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Code No. : R5210402

R5

II B.Tech I Semester (R05) Supplementary Examinations, November/December 2011 PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to Electronics & Communication Engineering and Electronics & Computer Engineering)

Time: 3 hours Answer any FIVE Questions All Questions carry equal marks

Max Marks: 80

1. (a) Dene and explain following with example i. Random Experiment ii. Out come iii. Trial and Event

(b) A die is tossed. Find the probabilities of the event A = {odd number shows up}, B = { number larger than 3 shous up }, A B and A B . [8+8] 2. (a) Dene cumulative probability distribution function. Discuss distribution function specic properties. (b) The random variable X has the discrete variable in the set {-1,-0.5, 0.7, 1.5, 3 } the corresponding probabilities are assumed to be {0.1, 0.2, 0.1, 0.4, 0.2 }. Plot its distribution function and state is it a discrete or continuous distribution function. [8+8] 3. (a) State and prove properties of variance of a random variable. (b) Let X be a random variable dened by the density function fX (x) = (/16)cos( x/8), 4 x 4 = 0, elsewhere 2 Find E [3X] and E[X ].

4. (a) Dene and explain joint distribution function and joint density function of two random variables X and Y. f(x, y) = be 2x cos(y/2), 0 x 1, 0 y (b) If the function = 0, elsewhere Where b is a positive constant is valid joint probability density function, nd b. [8+8] 5. (a) Write the expression for expected value of a function of random variables and prove that the mean value of a weighted sum of random variables equals the weighted sum of mean values. = 3, variance 2 = 2. (b) X is a random variable with mean X
X

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[8+8]

i. Determine the second moment of X about origin ii. Determine the mean of random variable y = where y = -6X +22. [8+8] 6. Discuss in detail about: 1 of 2

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Code No. : R5210402

R5

(a) First order stationary random process (b) Second order & Wide - Sense Stationary Random Process. 7. (a) A WSS random process X(t) has RXX ( ) = A0 1 =0 Find power density spectrum. (b) RXX ( ) =
A2 0 2 | |

[8+8]

t else where [8+8]

sin 0 . Find Sxx ( )

8. (a) Dene the following random processes: i. Band Pass ii. Band limited iii. Narrow band.

(b) A Random process X(t) is applied to a network with impulse response h(t) =u(t) exp (-bt) where b > 0 is constant. The Cross correlation of X(t) with the output Y(t) is known to have the same form: R XY ( ) = u( ) exp (-bY): i. Find the Auto correlation of Y(t) ii. What is the average power in Y(t).

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