MA 2261

PROBABILITY AND
RANDOM PROCESSES
 UNIT I
RANDOM VARIABLES

PART – A
1. If a random variable X takes the values 1, 2, 3, 4 such
that 2P[ X  1]  3P[ X  2]  P[ X  3]  5P[ X  4] . Find the probability distribution
of X .(April, 2005)
Solution:
Assume P[X  3]   .
  
By the given equation P[ X  1]  , P[ X  3]  , P[ X  4] 
2 3 5
For a probability distribution and mass function)  px   1
x

p1  p2  p3  p4  1

   61 30
   1  1
  
2 3 5 30 61
15 10 30 6
P( X  1)  ; P( X  2)  ; P( X  3)  ; P( X  4) 
61 61 61 61
The probability distribution is given by
X 1 2 3 4
15 10 30 6
p ( x)
61 61 61 61
2. Let X be a continuous random variable having the probability density
2
 ,x 1
function f x    x 3 . Find the distribution function of X .(April,
0 , Otherwise
2005)
Solution:
x
F x    f x dx
0
x
2
 dx
0 x3
x
 1 
  2 
 x 1
1
 1 2
x
3. A random variable X has the probability density function f(x) given
  x
by f ( x)  cx e , x  0 . Find the value of c and cdf of X .(April/May 2008)
 0, otherwise
 Solution:


 f x dx
0
1

 cxe
x
dx 1
0


c  xe  x  e  x  
0 1
c1  1
c 1

x
F x    f x dx
0
x
  cxe  x dx
0
x
  xe  x dx
0


  xe  x  e  x 
x
0

 1  xe  x  e  x
4. A continuous random variable X has the probability density function f x  given
by f x   ce
x
,  x   . Find the value of c and cdf of X .(April, 2007)
Solution:


 f x dx

1


 ce
x
dx 1


2 ce
x
dx 1
0

2 ce  x dx 1
0


2c  e  x  
0 1
2c1  1
1
c
2

Case (i): x0

x
F x    f x dx

 x

 ce
x
 dx

x
 c  e x dx


 c ex  x


1
 ex
2

Case (i): x0

x
F x    f x dx

x

 ce
x
 dx

0 x
 c  e dxc  c  e x dx
x

 0

ce   x 0
 
 c  e x x
0


 c  c  e x  1 
 2  e x 
1
2
 x
1
 e ,x  0
2
F x   
 1 2  e  x  ,x  0

2
2e2 x , x  0
5. If a random variable has the probability density f x    . Find
0 , Otherwise
the probability that it will take on a value between 1 and 3. Also, find the
probability that it will take on value greater than 0.5.(May, 2007)
Solution:
3 3  2x 3
 2x  2 6
P(1  X  3)   f ( x) dx   2e dx   e   e e
1 1  1
  2x 
  2x  1
P( X  0.5)   f ( x) dx   2e dx   e  e
0.5 0.5   0.5
6. The cumulative distribution function (CDF) of a random
variable X is F x   1  1  x e x
, x  0 . Find the probability density function
of X .(May/June 2006)
Solution:
f x   F ' x 
     
 0  1  x   e x  1 e x
x
 xe , x  0
7. The number of hardware failures of a computer system in a week of operations
has the following probability mass function:
No of failures: 0 1 2 3 4 5 6
Probability :0.18 0.28 0.25 0.18 0.06 0.04 0.01
Find the mean of the number of failures in a week. (May/June 2006)
Solution:
E ( X )   x P( x)  (0)(0.18)  (1)(0.28)  (2)(0.25)  (3)(0.18) 
(4)(0.06)  (5)(0.04)  (6)(0.01)
 1.92
8. A continuous random variable X has the probability function
f ( x)  k (1  x), 2  x  5 . Find P(X<4).(May, 2006)
Solution:
4 5
 f ( x)dx 1  k  1  x  dx  1
2 2
5
 1  x 2 
 k  1
 2  2
27
k 1
2
2
k 
27
4
4
2 4 2  1  x 2 
P( X  4)   f ( x) dx   1  x  dx     25  9 
1 16
27 27  2  25 27
2 2 2
9. If the MGF of a continuous R.V X is given by M X t  
3
. Find the mean and
3t
variance of X.(May, 2005)
Solution:
1 2 3
 t t t t
M X t  
3 1
   1    1         ...
3t t  3 3  3  3
1
3
E ( X )  coefficien t of t  1! 
1
is the mean
3
2  2 1 2
E ( X )   coefficien t of t 2!  2! 
  9 9
2 2 2 1 1
Variance  E ( X )  E ( X )   
9 9 9
 4
1 t
10. If the MGF of a discrete R.V X is given by M X t   1  2e  ,find the
81  
distribution of X.(May, 2005)
Solution:

1
4 2 3 4
1 t  t  t  t  t
M X t   1  2e   1  4C1  2e   4C 2  2e   4C3  2e   4C 4  2e  
81   81          
 
1 8 t 24 2t 32 3t 16 4t
  e  e  e  e
81 81 81 81 81
By definition of MGF ,
M X t    e p( x)  p(0)  p(1)e  p(2)e  p(3)e  p(4)e
tx t 2t 3t 4t

On comparison with above expansion the probability distribution is

X 0 1 2 3 4
1 8 24 32 16
p ( x)
81 81 81 81 81
1
 , 0  x  10
11. Find the MGF of the R.V X whose p.d.f is f ( x)  10 .Hence its

 0, elsewhere
mean.
(April, 2004)
Solution:
10
M X t  
1 tx
 10 e dx
0
10
 tx 
1 e 
 
10  t 
 0

 10t 
1 e  1
  
10  t
 
 2 3 
1  100t 1000t 
  1  10t    ....  1
10t  2! 3! 
 
1000 2
 1  5t  t  .....
31
Mean  coefficien t of t  5
 k
12. Given the probability density function f ( x)  ,    x   , find k
2
1 x
and C.D.F. (April, 2004)
Solution:

x
 f ( x) dx  1 F ( x)   f ( x) dx



k 
  dx  1 k
2   dx
 1  x 2
 1  x
 1   x
 k  tan x 1 1  1 
    tan x 
   
  1   1 
 k   tan     tan      1 1   1   1  
     tan     tan  x  
     
  
 k    1 1  1  1 1
2 2    tan x   cot x
2  
1
k 


13. The no. of monthly breakdowns of a computer is a r.v. having poisson distbn
with mean 1.8. Find the probability that this computer will function for
a month with only one breakdown.(May, 2006)
e  x
Soln: p( X  x)  , given   1.8
x!
e 1.8 (1.8)1
p( x  1)   0.2975
1!

14. In a company 5 % defective components are produced . What is the probability

that atleast 5 components are to be examined in order to get 3 defectives.(May,
2006)

Soln: To get 3 defectives ,3 or more components must be examined.

p=5 % =0.05 , q = 1- p=0.95 and k=success=3
 p( X  x)  ( x  1)c k 1 p k q x  k , x  k , k  1, k  2,...
p( x  5)  1  p( x  5)
 1   p( x  3)  p( x  4)

1  2c 2 (0.05) 3 (0.95) 0  3c 2 (0.05) 3 (0.95)1 
1  0.00048  0.9995
15. A discrete r.v X has mgf .Find E(x), var(x) , and p(x=0).
(Nov./Dec. 2007)

Soln: Given
We know that mgf of poisson is
Therefore λ=2
In poisson E(x) = var(x) = λ
 Mean E( x)  var ( x)  2
e  x
p ( X  x) 
x!
e   0
 p( X  0)   e   e 2  0.1353
0!
16. Find the mean and variance of geometric distribution .(Nov./Dec. 2007)
Soln: The pmf of Geometric distbn is given by
p( X  x)  p q x1 , x  1,2,3,.....
Mean E ( x)   x p( x)
 
  x p q x 1  p  x q x 1
x 1 x 1

  2q
 p 1q 11 2 1

 3q 31  .....
 p 1  2q  3q 
 .....  p1  q 
2 2

1
 p p  2  p 1 
p
1
Mean 
p
 
E x 2   x 2 p( x)

  x 2 p q x 1
x 1
 
  xx  1  x  p q x 1
x 1
 
  x( x  1) p q x 1   x p q x 1
x 1 x 1

1
1(1  1) p q 11  2(2  1) pq 21  3(3  1) pq 31  ..... 
p
1
 2 p  2(3) pq 1  3(4) pq 2  ..... 
p

 2 p 1  3q  6q 2  .....   1
p

 2 p 1  q  
3 1 1
 2 p p 3 
p p
2 1
 2

p p

Variance  E ( x 2 )  E ( x)
2

2
2 1 1 2 1 1
 2      2   2
p p  p p p p
1 1 1 p q
2
  2  2
p p p p
q
Variance = 2
p

17. Find mgf of geometric distribution. (April/May 2008)

Soln: The probability mass function of geometric distribution is given by
Mgf M x (t )  E (e tx )   e tx p( x)
 
  e tx p q x 1   e tx p q x q 1
x 1 x 1

   

p p 
 e t q x   qe t
x x

q x 1 q x 1


p t
q
 2
   
qe  qe t  qe t  ...
3


p t
q

qe 1  qe t  qe t   ...
2


 pe t 1  qe t 1
1  qe t
 M x (t )  1  qe t
 1
18. Show that for the uniform distribution f ( x)  ,  a  x  a ,the mgf about
2a
sinh at
origin is (Nov./Dec. 2006)
at
1
Soln: Given f ( x)  , a  x  a
2a
MGF M x (t )  E e tx  
 a
1
 e f ( x)dx   e tx
tx
dx
 a
2a
a
1  e tx 
a
1
2a a
 e dx 
tx
 
2a  t   a


1 at
2at

e  e  at 
1
2at

2 sinh at 
sinh at
at
sinh at
M x (t ) 
at
19. Define exponential density function and find mean and variance of the same.
(Nov./Dec. 2008)

Soln: The density function of exponential distribution is given by

f ( x)   e x , x  0

Mean  E x    x f ( x) dx

 
  x e x dx    x e x dx
0 0

  xe x e x 
  2 
   0
  1   1  1
  (0  0)   0  2     2  
      
1
Mean 


  x
E x2  2
f ( x) dx

 
  x 2  e x dx    x 2 e x dx
0 0

  x 2 e x 2 xe x 2e x 
   3 
  2  0
   2   2 2
  (0  0  0)   0  0  3     3   2
      
Variance  E x 2   E ( x)
2

2
2 1 2 1 1
    2  2  2
 
2
  
2 x , 0  x  1
20. Given the r.v X with density function f ( x)  
0 , elsewhere
Find the pdf of y  8 x 3 (May/June 2007)
Soln: The pdf of y is given by
dx
f Y ( y )  f X ( x)
dy

Where y  8 x 3
1
y  y 3
x3   x   
8 8
1 2
1
dx 1  y  3 1 1  y  3
     
dy 3  8  8 24  8 
2
1  y 3
f Y ( y)  2 x  
24  8 
1 2 1
2  y 3  y  3 2  y3
       
24  8   8  24  8 
1
 8 3 1 1
    y  3
1
 ,
12  y 6
0  x 1  0  y  8
1
f Y ( y) 
1
y 3 , 0  y  8
6

21. If the pdf of X is f X ( x)  2 x , 0  x  1 , then find the pdf of Y = 3 x + 1(Nov./Dec.

2007)
dx
Soln: The pdf of Y is given by f Y ( y )  f X ( x) , where Y = 3 x + 1
dy
y 1
Y=3x+1 x
3
 dx 1 dx 1
  
dy 3 dy 3
1 2  y 1 2
 f Y ( y)  2 x
    ( y  1) , 1  y  4
3 3 3  9
e  x , x  0 1
22. A r.v. X has pdf f ( x)   find the density function of (May/June
0 , x  0 x
2009)
dx 1
Soln: The pdf of Y is given by f Y ( y )  f X ( x) where y 
dy x
1 1 dx 1 dx 1
y x  2  2
x y dy y dy y
1
1 e y
f Y ( y)  e  x  ,y 0
y2 y2

23. If X has an exponential distribution with parameter  , find the pdf of

y = log x(Nov./Dec. 2006) (April/May 2008)

Soln: The pdf of exponential distribution is f ( x)   e  x ,

dx
The pdf of Y is given by f Y ( y )  f X ( x) where y = log x
dy
dx dx
y = log x  x  e y ,  ey   ey
dy dy
 f Y ( y )   e  x e y ,
 f Y ( y )   e  e e y ,    y  
y

24. . If Y  x 2 , where x is a Gaussian r.v. with zero mean and variance  2 ,find the
Pdf of the variable Y(Nov./Dec. 2008)
Soln: FY ( y)  p (Y  y )  p x 2  y  

p y x 
y , if y  0
 FX  y   F  y 
X          1
And FY  y   0 if y  0
Differentiating ( 1) with respect to y , we have
 1

fY  y    y
   
f X y  f X  y if y  0         ( 2 )
0 if y  0

It is given that X follows N ( 0 ,  )
 x2
1 
 f X ( x)  e 2 2
,   x  
 2
Using this value in ( 2 ) , we have
1  1  2 
y y
 2 1
f Y ( y)   e 2
 e 2

