0 (b) 1/2
Figure 2 (c) 1 (d) A0 cos 0t
41. What will be the autocorrelation function RN() of the
noise n(t) at the output? 45. The random process X(t) is
(a) WSS
N0 (b) Ergodic
(a) N0 sin c(2B) (b) sin c(2 B)
2 (c) First order stationary
N0 B N0 (d) Non-stationary
(c) sin c(2 B) (d) sin c(2 B)
2 2B

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