181403 - Probability & Random Process

Department of Electronics and Communication Engineering

Question Bank
SUBJECT CODE : 181403 SUBJECT NAME : PROBABILITY & RANDOM PROCESS
BRANCH / YEAR : ECE / II

UNIT I

(RANDOM VARIABLES)
Part A
1. Define random variable.
2. X and Y are independent random variables with variances 2 and 3. Find the variance of 3X +4Y.
4. The number hardware failures of a computer system in a week of operations as the following pmf:
Number 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.
5. A continuous random variable X has the probability density function given by 1 0 , 3 ) (
2
x x x f . Find
K such that P(X > K)= 0.5
6. A random variable X has the pdf f(x) given by

'

>

0 , 0
0 ,
) (
x
x Cxe
x f
x
. Find the value of C and c.d.f of X.
7. The cumulative distribution function of a random variable X is F(x)= [ ] 0 , ) 1 ( 1 > +

x e x
x
. Find the
probability density function of X.
8. Is the function defined as follows a density function?
9.Let X be a R.V with p.d.f given by

'
< <

otherwise
x x
x f
, 0
1 0 , 2
) (
. Find the pdf of Y =(3X +1).
10.Find the cdf of a RV is given by

'

<

<

x
x
x
x
x F
4 , 1
4 0 ,
16
0 , 0
) (
2
and find P(X>1/X<3).
11.A continuous random variable X that can assume any value between x = 2 and x = 5 has a
density function given by f(x) = K(1 + x). Find P[X<4].

12.The first four moments of a distribution about x = 4 are 1, 4, 10 and 45 respectively. Show
that the mean is 5, variance is 3,
0
3

and . 26
4

13. Define moment generating function.
14.Write down the properties of moment generating function.
3. Let X be a R.V with E[X]=1 and E[X(X-1)]=4 . Find var X and Var(2-3X).
181403 - Probability & Random Process
15.Find the moment generating function for the distribution where

'

otherwise
x
x
x f
, 0
2 ,
3
1
1 ,
3
2
) (
.

16. For a binomial distribution mean is 6 and S.D is
2
. Find the first two terms of the distribution.

17. Comment the following: the mean of a binomial distribution is 3 and variance is 4.
18. Find the moment generating function of binomial distribution.
19.The mean of a binomial distribution is 20 and standard deviation is 4. Find the parameters of the
distribution.
20.If X is a Poisson variate such that P(X=2) = 9P(X=4) +90P(X=6),find the variance.
21. Define Poisson distribution and state any two instances where Poisson distribution may be successfully
employed.
22. The number of monthly breakdown of a computer is a random variable having a Poisson distribution with
mean equal to 1.8. Find the probability that this computer will function for a month .
(i) Without a breakdown
(ii) With only one breakdown
(iii) With at least one breakdown.
23. In which probability distribution , variance and mean are equal.
24. One percent of jobs arriving at a computer system need to wait until weekends for scheduling , owing to
core-size limitations. Find the probability that among a sample of 200 jobs there are no job that have to
wait until weekends.
25. Write the MGF of geometric distribution.
26. If the probability is 0.10 that a certain kind of measuring devic will show excessive drift, what is the
probability that the fifth measuring device tested will be the first show excessive drift? Find its expected
value also.
27. If X is uniformly distributed in
,
_

2
,
2

, find the probability distribution function of y= tan x.
28.Show that for the uniform distribution a x a
a
x f < < ,
2
1
) ( the moment generating function about origin
is
at
at sinh
.
29.Let X be a uniform random variable over [-1,1].Find (a)
)
4
3
( ) )(
3
1
( < X P b X P
.
30.A fast food chain finds that the average time customers have to wait for service is 45 seconds. If the
waiting time can be treated as an exponential random variable, what is the probability that a customer will
have to wait more than 5 minutes given that already he waited for 2 minutes?
31.Define Generalised form of the gamma distribution .
32. Write two characteristic of the normal distribution.
33.If X is a Gaussian random variable with mean zero and variance
2
, find the probability density function
of
X Y
.
34.A random variable X has p.d.f

'

<
>

0 , 0
0 ,
) (
x
x e
x f
x
. Find the density function of
x
1
A.R.Engineering College / Villupuram 2
181403 - Probability & Random Process
35. State Memoryless property of exponential distribution.