2 y  2  2 
y y
1 2  1 
 e 2 2
 e 2 2
,
2 y  2  2y
y
1 
 f Y ( y)  e 2 2
,y 0
 2y

25. If X is a Gaussian r.v. with zero mean and variance  2 ,find the
Pdf of Y  x (Nov./Dec. 2007)
Soln: FY ( y)  pY  y  p  x  y 
p y  x  y
FY ( y)  FX ( y)  FX ( y)        (1)
Differentiating ( 1 ) both sides w.r.t. y , we have
f Y ( y)  f X ( y)  f X ( y) , y  0    (2)
Since X  N (0 ,  ), the density function is given by
x2
1 
f X ( x)  e 2 2
,   x  
 2
y2 y2
1  1 
(2)  f Y ( y)  2
 2 2
2
e e
 2  2
2
y
2 
 f Y ( y)  e 2 2
, y  0.
 2
26. If X is a r.v. with cdf as F(x) , show that the r.v.Y = F(x) is uniformly distributed
in (0,1) (May/June 2006)

dx
Soln: The pdf of Y is given by f Y ( y )  f X ( x) where Y = F(x)
dy
dy d
Y = F(x)  F ( x)  f ( x)
dx dx
1
Then f Y ( y)  f ( x). 1
f ( x)
So , Y is uniformly distributed in (0,1).
 x
27. If the pdf of a random variable X is f ( x)  , 0  x  2 , Find
2
P( X  1.5 / X  1) (April,2010)
P( X  1.5) 1.75
Ans: P( X  1.5 / X  1)    0.583
P( X  1) 3
1 5t
28. If the MGF of a uniform distribution for a random variable X is (e  e4t ) Find
t
E (X ) (April, 2010)
d 
Ans:  (t )   ( M X (t )  4.5
 dt t 0
29. If atleast one child in a family with three children is a boy what is the probability
that all three are boys?(June, 2012)
Ans:
1
P(Child is a boy ) 
3
3
1 1
P( X  3)    
 3 27
30. Obtain the moment generating function of Poisson distribution (June , 2012)
Ans: MGF  e ( e 1)
t

31. A continous random variable X has a pdf f ( x)  Kx2e x , x  0 Find K and

mean(June, 2012)
Ans:

2 x
 Kx e dx  1
0
1
K
2

Mean   Kx3e  x dx 
1
6  3
2
0
32. Define poisson distribution and state any two instances where Poisson
distribution may be successfully employed
(June, 2012)
Ans:
A random variable X is said to follow Poisson distribution if it assumes only non-
negative values and its Probability mass function is given by,
e r
P( X  r )  , r  0,1,2....
r!
(1) Number of printing mistakes at each page of the book
(2) Number of suicides reported in a particular day
 (3) Number of deaths due to a rare diseases
(4) Number of defective items produces in the factory
  
33. If X is uniformly distributed in   ,  , find the pdf of Y  tan X (June, 2012)
 2 2
  
Ans: X is uniformly distributed in   , 
 2 2
1  
f ( x)  , x
 2 2
y  tan x  x  tan 1( y )

When x   y  
2

x  y
2
The pdf of Y is
f ( x) 1  1 
f ( y)   ,   y  
dy   1  y 2 
dx

34. A random variable X has cdf

Find the pdf of X and expected value of X. (May/June 2013)

Solution:
Probability density function

Expected value

35. Find the moment generating function of binomial distribution. (May/June 2013)
Solution:

36. Show that the function is a probability density function of a random

variable X (MA6451-A/M2015)
37. The mean and variance of binomial distribution are 5 and 4 .Determine the
distribution.
38. X and Y are independent random Vriable with variance 2 and 3 .Find the
variance of (M/J-2014)
39. A continuous random variable X has probability density function
(pdf) Find k such that (M/J-2014)

PART – B

1. The density function of a random variable X is given

by f ( x)  kx2  x , 0  x  2 . Find k , mean, variance and rth moment.(Nov./Dec.
2006)
2. A random variable has pdf . Find the moment about
origin. Hence find the mean and variance.(May/June 2013)
3. The monthly demand for Allwyn watches is known to have the following
probability distribution.
Demand: 1 2 3 4 5 6 7 8
Probability: 0.08 0.3k 0.19 0.24 k2 0.1 0.07 0.04
Determine the expected demand for watches. Also, compute the variance.
(Nov./Dec. 2006)
4. A random variable X has the pdf Obtain the mgf and first
four moments about the origin. Find the mean and variance of the same.
(D2014)
5. The distribution of a random variable X is given by
x
F ( X )  1  (1  x) e , x  0 .Find the rth moment, mean and variance. (Nov./Dec.
2006)
6. Suppose that the duration X in minutes of long distance calls from your home,
x

Find P X  5 ,
1 5
follows exponential law with PDF f ( x)  e , x  0 .
5
P3  X  6 ,mean and variance. (April/May 2008)
7. A random variable X has the following probability distribution.
X: 0 1 2 3 4 5 6 7
f(x): 0 k 2k 2k 3k k 2 2k 2 7k2+ k
Find (i) the value of k(ii) P1.5  X  4.5 / X  2 and (iii) the smallest value
of  such that P X     .(May/June 2007)(Nov./Dec. 2008)(M/J2014)
1
2
8. Find the MGF of triangular distribution whose density function is given by
 x, 0  x1
2  x , 1  x  2

f ( x)   .Hence find its mean and variance.(May/June 2006)
 0, elsehwere


1 x
9. Find the MGF of the RV X , whose PDF is given by f ( x)  e ,  x.
2
Hence its mean and variance.
1
10. The PMF of a RV X is given by p( X  j )  , j  1,2,3... Find MGF, mean and
j
2
variance.
 x
11. Find MGF of the RV X , whose PDF is given by f x   e , x  0 and hence
find the first four central moments.
1
12. If the MGF of a (discrete) RV X is t , find the distribution of
5  4e
X and P X  5orX  6 . If X has the probability density
 3x
function f x   k e , x  0 .Find (i) k (ii) P0.5  X  1 (iii) Mean of X .

1
 ,
. Obtain (i) P X  1 (ii) P X  1
x2
13. If a RV X has the PDF f ( x)   4
0, otherwise
(iii) P2 X  3  5 (iv) P X  0.5 / X  1 .
 0, x 1
1
 , 1  x4
3
1
14. If X has the distribution function F  x    , 4 x6
2
 5 , 6  x  10
6
1, x  10
Find (i) Probability distribution of X (ii) P2  X  6 (iii) Mean
(iv) Variance.(April/May 2008)
15. A continuous random variable X has the distribution
 0 : x 1

function F ( x)  k 1  x 4 : 1  x  3 . Find k , the probability density
 0 x 3
 :
function f x  and P X  2 .
16. If the cumulative distribution function of a R.V X is given by
 4
1  2 , x  2
F x    find (i) P X  3 (ii) P4  X  5 (iii) P X  3 .
x
 0, x2

17. Find the recurrence relation for the moments of the Binomial
distribution.(April/May 2005)
18. Prove that Poisson distribution is the limiting case of Binomial
distribution.(May/June 2007) (Nov./Dec. 2008)
(Or)
Poisson distribution is a limiting case of Binomial distribution under the
Following conditions
a. n , the number of trials is indefinitely large , i.e., n  
b. p , the constant probability of success in each trial is very small ,i.e. p  0
 
np   is infinite or p  and q  1 
n n
19. Find the recurrence relation for the central moments of the Poisson
distribution and hence find the first three central moments.
20. Prove that the sum of two independent Poisson variates is a Poisson variate,
while the difference is not a Poisson variate.(May/June 2006)
21. If X and Y are two independent Poisson variates, show that the conditional
distribution of X , given the value of X  Y is Binomial.(May/June 2006)
22. It is known that 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 number of packets containing at least,exactly,atmost 2 defectives in
a consignment of 1000 packets using Binomial distribution(June, 2012).
23. The atoms of radio active element are randomly disintegrating. If every gram
of this element , on average, emits 3.9 alpha particles per second, what is the
probability during the next second the number of alpha particles emitted
from 1 gram is atmost 6 (ii) atleast 2 (iii) atleast 3 and atmost 6 ?
24. Establish the memory less property of geometric distribution. (May/June
2006)(June, 2012)
25. If X 1 , X 2 be independent random variables each having geometric
distribution pq k , k  0,1,2,.... . Show that the conditional distribution of X 1
given X 1  X 2 is Uniform distribution.(Nov./Dec. 2006)
26. Suppose that a trainee soldier shoots a target in an independent fashion. If the
probability that the target is shot on any one shot is 0.7.
a. What is the probability that the target would be hit in 10thattempt?
b. What is the probability that it takes him less than 4 shots?
c. What is the probability that it takes him an even number of shots?
d. What is the average number of shots needed to hit the target?
27. The number of personal computer (pc) sold daily at a computer world is
uniformly distributed with a minimum of 2000 pc and a maximum of 5000 pc.
Find
 a. The probability that daily sales will fall between 2500 and 3000 pc
b. What is the probability that the computer world will sell atleast 4000 pc?
c. What is the probability that the computer world will sell exactly 2500
pc?
28. Starting at 5.00 am every half an hour there is a flight from San Francisco
airport to Los Angles .Suppose that none of three planes is completely sold out
and that they always have room for passengers. A person who wants to fly to
Los Angles arrives at a random time between 8.45 am and 9.45 am. Find the
probability that she waits (a) Atmost 10 min. (b) Atleast 15 min.
29. Establish the memoryless property of exponential distribution(april, 2011)
30. The time (in hours) required to repair a machine is exponentially distributed
1
with parameter   .
2
a. What is the probability that the repair time exceeds 2 hrs?
b. What is the conditional probability that a repair takes atleast 11 hrs
given that its direction exceeds 8 hrs?
31. In a certain city the daily consumption of electric power in millions of kilowatt
1
hrs can be treated as central gamma distribution with   , k  3 . If the power
2
plant has a daily capacity of 12 million kilowatt hours. What is the probability
that the power supply will be inadequate on any given day?
32. The daily conception of milk in a city in excess of 20,000 liters is
approximately distributed as a Gamma distribution with
1
parameter   , k  2 . The city has a daily stock of 30,000 liters. What is
10000
the probability that the stock is insufficient on a particular day?
33. The life time X in hours of a component is modeled by a Weibull distribution
with   2 . Starting with a large number of components, it is observed that 15
% of the components that have lasted 90 hrs fail before 100 hrs. Find the
parameter  . (Nov./Dec. 2007)
34. State and explain the properties of normal distribution. (April/May 2008)

  1 X 
2

35. If X ~ N  , 2 . Obtain the probability density function of U    .

2  
(Nov./Dec. 2006)
36. Find the nth central moment of normal distribution. (May/June 2007)
37. Find first four central moments of normal distribution. (Nov./Dec. 2007)
38. In an engineering examination, a student is considered to have failed, secured
second class, first class and distinction, according as he scores less than 45%,
between 45% and 60%, between 60% and 75% and above 75% respectively. In a
particular year 10% of the students failed in the examination and 5% of the
students get distinction. Find the percentage of students who have got first
class and second class. (Assume normal distribution of marks) (Nov./Dec. 2008)
39. The savings bank account of a customer showed an average balance of Rs.150
and a standard deviation of Rs.50. Assuming that the account balances are
normally distributed.
a. What percentage of account is over Rs.200?
b. What percentage of account is between Rs.120 and Rs.170?
c. What percentage of account is less than Rs.75?(Nov./Dec. 2006)
40. For a normal distribution with mean 2 and variance 9, find the value of x1 of the
variable such that the probability of the variable lying in the interval 2, x1  is
0.4115. (May/June 2009)
41. The probability mass function of random variable X is defined as
P( X  0)  3C 2 , P( X  1)  4C  10C 2 , P( X  2)  5C  1, where C 0 and
P( X  r )  0, if r  0,1,2
(1)Find the value of C
(2)Find P(0  X  2 / X  0)
(3) find the distribution function of X
1
(4) The largest value of X for which F ( X )  (April, 2010)
2
42. If the probability that an applicant for a driver’s license will pass the road test on any
given trial is 0.8. What is the probability that he will finally pass the test (a) On the
fourth trial and (b) In less than 4 trials? (April, 2010)
43. Find the MGF of the two parameter exponential distribution whose density function
 ( x  a )
is given by f ( x)  e , x  a and hence find the mean and variance.April, 2010)
44. The marks obtained by a number of students in a certain subject are assumed to be
normally distributed with mean 65 and standard deviation 5. If 3 students are
selected at random from this group, what is the probability that two of them will
have marks over 70?(April, 2010)
45. Suppose that, on an average, a post office handles 10,000 letters a day with a variance
2,000 what can be said about the probability that this post office will handle between
8,000 and 12,000 letters tomorrow?(June, 2012)
46. The moment generating function of a random variable x is (0.6e  4) , what is the
t 2

moment generating function of Y  3 X  2 . Also find the mean and variance of the
random variable X? (June, 2012)
47. Let X be a continous random variable with probability density function
2
f ( x)  ,1  x  2 Find E[log X ] (June, 2012)
x2
48. Let X be a Gamma random variable with parameters n and  . Find the moment generation
function of X and use it to find E(X) and Var(X)(June, 2012) (May/ June 2013)
49. A stack of cards consists of 6red and 5 bluecards. A second stack of cards consists of 9 red
cards. A stack is selected at random and 3 of it cards are drawn. If all of them are red, what is
the probability that the first stack was selected. (June, 2012)
0 , x  0
50. The CDF of a continuous random variable is given by F ( x)   x Find
1  e 5 , x  0
the PDF and mean of X(April, 2011)
51. The probability density function of random variable X is given by
x , 0  x  1

f ( x)  k (2  x), 1  x  2 (a) Find the value of ‘k’(b) Find P(0.2  x  1.2) (c)What is
0 , otherwise

