20148S41B / 19148S41B / 17148S41B - Probability and Random Processes

PRIST DEEMED UNIVERSITY

(Estd. u/s 3 of UGC Act, 1956)

Vallam, Thanjavur -613403

_____________________________________________________________________________________

B. Tech – Electronics and Communication Engineering

QUESTION BANK

Course Details

Course Code & Title : 20148S41B / 19148S41B / 17148S41B

- Probability and Random Processes

Regulation : 2020 / 2019 / 2017 Regulation

Nature of the Course : CORE

Semester : 4th semester

H.O.D. Staff-In-Charge

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20148S41B / 19148S41B / 17148S41B Probability and Random Processes

UNIT I PROBABILITY AND RANDOM VARIABLES

Probability –Axoims of probability-conditional probability-Baye’s Theorem- Discrete and

continuous random variables – Moments – Moment generating functions – Binomial, Poisson,
Geometric, Uniform, Exponential and Normal distributions.

UNIT II TWO - DIMENSIONAL RANDOM VARIABLES

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and

Linear regression – Transformation of random variables-Central Limit Theorem(for independent
and identically distributed random variables)

UNIT III RANDOM PROCESSES

Classification – Stationary process – Markov process - Poisson process – Random telegraph

process.

UNIT IV CORRELATION AND SPECTRAL DENSITIES

Auto correlation functions – Cross correlation functions – Properties – Power spectral density –
Cross spectral density – Properties.

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS

Linear time invariant system – System transfer function – Linear systems with random inputs –
Auto correlation and Cross correlation functions of input and output.

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Unit I – PROBABILITY AND RANDOM VARIABLES

1. State Bayes Theorem.

2. From a bag containing 10 black and 12 white balls,a ball is drawn at random.What is the
probability that it is black?
3. If X&Y are independent random variable with variance2 &3 .Find the variance of 3x +4y

4. The number of hard ware failure of a computer system in a week of operation has the
following p.m.f. Find the mean.

No. of failure: 0 1 2 3 4 5 6

Probability: 0.18 0.28 0.25 0.18 0.06 0.04 0.01

5. The mean and S.D of a Binomial distribution are 5 and 2. Determine the distribution.
6. Define geometric distribution and give its mean and variance.
7. Define exponential distribution and give its mean and variance.

8. Let X be a r.v with p.d.f f(x) = .Find its m.g.f.

9. Find the m.g.f of the uniform distribution.

10.A Normal distribution has mean μ =20 S . D σ =10 find P( 15≤X ≤40 )

Part- B

11.(i)In A factory which manufactures bolts,Machines A,B and C manufacture respectively

25%,35% and 40%of the bolts. Of their outputs 5,4 and 2 percent respectively defectrive
bolts.A bolt is drawn at random from the product and is found to be defective.What is the
probability that it is manufactured by the machine B?. (8)
(ii) If X and Y are independent Poisson variates such the P(X=1)=P(X=2) and
P(Y=2)=P(Y=3). Find the variance of X-2Y
12.(i) From a well shuffeled deck of 52 cards,4 cards are selected at random. Find the probability
that the selected cards are (i)3 spades and 1 heart(ii)2 kings ,1 ace and 1 queen
(iii)All are diamonds (iv)There is one card of each suit.. (8)
(ii) If X is uniformly distributed over (−α , α ), α >0 so that (a) P(X>1) = 1/3

(b) P(|X| <1) =P(|X| >1) (8)

13. (i) The number of personal computer (PC) sold daily at a computer world is uniformly
distributed with a minimum of 2000 PC and a maximum of 5000PC. Find (a) the
probability that daily sales will fall between 2500 and 3000PC. (b) What is the probability
the computer world will sell at least 4000 PCs? (c) What is the probability that the
computer world will exactly sell 2500 Pc’s. (8)

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(ii) The weekly wages of 1000 workmen are normally distributed around a mean of Rs 70 with a
S. D of Rs 5. Estimate the number of workers whose weekly wages will be (a) between Rs
69 and Rs.72 (b) Less than Rs.69.

