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USN

Sixth Semester B.E. Degree Examination, June-July 2009 Random Processes

Time: 3 hrs.

Max. Marks:100
Note : 1. Answer any FIVE full questions , choosing atleast TWO from each Part A and Part B 2. Standard Notations are used.

PART - A
1 a. State and prove Baye's theorem using the help of a venn diagram. ( 05 Marks) b. Two jars A and B, have a mixture of red and green balls. Jar - A has 2 green balls and one red ball. Jar - B has 2 red balls and 1 green ball. A ball is randomly picked from A and transferred to B. Next a ball is picked from B and transferred to A randomly. What is the probability that Jar - A has more green balls than red balls? If a ball picked randomly from a Jar is red, what is the probability it came from Jar - B? ( 08 Marks) c. X and Y are random variables, independent and uniformly distributed in [-1, 1]. Find the PDF of i) u = x + y ii) v = 2x-2y and find the expectation E {uv}. (07 Marks)
2 a. Random variables X and Y are both exponentially distributed as F,(x) = e-' u(x) and fy(y) = 2e-2y u(y). Evaluate the probability that x > y. Also find the expectation E { (X_Y)2). ( 07 Marks) b. A BPSK communication system transmits signal - values S = 1. The receiver has to make a decision in the presence of additive noise that is uniformly distributed in [ -/,/]. The signal transmitted suffers from amplitude jitter due to which S can be any value with uniform probability from S -Y3 to S +Y3. Evaluate the probability of error in the receiver. ( 07 Marks) c. If X and Y are 1ID Gaussian random variables with zero-mean and variance a2, prove that Z = X2 + Y2 is a new random variable having exponential PDF. Find the expectation E{Z}. (06 Marks)

3 a. i) State and prove Tsebycher' s inequality for tail probability for any PDF. ii) If a random - variable X exponentially distributed as f,;(x) = 2e-2X u(x), find the optimum Chernoff bound for the tail probability P(x > a). (08 Marks) b. A class has 20 boys and 10 girls . Boys usually answer '/2 of all questions correctly, whereas girls answer 2/3 correctly. If 18 questions are asked at random , how many answers are likely to be wrong. If a student picked at random answer correctly, what is the probability that the student is a boy? ( 07 Marks) c. X and Y are jointly Gaussian random variables with means X = y = 0 and variance 0X2 = 2ay2 = 1. If we have two new random variables U and V defined as u = x + y and v = x - y, find the PDF, f ^,,,(u, v). ( 05 Marks) 4 a. Explain the concept of a moment generating function (MGF). If a random - variable X has an exponential PDF f,(x) ='/2 e''12 u(x), find the 5`h moment E{X5}. ( 06 Marks) b. We have a function Y = g(x) = x2, where ff(x) is uniform and defined as : +1 fx (x) y _'<_ X<+' 0 othrewise Find the PDF of Y and evaluate E{Y2}. (07 Marks) I of 2

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c. If X and Y are I I D, zero-mean, Gaussian random-variables, then prove that the new random - variable Z = aX + by is also a Gaussian, where a and b are real constants.
(07 Marks)

PART - B
5 a. State the Central Limit Theorem. What is its significance in engineering analysis?
(04 Marks)
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b. Apply the Central Limit Theorem to a sample mean S = I A' _ '-' , and estimate the ;_, N N probability that S > E if X; are I I D and uniform in [- 1, 1]. (08 Marks) c. Prove that an N-bit quantizer which is uniform provides a signal to quantization noise ratio, SQNR of 6N dB roughly . (08 Marks) 6 a. Explain what is meant by a SSS (Strict , Sense, Stationary) and a WSS (Wide, Sense, Stationary) random - process. A random process X(t) = A. Cos(wt + 0) + B sin (wt + 0), has A, B = 1 with equal probability and 0 uniform in [0, 2ir]. Determine if X(t) is WSS. (08 Marks) b. Outline the properties of an autocorrelation function. Prove that for any random process R,tx(T) < RSS (0). ( 06 Marks) c. Let X(t) be a Poisson process with rate k. Show that E{X2(t)} = ?'t + X2t2. (06 Marks)
7 a. State and prove the Wiener - Khintchine theorem on power spectral density of any random process. ( 07 Marks)

b. A telegraph process X(t) = 1 and it randomly switches amplitude between +1 and -1, with number of switches in a time - period being Poisson distributed with rate X. Evaluate the autocorrelation and PSD of such a process . (08 Marks) c. X(t) is a WSS random - process with known autocorrelation : RX,;(t, t+ T) = exp(-1 T1/2). Evaluate the second moment of the random variables i) X(7) and ii) X(5 ) - X(3). (05 Marks) 8 a. A 2 - state Markov Chain has the initial state P (0)