P(0.5  x  1.5 / x  1) (d)Find the distribution function of f ( x) (April, 2011)
52. Derive the m.g.f. of poisson distribution and hence or otherwise deduce the mean
and variance(April 2011)
53. The marks obtained by a number of students for a certain subject is assumed to be
normally distributed with mean 65 and standard deviation of 50. If 3 students are
taken at random from this set, what is the probability that exactly 3 of them will have
marks over 70?(April, 2011)
54. There are 3 true coins and 1 false coin with head on both sides. A coin is chosen at
random and tossed 4 times. If ‘head’ occurs all the 4 times, what is the probability
that the false coin has been chosen and used? (June, 2012)
55. A random variable x has the following probability distribution:
x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 3K
Evaluate the following: 1)P(-2<X<2) 2) the CDF of X 3) mean of X (June, 2012)
56. The CDF of a continuous random variable X is given by
 0 ,x  0

 x2 , 0  x  1
 2
F ( x)  
1  3 (3  x) 2 , 1  x  3
 25 2
1 , x  3

1 
Find the PDF of X and evaluate P( X  1) and P   x  4  using both the PDF and
3 
CDF. (June, 2012)
x , 0  x  1

57. Obtain the MGF of a R.V. X having pdf f ( x)  2  x, 1  x  2 (June, 2012)
0, otherwise

58. The marks obtained by the students in Mathematics, Physics and Chemistry in an
examination are normally distributed with mean 52, 50 and 48 and with standard
deviation 10, 8 and 6 respectively. Find the probability that a student selected at
random has secured a total of (a) 180 or above and (b) 135 or less (April, 2012)
59. Define Weibull distribution and find its mean and variance(April, 2012)
60. Assume that the reduction of a person’s oxygen consumption during a period of
transcendental meditation(T.M) is a continuous random variable X normally
distributed with mean 37.5 cc/mm and S.D 4.6 cc/mm.Determine the probability that
during a period of T.M a person’s oxygen consumption will be reduced by(1) at least
44.5 cc/mm(2) atmost 35.0cc/mm (3) anywhere from 30.0 to 40.4 cc/mm.(Nov/Dec 2012)
61. Suppose that customers arrive at a bank according to a Poisson process with a
 mean rate of 3 per minute. Find the probability that during a time interval of 2
minutes
a. exactly 4 customers arrive
b. more than 4 customers arrive. (May/June 2006)(Nov/Dec2013)

62. Derive Poisson Disribution from the Binomial distribution (Nov/Dec2013)

63. Find the mean and varience of Gamma distribution. (Nov/Dec2013)
64. If X and Y are independent RVs each normally distributed with mean zero and
Y 
2, find the of R  x 2  y 2    tan 1   ( Nov/Dec2013)
X
65. A continuous Random variable X that can assume any value between
And Has the probability density function given by Find

66. If the probability that an applicant for a driver’s license will pass the road test on any
given trial is 0.8. What is the probability that he will finally pass the test (a) On the
fourth trial? Also find the probability that he will finally pass the test in less than 4
trials (MA6451/April, 2015)
67. If The probability mass function of random variable X is given
by .Find the value of And mean
and variance (MA6451/April, 2015)

68. Find the MGF of random variable X having the pdf also deduce

the first four moments about the origin.

 UNIT II

PART – A

1. State the basic properties of joint distribution of  X , Y  where X and Y are Define joint
probability density function of two random variables X and Y .(May/June 2007)
If  X , Y  is a two dimensional continuous random variable such that
 dx dy 
  f x , y  dx dy , then f x , y  is called the
dx dy
P x   X  x  , y  Y  y 
 2 2 2 2 
joint pdf of  X , Y  , provided f x , y  satisfies the following conditions
i  f x , y  0 for all x , y  R
ii   f x , y  dx dy 1
R

2. State the basic properties of joint distribution of  X , Y  where X and Y are random
variables. (May/June 2007)(May /June 2014)
Properties of joint distribution of  X , Y  are
i  F   , y  0  F x ,  and F   , 1
ii  Pa  X  b , Y  y  F b , y   F a , y 
iii  PX  x , c  Y  d  F x , d  F x , c
iv  Pa  X  b , c  Y  d  F b , d  F a , d  F b , c F a , c
2F
v  At po int s of continuity of f x , y ,
 f x , y 
x y
3. Can the joint distributions of two random variables X and Y be got if their marginal
distributions are random? (May/June 2006)
 If the random variables X and Y are independent, then the joint distributions of
two random variables can be got if their marginal distributions are known.
4. Let X and Y be two discrete random variable with joint pmf
x  2y
 , x  1, 2 ; y  1, 2
PX  x , Y  y   18 . Find the marginal pmf of
0 , otherwise
X and EX .(Nov./Dec. 2007)
The joint pmf of  X , Y  is given by

X 1 2
Y
1 3 4
18 18
2 5 6
18 18

Marginal pmf of X is
PX  1   
3 5 8 4
18 18 18 9
PX  2   
4 6 10 5
18 18 18 9
4  5  4 10 14
EX   x px   1   2     .
9 9 9 9 9
5. Let X and Y be integer valued random variables with
PX  m , Y  n q 2 p m  n  2 , n , m 1, 2 , ............ and p  q 1 . Are
X and Y independent? (April/May 2004)
The marginal pmf of X is
  
px    q 2 p m  n  2   q 2 p m 1 p n 1  q 2 p m 1  p n 1
n 1 n 1 n 1

 
 q 2 p m 1 1  p  p 2  p 3  .........  q 2 p m 1 1  p  1
m 1 1 m 1
q p2
q q p

The marginal pmf of Y is

  
p y    q 2 p m  n  2   q 2 p m 1 p n 1  q 2 p n 1 p m 1

m 1 m 1 m 1

 
 q 2 p n 1 1  p  p 2  p 3  .........  q 2 p n 1 1  p  1
 q 2 p n 1 q 1  q p n 1
px p  y   q p m 1 . q p n 1  q 2 p m  n  2  PX  m Y  n
 Therefore X and Y are independent random variables.

6. The joint probability density function of the random variable  X , Y  is

given by f x , y   k x y e  x  y  , x  0 , y  0 . Find the value of k. (Nov./Dec. 2007)
2 2

(Nov./Dec. 2008)(MA 6451/A-2015)

Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1 put x t
2


  dx dy 1 2 x dx  dt
k x ye
 x2  y2

0 0

dt
 x y e  x e  y dx dy 1 x dx 
2 2
k
0 0
2

 
0  x e
 y2  x2
k y e dx dy 1 when x  0 , t  0 and when x   , t  
0 
2  dt 
 
k  y e  y   e t  dy 1
0 0 2

 y e  e 
k  y2 t 
0 dy 1
2 0


 y e 0  1dy  1
k y
put y 2  t
2

2 0

k dt
e
t
1 2 y dy  dt
2 0
2

4
e 0 1
k t 
y dy 
dt
2

k
0  1 1 when y  0 , t  0 and when y   , t  
4
k
1
4
Therefore, the value of k is k  4 .

7. The joint pdf of the random variable  X , Y  is

k x  y  , 0  x  2 ; 0  y  2
f x , y    .
0 , otherwise
Find the value of k . (Nov./Dec. 2006) (May/June 2009)
 Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
2 2

  k x  y  dx dy 1
0 0

2  x 2  2 
k     y x 0  dy  1
2

0  0 
2
2
k  2  0  y 2  0dy 1
0
2
k  2  2 y  dy 1
0

  y2  
2

k 2  y 0  2     1
2

  2  0 
k 2 2  0  4  01
8k 1
1
k
8

8. The joint pdf of the random variable  X , Y  is

c x y , 0  x  2 ; 0  y  2
f x , y    .
0 , otherwise
Find the value of c . (Nov./Dec. 2008)

Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
2 2

  c x y dx dy 1
0 0
2 2
c   x y dx dy 1
0 0
2
2
 x2 
c  y   dy 1
0  2 0
2
c  y 2  0 dy 1
0
 2
 y2 
2c   1
 2 0
c 4  01  4c 1  c 
1
4
1
Therefore the value of c is c  .
4
9. If two random variables X and Y have probability density function
f x , y   k 2 x  y  for 0  x  2 and 0  y  3 . Evaluate k . (May/June 2007)

Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
3 2

  k 2 x  y  dx dy 1
0 0

3
 x2 
2

k  2    y x 0  dy  1
2

0
  2 0 
3
k  4  2 y  dy 1
0

  y2  
3

k 4  y 0  2    1
3

  2  0 

k 12  91
1
 21 k 1 k 
21
10. If the function f x , y   c 1 x 1 y , 0  x 1 , 0  y 1 is to be a density
function, find the value of c. (April/May 2008)

Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
1 1

  c 1 x 1 y  dx dy 1
0 0
1 1
c   1  x  y  xy  dx dy 1
0 0

 1 x 
1 2 1
 x2  
1

c  x 0     y x 0  y   dy  1
1

0  2 0  2  0 
 1 y
1
c  1   y   dy 1
0
2 2
 1 y
1
c     dy 1
0
2 2
 1 1 1  y 2 1  1 1
c   y 0     1  c    1
c
 1 c 4
 2 2  2 0 
 2 4 4
Therefore the value of c is c  4

11. Find the marginal density functions of X and Y if

f x , y   2 x  5 y , 0  x 1, 0  y 1 . (Nov./Dec. 2008)

2
5
Marginal density of X is
f X x    f x , y  dy

2  y2  
1 1

  2 x  5 y  dy  2 x  y 0  5   
2 1

50 5  2  0 

2 5 4
 2 x    x  1 , 0  x 1
5 2 5
Marginal density of Y is
f Y  y    f x , y  dx

2   x2  
1 1

  2 x  5 y  dx  2    5 y x 0 
2 1

50 5   2 0 

 1  5 y    2 y
2 2
, 0  y 1
5 5

 x  y ; 0  x 1 , 0  y 1
12. If X and Y have joint pdf f x , y    . Check whether
0 ; otherwise
X and Y are independent. (May/June 2006)

f X x    f x , y  dy
1
1
 y2 
  x  y  dy  x  y      x  , 0  x 1
1 1
0
0  2 0 2
f Y  y    f x , y  dx
1
1
 x2 
  x  y  dx     yx 0  y  , 0  y 1
1 1
0  2 0 2
 1  1
f X x . f Y  y    x    y    xy     x  y  f x , y 
x y 1
 2  2 2 2 4
Therefore, X and Y are not independent variables.
13. If X and Y are random variables having the joint density function

f x , y   6  x  y , 0  x  2 , 2  y  4 , find PX  Y  3 . (April/May 2003)

1
8
PX  Y  3  f x , y  dx dy

1   x2  
3 3 y 3 3 y

0 6  x  y  dx dy  8 2 6  y x 0   2   dy

1
 
3 y

82
 0 
1  2 1  2
3 3
  6  y 3  y   3  y   dy   18  9 y  y 2  3  y   dy
1 1
82 2  82 2 
1  y 2   y 3  1  3  y 3  
3 3 3

 18  y 2  9         
3

8  2 2  3 2 2   3  2 
 
1 
 18 3  2  9  4  27  8  0 1
9 1 1
8 2 3 6 
1 45 19 1  5
 18      .
8 2 3 6  24
14. Let X and Y be continuous random variable with joint pdf

f XY x , y   x  y 2  , 0  x 1 , 0  y 1 . Find f X Y x y  . (Nov./Dec. 2008)

