MA6451 PROBABILITY AND RANDOM PROCESSES

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1 MA6451 PROBABILITY AND RANDOM PROCESSES UNIT I RANDOM VARIABLES 1.1 Discrete and continuous random variables 1. Show that the function is a probability density function of a random variable X. (Apr/May 2015)3 2. A continuous random variable X that can assume any value between X=2 and X=5 has a probability density function given by f(x)=k(1+x). Find P(X <4).(Apr/May 2015)3 1.2 Moments 1. Find the moment generating function of exponential distribution and hence find the mean and variance of exponential distribution.(apr/may 2015)3 2. If the probability mass function of a random variable X is given by P[X = x] = kx 3, x=1,2,3,4, find the value of k, mean and variance of X.(Apr/May 2015)3 1.3 Moment generating functions - Binomial, Poisson, Geometric, Uniform, Exponential, Gamma and Normal distributions. 1. The mean and variance of binomial distribution are 5 and 4. Determine the distribution. (Apr/ May 2015)3 2. If the probability that an applicant for a driver s license will pass the road test on any given trial is 0.8, what is the probability that he will finally pass the test on the 4 th trial? Also find the probability that he will finally pass the test in less than 4 trials.(apr/may 2015)3

2 UNIT II TWO - DIMENSIONAL RANDOM VARIABLES 2.1 Joint distributions 1. Find the value of k, if f(x,y) = kxye -(x2+y2) : x 0, y 0 is to be a joint probability density function. (Apr/ May 2015)3 2.2 Marginal and conditional distributions 1. If the joint probability distribution function of a two dimensional random variable (X,Y) is given by X and Y independent? Find P[1<X<3, 1<Y<2].(Apr/May 2015)3, find the marginal densities of X and Y. Are 2.4 Correlation and Linear regression 1. What is the angle between the two regression lines?(apr/may 2015)3 2. Find the coefficient of correlation between X and Y from the data given below.(apr/may 2015)3 3. The two lines of regression are 8X - 10Y + 66 = 0, 40X - 18Y = 0. The variance of X is 9. Find the mean values of X and Y. Also find the coefficient of correlation between the variables X and Y.(Apr/May 2015) Transformation of random variables. 1. Two random variables X and Y have the following joint probability density function. variable U=XY. (Apr/May 2015)3. Find the probability density function of the random

3 UNIT III RANDOM PROCESSES 3.2 Stationary process 1. Give an example of evolutionary random process.(apr/may 2015)3 2. Show that the process X(t) = A cos λt + B sin λt where A and B are random variables, is wide sense stationary process if E(A) = E (B) = E(AB) = 0, E(A 2 ) = E(B 2 ).(Apr/May 2015)3 3.4 Poisson process 1. A radioactive source emits particles at a rate of 5 per minute in accordance with Poisson process. Each particle emitted has a probability 0.6 of being recorded. Find the probability that 10 particles are recorded in 4 minute period.(apr/may 2015)3 3.5 Discrete parameter Markov chain 1. Define a semi-random telegraph signal process.(apr/may 2015)3 2. Check if a random telegraph signal process is wide sense stationary.(apr/may 2015)3 3.7 Limiting distributions. 1. There are 2 white marbles in Urn A and 3 red marbles in Urn B. At each step of the process, a marble is selected from each urn and the 2 marbles selected are interchanged. The state of the related Markov chain is the number of red marbles in Urn A after the interchange. What is the probability that there are 2 red marbles in Urn A after 3 steps? In the long run, what is the probability that there are 2 red marbles in Urn A?(Apr/May 2015)3

4 UNIT IV CORRELATION AND SPECTRAL DENSITIES 4.1 Auto correlation functions 1. Find the auto correlation function whose spectral density is (Apr/May 2015)3 2. Consider two random processes X(t)=3 cos (ωt + θ) and Y(t) = 2 cos (ωt + θ), where /May 2015)3 and θ is uniformly distributed over (0, 2Π). Verify (Apr 4.2 Cross correlation functions Properties 1. State any two properties of cross correlation function.(apr/may 2015)3 4.3 Power spectral density 1. Find the Power spectral density of a random binary transmission process where autocorrelation function is (Apr/May 2015)3 2. If the power spectral density of a continuous process is, find the mean square value of the process.(apr/may 2015)3 4.4 Cross spectral density Properties 1. A stationary process has an autocorrelation function given by. Find the mean value, mean-square value and variance of the process.(apr/may 2015) 3

5 UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS 5.1 Linear time invariant system- System transfer function 1. State the relation between input and output of a linear time invariant system.(apr/may 2015)3 2. If the input to a time invariant stable linear system is a wide sense stationary process, prove that the output will also be a wide sense stationary process.(apr/may 2015)3 3. Show that where S XX (ω) and S YY (ω) are the power spectral densities of the input X(t) and output respectively and H(ω) is the system transfer function.(apr/may 2015)3 5.2 Linear systems with random inputs 1. Prove that Y(t)=2X(t) is linear.(apr/may 2015)3 2. A circuit has an impulse response given by. Express S YY (ω) in terms of S XX (ω).(apr/may 2015)3 5.3 Auto correlation and Cross correlation functions of input and output 1. Given and where Find the spectral density of the output Y(t).(Apr/May 2015)3

P 1.5 X 4.5 / X 2 and (iii) The smallest value of n for

P 1.5 X 4.5 / X 2 and (iii) The smallest value of n for DHANALAKSHMI COLLEGE OF ENEINEERING, CHENNAI DEPARTMENT OF ELECTRONICS AND COMMUNICATION ENGINEERING MA645 PROBABILITY AND RANDOM PROCESS UNIT I : RANDOM VARIABLES PART B (6 MARKS). A random variable X