CODE NO: A109210401

R09

SET - 1

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011 PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING & ELECTRONICS AND TELEMATICS ENGINEERING)

Time: 3hours Answer any FIVE questions All Questions Carry Equal Marks --1.a) b)

Max. Marks: 75

Define probability based on set theory and fundamental axioms? Two boxes are selected randomly. The first box contains 2 black balls and 3 white balls. Second box contains 4 white and 6 black balls. What is the probability of drawing a white ball? [15] State and explain the properties of conditional distribution function. A random variable X is Gaussian with mean = 0 and x = 1. i) What is the probability that X > 2 ? ii) What is the probability that X>2? [15]

2.a) b)

3.a) b)

Find the expected value uniformly distributed random variable. If X be a discrete random variable with probability mass function is given as X P(x) Find i) E[X2] -2 0.2 -1 0.4 0 0.1 1 0.1 2 0.2 [15]

ii) E[(2X+1)2].

4.a)

b)

The joint pdf is given as -(2x+y) FXY(x, y) = Ae for x0 and y0 Find i) the value of A and ii) The marginal density function. Prove that FX,Y(x, y) is a monotonic and non decreasing function of both x and y. [15] Prove that random variables X and Y are uncorrelated, if X and Y are statistically independent. Consider two random variables X and Y such that X = -8Y+40, the mean value and the variance of X are 6, and 3 respectively. Find out the correlation. [15] Explain i) Wize-sense stationary process ii) Strict-sense stationary process A random process Y(t) is given as Y(t) = X(t)Cos(t+) is a wide sense stationary random process, is a constant, and is a random phase independent of X(t), uniformly distributed on (, - ). Find out RYY( ). [15]

5.a) b)

6.a)

b)

7.a) b)

State and prove any three properties of power spectral density. Determine which of the following functions are valid power density spectrums and why? ( 1)2 cos 8( ) i) ii) e . [15] 2 + 4 Explain i) Shot noise ii) Flicker noise Find the overall noise figure and equivalent input noise temperature of the circuit shown in figure.

8.a) b)

Take room temperature = 270C. ********

[15]

CODE NO: A109210401

R09

SET - 2

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011 PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING & ELECTRONICS AND TELEMATICS ENGINEERING)

Time: 3hours Answer any FIVE questions All Questions Carry Equal Marks --1.a) b)

Max. Marks: 75

State and prove Bayes theorem. A committee of five persons is to be selected randomly from a group of five men and ten women. i) Find the probability that the committee consists of 3 men 4 women. ii) Find the probability that the committee consists of all men. [15] State and prove the properties of probability density function. If the probability density function of a random variable is given by FX(x) = K(1-x3); 0< x <1 Find the value of K and FX(x). Explain the physical significance of variance and standard deviation. Find the variance of X for uniform probability density function. Show that

2.a) b)

[15]

3.a) b) 4.a)

[15]

FX ( x) =
b)

XY

( x, y ) dx dy

1 ( x /6+ y /3) for x0, y0. e 18 Show that X and Y are independent random variables.

The joint pdf is f X ,Y ( x, y ) =

[15]

5.a) b) 6.a) b)

Prove that the joint characteristic functions of two independent random variables X and Y is equal to the product of their individual characteristic functions. Discuss the properties of Gaussian random variables. [15] Explain i) Ergodic theorem ii) Ergodic processes The auto correlation function of a stationary random process X(t) is given by 16 RXX ( ) = 36 + 1 + 8 2 Find mean, mean square and variance of the process. [15] The cross Power spectral density is given as 1 S XY ( ) = , a>0, a is a constant. (a + j ) 2 Find out the cross correlation function. Prove that S XY ( ) = 0 and SYX ( ) = 0 , If X(t) and Y(t) are orthogonal.