3 2
2

f Y  y    f x , y  dx

3  x 3   3 1
1

  
1
  x  y dx     y 2 x 0     y 2 
3 2 2 1

20 2  3  0
  2  3 
3 1
 y2 
2 2

f x , y  2
x  y 2  x 2  y 2
3 2
f X Y x y     .
fY  y 3  2 1  1
y   y 
2

2 3 3

15. If the joint pdf of  X , Y  is given by f x , y   2  x  y ; 0  x  y 1 , find

EX .(april, 2004)
EX   x f x , y  dx dy
1 y
   x 2  x  y dx dy
0 0
   x2  y  x3  y  x2  
y

 
1 y 1
 2 x  x  xy dx dy   2       y    dy
2

0  0  0  2  0 
0 0
2 3
1 1
1
 y3 y3 
1
 5   y3  5  y4 
   y 2    dy    y 2  y 3  dy      
0
0
3 2  6   3 0 6  4 0
1 5 3 1
    .
3 24 24 8
16. Let X and Y be random variable with joint density function
4 x y ; 0  x 1 , 0  y 1
f XY x , y    . Find E  X Y  .(Nov./Dec. 2006)
0 , otherwise
EXY    xy f x , y  dx dy
1
1 1 1 1
 x3 1
   xy 4 x y  dx dy  4   x y dx dy  4  y   dy
2 2 2

0 0 0 0 0  3 0
1
4
1
4  y3  4  1  4
 0 y dy  3       .
2

3  3 0 3  3  9

17. Let X and Y be any two random variables and a , b be constants. Prove
that Cov a X , bY   ab cov  X , Y  .(Nov./Dec. 2008) (May/June 2009)
Cov  X , Y   E XY  EX  EY 
Cov a X , b Y   E aX bY  EaX  EbY 
 ab EX Y   a EX  b EY   ab E XY   E X  EY 
 a b Cov  X , Y  .
18. If Y   2 X  3 , find Cov  X , Y  .(April/May 2008)

Cov  X , Y   E XY  EX  EY 

 E X  2 X  3  EX  E 2 X  3
 
 E  2 X 2  3 X  EX  2 EX  3
2E X   3 EX  2 EX   3 EX 
2 2

  2 EX  EX     2Var X .

2 2

19. If X 1 has mean 4 and variance 9 while X 2 has mean  2 and variance
5 and the two are independent, find Var 2 X 1  X 2  5 .(April/May 2008)
Given EX 1  4 ,Var X 1  9
EX 2   2 ,Var X 2  5
Var 2 X 1  X 2  5  4Var X 1 Var X 2
 4 9  5  36  5  41 .
20. Find the acute angle between the two lines of regression.(April/May 2003) (May,
2012)(April, 2011)(MA6451/Ap-2015)
 The equations of the regression lines are
y
y y  r x  x             1
x
x
xx  r  y  y             2
y
y
Slope of line 1 is m1  r
x

y
Slope of line 2 is m2 
r x
If  is the acute angle between the two lines, then
m1  m2
tan 
1  m1 m2

r
y y

r 2

1  y

1 r   y
2

 x r x r x r x
  
y y y 2
 x  y 2
2
1 r . 1
 x r x  x2  x2


1 r  x  y
2
.
r  x   y 
2 2

21. If X and Y are random variables such that Y  a X  b where a and b are
real constants, show that the correlation co-efficient r  X , Y  between them has
magnitude one(May/June 2006)
Cov  X , Y 
Correlation co-efficient r  X , Y  
 X Y

Cov  X , Y   E XY  EX  EY 

 E X a X  b  EX  Ea X  b
 
 E a X 2  b X  EX a EX  b
 
 a E X  b EX  a EX   b EX 
2 2

 a EX  EX    a Var X  a  .

2 2 2
X

  EY   EY  
2 2 2

 EaX  b    EaX  b   Ea X  2ab X  b   a EX  b

Y
2 2 2 2 2 2

 a EX   2ab EX  b  a EX   2ab EX  b

2 2 2 2 2 2

 a  EX  EX    a Var X  a 

2 2 2 2 2 2
X

Therefore  Y  a  X
a X
2
and r  X , Y   1
 X .a X
 Therefore, the correlation co-efficient r  X , Y  between them has magnitude
one.
22. State central limit theorem. (May/June 2009) (June, 2012) (May/June 2014)
If X 1 , X 2 , X 3 , ........, X n ,...... be a sequence of independent identically
distributed random variables with EX i   and Var  X i    2 , i 1, 2,....... , and if
S n  X 1  X 2  X 3  ..........  X n , then under certain general conditions, S n follows a
normal distribution with mean n and variance n  2 as n tends to infinity.

23. Write the applications of central limit theorem.(April, 2004)

(i) Central limit theorem provides a simple method for computing
approximate probabilities of sums of independent random variables.
(ii) It also gives us the wonderful fact that the empirical frequencies of so
many natural “populations” exhibit a bell shaped curve.

24. Find the value of k, if f ( x, y)  k (1  x)(1  y),0  x, y  1 and f ( x, y)  0 , otherwise,

is to be the joint density function (April, 2010)
 
Ans: If f ( x, y) is a joint p.d.f , then   f ( x, y)dx dy  1
 
11
  k (1  x)(1  y)dx dy  1
00
 1  1 
k     1
 2  2 
k4
25. A random variable X has mean 10 and variance 16. Find the lower bound for
P(5  X  15) (April, 2010)

Ans: P  X    k    1  2
1
k
P  X  10  4k   1  2
1
k
To find the lower boundP(5<X<15), using the above inequality of chebychev‟s
inequality,
5
P(10-4k <X <10+4k)=P( 5<X< 10) which implies k=
4
P  X  10  4k   P(5  X  15)  1  2
1
k
16 9
 1 
25 25
26. Let X and Y be continuous random variable with joint probability density function
f ( x, y) 
x( x  y )
8 x  
, 0  x  2,  x  y  x Find f y (april,2011)
x
x( x  y ) x3
Ans: f ( x)   8 dy 
4
x

 x   f f(x(,xy) )  x(x8 y) . x4  x2x y

f y 3 2

27. The joint pdf of (X,Y) is given by f ( x, y)  e( x y ) , 0  x, y   , Are X and Y

independent ? Why? (June, 2012)
Ans: The marginal density function of X and Y are given by,

f ( x)   e( x  y ) dy  e x , 0  x  
0

f ( y )   e( x  y ) dx  e y , 0  y  
0
f ( x). f ( y)  e( x  y )  f ( x, y) which implies the X and Y are independent.
28. The joint pmf of two random variables X and Y is given
by . Determine the value of the constant .
(May/June 2013)
Solution:
We know that

2 x o  x  1
29.Given the r.v X with density function f ( x)  
 0 elsewhere
Find the Pdf of y = 8x3 (Nov /Dec2013)
Solution:
Given y = 8x3 to strictly monotic in (0,1)
d ( g 1 ( y )
fY ( y)  f x g 1 ( y)
dy
1  13
= y :0  y 8
6
 PART – B

1. Three balls are drawn at random without replacement from a box containing 2
white, 3 red and 4 black balls. If X denotes the number of white balls drawn
and Y denotes the number of red balls drawn, find the joint probability
distribution of  X , Y  .(May/June 2007)
2. The joint probability mass function of  X , Y  is given
by px , y   k 2 x  3 y  , x  0,1, 2 , y 1, 2, 3 .Find all the marginal and conditional
probability distributions. Also find the probability distribution of X  Y
.(Nov./Dec. 2007) (Nov./Dec. 2008) (Nov/Dec2013,2014 )(16 Mark)
3. The joint distribution of  X , Y  where X and Y are discrete is given in the
following table:
Y
X 0 1 2

0 0.1 0.04 0.06

1 0.2 0.08 0.12

2 0.2 0.08 0.12

Verify whether X and Y are independent. (May/June 2009)
4. If the joint pdf of a two dimensional random variable (X,Y) is given
by Find

the and Find the conditional density

function. (M/J2014)
5. The joint PDF of a two dimensional random variable  X , Y  is given
x2  1
by f x , y   x y  , 0  x  2 ; 0  y 1 .
2
Compute (i) PX  1 (ii) P Y  
8  2
  1  1 
(iii) P  X 1 Y   (iv) P Y  X 1 (v) PX  Y  and (vi) PX Y 1 .(May/June
 2  2 
2007)(April, 2012)(May/June 2013)(Nov/Dec 2012)
e   x  y  , x  0 , y  0
6. Given the joint PDF of  X , Y  , f x , y    . Find the marginal
0 , elsewhere
densities of X and Y . Are X and Y independent?(April/May 2008)
7. The joint PDF of a two dimensional random variable  X , Y  is given by
 
f x , y   k x 3 y  xy 3 , 0  x  2 ; 0  y  2 . Find the value of k and marginal and
conditional density functions.(May/June 2009)
8 x y ; 0  x  y 1
8. Given the joint PDF of  X , Y  as f x , y    . Find the marginal
0 , otherwise
and conditional probability density functions of X and Y . Are X and Y are
independent?(May/June 2006)
cx x  y  ; 0  x  2 ,  x  y  x
9. Given f XY x , y    . (i) Evaluate c , find (ii) f X x 
0 ; otherwise
(iii) f Y X  y x  and (iv) f Y  y  .
6
 
 x  y ; 0  x  1, 0  y  1
10. Suppose the PDF f x , y  of  X , Y  is given by f x , y    5
2
.
0 ; otherwise
Obtain the marginal PDF of X , the conditional PDF of Y given X  0.8 and
then EY X  0.8 .(April/May 2005)
11. Find Cor  X , Y  for the following discrete bivariate distribution.(April/May 2005)

X 5 15
Y
10 0.2 0.4

20 0.3 0.1

2  x  y , 0  x 1, 0  y 1
12. If f x , y    is the joint PDF of the random
0 ; elsewhere
variables X and Y , find the correlation co-efficient of X and Y .(Nov./Dec. 2007)
13. Find the correlation between X and Y if the joint probability density of
2 for x  0 , y  0 , x  y 1
X and Y is f x , y    .(April/May 2008)
0 ; elsewhere
14. If the independent random variables X and Y have the variances 36 and
16 respectively, find the correlation co-efficient
between X  Y and X  Y .(April/May 2008)
15. Find the correlation co-efficient for the following data: (Nov./Dec. 2007)
X 10 14 18 22 26 30
Y 18 12 24 6 30 36
16. From the following data, find (May/June 2007)
i. The two regression equations.
ii. The co-efficient of correlation between the marks in Mathematics and
Statistics.
iii. The most likely marks in Statistics when marks in Mathematics are 30.
Marks in
25 28 35 32 31 36 29 38 34 32
Mathematics
Marks in
43 46 49 41 36 32 31 30 33 39
Statistics
17. If y  2 x  3 and y  5x  7 are the two regression lines, find the mean values
of x and y . Find the correlation co-efficient between x and y . Find an estimate
of x when y 1 .(May/June 2006)
18. If the joint PDF of  X , Y  is given by f XY  x , y   x  y ; 0  x , y 1 , find the PDF
of U  XY .(Nov./Dec. 2006)(MA6451/AP-2015).
19. If the joint PDF of  X , Y  is given by f XY  x , y   e   x  y  ; x  0 , y  0 , find the PDF
X Y
of U  .(Nov./Dec. 2006)
2
20. State and prove central limit theorem.(April/May 2003) (May/June 2006)
(May/June 2007) (Nov/Dec2013)
21. The lifetime of a certain brand of an electric bulb may be considered a RV
with mean 1200 h and standard deviation 250 h . Find the probability using
central limit theorem that the average lifetime of 60 bulbs
exceeds 1250 h .(Nov./Dec. 2008)(April, 2011)
22. For the bivariate probability distribution of (X,Y) given below:
Y
1 2 3 4 5 6
X
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64

Find the marginal distribution, conditional distribution of X given Y=1 and

conditional distribution of Y, given X=0 (April 2010)
23. Find the covariance of x and Y, if the random variable (X,Y) has the joint p.d.f.
f ( x, y)  x  y,0  x  1, 0  y  1 anf f ( x, y)  0, otherwise (April, 2010)
24. The joint p.d.f of two dimensional random variables (X,Y) is given by
8
f ( x, y)  xy ,0  x  y  2 and f ( x, y)  0, otherwise. Find the densities of X and Y,
9
and the conditional densities f ( x / y) and f ( y / x) (April, 2010)
25. A sample of size 100 is taken from a population whose mean is 60 and variance is
400. Using Central limit theorem, find the probability with which the mean of the
sample will not differ from 60 more than 4. (April, 2010)
26. If X and Y are independent poisson random variable with
respectiveparameters 1 and 2 . Calculate the conditional distribution of X given
that X  Y  n (April, 2011)
27. The regression equations of X and Y is 3Y  5 X  108  0 If the mean value of Y is 44
9
and variance of X is th of the variance of Y. Find mean value of X and the
16
correlation coefficient.(April, 2011)
28. If X and Yare independent random variable with density function
y
1 , 1  x  2  ,2  y  4
f X ( x)   and fY ( y )   6 Find the density function of Z=XY.
0, otherwise 0, otherwise
(April, 2011)
29. Find the correlation co-efficient for the following data: (April,2012)
X 1 3 5 7 8 10
Y 8 12 15 17 18 20
30. If X and Y each follow an exponential distribution with parameter 1 and are independent. find
the pdf of U=X-Y (April, 2012)
31. If X1, X 2 , ..., X n are poisson variates with parameter   2 Use central limit theorem to
estimate P(120  Sn  160) , where Sn  X1  X 2  ....  X n (April, 2012)
x y
32. If X and Y are independent RVs with pdf’s e ; x  0 and e ; y  0 respectively, find
X
the pdf’s U  and V=X+Y. Are U and V are independent? (Nov/Dec2013)
X Y
33. The joint pdf of the rv (X,Y) is f(x,y)=3(x+y) 0  x 1, 0  y  1, x  y 1,
Find Cov (X,Y) (May/June 2014)
34. Marks obtained by 10 students in Mathematics (x) and Statistics (y) are given below:

