CHAPTER -4 RAGHU ENGINEERING COLLEGE

(Permanently Affiliated to JNTUK, Approved by AICTE)

DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

1. X(t1) = X1 and X(t2) = X2. The correlation between X1 and X2 is R(t1,t2) =

∞ ∞
a) ∫−∞ 𝑓(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂)𝑑𝑥₁ b) ∫−∞ 𝑓(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂)𝑑𝑥₂
∞ ∞
c) ∬−∞ 𝑥₁, 𝑥₂𝑓(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂)𝑑𝑡₁𝑑𝑡₂ d) ∬−∞ 𝑥₁, 𝑥₂𝑓(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂)𝑑𝑥₁𝑑𝑥₂

2. The auto covariance cov X(t1,t2) of a random process X(t) is

a) Rxx(t1,t2) - E[X(t1)] b) Rxx(t1,t2) + E[X(t2)]

c) Rxx(t1,t2) - E[X(t2)]E[X(t2)] d) Rxx(t1,t2) + E[X(t1)] + E[X(t1)]

3. If Fx(x1,x2;t1,t2) is referred to as a second order joint distribution, then the corresponding

joint density function is
𝜕 𝜕
a) 𝐹ₓ(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂) b) 𝐹ₓ(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂)
𝜕𝑥₁ 𝜕𝑥₂

𝜕2 𝜕2
c) 𝐹ₓ(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂) d) 𝐹ₓ(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂)
𝜕𝑥₁𝜕𝑡₁ 𝜕𝑥₁𝜕𝑥₂

4. The mean of a random process X(t) is the expected value of the random variable X at the
time t, i.e., the mean m(t) =
∞ ∞
a) ∫−∞ 𝑓ₓ(𝑥, 𝑡)𝑑𝑥 b) ∫−∞ 𝑥𝑓ₓ(𝑥, 𝑡)𝑑𝑥
∞ ∞
c) ∫−∞ 𝑓ₓ(𝑥, 𝑡)𝑑𝑡 d) ∫−∞ 𝑥𝑓ₓ(𝑥, 𝑡)𝑑𝑡

5. If RXY = 0, then X and Y are

a) Independent b) orthogonal

c) Independent and orthogonal d) statistically independent

6. The collection of all the sample functions is referred to as

a) ensemble b) assumable

c) Average d) set
 CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

7. If the future value of a sample function cannot be predicted based on its past values, the
process is referred to as

a) Deterministic process b) non-deterministic process

c) Independent process d) statistical process

8. If the future value of the sample function can be predicted based on its past values, the
process is referred to as

a) Deterministic process b) non-deterministic process

c) Independent process d) statistical process

9. If a sample of X(t) is an RV, then the cumulative distribution function

a) P(X(t1)) b) P(X(t1) ≤ 0)

c) P(X(t1) ≤ x1) d) P(X(t1) ≥ x1)

10. The random process, X(t) and Y(t), are said to be independent if f X,Y(x1,y2:t1,t2) is

a) fX(x1;t1) b) fy(y1;t2)

c) fX(x1;t1) fy(y2;t2) d) 0

11. A random process is defined as X(t) = cos(ω0t + θ), where θ is a uniform random
variable over (-π, π). The second moment of the process is

a) 0 b) ½

c) ¼ d) 1

12. For the random process X(t) = A cosωt, where ωt is a constant and A is a uniform
random variable over (0,1), the mean square value is

a) 1/3 b) 1/3 cosωt

c) 1/3 cos2ωt d) 1/9

 CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

13. A stationary continuous process X(t) with autocorrelation function RXX(τ) is called
autocorrelation ergodic or ergodic in the autocorrelation if, and only if for all τ
𝑇
a) 1/2T ∫−𝑇 𝑋(𝑡)𝑋(𝑡 + 𝜏)𝑑𝑡 = Rxx(τ)

