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Code: 9A04303 1
B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)

Time: 3 hours Max. Marks: 70

Answer any FIVE questions
All questions carry equal marks
*****

1. (a) Explain the following: (i) Random experiment (ii) Trial (iii) Event (iv) sample space.
(b) Find the probability of obtaining 14 with 3 dice using Baye’s theorem.

2. (a) Explain with an example discrete, continuous and mixed random variables.

3.
(b) Explain CDF with its properties.

What is a characteristic function? Explain its properties with its proofs.

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4. (a) State and explain ‘Central Limit Theorem’.
(b) The joint pdf of two random variable ‘X’ and ‘Y’ is given by
fXY (x, y) = �K,
(x 2 + 2y);
0 otherwise
x = 0,1,2, y = 1,2,3,4

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Find (i) The ‘K’ value (ii) P(X = 1, Y = 2) (iii) P(X ≤ 1, Y ≥ 3). (iv) fX (x)& fY (y) (v)
fY� �y� � & fX� �x� � .
X 1 Y 2

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5. (a) Explain about joint moments about the origin with an example.
(b) ‘X’ is a random variable with mean ‘4’ and variance ‘3’. Another random variable ‘Y’ is related

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to ‘X’ as Y=2X+7. Determine (i) E[X 2 ] (ii) E[Y] (iii) var [Y] (iv) R XY

6. (a) Differentiate WSS & SSS.

(b) Prove the following: (i) |R XX (τ)| ≤ R XX (0) .(ii) R XX (−τ) = R XX (τ) . (iii) R XX (0) = E[X 2 (t)].

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7. (a) What is meant by co-variance and explain its properties.
(b) A random process X(t) = Acosω0 t + Bsinω0 t, where ω0 is constant and A & B are random
variables. If A and B are uncorrelated zero mean having same variance σ2 but different
density functions then show that X(t) is a wide sense stationary.

8. (a) Give the relation between cross power spectrum and cross correlation function.
(b) A random process has a power spectrum
ω2
4 − � �, |ω| ≤ 6
SXX (ω) = � 9
0 elsewhere
Find (i) . Average power (ii) RMS bandwidth.

*****

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Code: 9A04303 2
B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)

Time: 3 hours Max. Marks: 70

Answer any FIVE questions
All questions carry equal marks
*****

1. (a) Explain the following: (i) Principles of counting (ii) probability as a relative frequency.
(b) How many positive integers less than 1000 have no common factor with 1000?

3.
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Find the mean and variance of Binomial Distribution and Poisson Distribution.
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2. (a) Define a random variables and give the conditions for a function to be a random variable.
(b) Explain about normal distribution with its properties.

4. (a) Explain about joint density function with its properties.

(b) The joint density function of two random variables
1
fXY (x, y) = π 3 e
√
−2 2
3
(x −xy +y 2 )

O R ‘X’ ad ‘Y’ is given

. Determine the marginal probability density function fX (x) and
by

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fY (y).

5. (a) Explain about jointly Gaussian Random variables.

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(b) A random variable ‘Z’ has pdf fZ (z) = ae−a(z−b) u(z − b). Show that the characteristic function of
a
z is ∅z (ω) = a−jw e−jwb has the probability function P(x) = 1� 2x x = 1,2,3 − − − N.

T 3 ,

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E�Ẋ (t)� = 0
N
6. (a) What is random process and classify it and explain.
(b) A stationary continuous random process ‘X’ is differentiable and Ẋ (t) is its derivates. Show that

7. (a) A WSS noise process N(t) has ACF R NN (τ) = Pe−3|τ| . Find PSD and plot both ACF and PSD.
(b) If X(t) is WSS, find R YY (τ) and hence SYY (ω) in terms of SXX (ω) for the product device shown
in below fig.
x(t) y(t)
�⎯� product �⎯�
SXX (ω) SYY (ω)
↑
Acos ωt

8. If a random process X(t) = A0 (cos ω0 t + θ), where A0 & ω0 are constants and ‘θ′ is a uniformly
distributed random variable in the interval (0, π) Find
(i) Whether X(t) is WSS process?
(ii) Power in X(t) by time averaging of its second moment.
(iii) The power spectral density ofX(t).

*****

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Code: 9A04303 3
B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)
Time: 3 hours Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1. (a) Explain the following: (i) probability (ii) Axioms.
(b) From the urn containing ‘n’ balls any numbers of balls are drawn. Show that the probability of
(2n−1 − 1)
drawing an even number of ball is �(2n
− 1)

2. (a) Differentiate pmf and pdf.