X 60 34 40 50 45 40 22 43 42 64
Y 75 32 33 40 45 33 12 30 34 51

Find the two regression lines. Also find y when x = 55 (May/June 2014)
35. If the joint probability distribution function of a two dimensional random variable (X,Y) is
given by (MA6451/AP-
2015).
36. The two line of regression are the
variance of X is 9.Find the mean values of X and Y. Also find the coefficient of
correlation between the variable x and y. (MA6451/AP-2015)
37. Find the coefficient of correlation between X and Y from the data given below.
X: 65 66 67 67 68 69 70 72
Y: 67 68 65 68 72 72 69 71
(MA6451/AP-2015)
 38.
UNIT III

PART – A

1. State the four types of stochastic processes. (April/May 2004) (April/May 2008) (June,
2012)

The four types of stochastic processes are

(a) Discrete random sequence
(b) Continuous random sequence
(c) Discrete random process
(d) Continuous random process
2. Give an example for a continuous time random process. (April, 2012) (Nov./Dec.
2004)
If X (t ) represents the maximum temperature at a place in the interval (0,t),
X (t ) is a continuous random process.
3. Define a stationary process. (Nov./Dec. 2004)
If certain probability distribution or averages do not depend on t, then the
random process X (t ) is called a stationary process.
4. Give an example for a stationary process. (April/May 2005) (May/June 2006)
A Bernoulli process is a stationary process.
5. Give an example of stationary process and justify your claim.(June, 2004)
A Bernoulli process is a stationary stochastic process as the joint probability
distributions are independent of time.
6. Define strict sense and wide sense stationary process. (May/June 2007) (Nov./Dec.
2007) (Nov./Dec. 2008) (May/June 2009)
A random process is called a strict sense stationary process or strongly
stationary process if all its finite dimensional distributions are invariant under
translation of time parameter
A random process X (t ) with finite first and second order moments is called a
weakly stationary process or covariance stationary process or wide-sense
stationary process if its mean is a constant and the auto correlation depends only
on the time difference. i.e, if E[ X (t )]   and E[ X (t ) X (t  z)]  R( z)
7. Give an example for strict sense stationary process. (May/June 2007)
Bernoulli‟s process is an example for strict sense stationary random process.
8. Prove that a first order stationary random process has a constant mean. (April/May
2008) (April, 2011)
f x(t )  f x(t  h) as the process is stationary.
E[ X (t )]   x(t ) f x(t )dt

E[ X (t  h)]   x(t  h) f x(t  h)d (t  h)

 t  h  u  d (t  h)  du
  x(u ) f x(u )du
Put
 EX (u )
E[ X (t  h)]  E[ X (t )]
Therefore, E[ X (t )] is independent of t.
 E[ X (t )] is a constant

9. When is a random process or stochastic process said to be ergodic? (April/May 2008)

A random process X (t ) is said to be ergodic, if its ensemble averages are equal
to appropriate time averages.
10. Give an example of an ergodic process. (April/May 2004) (June 2012)
(a) A Markov chain finite state space.
(b) A stochastic process X(t) is ergodic if its time average tends to the
ensemble average as T  
11. State the properties of an ergodic process(Nov./Dec. 2004) June, 2012)(May/June
2014)
X (t ) is ergodic if all its statistics can be determined from a single function
X (t ,  ) of the process.
12. What is a Markov process?
(April/May 2008) (Nov./Dec 2008) (May/June 2009)(May/June 2014)
Markov process is one in which the future value is independent of the past
values, given the present value.
13. Give an example of a Markov process. (Nov./Dec. 2003)
Poisson process is a Markov process. Therefore, number of arrivals in (0,t) is a
Poisson process and hence a Markov process.
14. Define Markov chain and one – step transition probability. (April/May 2003) April,
2010)

X  an X  an
If  n, P  n X  an2 ,...... X 0  a0   P  n
X n1  an1 , n2

X n1  an1  then
  
the process X n  , n=0,1,2,…. is called a Markov chain.
X  a j 
The conditional probability P  n  is called the one step transition
 X n 1  a i

probability from state a i to state a j at the n th step.

Example: Let X(t) be the number of births upto time t so that the sequence X(t)
forms a pure birth process
15. Describe a random walk process. Is it a Markov process? (May/June 2007)
Suppose a person tosses a fair coin every T seconds and instantly after each toss,
he moves a distance d to the right if heads show and to the left if tails
show. X (nT )  is the position of the person after n tosses
 Then the process X (nT ) is a random walk process.
The random walk process is a Markov process.

16. Define binomial process and state its properties. (May/June 2007)
Let X i denote a random variable which represents the result of i th trial
i.e, X (t i )  X i . If X i assumes only 2 values 0 and 1, the process X (t ) is called a
Bernoulli process.
A Binomial process is defined as a sequence of partial sums S n  where
S n  X 1  X 2  ......  X n
Properties of binomial process:
(1) Binomial process is a Markov process
(2) Since S n is a binomial random variable,
PS n  m  nCm p m (1  p) nm
(3) Expected value of a binomial process is np and its variance is np(1-p)

17. Show that a binomial process is a Markov process. (Nov./Dec. 2008)(May/June 2013)
Let S n  X 1  X 2  ...... X n1  X n
S n  S n 1  X n
PS n  m S n 1  m  PX n  0  1  p
PS n  m S n 1  m  1  PX n  1  p
Hence binomial process is a Markov process.
18. Define Poisson process. (April/May 2008)
If X (t ) represents the number of occurrences of a certain event in (0,t), then the
discrete process X (t ) is called the Poisson process.
19. What is homogeneous Poisson process? (May/June 2006)
The probability law for the Poisson process is
e t (t ) n
PX (t )  n  , n  0,1,2,..... when  is a constant, the Poisson process is
n!
called a homogeneous Poisson process.

20. State the postulates of Poisson process. (Nov./Dec. 2003) April, 2011)
The postulates of Poisson process are
(i) P1occurence in (t , t  t )  t  O(t )
(ii) P0 occurence in (t , t  t )  1  t  O(t )
(iii) P2 or more occurences in (t , t  t )  O(t )
(iv) X (t ) is independent of the number of occurrences of the event in any
interval prior to and after the interval (0,t)
(v) The probability that the event occurs a specified number of times in
(t 0 , t 0  t ) depends only on t , but not on t 0
21. State any two properties of Poisson process. (April/May 2003)

(i) The Poisson process is a Markov process.

(ii) Sum of two independent Poisson processes is a Poisson process
(iii) Difference of two independent Poisson processes is not a Poisson process.
22. Prove that the sum of two independent Poisson processes is also Poisson. (May/June
2009)
Let X (t )  X 1 (t )  X 2 (t )
PX (t )  n  PX 1 (t )  X 2 (t )  n
n
  PX 1 (t )  r PX 2 (t )  n  r 
r 0
n
e 1t (1t ) r e 2t (2t ) n  r

r 0 r! (n  r )!
n
1r t r n2 r t n  r
e  1t  2t
e 
r 0 r!(n  r )!
n
nCr n r n  r
e  ( 1  2 ) t

r  0 n!
t 1 2

e  ( 1  2 ) t tn n
n!

2  nC1n211  nC2 n2 2 12  .........1n 
tn
 e ( 1  2 )t (1  2 ) n
n!
n
 ( 1  2 ) t t
e (1  2 ) n
n!
(    ) t ((1   2 )t )
n
e 1 2

n!
Therefore, X 1 (t )  X 2 (t ) is a Poisson process with parameter (1  2 )t .
23. Prove that the difference of two independent Poisson processes is not a Poisson
process. (May/June 2007)
Let X (t )  X 1 (t )  X 2 (t )
EX (t )  EX 1 (t )  X 2 (t )
 EX 1 (t )  EX 2 (t )
 1t  2 t
 (1  2 )t
  
E X 2 (t )  E  X 1 (t )  X 2 (t )
2

24. Let X (t ) be a Poisson process with rate  . Find EX (t ) X (t   ) .(Nov./Dec. 2007)
 EX (t ) X (t   )  EX (t ) X (t   )  X (t )  X (t )
 EX (t ) X (t   )  X (t )  E X 2 (t )  
 EX (t )EX (t   )  X (t )  E X 2 (t )  

 EX (t )EX ( )  E X (t ) 2

 t  t  2 t 2
 2 t  2 t 2  t
 2 t (t   )  t
 EX (t ) X (t   )  2 t (t   )  t

25. For a Poisson process with parameter  and for s  t show that
k nk
s  s
PN ( s)  k N (t )  n  nC k   1   , k  0,1,2,...n (Nov./Dec. 2008)
t  t
PN s   k  N (t )  n 
PN (s)  k N (t )  n 
PN (t )  n

PN s   k  N (t  s)  n  k 

PN (t )  n
PN s   k PN (t  s)  n  k 

PN (t )  n
e (s) e   (t  s ) ( (t  s)) n  k
 s k

k! (n  k )!
  t
e (t ) n
n!
 s k k  t s n  k
n! e  s e e  (t  s) nk

k!(n  k )! e t n t n
nk
 s
 s t 1  
n k nk

 nC k  t
n t n
nk
k n k  s
s t t 1  
 nC k  t
tn
nk
sk  s 
 nC k k 1  
t  t
k nk
s  s
 nC k   1  
t  t
 k nk

 PN (s)  k N (t )  n  nC k   1   , k  0,1,2,....n

s s
t  t
26. For the sine wave process X (t )  Y cos t ,    t  ;  constant, the amplitude Y is
a random variable with uniform distribution in the interval 0 to 1. Check whether
the process is stationary or not. (Nov./Dec. 2006)
Given Y is a random variable with uniform distribution in the interval 0 to 1,
then f Y ( y)  1 0  y 1
Also given X (t )  Y cos t
EX (t )  EY cos t 
 cos tE  1
 0  1 1
 cos t    cos t
 2  2
Since the mean is time dependent, the process is not stationary.
27. Define a wide sense stationary process. (April, 2010) (May/June 2013)
Ans: A random process X(t) is said to be wide sense stationary if its mean is
constant and its autocorrelation depends only on time difference,
E ( X (t ))  cons tan t
RXX (t , t   )  RXX ( )
28. Define Random process.(Nov/Dec2013)
Random process is the collection of r.v { X(s,t) } which are function of the real
variable
29. Give an example of evolutionary random process. (MA6451/AP-2015)
30. Define a semi random telegraph signal process. (MA6451/AP-2015)
 PART – B

1. Define random process. Classify it with an example.(Nov./Dec. 2003) (May/June

2006) (Nov./Dec. 2007) (Nov./Dec. 2008) (May/June 2009)
2. Consider the two dimensional process  X (t ),Y (t ); t  0. Define mean, correlation,
covariance, cross correlation and cross covariance functions.(April/May 2005)
3. The probability distribution of the process X (t ) is given by
 (at ) n 1
 , n  1,2,3,..
 (1  at ) n 1
PX (t )  n  
 at n0

