SCHOOL OF ELECTRONICS ENGINEERING MODEL QUESTION PAPER FALL SEMESTER 2012-2013 M.

Tech (CE) I Semester PROBABILITY THEORY AND RANDOM PROCESSES Max Marks 100 Answer any ten questions 1 2 A continuous random variable X has a probability density function f(x)=K e-x; . Find K, Mean and Variance. The probability of an item produced by a certain machine will be defective is 0.05. If the produced items are sent to the market in packets of 20, find the no. of packets containing atleast, exactly and atmost 2 defective items in a consignment of 1000 packets using (i)Binomial distribution and (ii)Poisson distribution A city installs 3000 electric lamps street lighting. These lamps have a mean burning life of 1500 hours with a standard deviation of 200 hours. Assume that the life of lamps is normally distributed. (1) What will be the probability that a lamp will fail in the first 700 burning hours and how many lamps are expected to fail in the first 700 burning hours? (2)What is the probability that a lamp will fail between 900 to 1300 burning hours. And how many lamps are expected to fail between 900-1300 burning hours? (3) After how many burning hours would we expect 10% of the lamps to be left? If the joint pdf of a two-dimensional Random variable (X, Y) is given by f(x,y) = e-y; x>0,y>x 0, otherwise 1 0 1 0 Time: 3 hrs

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Find 1) P(X>1/Y<5) and 2) the marginal distribution of X and Y. If X and Y are independent R.Vs with fX(x)=e-x u(x) and fY(y)=3e-3y 1 u(y),find fZ(z) if Z=X/Y. 0 The lifetime of a certain brand of an electric bulb may be 5 considered a RV with mean 1200 hour and standard deviation 250 hour. Find the probability using central limit theorem that the average lifetime of 60 bulbs exceeds

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1250 hours. Let X1,X2Xn are poisson variates with parameter =2,use central limit theorem to estimate P[100Sn 150],where Sn= X1+X2+..Xn with n=70. Let the moment of a discrete random variable X be given by E(xk)= 0.9,k=1,2,. 1) Find the moment generating function of X. 2) Find P(X=2) and P(X=4). Find the characteristic function of the Poisson distribution and hence find its mean and variance. A stochastic process is described by x(t)=A sin t + B cos t , where A and B are independent random variables with zero means and equal standard deviations. Verify whether the process is a second order wide sense stationary. Given that the autocorrelation function for a stationary ergodic process with no periodic components is Rxx () = 25 + 4 / 1+6 2 Find the mean value and variance of the process {X(t)}. The Auto correlation of a stationary random process is given by Rxx () = ae-b. Find the spectral density function. A random process X(t) is passed through a system with impulse response h(t) to generate Y(t).Show that 1) RYY()=RXX()*h(t)*h(-t) 2) RYX()=RXX()*h(t) The transition probability matrix of a Markov chain {Xn}, n = 1,2,3 having 3 states 1,2 and 3 is P= 0.1 0.6 0.3 0.5 0.2 0.4 0.4 0.2 0.3

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and the Initial distribution is p(0) = ( 0.7, 0.2 , 0.1) Find (1) P(X2 = 3) and (2) P { X3 = 2 , X2 = 3 , X1 = 3 , X0 = 2 } 12.a. Explain the modeling of practical noisy networks. 12.b Calculate the noise bandwidth of a RC LPF having 3 dB bandwidth fc .

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