Part- B
1.A random variable x has the following probability distribution
x: 0 1 2 3 4 5 6 7
P(x): 0 k 2k 2k 3k k
2
2k
2
7k
2
+k
(i)Find k.
(ii) Evaluate P(X<6),P(X 6 ).
(iii)If P(X C )>1/2, find the maximum value of C.
(iv)Evaluate P(1.5<X<4.5/X>2).
(v)Find P(X<2),P(X>3),P(1<X<5). (8)
2.If X has the distribution function

'

<
<
<
<

10 , 1
10 6 ,
6
5
6 4 ,
2
1
4 1 ,
3
1
1 , 0
) (
x
x
x
x
x
X F
. Find
(i)The probability distribution of X.
(ii)P(2<X<6).
(iii)mean of X.
(iv)variance of X. (8)
3.The probability density function of a random variable X is given by

'

< <

otherwise
x x k
x x
x f
X
, 0
2 1 ), 2 (
1 0 ,
) (
.
(i)Find the value of k.
(ii)Find P(0.2<X<1.2)
181403 - Probability & Random Process
(iii)What is P(0.5<X<1.5/X 1 )
(iv)Find the distribution function of f(x). (8)
4. Find the moment generating function of a random variable X having the probability density function

'

>

otherwise
x e
x f
x
, 0
0 ,
2
1
) (
2

and hence find the mean and variance. (8)
5.

A continuous random variable X has the p.d.f f(x)= K
0 ,
2

x e x
x , Find the r
th
moment
of X about the origin. Hence find mean and variance of X. (8)
6.Find the probability distribution of the total number of heads obtained in four tosses of a balanced coin.
Hence obtain the MGF of X , mean of X and variance of X. (8)
7. Derive mean and variance of binomial distribution. (8)
8.Out of 800 families with 4 children each, how many families would be expected to have (i)2 boys and 2 girls
(ii) atleast 1 boy (iii) atmost 2 girls and (iv) children of both genders. Assume equal probabilities for boys and
girls. (8)
9. Obtain the MGF of Poisson distribution and hence compute the first four moments. (8)
10. Derive MGF of Poisson distribution and hence find mean and variance. (8)
11.The sum of two independent poisson variates is a poisson variate. (8)
12.A manufacturer of television sets knows that of an average 5% of his product is defective. He sales
television in consignment of 100 and guarantees that not more than 4 sets will be defective . What is the
probability that a television set will fail to meet the guaranteed quality? (8)
13. Prove the memory less property of the Geometric distribution. (8)
14.If the probability that an applicant for a drivers licence 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 fewer than 4 trails? (8)
15.X is uniformly distributed with mean 1 and variance 4/3 , find P(X<0). (8)
16.If X is a random variable uniformly distributed in (0 ,1), find the pdf of y= sinx . Also find the mean and
variance of y. (8)
17. Obtain the MGF of exponential distribution and hence compute the first four moments. (8)
18. The daily consumption of milk in excess of 20,000 gallons is approximately exponential with
= 3000.The city has a daily stock of 35,000 gallons. What is the probability that of two days selected at
random, the stock is insufficient for both days. (8)
19. Define Gamma distribution and find the mean and variance of the same. (8)
181403 - Probability & Random Process
20. The daily consumption of milk in a city, in excess of 20,000 L is approximately
distributed as a Gamma variate with the parameters