1  at
Show that it is not stationary.(Nov./Dec. 2006) (Nov./Dec. 2007) (April/May
2008) (May/June 2009)(N0n/Dec 2012)(May/June 2014)(D/2014)
4. Verify if the sine wave process X (t ) , where X (t )  Y cos tand Y is uniformly
distributed in (0,1) is a strict sense stationary process.
5. Verify whether the random process X (t )  A cos(t   ) is wide sense stationary
when A and  are constants and  is uniformly distributed on the
 
interval  0,  .(May/June 2007)
 2
6. Show that the random process X (t ) where X (t )  A cos(t   ) with A and  are
constants and  is a uniform random variable over   ,   is wide sense
stationary.(Nov./Dec. 2007)
7. Show that the random process X (t )  A cos(t   ) is wide sense stationary
where A and  are constants and  is uniformly distributed on the interval 0,2  .
(May/June 2007) (May/June 2009)
8. Show that the process X (t )  A cos t  B sin t where AandB are random variables
   
is wide sense stationary if EA  EB  0; E A2  E B2 ; EAB   0 . (April/May
2008)(April, 2012)(MA6451/AP-2015)
9. IF the random variable and are uncorrelated with zero mean and
Show that the process is wide
sence stationary. What are the mean and autocorrelation of . (D/2014)
10. Two random processes X (t ) and Y (t ) are defined by X (t )  A cos  0 t  B sin  0 t
and Y (t )  B cos  0 t  A sin  0 t . Show that X (t ) and Y (t ) are jointly wide sense
stationary, if A and B are uncorrelated RV’s with zero means and the same
variance and  0 is a constant.(April/May 2008)
11. Let X (t )  cos(t  y), t  0 , where  is a constant. Show that X (t ) is stationary in
the wide sense iff  (1)  0   (2) , where  is the characteristic function of the
random variable Y .(April/May 2005)
12. Derive the probability law for the Poisson process X (t ) .(May/June 2007)
13. Prove that the random process X (t )  A cos(t   ) where A and  are constants
and  is uniformly distributed on the interval 0,2  is correlation ergodic.
14. Determine whether or not the process X (t )  A sin t  B cos t is ergodic, if A and B are
normally distributed random variables with zero means and unit variances.
15. Let X (t ); t  0be a random process where X (t ) =total number of points in the
1 if k is even
interval (0,t) [=k say] i.e., X (t )   and Y t   AX t  such that
  1 if k is odd

P A  1  P( A  1)  and A is independent of X (t ) . Find the autocorrelation

1
2
of X (t ) , Y (t ) .
16. Arandom process X (t ) has sample values
X (t1 )  5, X (t 2 )  3, X (t 3 )  1, X (t 4 )  1, X (t 5 )  3, X (t 6 )  5. Find the mean and
variance of the process. Also check if the process is ergodic in the mean.(May/June
2007)
17. A random process be given as Z (t )  X (t ) cos( 0   ) where X (t ) is stationary
random process with E[ X (t )]  0 and E[ X 2 (t )]   x2 . If  is a RV independent of
X (t ) and uniformly distributed over the interval   ,   . Show
 x2

that EZ (t )  0 and E Z 2 (t ) 
2
. (April/May 2008)

18. Verify whether the sine wave process X (t ) where X (t )  Y cos t where Y is
uniformly distributed in (0,1) is a SSS process.
19. If X (t )  Y cos t  Z sin t , where Y and Z are two independent normal RVs
   
with EY   EZ   0 . E Y 2  E Z 2   2 and  is a constant, prove that X (t ) is a SSS
process of order 2.(Nov./Dec. 2008)
20. Show that when events occur as a Poisson process, the time interval between
successive events follows exponential distribution.
21. If X (t ) and Y (t ) are two independent Poisson processes, show that the
conditional distribution X (t ) given X (t )  Y (t ) is binomial.(Nov./Dec. 2006)
22. Suppose that customers arrive at a bank according to a Poisson process with a
mean rate of 3 per minute. Find the probability that during a time interval of 2
minutes
(a) exactly 4 customers arrive
(b) more than 4 customers arrive. (May/June 2006)
23. A machine goes out of order whenever a component fails. The failure of this part
follows a Poisson process with a mean rate of 1 per week. Find the probability
that 2 weeks have elapsed since last failure. If there are 5 spare parts of this
 component in an inventory and that the next supply is not due in 10 weeks, find
the probability that the machine will not be out of order in the next 10
weeks.(May/June 2009)
24. Define a Markov chain. How would you classify the states.(Nov./Dec. 2004)
(April/May 2005)
25. The transition probability matrix of a Markov chain X n  , three states 1,2 and 3 is
 0.1 0.5 0.4
P  0.6 0.2 0.2 and the initial distribution is
0.3 0.4 0.3
p  (0.7,0.2,0.1) Find(i) PX 2  3 (ii) PX 3  2, X 2  3, X 1  3, X 0  2 .
( 0)
(Nov./Dec.
2006)(April, 2010)
26. A man either drives a car or catches a train to got to office each day. He never goes
2 days in a row by train, but if he drives one day, then the next day he is just as
likely to drive again as he is to travel by train. Now suppose that on the first day
of the week, the man tossed a fair die and drove to work iff a 6 appeared. Find
(i) the probability that he takes a train on the third day and
(ii) the probability that he drives to work in the long run. (May/June 2007)
27. Three boys A, B and C are throwing a ball to each other. A always throws the ball
to B and B always throws the ball to C, but C is just as likely to throw the ball to B
as to A. Show that the process is Markovian. Find the transition matrix and
classify the states.(Nov./Dec. 2007) (May/June 2009)
28. Write a detailed note on sine wave process.(Nov./Dec. 2004) (April/May 2008)
29. Write a note on binomial process.(May/June 2007)
30. Write a detailed note on normal process.(April/May 2008)
31. Examine whether the random process X (t )  A cos(wt   ) is a wide sense
stationary if A and  are constants and  is uniformly distributed random
variables in (0,2 ) (April, 2010)
32. Assume that the number of messages input to a communication channel in an
interval of duration t seconds, is a poisson process with mean   0.3 , compute(a)
the probability that exactly 3 messages will arrive during 10 seconds interval (b)
the probability that the number of message arrivals in an interval of duration 5
seconds is between 3 and 7. (April, 2010)
33. The random binary transmission X (t ) is a wide sense process with mean zero

and autocorrelation function R( )  1  , where T is a constant. Find the mean
T
and variance of the time average X (t ) over (0, T), IS X (t ) is mean
ergodic?(April, 2010)
34. A random process X(t) is defined by X (t )  A cos t  B sin t ,    t   where A and
B are independent random variables each of which takes a value -2 with
probability 1/3 and a value 1 with probability 2/3. Show that X(t) is wide sense
stationary(April, 2011)
35. Examine whether the random process X (t )  A cos(wt   ) is a mean ergodic if A
and  are constants and  is uniformly distributed random variables in where A
and  are independent random variables (0,2 ) (April, 2011)
36. Prove that the Poisson process is a Markov process. (April, 2012)
37. If the WSS process X (t ) is given by X (t )  100cos(100t  ) where  is uniformly
distributed over (, ) . Prove that the X (t ) is correlation ergodic. (April,
2012)(Non/Dec 2012)
38. If X (t ) is a Gaussian process with (t )  10 and C (t1, t2 )  16e
 t1 t2
. Find the
probability of X (10)  X (6)  4 and X (10)  8 (April, 2012)(April, 2011) (Nov/Dec
2013)(D/2014)
39. Prove that the interval between two consecutive occurrences of a poisson process with
1
parameter  has an exponential distribution with mean (April, 2011)

40. If the process is aPoisson process with parameter , obtain .Is
the process first order stationary?(Nov /Dec 2012)(May/June 2014)
41. If the WSS process X (t ) is given by X (t )  10 cos(100t   ) where  is uniformly
distributed over (, ) . Prove that the X (t ) is correlation ergodic. (May/June 2014)
42. Prove that rondom telegraph signal process Y(t) =α X(t) is WSS where α is RV which
is independent of X(t) and assumes values -1 and +1 with equal probability and
2  t1 t 2
Rxx (t1 , t 2 )  e (May/June 2014)
43. Define rondom telegraph signal process and Prove that it is WSS
(Nov /Dec 2013)(MA6451/AP-2015)
43.Prove that the sum of two independent Poisson processes is also Poisson.
(May/June 2009)(Nov /Dec 2013)
44. A Radioactive emits particles at a rate of 5 per minute in accordance with Poisson process. Each
particle emitted has a probability 0.6 of being recorded. Find the probability that 10 particles are
recoded in 4 minute period.(MA6451/AP-2015)
45. There are 2 white marbles in Urn A and 3 red marbles in Urn B. At each step of process, a marble is
selected from each urn and the 2 marbles selected are interchanged. The state of the related
markov chain is the number of red marbles in Urn A after the interchange.What is the probability
that there are 2 red marbles in Urn A after 3 steps? In the long run,what is the probability that
there are 2 red marbles in Urn A?(MA6451/AP-2015)
 UNIT IV

PART – A
1. Define correlation of the process { X t } .(April/May 2008) (Nov./Dec. 2008)
Answer: If the process X t is stationary either in the strict sense or in the wide
sense, then E[ X t X t   ] is a function of  , denoted by R  or RXX   . This
function RXX   is called the autocorrelation function of the process X t .
2. State any two properties of an autocorrelation function. (April/May 2004) (June, 2012)
Answer:: The autocorrelation function of the process x(t) is the joint moment of the
x(t1) and x(t2) is R(t1, t2 )  E( X (t1) X (t2 ))
i. R  is an even function of  .
ii. If R  is the autocorrelation function of a stationary process X t with no
periodic component, then lim R    x2 , provided the limit exists.
 

3. Prove that for a WSS process { X t } , RXX    RXX    .(April, 2011) (April/May 2003)
Answer:
RXX    E[ X t X t   ]
RXX     E[ X t X t   ]
 E[ X t   X t ]  RXX  
Therefore R  is an even function of  .
4. Show that the autocorrelation function RXX   is maximum at   0 .(Nov./Dec. 2008)
Answer:
RXX   is maximum at   0
i.e. R   R0
Cauchy-Schwarz inequality is E[ XY ]  E X 2 E Y 2
2
  
Put X  X t  and Y  X t    , then
EX t X t   2  EX 2 t EX 2 t   
i.e. R 2  EX 2  2
[Since EX t and Var X t  are constants for a stationary process]
R 2  R02
Taking square root on both sides,
 
R   R0 . [Since R0  E X 2 t  is positive]
5. Statistically independent zero mean random processes X t  and Y t  have
autocorrelation functions RXX    e and RYY    cos 2 respectively.

Find the
autocorrelation function of the sum Z t   X t   Y t  .(Nov./Dec. 2008)
Answer:
Given RXX    e , RYY    cos 2


EX t   EY t   0
 If Z t   X t   Y t  , then RZZ    RXX    RYY    RXY    RYX  
RXY    E[ X t Y t   ] [Since the processes are
independent]
RXY    00
0
Similarly RYX    0
RZZ    e

  cos 2  0  0

e  cos 2
6. The autocorrelation function of a stationary process is RXX    16 
9
. Find the
1  6 2
mean and variance of the process. (Nov./Dec. 2006) (May/June 2006) .(April, 2011)
april, 2010)
Answer:
Given RXX    16 
9
1  6 2
 x2  lim R 
 

 9 
 lim 16  
 
 1  6 2 
 9 
 16  lim  
   1  6 2
 
 16  0  16
Mean   x  EX t   4

E X 2 t   RXX 0
9
 16 
1  60
 16  9  25
Variance 2
 
 E X t   EX t 
2

 25  4  25  16  9
2

7. If the autocorrelation function of a stationary processes is RXX    36 

4
. Find
1  3 2
the mean and variance of the process. (Nov./Dec. 2006)
Answer:
Given RXX    36 
4
1  3 2
  x2  lim R 
 

 4 
 lim  36  
 
 1  3 2 
 4 
 36  lim  
   1  3 2
 
 36  0  36
Mean   x  EX t   6
 
E X 2 t   RXX 0
4
 36 
1  30
 36  4  40
Variance 
2

 E X t   EX t 
2

 40  6  40  36  4 .
2

8. The random process X t  has an autocorrelation

function RXX    18 
2
1  4 cos12  . Find E[ X t ] and E[ X 2 t ] .(Nov./Dec. 2007)
6  2

Answer:
Given RXX    18  1  4 cos12 
2
6  2
 
E X 2 t   RXX 0
2
 18 
[1  4 cos 0]
60
2 59
 18  [1  4] 
6 3
Removing the periodic components of RXX   , then
 x2  lim RXX  
 

 2 
 lim 18  
 
 6  2 
 2 
 18  lim  
  6   2
 
 18  0  18
Mean   x  EX t   18

9. Define cross correlation function and state any two of its properties.(April/May
2003) (June, 2012)(May/June 2013)( May/June 2014)(MA6451/AP-2015)
Answer:
 If the process X t and Y t  are jointly wide sense stationary,
then EX t Y t    is a function of  , denoted by RXY   . This function RXY   is
called the cross correlation function of the process X t and Y t  .
Properties of cross correlation function are:
i. RXY     RYX   .
ii. If the process X t and Y t  are orthogonal, then RXY    0 .
iii. If the process X t and Y t  are independent,
then RXY    EX t EY t    .
10. Define power spectral density function of stationary random processes X t  .(June,
2012) (May/June 2006) (Nov./Dec. 2006) (May/June 2009) (Nov./Dec. 2013)
Answer:
If X t is a stationary process with autocorrelation function R  , then the
Fourier transform of R  is called the power spectral density function
of X t and denoted as S   or S XX   .

i.e. S     R e
 i 
d .