14.(i) Find the m.g.f of geometric distribution and hence find its mean and variance. (8)

(ii) The number of monthly break down of a computer is a r.v having a Poisson distribution
with mean equal to 1.8 . Find the probability that their computer will function for a month
(a) without a break down (b) with only one break down (c) with atleast one break down.

15.(i) Find the probability that in tossing a fair coin 5 times , there will appear (a) 3 heads (b) 3
tails and 2 heads (c) at least 1 head.
(ii) If X is uniformly distributed over (−α , α ), α >0 so that (a) P(X>1) = 1/3

(b) P(|X| <1) =P(|X| >1)

16.(i) The time ( in hours) required to repair a machine is exponentially distributed with

parameter λ = ½

(a) What is the probability that the repair time exceeds 2h?
(b) What is the conditional probability that a repair takes at 11th given
that its direction exceeds 8h? (8)
(ii) Find the m.g.f. of a normal distribution and hence find the mean and variance of it.
(8)

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UNIT II TWO DIMENSIONAL RANDOM VARIABLES

PART A

1. If X and Y have p.d.f. f(x,y) =

{k (x+y) ,0<x<1, 0<y<1¿¿¿¿ . Find the value of k.

2. Let X and Y are 2 r.v having joint probability function f(x, y) = (x+2y) where x and y

assume the integer values 0, 1, 2. Find the marginal probability distribution X.

3. State central limit theorem.

4. If the p.d.f of X is f(x) = e-x, x>0. Find the p.d.f of Y= X 2

5. State the equation of the two regression lines.what is the angle between them.
6. If X and Y are r.v’s with joint density function

f(x,y) =
{4 xy , 0≤x≤1, 0≤y≤1¿¿¿¿ . Find E [XY]

7. Define the independence of two r.v X and Y both in discrete and continuous cases
8. Comment on the following “The random variables X and Y are independent if and only if
COV(X,Y) = 0”

9. Can y =5+2.8x and x = 3-0.5y be the estimated regression equations of y on x and x on y

respectively? Explain the answer.

10. State Lindsberg Levy’s form of central limit theorem .

PART B

11. If f(x,y) =
{2−x−y, 0≤x≤1, 0≤y≤1¿¿¿¿ .

Find (1) Marginal density function of X and Y

(2) Conditional density function
(3) Var (X) and Var (Y)
12.i) Find P(X>2 |Y<4) where the joint p.d.f of X and Y is given by

f(x,y) =
{e−(x+y) , x≥ 0, y≥0 ¿ ¿¿¿
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ii) The life time of a particular variety of electric bulbs may be considered as a random
variable with mean 1200 hours and standard deviation 250 hours .Using central limit
theorem find the probability that the average life time of 60 bulbs exceeds 1250 hours.
13. i) The joint probability distribution of X and Y is given by
6 x y
, 0  x 2, 2  y 4
f (x,y) = 8 .find f(y/x =2)
ii)The joint p.d.f of a bivariate random variable (X, Y) is given by

f(x,y) =
{kxy, 0<x<1, 0<y<1¿¿¿¿
(a) Find k (b) Find P(X+Y<1) (c) Are X and Y independent.

14.i)Two r.v X and Y have joint p.d.f

f (x, y)= ¿ {
xy
96
0<x< 4,0<y<5 ¿ ¿¿

Find E(X), E(Y), E(XY),E(2X+3Y).Var(X) , Var(Y),COV (X,Y). What can

you infer from COV (X,Y)?
ii) Find the coefficient of correlation between industrial production and export

using the following data.

Production X 55 56 58 59 60 60 62

Export Y 35 38 37 39 44 43 44

15. Let X and Y be r.v’s having joint density function

3
 ( x 2  y 2 ), 0  x 1, 0  y 1
f ( x, y )  2

0, otherwise
Find
the correlation coefficient between X & Y .