𝑇
b) lim 1/2𝑇 ∫−𝑇 𝑋(𝑡)𝑋(𝑡 + 𝜏)𝑑𝑡 = Rxx(τ)
𝑇→∞

∞
c) ∫−∞ 𝑋(𝑡)𝑋(𝑡 + 𝜏)𝑑𝑡 = Rxx(τ)
∞
d) ∫−∞ 𝑋(𝑡)𝑑𝑡 = 0

14. A random process is defined as X(t) = A cos(ωt + θ), where ω and θ are constant and A
is a random variable. Then, X(t) is stationary if

a) E[A] = 2

b) E[A] = 0

c) A is Gaussian with non-zero mean

d) A is Rayleigh with non-zero mean

15. For an ergodic process

a) mean is necessarily zero b) mean square value is infinity

c) all time averages are zero d) mean square value is independent of time

16. Two process X(t) and Y(t) are statistically independent if

a) FX,Y(x1,x2,….,xN,y1,y2,….,yM) = FX(x1,x2,….,xN)FY(y1,y2,….,yM)

b) fX,Y(x1,x2,….,xN,y1,y2,….,yM) = fX(x1,x2,….,xN)fY(y1,y2,….,yM)

c) FX,Y(x1,x2,….,xN,y1,y2,….,yM;t1,t2,….,tN,t1´,t2´,…,tM´) = fX(x1,x2,….,xN;t1,t2,….,tN)
fY(y1,y2,….,yM; t1´,t2´,…,tM´)

d) fX,Y(x1,x2,….,xN,y1,y2,….,yM;t1,t2,….,tN,t1´,t2´,…,tM´) = fX(x1,x2,….,xN;t1,t2,….,tN)
fY(y1,y2,….,yM; t1´,t2´,…,tM´)
 CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

17. Let X(t) be a random process which is wide sense stationary, then

a) E[X(t)] = constant

b) E[X(t) X(t+T)] = RXX(T)

c) E[X(t)] = constant and E[X(t) X(t+τ)] = RXX(τ)

d) E[X2(t)] = 0

18. If a process is stationary to all orders n = 1,2,….,N, then Xi = X(ti), where i = 1,2,……,N is
called

a) strict sense stationary b) wide sense stationary

c) strictly stationary d) independent

19. Time average of a quantity x(t) is defined as A(x(t)) =

𝑇 𝑇
a) ∫−𝑇 𝑥(𝑡)𝑑𝑡 b) 1/2T ∫−𝑇 𝑥(𝑡)𝑑𝑡

𝑇 𝑇
c) lim 1/2T ∫−𝑇 𝑥(𝑡)𝑑𝑡 d) lim ∫−𝑇 𝑥(𝑡)𝑑𝑡
𝑇→∞ 𝑇→∞

20. Consider a random process X(t) defined as X(t) = A cosωt + B sinωt, where ω is a
constant and A and B are random variables. Which of the following is a condition for the
process to be stationary ?

a) E(A) = 0, E(B) = 0 b) E(AB) ≠ 0

c) E(A) ≠ 0, E(B) ≠ 0 d) A and B should be independent

21. Let X(t) and Y(t) be two random process with respective autocorrelation functions
RXX(τ) and RYY(τ). Then |RXY(τ)| is

a) =√Rxx(0)Rʏʏ(0) b) ≥√Rxx(0)Rʏʏ(0)

c) ≤√Rxx(0)Rʏʏ(0) d) >√Rxx(0)Rʏʏ(0)
 CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

22. A stationary random process X(t) is periodic with period 2T. Its autocorrelation
function is

a) non-periodic b) periodic with period T

c) periodic with period 2T d) periodic with period T/2

23. The autocorrelation function of X(t), RXX(τ) is

∞
a) E[X2(t)] b) ∫−∞ 𝑋(𝑡)𝑑𝑡
∞
c) ∫−∞ 𝑋²(𝑡)𝑑𝑡 d) E[X(t) X(t + τ)]

24. Which of the following is correct ?

a) |RXX(τ)| ≤ RXX(0); RXX(-τ) = RXX(τ)

b) |RXX(τ)| < RXX(0); RXX(-τ) = -RXX(τ)

c) |RXX(τ)| ≥ RXX(0); RXX(-τ) = RXX(τ)

d) |RXX(τ)| > RXX(0); RXX(-τ) = RXX(τ)