=2 and
000 , 10
1
.The city
has a daily stock of 30,000 litres. What is the probability that the stock is insufficient
on a particular day? (8)
21. State and explain the properties of Normal ) , (
2
N distribution . (8)
22.X is a normal variate with mean 30 and S.D 5. Find the probabilities that
(i)
5 30 ) ( 45 ) ( 40 25 > X iii X ii X
.(8)
23.The marks obtained by a number of students for a certain subject is assumed to be normally distributed with
mean 65 and S.D of 5. If 3 students are taken at random from this set , what is the probability that exactly two
of them will have marks over 70? (8)
24.If X and Y are independent random variables each following N(0 ,2), find the probability density function
of z =2x +3y. (8)
25. Let X and Y be independent random variables with common p.d.f f
X
(x) = e
-2x
, x>0.
Find the joint pdf of U=X+Y and V=e
x
. (8)
UNIT II
(TWO DIMENSIONAL RANDOM VARIBLES)
Part A
1.The joint pdf of two random variable X and Y is given by x y x x y x x xy f
XY
< < < < ; 2 0 ); (
8
1
) ( and
otherwise find
,
_

x
y
f
X
Y
.
2. If two random variables X and Y have probability density function (PPF)

) 2 (
) , (
y x
ke y x f
+
for x ,y >0,evaluate k.
3.Define joint probability distribution of two random variables X and Y and state its properties.
4.If the point pdf of (X,Y) is given by 0 , 0 ) , (
) (

+
y x e y x f
y x
find E[XY].
5.If X and Y have joint pdf

'
< < < < +

otherwise
y x y x
y x f
, 0
1 0 , 1 0 ,
) , (
, check whether X and Y are ndependent.
6. Find the marginal density functions of X and Y if 1 0 , 1 0 ), 5 2 (
5
2
) , ( + y x y x y x f .
7.If the function
1 , 1 0 , 1 0 ), 1 )( 1 ( ) , ( < < < < < y y x y x c y x f
to be a density function,find the value of c.

181403 - Probability & Random Process
8.Let X and Y be continuous RVs with J.p.d.f

'

< < < < +

otherwise
y x y xy
y x f
, 0
1 0 , 1 0 ,
2
3
2
) , (
2
.Find P(X +Y<1).

9.The regression lines between twqo random variables X and Y is given by 3X +Y =10 and 3X +4Y =12.
Find the co-efficient of correlation between X and Y.
10.If X and Y are random variables such that Y = aX +b where a and b are real constants, show that the
correlation co-efficient r(X,Y) between that has magnitude one.
11.If Y = -2X +3 , find the cov(X,Y).
12.Let (X,Y) be a two dimensional random variable. Define covariance of (X,Y). If X and Y are
independent , what will be the covariance of (X,Y).
13. Prove that Cov(aX+bY)=abCov(X ,Y).
14.Find the angle between the two lines of regression.
15.The regression equations of X on Y and Y on X are respectively 5x y =22 and 64x -45y =24. Find the
means of X and Y.
16.The tamgent of the angle between the lines of regression Y on X and X on Y is 0.6 and
y x

2
1
. Find the
correlation coefficient.
17. Distinguish between correlation and regression.
18.State the central limit theorem for independenc and identically distributed random variables.
19.Write the applications of central limit theorem.

Part- B
1. The joint probability of mass function of (X,Y) is given by P(x,y) = k(2x+3y),x = 0,1,2 ;
Y = 1,2,3. Find all the marginal and conditional probability distributions.Also find the
probability distribution of (X +Y) and P(X +Y>3). (8)
2.The two dimensional random variable (X,Y) has the joint density function
2 , 1 , 0 ; 2 , 1 , 0 ,
27
2
) , (
+
y x
y x
y x f .Find the conditional distribution of Y given X = x . Also find the
conditional distribution of X given Y =1. (8)
3. The joint probability mass function (PMF) of X and Y is
Y 0 1 2
0 0.1 0.04 0.02
1 0.08 0.20 0.06
181403 - Probability & Random Process
2 0.06 0.14 0.30
Compute the marginal PMF of X and of Y
) 1 , 1 ( Y X P
, and check if X and Y are independent. (8)
4. If the joint probability density function of a two dimensional random variable (X,Y) is given by

'

