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2012 Endsem

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21 views2 pages

2012 Endsem

Uploaded by

gogimurali546
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EE 221 PROBABILITY AND RANDOM PROCESSES

End Semester Exam April 24, 2012


Marks = 56, Time = 180 min.

Please follow the instructions on the cover of the answer scripts strictly and provide details regarding all
the questions you have attempted. This is to ensure that no answer is missed during the evaluation.

1. Let the random variable X be defined as X = tan(Θ), where Θ is uniformly distributed over the
interval (− π2 , π2 ). Find the pdf of X. [3]
2. Let X and Y be independent
√ zero mean unit variance Gaussian random variables. Compute the
pdf and cdf of Z = X 2 + Y 2 . [3]
3. Let X and Y be random variables with joint pdf:

fXY (x, y) = x + y 0 ≤ x, y ≤ 1.

Find the joint pdf of U and V defined as U = X 2 and V = X(1 + Y ). [5]


4. Let U and V be independent uniform random variables in the interval (0, 1). Find and sketch the
pdf and cdf of the random variable X defined as

min{U, V }
X= .
max{U, V }

[5]
5. Let Y be a Poisson random variable with mean λ > 0 and let Z be a geometrically distributed
random variable with parameter p with 0 < p < 1. Assume Y and Z are independent. Find
E[Y |Y < Z]. [5]
6. Let the random variables X and Y be jointly uniformly distributed over the region shown.

0
0 1 2 3 4

Find and sketch E[Y |X = x] as a function of x. [5]


7. A fair coin is tossed 100 times. Use Chebyshev inequality and Central Limit Theorem to find
estimates of the probability that the total number of heads is between 40 and 50 (both inclusive).
You can use the following approximation which is valid for x large enough:
Z ∞
1 t2 1 x2
√ e− 2 dt ≈ √ e− 2
x 2π 2πx
[5]
8. Let Xn be a sequence of iid Bernoulli random variables with Pr{Xn = 1} = 21 . Let

Yn = 2n .X1 .X2 . . . . .Xn .

Determine if this sequence, Yn , converges in the following senses: almost surely, mean square, in
probability, in distribution. [5]

1
9. Let Xn be a discrete time wide sense stationary process with mean zero and autocorrelation RX [k] =
ρ|k| and N (t) be a Poisson process with rate λ. Consider the continuous time random process
Y (t) = XN (t) . Find the mean and autocorrelation of Y (t) and determine if Y (t) is wide sense
stationary. [5]

10. Let Xn be a sequence of zero-mean, unit variance independent Gaussian random variables. A block
coder takes pairs of X’s and linearly transforms them to form the sequence Yn :
    
Y2n 1 1 1 X2n
=√ .
Y2n−1 2 1 −1 X2n−1

Find the mean and autocorrelation of Yn . Determine if Yn is wide sense stationary and/or strict
sense stationary. [5]
11. Let g(t) be a periodic waveform of period 4, the first period of which is as shown in figure below:

0
0 1 2 3 4

Let T be a uniform random variable in the interval (0, 4) and the random process X(t) be defined
as X(t) = g(t − T ). Find and sketch the pdf and cdf of X(t). [5]

12. A wide sense stationary random process X(t) with autocorrelation RX (τ ) and power spectral den-
sity SX (ω) is applied simultaneously to two LTI systems with impulse responses h1 (t) (transfer
function H1 (ω)) and h2 (t) (transfer function H2 (ω)) to obtain the processes Y (t) and Z(t) respec-
tively.

h1 (t) Y (t)

X(t)

h2 (t) Z(t)

Find RY Z (τ ) and SY Z (ω). [5]

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