B.E./B.Tech.

DEGREE EXAMINATIONS, APRIL/MAY 2011

FourthSemester
ElectronicsandCommunicationEngineering
MA2261 PROBABILITY AND RANDOM PROCESS
(CommontoBioMedicalEngineering)
(Regulation2008)
Time:Threehours Maximum:100marks
AnswerALLQuestions
PARTA(10x2=20Marks)
1. TheCDFofacontinuousrandomvariableisgivenby
/ 5
0, 0
( )
1 , 0
x
x
F x
e x

< << <
= == =

< < < <

.Findthe
PDFandmeanof X .
2. Establishthememorylesspropertyoftheexponentialdistribution.
3. Let X and Y becontinuousrandomvariableswithjointprobabilitydensityfunction
( )
( , ) , 0 2,
8
XY
x x y
f x y x x y x

= < < < < = < < < < = < < < < = < < < < and ( , ) 0
XY
f x y = == = elsewhere.Find
/
( / )
Y X
f y x .
4. Findtheacuteanglebetweenthetwolinesofregression,assumingthetwolinesofregression.
5. Provethatafirstorderstationaryprocesshasaconstantmean.
6. StatethepostulatesofaPoissonprocess.
7. Theautocorrelationfunctionofastationaryrandomprocessis
2
9
( ) 16
1 16
R

= + = + = + = +
+ ++ +
.Findthe
meanandvarianceoftheprocess.
8. ProvethatforaWSSprocess { {{ { } }} } ( ) , ( , )
XX
X t R t t + ++ + isanevenfunctionof .
9. FindthesystemTransferfunction,ifaLinearTimeInvariantsystemhasanimpulsefunction
1
;
2 ( )
0 ;
t c
c H t
t c



= == =




.

10. Definewhitenoise.

PARTB(5x16=80marks)
11. (a)Theprobabilitydensityfunctionofarandomvariable X isgivenby

, 0 1
( ) (2 ), 1 2
0, otherwise
X
x x
f x k x x
< < < < < < < <

= = = =



.
(1) Findthevalueof k . (4)
(2) Find (0.2 1.2) P x < < < < < < < < (3)
(3) Whatis [ [[ [ ] ]] ] 0.5 1.5 / 1 P x x < < < < < < < < (4)
(4) Findthedistributionfunctionof ( ) f x . (5)
Or
(b)(i)Derivethem.g.fofPoissondistributionandhenceorotherwisededuceitsmeanand
variance.
(ii)Themarksobtainedbyanumberofstudentsinacertainsubjectareassumedtobe
normallydistributedwithmean65andstandarddeviation5.If3studentsareselectedat
randomfromthisset,whatistheprobabilitythatexactly2ofthemwillhavemarksover70?
12. (a)(i)If X and Y areindependentPoissonrandomvariableswithrespectiveparameters
1

and
2
.Calculatetheconditionaldistributionof X ,giventhat X Y n + = + = + = + = .
(ii)Theregressionequationof X on Y is 3 5 108 0 Y X + = + = + = + = .Ifthemeanvalueof Y is44
andthevarianceof X is9/16
th
ofthevarianceof Y .Findthemeanvalueof X andthe
correlationcoefficient.
Or

(b)(i)If X and Y areindependentrandomvariableswithdensityfunction

1, 1 2
( )
0, otherwise
X
x
f x

= == =


and
, 2 4
( ) 6
0, otherwise
Y
y
y
f y



= == =



,findthedensityfunctionof
Z XY = == = .
(ii)Thelifetimeofaparticularvarietyofelectricbulbmaybeconsideredasarandom
variablewithmean1200hoursandstandarddeviation250hours.Usingcentrallimit
theorem,findtheprobabilitythattheaveragelifetimeof60bulbsexceeds1250hours.
13. (a)(i)Arandomprocess ( ) X t definedby ( ) cos sin , X t A t B t t = + < < = + < < = + < < = + < < ,where
Aand B areindependentrandomvariableseachofwhichtakesavalue 2 with
probability 1/ 3 andavalue 1 withprobability 2 / 3 .Showthat ( ) X t iswidesense
stationary.
(ii)Arandomprocesshassamplefunctionsoftheform ( (( ( ) )) ) ( ) cos X t A t = + = + = + = + ,where
isconstant, Aisarandomvariablewithmeanzeroandvarianceoneand isa
randomvariablethatisuniformlydistributedbetween 0 and 2 .Assumethatthe
randomvariables Aand areindependent.Is ( ) X t isameanergodicprocess?
Or
(b)(i)If { {{ { } }} } ( ) X t isaGaussianprocesswith ( ) 10 t = == = and ( (( ( ) )) )
1 2
1 2
, 16
t t
C t t e

= == = ,findthe
probabilitythat
(1) (10) 8 X
(2) (10) (6) 4 X X
(ii)ProvethattheintervalbetweentwosuccessiveoccurrencesofaPoissonprocesswith
parameter hasanexponentialdistributionwithmean
1

.

14. (a)(i)ThepowerspectraldensityfunctionofazeromeanWSSprocess ( ) X t isgivenby

0
1,
( )
0, otherwise
S


< << <

= == =



.Find ( ) R andshowthat ( ) X t and
0
X t


| | | | | | | |
+ ++ +
| | | |
\ \ \ \
areuncorrelated.
(ii)TheAutocorrelationfunctionofaWSSprocessisgivenby
2 2
( ) R e



= == = determine
thepowerspectraldensityoftheprocess.
Or
(b)(i)StateandproveWeinerKhintchineTheorem.
(ii)Thecrosspowerspectrumofrealrandomprocesses { {{ { } }} } ( ) X t and { {{ { } }} } ( ) Y t isgivenby
, for 1
( )
0, elsewhere
xy
a bj
S


+ < + < + < + <

= == =



.Findthecrosscorrelationfunction.
15. (a)(i)Considerasystemwithtransferfunction
1
1 j + ++ +
.Aninputsignalwithautocorrelation
function
2
( ) m m + ++ + isfedasinputtothesystem.Findthemeanandmeansquare
valueoftheoutput.
(ii)Astationaryrandomprocess ( ) X t havingtheautocorrelationfunction
( ) ( )
XX
R A = == = isappliedtoalinearsystemattime 0 t = == = where ( ) f representthe
impulsefunction.Thelinearsystemhastheimpulseresponseof ( ) ( )
bt
h t e u t

= == = where
( ) u t representstheunitstepfunction.Find ( )
YY
R .Alsofindthemeanandvarianceof
( ) Y t .
Or
(b)(i)Alinearsystemisdescribedbytheimpulseresponse
1
( ) ( )
t
RC
h t e u t
RC

= == = .Assumean
inputprocesswhoseAutocorrelationfunctionis ( ) B .FindthemeanandAuto
correlationfunctionoftheoutputprocess.

(ii)If { {{ { } }} } ( ) N t isabandlimitedwhitenoisecenteredatacarrierfrequency
0
suchthat
0
0
, for
( )
2
0, elsewhere
B
NN
N
S



< < < <
= == =



.Findtheautocorrelationof { {{ { } }} } ( ) N t .