< < < < +

elsewhere
y x
xy
x
y x f
, 0
2 0 , 1 0 ,
3
) , (
2
. Find
(i) P(X>1/2)
(ii) P(Y>k) and
(iii) P(Y<1/2/ X<1/2).
(iv)P(Y<1)
(v) Find the conditional density functions . (8)
5. Suppose the joint probability density function is given by

'

otherwise
y x y x
y x f
, 0
1 0 , 1 0 ), (
5
6
) , (
2
.
Obtain
the marginal PDF of X and that of Y.Hence or otherwise find )
4
3
4
1
( Y P
.
(8)
6.X and Y are two random variables having joint density function

'

< < < <

otherwise
y x y x
y x f
, 0
4 2 , 2 0 ), 6 (
8
1
) , (
.
Find (i) ( ) 3 1 < < Y X P (or)P(X<1,Y<3) (ii)P(X+Y<3) (iii)P(X<1/Y<3). (8)
7. Two dimensional random variable (X,Y) has the joint PDF
f(x,y) =2,0<y<x<1; 0 otherwise. Find
(i) marginal and conditional distributions
(ii) joint distribution function F(x,y)
(iii) Check whether X and Y are independent.
(iv) P(X<1/2/Y<1/4) . (8)
8. Two dimensional random variable (X,Y) has the joint PDF f(x,y) = 8xy,0<x<y<1; 0 otherwise. Find
(i) marginal and conditional distributions
(ii) Check whether X and Y are independent . (8)
9. Given f
xy
(x, y) xy = cx(x-y), 0<x<2, -x<y<x
= 0, otherwise
(1) Evaluate C
181403 - Probability & Random Process
(2) Find fx(x)
(3) f
y/x
(y/x) and
(4) fy(y) . (8)
10. Two random variables X and Y have the joint density f(x,y) = 2-x-y ; 0<x<1, 0<y<1
= 0, otherwise.
Show that Cov(X,Y) =
.
144
1

(8)
11. Calculate the correlation coefficient for the following heights (in inches) of fathers X
and their sons Y.
X: 65 66 67 67 68 69 70 72
Y: 67 68 65 68 72 72 69 71 (8)
12.Two independent random variables X and Y are defined by

'

otherwise
x ax
x f
, 0
1 0 , 4
) (

'

otherwise
y by
y f
, 0
1 0 , 4
) (
.
Show that U =X + Y and V =X Y are uncorrelated. (8)
13.The regression equation of X on Y is 3y -5x +108 =0. If the mean value of Y is 44
and the variance of X is
th
16
9
of the variance of Y. Find the mean value of X and the
correlation co-efficient. (8)
14. If the equations of the two lines of regression of y on x and x on y are respectively
7x-16y+9=0; 5y-4x-3=0, calculate the coefficient of correlation. (8)
15. From the following data, find
(i) The two regression equations
(ii) The coefficient of correlation between the marks in mathematics and statistics
(iii). The most likely marks in statistics when marks in mathematics are 30.

Marks in Mathematics: 25 28 35 32 31 36 29 38 34 32
Marks in Statistics: 43 46 49 41 36 32 31 30 33 39 (8)
16. Let (X,Y) be a two-dimensional non-negative continuous random variable having
181403 - Probability & Random Process
the joint density f(x,y) =

'

+
elsewhere
y x xye
y x
, 0
0 , 0 , 4
) (
2 2
.Find the density function of
2 2
y x U + .(8)
17.If X and Y each follow an exponential distribution with parameter 1 and are independent , find the pdf of
U =X Y. (8)
18.The lifetime of a certain brand of an electric bulb may be considered as a RV with mean 1200h and
standard deviation 250h. Find the probability , using central limit theorem, that the average lifetime of 60 bulbs
exceeds 1250h. (8)
19. A random sample of size 100 is taken from a population whose mean is 60and variance is 400. Using
Central limit theorem , with what probability can we assert that the mean of the sample will not differ from
= 60 by more than 4? (8)
20. A distribution with unknown mean has variance equal to 1.5. Use central limit theorem to find how large
a sample should be taken from the distribution in order that the probability will be atleast 0.95 that the
sample mean will be within 0.5 of the population mean. (8)

UNIT III

(CLASSIFICATION OF RANDOM PROCESSES)
Part A
1.State the four types of a stochastic processes.
2.Define a stationary process (or)strictly stationary process (or)strict sense stationary process.
3.Prove that a first order stationary has a constant mean.
4.Consider the random process
( ) + t t X
0
cos ) (
, where is uniformly distributed in the interval

to

.
Check whether X(t) is stationary or not?
5.When is a random process said to be ergodic.