16. Find the lines of regression from the following data.

X 50 55 50 60 65 65 65 60 60 50

Y 11 14 13 16 16 15 15 14 13 13

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UNIT III RANDOM PROCESSES

PART A

1. State four types of stochastic processes.

2. Define stationary process and also SSS process.
3. If the patients at a clinic according to poisson process with mean rate of 2minutes. Find
the probability that during a 1minute interval no patient arrives.
4. State the postulates of Poisson process.
5. State any two properties of Poisson Process.
6. Define Markov process with an example.
7. Define Markov chain and one step transition probability.

 
0 1 0
 
0 0 1
1 1 
 0
8. Prove that the matrix  2 2  is the tpm of an irreducible Markov chain.

9. Find the invariant probabilities for the Markov chain with state space S=
 0,1 and one step
transition probability matrix
 0 1
 1 1
 
P=  2 2 
10. Explain Random Telegraph Process.
PART B

11 (.i) Define Random Process. Explain the classification of random process. Give example to
each case.
(ii)Give an example of stationary random process and justify your claim.
12.(i) The process
 X (t ) whose probability distribution under certain condition is given by
 (at ) n  1 
 (1  at ) n 1 , n 1, 2,..
P  X (t ) n  
 at 
, n 0
 1  at 
. Show that it is not stationary.

(ii)Assume a random process X(t) with four sample functions X(t,s1)=cost, X(t,s2)=-cost

X(t,s3)=sint X(t,s4)=-sint which are equally likely. Show that it is WSS.

13.(i)Prove that sum of two independent Poisson processes is a Poisson process.

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(ii) If customers arrive at a counter in accordance with a Poisson process with mean rate of 3
per minute. Find the probability that the interval between two consecutive arrivals is
a) more than 1 minute
b) between 1and 2 minute
c) 4 minutes or less

14.(i) Show that when events occur as Poisson process the time interval between successive
events follow an exponential distribution.

(ii) Prove that X(t)=Acosλt + Bsinλt is WSS where A&B are randam variables such that
E(A)=E(B)=0 , E ( A ) = E ( B ) & E(AB)=0
2 2

0 1 0
1 1 
 0
2 2
0 1 0 
15(i) Find the nature of the states of Markov chain with the tpm.  .

(ii) A sales man territory consists for 3 cities A, B and C. He never sells in the same city on
successive days. He sells in A, then the next day he sells in the city B. However if he sells
in either B or C, the next day he is twice as likely to sell in the city A as in other city. In
long run how often does he sell in each of the cities?

16(i) Define Markov process. Explain the classification of Markov Process.

(ii) Define the Markov chain. Explain the classification of states of Markov chain .

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UNIT IV CORRELATION AND SPECTRAL DENSITIES

Part A
1) The power Spectral density of a random process {X(t)} is given by
S XX (ω ) = π , |ω | < 1
= 0 , otherwise. Find its autocorrelation function.
2) Find the variance of the stationary process {X(t)} whose auto correlation function is
given by R XX (τ ) = 2 + 4 e –2|τ | .
3) Determine the auto correlation function of the random process with the spectral density
given by S XX (ω ) = So , |ω | < ω o
= 0 , otherwise.
4) State any two properties of cross – power density spectrum.
5) Prove that auto correlation function is an even function of τ .
6) Compute the mean value of the random process { X(t) } whose auto correlation function
4
2
is given by R XX (τ ) = 25 + 1+ 6 τ
7) Write any two properties of auto correlation.
8) Define Cross Correlation.
9) Write the Wiener – Khintchine relation.
10) Find the power spectral density function of the stationary process whose auto correlation
function is given by e --|τ |.

PART B

11.(i) Find the power spectral density of the random process whose auto correlation function
R(τ ) = 1— |τ | , |τ | ≤ 1
= 0, otherwise.
(ii) If the power spectral density of a WSS process is given by

b
S (ω ) = a ( a — |ω | ) , |ω | ≤ a
=0 , |ω | > a . Find the autocorrelation function of the process.

