INTERNAL TEST QUESTION PAPER

DEPT: M Tech
SEM: I
SUBJECT: Probability and Random Process
SUBJECT
CODE:
15NHG155
DATE: Dec - 2015
DURATION: 1HOUR
INTERNAL TEST: I
MAX MARKS: 50

Answer ANY TWO:

= 10

SECTION-A

02 X 05

1. Explain (i) SSS (ii) WSS [05 Marks]

2. (i) Auto Correlation of random processes. (ii) Central
Limit Theorem [05 Marks]
3. Is the poisson process a Stationary Process? Prove. [05
Marks]
4. From the following TPM, Find the nature of states if it is
irreducible. [05 Marks]
0
1
2
3

0
0.4
0.3
0.2
0.0

1
0.6
0.7
0.4
0.0

2
0.0
0.0
0.1
0.0

3
0.0
0.0
0.3

1.0

Answer ANY TWO:

= 20

SECTION-B

02 X 10

1. Is f(x, y) = (2x + 6y)/5, 0 < x < 1, 0 < y < 1 is a Joint

density function of X and Y?
2. Find the conditional density of X given Y if f(x,y) = 8xy/K,
1 < x < y <2 where K is constant.
3. For the joint density f(x, y) = 8xy, 0 < x < y < 1, (i) find
Pr{X < / < Y < }. (ii) Find E(X) and E(Y) (iii) Are X
and Y Independent?
4. Find the pdf of U = XY if (f(x, y) = x + y, 0 <= x, y <= 1.
5. Check whether the RP X(t) = A Cos t + B sin t, Where
A and B are RV with E(A) = E(B) = E(AB) = 0.