1
(b) Show that fX (x) = σ √2π e
(x −μ )2
2σ 2

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, −α0 < 𝑥𝑥 < α0, σ > 0 is a distribution function.

3. (a) The pdf of the random variable ‘X’ follows

fX (x) =
1 −|x−θ|
2θ
e θ , −α0 < 𝑥𝑥 < α0
Find m.g.f . Hence or otherwise find E(X) and var(X).
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4.
fXY (x, y) = �K, e
0
−(2x+y)

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for x, y ≥ 0;
otherwise
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Joint pdf fXY (x, y) of two continuous random variables ′X ′ and ′Y′ is given by

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Where K is constant. (i) find K value and fX (x) and fY (y). (ii) Are ′X ′ and ′Y′ are statistically
independent? (iii) Determine joint CDF and marginal distribution function. (iv) Determine the
conditional density functions.

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5. (a) Explain about joint central moments with an example.
(b) A random variable ′Z′ with pdf fZ (z) = 1 ; −1 ≤ Z ≤ 1. Another random variable random
2
variables (RV)s ′X ′ = Z and ′Y′ = Z2 . Show that ′X ′ and ′Y′ are uncorrelated.

6. (a) What is meant by stochastic process and classify with an example to each.
(b) Check the following for WSS. (i) R XX (t, t + τ) = cosst e−|t+τ| ) (ii) R XX (t, t + τ) = sin2τ/(1 + τ2 )
(iii) R XX (t, t + τ) = −10−|τ| (iv) R X (t, t + τ) = 5e−|τ|

7. (a) Explain in detail the cross power spectral density.

(b) If X(t) and Y(t) are random processes. Prove that
∗
(i). SXY (ω) = SYX (−ω) = SYX (ω) (ii) SXY (ω) = SYX (ω) if X(t) & Y(t) are uncorrelated WSS
random processes.

8. (a) Give the relation between power spectrum and auto correlation function.
(b) Find the cross correlation function corresponding to the cross power spectrum
SXY = 6/[(9 + ω2 )(3 + jω)2 ]

*****

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Code: 9A04303 4
B.TECH II Year I Semester (R09) Regular & Supplementary Examinations November 2012
PROBABILITY THEORY & STOCHASTIC PROCESSES
(Common to Electronics & Instrumentation Engineering, Electronics & Control Engineering, and
Electronics & Communication Engineering)
Time: 3 hours Max. Marks: 70
Answer any FIVE questions
All questions carry equal marks
*****
1. (a) State the Baye’s theorem and prove it.
(b) There are 300 students in a class room. It is known that 180 can program ‘JAVA’, 120 in ‘C++’
30 in ‘SQL’, 12 in ‘JAVA’ and ‘SQL’, 18 in ‘C++’ and ‘SQL’, 12 in JAVA and ‘C++’ and 6 in all
three languages. (i) A student is selected at random. What is the probability that she can

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program in exactly two languages. (ii) Two students are selected at random. What is the
probability that they can (a) Both program in ‘JAVA’ (b) Both program only in ‘JAVA’.

2. (a) Explain about pdf.

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3. (a) Define and explain moments of a random variable.

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(b) The diameter of a cable ′X ′ is taken to be a random variable with pdf fX (x) = 6x(1 − x), 0 ≤ x ≤
1 (i) verify fX (x) is a pdf or not.(ii) Determine ′b′ such that P(x < 𝑏𝑏) = P(x > 𝑏𝑏).

(b) Find the moment generating function of a random variable.

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4. (a) Find the density of W=X+Y , where the densities of ‘X’ and ‘Y’ to be fX (x) = u(x) −
u(x − 1)& fY (y) = u(y) − u(y − 1).

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(b) Explain the following (i) Joint distribution function. (ii) conditional distribution function (iii)

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Marginal distribution function.

5. (a) Show that the variance of variance of a weighted sum of uncorrelated random variables equals

6.
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the weighted sum of t he variances of the random variables.

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(b) Explain about transformation of multiple random variables.

Explain about the concept stationarity in detail connected with stochastic processes.

7. (a) Explain about WSS and prove any two properties of it.
(b) Y(t) = X(t) cos(ω0 t + θ), where X(t) is a random process and ′θ′ is uniformly distributed over
the interval (0,2π). Determine under what conditions is Y(t) wide seuce stationary. Assume ′θ′
and ′X(t) are statistically independent and ω0 is constant.

8. (a) Write different types of band pass processes with band limited processes.
(b) Find the rms band width of the power spectrum
πω
Acos � � , |ω| ≤ W
SXX (ω) = � 2W
0, |ω| ≤ W
Where ω > 0 & 𝑊𝑊 > 0 are constants?

*****

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