Assignment Questions

Subject: PTSP

Unit I

1. State and prove Baye’s theorem of probability.

2. A jar contains two white and three black balls. A sample of size 4 is made. What is the
probability that the sample is in the order {white, black, white, black}?
3. Of all the students in a University, 70% are women and 30% are men. Suppose that 20%
and 25% of the female and male population respectively play chess game. What is the
probability that a randomly selected graduate student is:
(i) a women chess player
(ii) a men chess player
(iii) a chess player
4. A1, A2 and A3 are three mutually exclusive and exhaustive sets of events associated with
a random experiment E1. Events B1,B2 and B3 are mutually exclusive and exhaustive sets
of events associated with a random experiment E2. The joint Probabilities of occurrence of
these events and some marginal probabilities are listed in the table given below:

B1 B2 B3
A1 3/36 * 5/36
A2 5/36 4/36 5/36
A3 * 6/36 *
P(Bj) 12/36 14/36 *

i. Find the missing probabilities (*) in the table.

ii. Find P(B3|A1) and P(A1|B3)
iii. Are events A1 and B1 statistically independent?

5. a) For any two events A and B in a sample space S, if B⊂A then prove that P(A/B) = 1.
b) Explain about Joint and conditional probabilities
c) Give Relative frequency definition of probability.
 Unit II

1. (a) Explain about the Poisson distribution function.

(b) The probability of a bad reaction from on injection is 0.001. Determine the

chance that out of 2000 individuals more than two individuals will get a bad reaction.

2. A random variable X is known to be Gaussian with mean value of 1.6 and standard deviation

of 0.4. Find a) P(1.4<X≤2.0)

b) P{-0.6<(x-1.6)≤0.6}

3. a) State and prove the properties of conditional density function.

b) The probability density function (pdf) of the amplitude of speech waveforms is
found to decay exponentially at a rate α, so the following pdf is purposed:

Find the constant C.

4.a) State and prove any four properties of probability distribution function.
b) Find the value of the constant k so that

is a proper density function of a continuous random variables.

5. a) What are the conditions required for a function to be random variable?

b) The waiting time X of a customer in a queuing system is zero if he finds the system idle,
and an exponentially distributed random length of time if he finds the system busy. The
probabilities that he finds the system idle or busy are P and 1-P, respectively. Find the
cumulative distribution function of X.

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6. a) Calculate E[X ], if X is uniformly distributed.
b) State and prove any four properties of characteristic function.

7. a) Calculate E[X] when X is binomially distributed with parameters n and p.

b) The characteristic function for a Gaussian random variable X, having a mean value of 0,
is ΦX(ω) = exp(-σ2ω2/2). Find all the moments of X using ΦX(ω)
8. a) State the properties of characteristic function.
b) For the random variable X whose density function is

Calculate ( i ) Moment generating function

( ii ) Mean and variance

9. (a) Define moment generating function.

(b) State properties of moment generating function.
(c) Find the moment generating function about origin of the Poisson distribution.

10. Prove that mean is `m' and variance is ‘σ2’ for Gaussian distribution function.

Unit III

1. (a) Y = X1+ X2+………+ XN .is the sum of N statistically independent random variables Xi
where i = 1,2,……,N. Prove that

(b) Discuss jointly Gaussian Random Variables.

2. a) Derive the expressions for the distribution and density functions of sum of two statistically

independent random variables.

b) Find the conditional density functions for the joint distribution

3. (a) Define and explain joint distribution function and joint density function of two random
Variables X and Y.

(b) If the function

Where ‘b’ is a positive constant, is valid joint probability density function, find ‘b’
 4. Two random variables X and Y have a joint probability density function.

a) Find the marginal density functions of X and Y

b) Are X and Y statistically independent?
5. a) A joint sample space for two random variable X and Y has 4 elements (1,1) , (2,2)
(3,3) and (4,4). Probability of these elements are 0.1,0.35, 0.05 and 0.5 respectively.
Determine and sketch distribution function fXY(x,y)

b) Find a value of the constant b so that the function

is a valid joint probability density

Unit IV and V
1. Prove that the random process X(t)= A Cos(ωt+Ѳ) is wide sense stationary if it is
assumed that A and ω are constants and Ѳ is uniformly distributed random variable in the
interval [0,2π].
2. a) Define Covariance of random variables ‘X’ and ‘Y’ and explain about correlation
coefficient.
b) Show that Var[aX+bY] = a2σx2 +b2σy2+2abCov[XY]

3. State and explain the significance of central limit theorem.

4. State and explain Power Spectral Density(PSD) of a Random process and explain the
properties of PSD

5. Prove that the auto-correlation function and power spectral density of a wide sense
stationary random process are Fourier transform pairs.

6. Find auto-correlation function to the power spectral density given by

SXX(ω) = 6ω2/(1+ω4)

7. Find the mean and variance of a stationary random process whose auto=-correlation
function is given by RXX(τ) = 16+3/(8+ τ2)

8. The joint density function of random variables X and Y is given by

 fXY(x,y) = x(y+1.5) 0≤x≤1 and 0≤y≤1

=0 elsewhere

Find the first order and second order moments of X and Y

9. Two random variables X and Y have joint characteristic function

ΦXY(ω1,ω2) = exp(-2ω12-8ω22)
a) Show that X and Y are zero mean random variables
b) Prove that X and Y are uncorrelated

10. Explain the following:

a) Strict sense stationary random process.

b) Wide sense stationary random process.
c) Ergodic random process.

11. List the important properties of cross power spectral density and
prove that
SXY(ω)= SYX (ω) =2πE[X].E[Y].δ(ω).

12. If Y(t) = X(t+a) - X(t-a) then show that SYY(ω)= 4 SXX(ω) sin2(aω).

13. Explain the following:

a. Mean Ergodic random process.
b. Gaussian random process.

14. The joint density function of random variables X and Y is given by

fXY(x,y) = xy/9 0≤x≤2 and 0≤y≤3

= 0 elsewhere

a) Prove that X and Y are uncorrelated

b) Prove that X and Y are statistically independent

15. Write the important properties of auto-correlation function and prove any two properties.

16. Determine the power spectral density of X(t) if the auto-correlation function of a wide
sense stationary random process X(t) is defined by Rxx(τ) = (A2/2) cos(ω τ)