11. Define cross spectral density. (Nov./Dec. 2003) (May/June 2009).
Answer:
If X t and Y t  are two jointly stationary random processes with cross
correlation function RXY   , then the Fourier transform of RXY   is called the cross
spectral density of X t and Y t  and denoted as S XY   .

i.e. S XY     R  eXY
 i 
d .

12. State and prove any one of the properties of the cross spectral density function.
(April/May 2004)
Answer:
Cross spectral density function is not an even function of  , but it has a
symmetry relationship.
i.e. SYX    S XY   
Proof:

S XY     R  eXY
 i 
d


S XY      R  e d

XY
i


Putting   u when   , u  
d  du when   , u  

S XY      R  u e  du 
XY
 i u


 
S XY      R u e
YX
 iu
du  RXY     RYX  



 R  e
 i 
 YX d


 SYX  
i.e. SYX    SYX   
13. Find the power spectral density of a random signal with autocorrelation
 
function e .(Nov./Dec. 2006)
Answer:
Given RXX    e
 


S     R  e
XX
 i 
d


 e
 
e  i d


 e
 
cos   i sin  d

 
 e
 
cos  d  i  e   sin  d
 

 2 e
 
cos  d (Since the first integrand is even and
0

the second integral is odd)


  

 2
e
  cos    sin  
     
2 2
0

 2 0  2
1
   0
   
2

2
S   
 2 2

14. The autocorrelation function of the random telegraph signal process is given
by R   a 2e
2  
. Determine the power density spectrum of the random telegraph
signal. (Nov./Dec. 2006)
Answer:
Given R   a 2e
2  
 
S     R  e XX
 i 
d


  a 2e
 2 
e  i d


 a2  e
 2 
cos   i sin  d

 
a 2
e
 2 
cos  d  ia  e 2  sin  d
2

 

 2a 2  e
 2 
cos  d (Since the first integrand is even and
0

the second integral is odd)


 2 

 2a 
e2
 2 cos    sin  
  2   
2 2
0

 2 a 2 0  2
1
 2  0
 4   2

4
S   
4   2 2

15. Find the power spectral density of a WSS process with autocorrelation
function R   e .(Nov./Dec. 2007) (May/June 2009)
2

Answer:
Given R   e
2


S     R e
 i 
d


  e e i d
2


  i  
   2  
 e   
d

 i   i   i  
2 2
    2     
   2   2  
 e 
d


 i 
2  2 
       
 
 e  2   4
d
2

e

 2      i 
2
  
e 4


e
 2 
d
  i  dx
Put      x   d  dx  d 
 2  
When   , x  
When   , x  
2 

S  
dx
e
x2
e 4

 
2

4 
e
e
x2
 dx 
 
i.e. S XY     R  e
XY
 i 
d
2
 
4
e
 

2
  4
 e

16. IF the power spectral density of a WSS process is give
b
 a    ,  a
by S     a .(Nov./Dec. 2007)(May/June 2009)
0 ,  a

Answer:

R   S  e
1 i 
 d
2 

1  
a a 
  S  e i 
d   S  e i 
d   S  ei d 
2   a a 
1  b 
a

  a   e d 
i

2  a a 
a
b
a   cos  i sin d
2a a


a a

b
 a   cos d  i b  a   sin d
2a  a 2a  a
a
2 a   cos d  i 0
b b

2a 0 2a
a
b
a   cos d
a 0


a    sin  cos
a
b  
 
a    2  0
 b  cos a   1 
 0     0  2 
a      
2

b  1 cos a 
   
a   2 2 
R   1  cos a  .
b
a 2
17. The power spectral density function of a zero mean wide sense stationary
1 ;   0
process X t is given by S     . Find R  .(May/June 2009)
0 ; Elsewhere

Answer:

R   S  e
1 i 
 d
2 

1  0 
 0 

  S  e d   S  e d   S  e d 
i  i  i 

2     0 0 
1   0 i  
  1.e d 
2  0 
0

 cos  i sin d

1

2  0
0 0


1
 cos d  i 1  sin d
2  0
2  0

1 0
2  cos d  i 0 [ The 1st integrand is
1

2 0 2
even and the 2nd is odd]

1  sin   0
  
   0

1
sin 0  0

sin 0
R   .


18. The power spectral density of the random process X t is given
 ; 1
by S     . Find its autocorrelation function. (May/June
0 ; Elsewhere
2006)(MA6451/AP-2015)
Answer:
 
R   S  e
1 i 
 d
2 

1  
1 1 
  S   e i 
d   S  e i 
d   S  ei d 
2   1 1 
1  
1

   .e d 
i 

2 1 
1
 cos  i sin  d
1
2 1

1 1

1
 cos d  i 1  sin d
2 1 2 1
1
2 cos d  i 0 [ The 1st integrand is
1 1

2 0 2
even and the 2nd is odd]
 sin  
1

 
  0
 sin   0
1

sin 
R   .

19. Given the power spectral density S XX   
1
, find the average power of the
4 2
process. (May/June 2006)
Answer:

R   S  e
1 i 
 d
2 

1 1

2  4 

2
ei d

1 1

2  4 z

2
eiz dz [Where C is the closed contour consisting

of the real axis from  R to R and the upper half of the circle z  R ]
 eiz 
2i  lim z  2i 
1

2  z  2i z  2i z  2i 
 ei .2i 
 i 
 2i  2i 
 e 2 
 i 
 4i 
 e 2
R  
4
e 0  1
Average power  R0  
4 4
20. Find the power spectral density function of the stationary process whose

autocorrelation function is given by e (April,2010)
Ans:

S     R   e
i
d


  i 1
 e e d 
1  2


21. Prove that for a WSS process X t , Rxx (t , t  ) is an even function of  (April, 2011)
Proof of Rxx ()  Rxx ()
22. The autocorrelation function for a stationary ergodic process with no periodic
4
components is RXX     25  , Find the variance of the random process
1  6 2
X t (June, 2012) ( May/June 2014)
Ans:
X 2  Lim Rxx ( )  25
 
X 5
E ( X 2 (t ))  Rxx (0)  29
Var ( X (t ))  29  25  4
23. State any two properties of the power spectral density function of a stationary
process(June, 2012)
Ans: (1) S xx (w)  0
(2) The spectral density and the autocorrelation function of a real random process
which is WSS process form a fourier transform pairs.
 PART – B

1. If X t is a WSS process with autocorrelation function RXX   and

if Y t   X t  a   X t  a  . Show that
RYY    2RXX    RXX   2a   RXX   2a  .(Nov./Dec. 2006)
2. A stationary random process X t  has autocorrelation function given
24 2  36
by RXX    . Find the mean and variance of X t  .(April/May 2009)
6 2  4
3. State the properties of autocorrelation function for a WSS process.
4. Given a stationary random process X t   10 cos100t    where     ,  followed
uniform distribution. Find theautocorrelation function of the process.(April/May
2008)
5. Consider two random processes X t   3 cost    and Y t   2 cost    where

   and  is uniformly distributed random variable over 0,2  . Verify
2
whether RXX    RXX 0RYY 0 .(May/June 2009)(Nov/dec 2012)(MA6451/AP-2015)
6. The autocorrelation function for a stationary process X t  is given
2
by RXX    9  2e . Find the mean value of the random variable Y   X t dt and


variance of X t  .(April/May 2003)


7. If X t   5 cost    and Y t   2 cost    where  is a constant     and 
2
is a random variable uniformly distributed in 0,2  ,
find RXX   , RYY   , RXY   and RYX   . Verify two properties of autocorrelation
function and cross correlation function.(May/June 2006)
8. Two random processes are defined as
follows: where are constants;
is a uniform random variable over . Find the cross correlation function
of .(May/June 2013)
9. Define power spectral density and cross spectral density of a random process.
State their properties.(May/June 2009)
10. Define spectral density of a stationary random process . Prove that for a real
random process , the power spectral density is an even function.(May/June
2013)
11. State and prove Wiener-Khinchine theorem.(May/June 2006) (Nov./Dec. 2006)
(Nov./Dec. 2007) (April/May 2009)(April, 2010)(April, 2011)(May/June
2013)(Nov/Dec 2012) (May/June 2014)
12. Find the power spectral density of the random process, if its autocorrelation
function is given by RXX    e
 
cos  .(Nov./Dec. 2006)
13. Autocorrelation function of an ergodic
1   ,   1
process X t   xis RXX     . Obtain the spectral density
0 , Otherwise
of X .(April/May 2008) (Nov/Dec 2012)
2

14. The autocorrelation function of a signal is RXX    e 2k , where k is a constant. Find
2

the power spectral density and average power.(Nov./Dec. 2007))April, 2012)

15. The autocorrelation function of the random process X t  is given
 
1  ,  T
by R    T . Find the power spectrum of the process X t  .(April/May
0 ,  T

2008)(April, 2010) (Nov/Dec 2012)(MA6451/AP-2015)
16. The random binary transmission process is WSS process with zero mean
 
1 
and autocorrelation function R    T ,Where T is constant.Find the mean
0

and variance of the time average of . Is mean ergodic?
(D/2014)
17. The autocorrelation function of the Poisson increment process is given
2 ;  

by R    2     . Prove the spectral density is given
   1   ;   
    
  
4 sin 2  
by S    22     2  .(May/June 2007) (Nov/Dec 2013)
  2 2

18. A random process X t  is given by X t   A cos pt  B sin pt where A and B are

independent random variables such that E[ A]  E[ B]  0 and E[ A2 ]  E[ B2 ]   2 .
Find the power spectral density of the process.(Nov./Dec. 2007) (D/2014)
19. Show that if Y t   X t  a   X t  a , SYY    4 sin 2 a S XX   where X t  is week
sense stationary.(April/May 2008)
20. If X t  and Y t  are uncorrelated random processes, then find the power spectral
density of Z if Z t   X t   Y t  . Also find the cross spectral
density S XZ   and SYZ   .
21. Obtain the spectral density of Y t , t  0, Y t   aX t  when a is an intendment
of X t  such that P[a  1]  P[a  1]  .(April/May 2005)
1
2
22. The power spectral density function of a zero mean WSS process X t is given
1 ;   0   
by S     . Find R  and show also that X t  and X  t   are
0 ; Elsewhere  0 
uncorrelated.(May/June 2007) (Nov./Dec. 2008)(April, 2011)
23. The cross power spectrum of real random process X t  and Y t  is given
a  jb , 1
by S XY     . Find the cross correlation
0 , Elsewhere
function.(April/May 2003)(Nov./Dec. 2006)(April, 2011)
24. If the cross spectral density of X t  and Y t  is given
by S XY    a  i  ,     ,  0 where a and b are constants, find the cross
b

correlation function.(May/June 2009)
2  9
25. Given the power spectral density of a continuous process as S XX    4 ,
  5 2  4
find the mean square value of the process.(May/June 2006) (Nov,/Dec.
2008)(MA6451/AP-2015).
26. The power spectrum of the WSS process X t is given by S   
1
2 . Find its

12 
autocorrelation R  and average power.
27. Given that a process X t  has the autocorrelation function RXX     2 cos p , find
the power spectrum.
28. Find the autocorrelation function of the periodic time function
X (t )  Asin wt (April, 2010)
29. X t and Y t are zero mean and stochastically independent random processes
RXX     cos 2
having autocorrelation function respectively, Find (1) The
RXX     A
autocorrelation function of W (t )  X (t )  Y (t ) and Z (t )  X (t )  Y (t ) (2) the cross
correlation function of W(t) and Z(t) (April, 2010)
30. Find the autocorrelation function of the process X t  for which the power
spectral density is given by S XX ( )  1   2 for   1 and S XX ( ) =0for   1 (April,
2010)
31. The auto correlation function of a WSS process is given by X t  . Determine the
power spectral density of the process(April, 2011) (Nov/Dec 2013)
32. The auto correlation function of the random telegraph signal process is given by
X t . Determine the power spectral density of the random telegraph signal process
. (Nov/Dec 2013)
32.Define Semi-random telegraph signal process and random telegraph signal
process and prove that the former is evolutionary and the latter is wide sense
stationary. (D/2014)
 33. IF the power spectral density of a WSS process is given by
b
 a    ,  a
S     a .
0 ,  a

Find the autocorrelation function of the process.(Nov/Dec 2013) (D/2014)

33. IF the process X t  is defined as

X (t )  Y (t ) z(t )WhereY (t )andZ (t )areindepen dentWSSprocessess, Pr ovethat
(i) Rxx ( )  Ryy ( ) Pzz ( )and