12.(i) If the cross power spectral density of X(t) and Y(t) is

ibw
S (ω ) = ( a + ) , |ω | ≤ α , α > 0
α
= 0 , otherwise. Where a and b are constants. Find the cross
correlation function.

(ii) Let X(t) and Y(t) be both zero-mean and WSS random processes . consider the random
process Z(t) = X(t) + Y (t) . Find the auto correlation function and the power spectrum of
Z(t) if X(t) and Y(t) are jointly WSS.

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13.(i) The cross – power spectrum of real random process {X(t)} and (Y(t)} is given by
S XY (w) = α + jbw , |w| < 1
= 0 , elsewhere. Find the cross correlation function.
(ii) Find the power spectral density of the random process if its autocorrelation function is
2
R ( τ ¿=e ❑— α τ cos wo τ

14.(i) Find the mean, variance and Root-mean square value of the process whose auto
2
25 τ +36
correlation function is R XX (τ ¿= 2 .
6.25 τ +4
(ii) Find the auto correlation function of the process {X(t)} whose the spectral density is
given by S (w) = 1 + w 2 , |w| ≤ 1
= 0, |w | > 1.
15. Find the spectral density of WSS random process {X(t)} whose auto correlation function
2 2
α τ
is exp ( — ).
2

16. If Y(t) = A cos (wo t + φ ) + N(t) , where A is a constant, φ is a random variable with
Uniform distribution is (—π , π) and N(t) is a band-limited Gaussian white noise with a
power spectral density.

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UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS

Part A

1) Define a system. When it is called linear system

2) State unit impulse response of a system. Why is it called so ?
3) When a system is said to be stable ?
4) Find the autocorrelation function of the white noise.
5) Define casual system.
6) Define transfer function of a system.
7) Prove that Y (t) = 2 X(t) is linear.
8) State the relation between input and output of a linear time invariant system.
9) Define White Noise.
10) Define time-invariant system.

PART -- B
α
∫ h(u) X (t−u )du ,
11) If {X(t)} is a WSS process and if Y(t) = −α Prove that
(i) RXY (τ ¿=¿R XX (τ ¿∗h (−τ ) , where∗denotes convolution .
(ii) RYY (τ ¿=RXY( τ )∗h ( τ ) where∗denotes convolution .
(iii) S XY (w) = S XX (w) H*(w), H*(w) is the complex conjugate of H(w).
(iv) S YY (w) = S XX (w) | H(w) | 2

12) If X is the input voltage to a circuit and Y(t) is the output voltage, {X(t)} is a stationary
random process with μx = 0, and RXX (τ ¿ = e – α|τ ∨¿ . Find μy , SYY(w) and R YY (τ ¿, if
R
the power transfer function is H(w) = R +iLw .
13) Show that SYY(w) = |H(w)| 2 SXX(w) where SXX(w) and SYY(w) are the power spectral
density functions of the input X{t) and the output Y{t} respectively and H(w) is the
system transfer function.

14) A random process {X(t)} is the input to a linear system whose input impulse response is
h(t) = 2 e –2t , t ≥ 0. If the autocorrelation function of the process is R XX (τ ¿= e –2|τ | . Find
the power spectral density of the output process Y{t}.

15) If {Y(t)} = A cos (wot +

θ ¿+ N ( t ) , where A is a constant , θ is a random variable with uniform distributionis (−π , π )
and N(t) is a band-limited Gaussian white noise with a power spectral density.
No
S NN (w) = for |w—wo| < w B
2

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= 0, elsewhere. Find the power spectral density of Y(t). Assume that N(t) and θ
are independent.
16) A random process {X(t)} is the input to a linear system whose input impulse response is
h(t) = 2 e –2t , t ≥ 0. If the autocorrelation function of the process is R XX (τ ¿= e –2|τ | .
Determine the cross correlation function R XY( τ ) between the input process X(t) and the
output process Y(t) and the cross correlation function R YX( τ ) between the ouput process
Y(t) and the input process X(t).

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