7.a)

b)

[15]

8.a) b)

Explain i) Transit time noise

ii) Thermal noise

Show that for RC low pass filter shown in figure, the noise bandwidth is equal to times of 3-dB bandwidth. [15]

********

CODE NO: A109210401

R09

SET - 3

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011 PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING & ELECTRONICS AND TELEMATICS ENGINEERING)

Time: 3hours Answer any FIVE questions All Questions Carry Equal Marks --1.a) b)

Max. Marks: 75

State and prove multiplication theorem of probability. Two manufacturing plants produce similar parts. Plant A produces 4,000 parts, 200 of which are defective. Plant B produces 8,000 parts, 300 of which are defective. One part is selected at random and found to be defective. What is the probability that the part came from plant B? [15] Distinguish between discrete and continuous random variables? Find a constant b>0, so that the function 1 4x f X ( x) = e ; 0 xb 10 = otherwise 0; is a valid pdf. State and prove the properties of moment generation function. Define and explain the characteristic function. Find the conditional density functions for the joint distribution

2.a) b)

[15]

3.a) b) 4.a)

[15]

f X ,Y ( x, y ) = 4 xye ( x
b) Prove the following i) FX ,Y ( x, ) = FX ( ) and ii) FX ,Y (, y ) = FY ( y ) . 5.a) b)

+ y2 )

u ( x)u ( y ) .

[15]

Show that any uncorrelated Gaussian random variables are statistically independent. The joint density function of X and Y is

f XY ( x, y ) =
6.a) b)

e( x

+ y2 )

/ 40
[15]

Find the mean value of the function X2+Y2.

40

Prove that the autocorrelation function is maximum at the origin. A random process is given as X(t) = At, where A is an uniformly distributed random variable on (0, 2). Find whether X(t) is wide-sense stationary random process or not. [15] Derive the relationship between power spectral density and auto correlation function. -t Given input signal x(t) = u(t), impulse response h(t) = e [cos2t 0.5sin2t]u(t). Obtain the output y(t) of the system for input x(t). [15]

7.a) b)

8.a)

Define noise figure and obtain the noise figure in terms of available power gain.

b)

A white noise with spectral density / 2 is transmitted through a linear system as shown in figure. Then find out spectral density and average power. [15] ********

CODE NO: A109210401

R09

SET - 4

II B.TECH - I SEMESTER EXAMINATIONS MAY, 2011 PROBABILITY THEORY AND STOCHASTIC PROCESSES
(COMMON TO ELECTRONICS AND COMMUNICATIONS ENGINEERING & ELECTRONICS AND TELEMATICS ENGINEERING)

Time: 3hours Answer any FIVE questions All Questions Carry Equal Marks --1.a)

Max. Marks: 75

b)

Explain i) Joint and conditional probabilities ii) Relative frequency definition of probability. For any two events A and B in a sample space S, if B A then prove that P(A/B) = 1. [15] Explain the conditions for a function to be random variable. A random variable X has probabilities shown in table. X -3 P(x) 0.2 -2 -1 0.4K K 0 0.3 1 2 0.1K K

2.a) b)

i) Find the value of K. ii) Find FX(x) and draw the plot. 3.a) b)

[15]

Show that the linear transformation of a Gaussian random variable produces another Gaussian random variable. Find the characteristic function for a random variable with density function fX() = x for 0 x 1 . [15] Prove that the density function of the sum of two statistically independent random variables is the convolution of their individual density functions. ( x+ y ) The joint pdf is f XY ( x, y ) = Ke for x 0, y 0 . Find out the constant K. Is X and Y are independent? [15] Explain i) Covariance ii) Correlation coefficient Find out the coefficient of correlation between X, Y from the data given table. [15] X 1 2 3 4 Y 2 4 8 10 Explain i) Mean ergodic process ii) Correlation ergodic process. Telephone calls are initiated through an exchange of the average rate of 70 per minute and are described by a Poisson process. Find the probability that more than 4 calls are initiated in any 12 second period. [15]

4.a) b)

5.a) b)

6.a)

b)

7.a) b)

Derive the relationship between cross power spectral density and cross correlation. Find out the power spectral density of a wide sense stationary process X(t) whose auto correlation function is

RXX ( ) = ae

[15]

8.a)

b)

Derive noise figure in terms of i) Signal to noise ratio and ii) Network transfer function. Find the noise voltage across the capacitor shown in figure at room temperature. [15]

********