1 (Nov/Dec 2013)
(ii) S xx ( w)  S ( )S zz  w    d
2
yy


33.Find The Mean and autocorrelation function of the Poisson process(May/June 2014)
34.
34.Prove that the random process X(t) and Y(t) defined by X(t) = A Cos wt +B Sin w t and
Y(t) = Cos wt + B Sin wt and Y (t) = B cos wt – AB Sin wt are jointly WSS.
(May/June 2014)
35. A stationary random process has an autocorrelation function given
by . Find the mean value, mean square value and variance of the
process. (MA6451/AP-2015)
 UNIT V

PART – A
1. Define a system. When is it called a linear system? (April/May 2003)(June, 2012)( Nov
/Dec 2013)
A system is a functional relationship between the input xt  and the output
y t  . The functional relationship is written as yt   f xt . If
f a1 X 1 t   a2 X 2 t   a1 f X 1 t   a2 f X 2 t  , then f is called a linear system.
2. Write a note on linear system(Nov./Dec. 2004) (May/June 2007) (April/May
2008)(May/June 2013)
If f a1 X 1 t   a2 X 2 t   a1 f X 1 t   a2 f X 2 t  , then f is called a linear
system.
If Y t  h  f X t  hwhere Y t   f X t  , then f is called a time –
invariant system or X t  and Y t  are said to form a time invariant system.
If the output Y t1  at a given time t  t1 depends only on X t1  and not on
any other past or future values of X t  , then the system f is called a memoryless
system. If the value of the output Y t  at t  t1 depends only on the past values of
the input X t , t  t1 . (ie) Y t1   f X t  ; t  t1  , then the system is called a casual
system.
3. State the properties of linear system.(april, 2010) (Nov./Dec. 2003)
The properties of linear system are
(i) If a system is such that its input X t  and its output Y t  are related by
a convolution integral, then the system is a linear time invariant
system.
(ii) If the input to a time-invariant, stable linear system is a WSS process,
the output will also be a WSS process.
(iii) The power spectral densities of the input and output processes in the
system are connected by the relation SYY    H   2 S XX   , where
H   is the Fourier transform of unit impulse response function ht  .
4. Define system weighting function.(APRIL, 2004)
If the output Y t  of a system is expressed as the convolution of the input X t 

and a function ht  (ie) Y t    hu  X t  u  du, then ht  is called the system


weighting function.
5. What is unit impulse response of a system? Why is it called so?(APRIL, 2004)

If a system is of the form Y t    hu  X t  u  du, then the system weighting


function ht  is also called unit impulse response of the system. It is called so
 because the response (output) Y t  will be ht  , when the input X t  = the unit
impulse function  t  .

6. If the input of a linear system is a Gaussian random process, comment about the
output random process.(April, 2006)
If the input of a linear system is a Gaussian random process, then the output will
also be a Gaussian random process.

7. If the input X t  of the system Y t    hu  X t  u  du is the unit impulse function,


(june, 2006)
prove that Y t   ht  .

Given Y t    hu  X t  u  du


Put X t    t 
Therefore X t  u    t  u 

Y t    hu  t  u  du


  ht  u  u  du [ by the property of convolution ]


 ht  0  ht  .
 u

8. If a system is defined as Y t    
1
T 0
X t  u e T
du , find its unit impulse

function.(june, 2006)
 u

Given Y t    X t  u  e T du
1
T 0
 u
1 T
 e X t  u  du
0
T
 1  Tt
 e , t 0
The unit impulse function ht   T .
0
 , elsewhere

9. If X t  and Y t  in the system Y t    hu  X t  u  du are WSS processes, how are


their autocorrelation functions related?(June, 2007)

RYY    RXY   * h 
RXY    RXX   * h  , where * denotes convolution.
 
10. If the input and output of the system Y t    hu  X t  u  du are WSS processes, how


are their power spectral densities related?(June, 2007)

STT    S XX   H   2 , where H   is the Fourier transform of ht .

11. Define the power transfer function or system function of the

system.(April, 2008)
The power transfer function or system function of the system is the
Fourier transform of the unit impulse function of the system.
12. If the system function of a convolution type of linear system
is given by
1
 for t  c
ht    2c . Find the relation between power spectral density
0 for t  c

functions of the input and output processes.(April, 2011)(April, 2009)
 c
H    F ht    ht  e
1 i t
i t
dt   e dt
 c
2c
c c c

1
 cos  t  i sin  t  dt  1  cos  t dt  i 1  sin  t dt
2c c 2c c 2c  c
c

1
2  cos  t dt  i
1
0 [since the first and second integrand are even
2c 0 2c
and odd functions]
1  sin  t 
sin c   0  sin c 
c
1
   
c   0  c c

sin 2 c
SYY    H   S XX    S XX   .
2

c2  2

13. What is thermal noise? By what type of random processes is

it represented?(April, 2009)
Thermal noise is the noise because of the random motion of free
electrons in conducting media such as a resistor. It is represented by
Gaussian random processes.
14. Why is thermal noise called white noise?(April, 2009)
S NN   is a constant for all values of  (ie) S NN   contains all
frequencies in equal amount. White noise is called so in analogy to white
light which consists of all colour.

15. Define white noise.(April, 2011)(april, 2009)( Nov /Dec 2013)

 Let X t  be a sample function of a WSS noise process, then
X t  , t T is called the white noise if the power density spectrum of
N
X t  , t T  is constant at all frequencies . (ie) S NN    0 where N 0 is a real
2
positive constant.
N
16. If the power spectral density of white noise is 0 , find its
2
autocorrelation function.(April, 2010)

 N0  N0 N0 
F  
   
 e i
d      e  i   d
 2   2 2 
N 0 0  N 0
 e 
2 2
N  N
Therefore RNN    F 1  0   0    .
 2  2
17. If the input to a linear time invariant system is white noise N t , what is power
spectral density function of the output?(pril,2009)
If the input to a linear time invariant system is white noise N t , then the
power spectral density of the output SYY   is given by
N
SYY    S XX   H    0 H   .
2 2

where Y t  is the output process and H   is the power transfer function.

18. Find the average power or the mean square value of the white noise N t ? (April
2008)

Average power = E N 2 t   RNN 0 
 
  S NN   e 0  d   S   d
NN
 

N0
 

2
d  

19. A wide sense stationary noise process N t  has an autocorrelation function

RNN    P e
3 
,      with P as a constant. Find its power density
spectrum.(June, 2007)
  
S NN     RNN   e  i   d  Pe d  P  e cos   i sin   d
3  i 3 
 e
  

 3 
  
P e cos   d  i  e
3 
sin  d 
    
 
P2e cos  d  i 0 [since the first and second integrand are
3 

even and odd functions]



 e  3 
 2Pe  3
cos  d  2 P   3 cos    sin  
  3  
2 2
0 0
 
 2 P 0 
1
 3  0 
6P
.
 9   2
 9   2

20. Define band limited white noise.(April, 2004)( Nov /Dec 2013)
Noise having a non-zero and constant spectral density over a finite frequency
band and zero elsewhere is called band limited white noise.
 N0
 ,   B
If N t  is a band limited white noise, then S NN     2 .
0 , elsewhere

21. State a few properties of band limited white noise.(April, 2010)
Properties of band limited white noise are
 N
(i) E N 2 t   0  B
2
N   sin  B  
(ii) RNN    0 B  
2   B  
 k 
(iii) N t  and N  t   are independent, where k is a non-zero integer.
 B 
22. Find the autocorrelation function of the band-limited whitenoise.(April 2010)
  
1 B N 0 i  1 N0 B
RNN    S NN   e d  cos   i sin   d
1
2  2   B 2 2 2   B
i 
e d 

N  B B
 N 0  B 
 0   cos   d  i  sin   d   2  cos   d  i 0 
4   B B  4   0 
[since the first and second integrand are even and odd functions]



N 0  sin    B
  
N0
sin   B  0  N 0  B sin   B .
2    0 2  2  B

23. Find the average power of the band – limited white noise. (April, 2011)(April, 2010)

Average power  E N 2 t   RNN 0 
N0 B  sin   B 
 lim  
2   0    B 
 N0 B  sin  
 1  sin ce lim  1
2  0  
N 
 0 B.
2
24. Define linear invariant system. ( Nov /Dec 2013)
general system is said to be time invariant system if the input x(t) is time shifted by
an amount „h‟ the corresponding output Y(t) will also be time shifted by the same
amount .
25. Prove that is a linear. (MA6451/AP-2015)
26. State the relation between input and output of a linear time invariant system. (MA6451/AP-
2015)
 PART – B

1. Show that, if X t is a WSS process then the output Y t  is a WSS process.
Also find R XY   ( Nov/Dec 2012) (May /June 2014)
2. For a linear system with random input xt  , the impulse response ht  and
output y t  , obtain the cross correlation function R XY   and the output
autocorrelation function RYY   .(Nov./Dec. 2008)
3. For a linear system with random input X t  , the impulse response ht  and
output Y t  , obtain the power spectrum SYY   and cross power
spectrum S XY   .(Nov./Dec. 2008)
4. A wide sense stationary noise process has an autocorrelation
function where is a constants. Find the power
spectrum.(May/June 2013)
5. Show that SYY    S XX   H   where S XX   and SYY   are the power
2

spectral density functions of the input X t  and the output Y t  and H   is the
system transfer function.(May/June 2003) (April/May 2008)(April,
2012)(May/June 2013)(MA6451/AP-2015)
6. A system has an impulse response function h t   e   t U t , find the power
spectral density of the output Y t  corresponding to the input X t  .(April/May
2003)(May /June 2014)
7. X t  is the input voltage to a circuit and Y t  is the output voltage. X t is a
with  x  0 and R XX    e
 
stationary random process . Find
 y , SYY   and RYY   if the power transfer function

is H   
R
. Y (t )   h( ) X (t   )d (Nov./Dec. 2008) (Nov /Dec
R  i LW 
2013)(May /June 2014)
8. A wide sense stationary random process X t  with autocorrelation function
R XX    A e where A and  are real positive constants is applied to the
 

input of a linearly time invariant system with impulse response

h t   e  b t , t  0 where b is a real positive constant. Find the spectral density of
the output Y t  of the system.(Nov./Dec. 2007)
9. If the input to a time invariant stable, linear system is a wide sense stationary
process, prove that the output will also be a wide sense stationary
process.(May/June 2013)
10. Establish the spectral representation theorem.
11. Show that in an input – output system the energy of a signal is equal to the
energy of the spectrum.(Nov./Dec. 2007) (Nov./Dec. 2008)
12. If X t  is a band limited process such that S XX    0 , when    , prove
that 2 RXX 0  RXX     2  2 RXX 0 .(May/June 2007)
13. If Y t   A cos 0 t     N t  , where A is a constant,  is a random variable
with a uniform distribution in   ,   and N t is a band limited Gaussian
 N0
 , for    0   B
white noise with a power spectral density S NN     2 .
0 , elsewhere
Find the power spectral density of Y t  . Assume that N t  and  are
independent.(May/June 2007)(April, 2010) (Nov /Dec 2013)(May /June 2014)
14. A wide sense stationary random process X t  with
autocorrelation RXX    e
 
where a are real positive constants, is applied to
the input of an linear transmission input system with impulse response
h(t )  ebtu(t ) where b is a real positive constant. Find the autocorrelation of
the output Y(t) of the system. (April, 2010) (MA6451/AP-2015)
15. If X(t) is a band limited process such that S XX    0 , when    ,prove that
2Rxx (0)  Rxx ( )   2 2 Rxx (0). (April, 2010)
16. Assume a random process X(t) is given a input to a system with transfer
function H ()  1 for  0    0 . If the autocorrelation function of the
N0
input process is  (t ) , Find the autocorrelation function of the output
2
process. (April, 2010)
1
17. (i) Consider a system with transfer function . An input signal with
1  j
autocorrelation function m () + m2 is fed as input to the system. Find the mean
and mean-square value of the output.(April, 2010)
(ii) A stationary random process X(t) having the autocorrelation function
RXX     A () is applied to a linear system at time t = 0 where f(  ) represent the
impulse function. The linear system has the impulse response of h(t) = e -btu(t)
where u(t) represent the unit step function. Find RYY(  ). Also find the mean and
variance of Y(t).(April, 2010)
t
1 RC
18. (i) A linear system is described by the impulse response h(t) = e u (t ) .
RC
Assume an input process whose Auto correlation function B () . Find the mean
and Auto correlation function of the output process.(April, 2010)(D/2014)
19. If  N (t ) is a band limited white noise centered at a carrier frequency w0 such
 N0
 ,   0  B
that S NN ()   2 Find the autocorrelation of  N (t ) .(April,
0 , elsewhere
2010)
20. State and prove Wiener Khinchine theorem for the linear system with
random inputs(April, 2012)
21. Prove that the Spectral density of any WSS process is non –negative.(Nov
/Dec 2013)
22. A Given and where
Find the spectral density of the output (MA2451-
AP/2015)
23. a circuit has an impulse response given by Express

interms
24. Check whether the following systems are linear (1) (2)
(D/2014)
25. The power spectral spectal is and its power is P.Find the Power of
the signal