25. If X(t) is ergodic, zero mean and has no periodic component, then

a) lim Rxʏ(τ) = 1 b) lim Rxʏ(τ) = 0

|𝜏|→∞ |𝜏|→∞

c) mean is 0 d) mean is constant

26. If CXX(τ) and CXY(τ) are auto and cross covariance functions respectively, the

a) CXX(τ) = RXX(τ) - ¯𝑋 ²; CXY(τ) = RXY(τ) + ¯𝑋 ²

b) CXX(τ) = RXX(τ) - ¯𝑋 ²; CXY(τ) = RXY(τ) - ¯𝑋 ¯𝑌

c) CXX(τ) = RXX(τ) + ¯𝑋 ²; CXY(τ) = RXY(τ) + ¯𝑋 ¯𝑌

d) CXX(τ) = RXX(τ) + ¯𝑋 ²; CXY(τ) = RXY(τ) + ¯𝑌 ²

 CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

27. A random process is defined as X(t) = A cos(ωit + θ), where X(t) is a uniform random
variable over (0,2π). Then RXX(τ) is

a) A2 cosωcτ b) A2/√3 cosωct

c) A2/2 cosωct d) √3A2 cosωcτ

28. X(t) = A cos(ωt), where ω is a constant and A is a uniform random variable over (0,1).
The auto covariance of X(t) is

a) cosωt1 cosωt2 b) 1/4 cosωt1 cosωt2

c) 1/8 cosωt1 cosωt2 d) 1/2 cosωt1 cosωt2

29. The auto covariance C(t1,t2) of a process X(t) is (assume that E[X(t) ] = η(t))

a) C(t1,t2) = R(t1,t2) b) C(t1,t2) = R(t1,t2) - |η(t)|2

c) C(t1,t2) = R2(t1,t2) + |η(t)|2 d) C(t1,t2) = R2(t1,t2) - |η(t)|2

30. The correlation coefficient of the process X(t) is ρ(t1,t2) =

a) C(t1,t2)/√C(t₁, t₁) b) C(t1,t2)/√C(t₂, t₂)

c) C(t1,t2)/ C(t1,t1) C(t2,t2) d) C(t1,t2)/√C(t₁, t₁)C(t₂, t₂)

31. Which of the following is correct ?

a) |RXY(τ)| ≤ ½[ RXX(0) + RYY(0)] b) |RXY(τ)| = ½[ RXX(0) + RYY(0)]

c) |RXY(τ)| > ½[ RXX(0) + RYY(0)] d) |RXY(τ)| ≥ ½[ RXX(0) + RYY(0)]

32. The autocorrelation function of a stationary random process X(t) is

RXX(τ) = 25 + (τ/1+6τ2). The mean and variance is

a) 4, 25 b) 25, 4

c) 21, 2 d) 5, 4
 CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

33. Two process X(t) and Y(t) are called (mutually) orthogonal if for every t 1 and t2,

a) RXY(t1,t2) = 0 b) RXY(t1,t2) > 0

c) RXY(t1,t2) < 0 d) RXY(t1,t2) = 1

34. Two process X(t) and Y(t) are called uncorrelated if

a) CXY(t1,t2) = 0 b) CXY(t1,t2) > 0

c) CXY(t1,t2) < 0 d) CXY(t1,t2) = 1

35. The autocorrelation function of a Poisson process, RXX(t1,t2) for t1 > t2, is

a) ʎt2(1 + ʎt1) b) ʎt1(1 + ʎt2)

c) 1 d) 0

36. The mean square value for the Poisson process X(t) with parameter ʎt is

a) ʎt b) (ʎt)2

c) ʎt + (ʎt)2 d) ʎt - (ʎt)2

37. The difference of two independent Poisson process is

a) Poisson process

b) not a Poisson process

c) Process with mean = 0, [ʎ1t ≠ ʎ2t]

d) Process with variance = 0, [ʎ1t ≠ ʎ2t]

38. For a Poisson random process with b = ʎt, the probability of exactly K occurrences over
the time internal (0,t), P[X(t) = K] where K = 0,1,2….., is

a) ʎᵗ𝑒^(−ʎ𝑡)/K! b) 𝑒^(−ʎ𝑡)/K!

c) tᴷ𝑒^(−ʎ𝑡)/K! d) (ʎt)ᴷ𝑒^(−ʎ𝑡)/K!
 CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions

UNIT-4

39. If X(t) and Y(t) are independent WSS processes with zero mean, the autocorrelation
function of the process Z(t) = K X(t)Y(t) is

a) RXX(τ) RYY(τ) b) K RXX(τ) RYY(τ)

c) K2RXX(τ) RYY(τ) d) RXX(τ) RYY(τ) / K

40. The mean square value of a random process whose autocorrelation function
(η/4RC)𝑒^(−|𝜏|/𝑅𝐶) is

a) η/4 b) η/4RC

c) η𝜏/4RC d) η|𝜏|/4RC