6.Consider the Markov chain with tpm:

,
_

1 0 0 0
3 . 0 1 . 0 4 . 0 2 . 0
0 0 7 . 0 3 . 0
0 0 6 . 0 4 . 0
is it irreducible? If not find the class. Find the
nature of the states.
7.Define Markov chain and one-step transition probability.
8. State Chapman- Kolmogorow theorem.
9.What is a Markov process?
10.If the transition probability matrix of a Markov chain is
1
1
]
1

2
1
2
1
1 0
, find the limiting distribution of the
chain.
11.State any two properties of a Poisson process.
12. Prove that the difference of two independent poisson processes is not a poisson process.
181403 - Probability & Random Process
13. If patients arrive at a clinic according to poisson process with mean rate of 2 per minute. Find the
probability that during a 1-minute interval , no patients arrives.
14.The probability that a person is suffering from cancer is 0.001. Find the probability that out of 4000 persons
(a) Exactly 4 suffer because of cancer, (b) more than 3 persons will suffer from the disease.
15.Define Sine-Wave Process.
Part- B
1. Give a random variable y with characteristic function

(w) and a random process x(t) =cos( t +y). show

that {x( t)}is stationary in the wide sense if

(1) =0 and

(2) =0. (8)

2.Show that the random process x(t )=Acos(wt + )is a wide sense stationary process if A and w are constants
and

is a uniformly distributed random variable in (0,2 ). (6)
3.A random process X(t) defined by X(t) = Acost +Bsint ,

< < t
, where A and B are independent
random variables each of which takes the value -2 with probability 1/3 and a value 1 with probability 2/3.
Show that X(t) is a WSS.
(8)
4.The probability distribution of the process {x(t)}is given by

'

+

+

0 ,
1
......... 3 , 2 , 1 ,
) 1 (
) (
) ) ( (
1
1
n
at
at
n
at
at
n t X P
n
n
. Show
that it is not stationary.
(10)
5. If x(t) = y coswt + z sinwt, where y and z are two independent normal RVS with
E(y) = E(z) = 0, E(y
2
) = E(z
2
) =
2
and w is a constant, prove that {x( t)}is a SSS process of order 2. (8)
6.Show that the random process X(t)=Asin(wt+ ) is WSS, A and w are constant and is uniformly
distributed in
) 2 , 0 (
. (8)
7.Show that the random process x(t)=cos(t+

)where

is uniformly distributed in (0,2

) with probability
density function

2 0 ,
2
1
) ( < < x x f is
(i). First order stationary.
(ii). Stationary is wide sense. (8)
(iii). Ergodic.
8. Distinguish between stationary and weakly stationary stochastic processes. Given an example to each
type. Show that poisson process is an evolutionary process. (8)
181403 - Probability & Random Process
9.The random binary transmission process {X(t)} is a WSS process with zero mean and autocorrelation
function
T
R

1 ) (
,
where T is a constant. Find the mean and variance of the time average of {X(t)} over
(0, T). Is {X(t)} mean Ergodic?. (8)
10.Prove that the random processes x(t) and Y(t) defined by X(t) = A cos
0

t + B sin
0

t ,
Y(t) = B cos
0

t A sin
0

t are jointly wide sense stationary, if A and B are uncorrelated zero mean
random variables with the same variance. (8)
11.The transition probability matrix of a Markov chain
{ }
n
X
three states 1, 2 and 3 is
1
1
1
]
1

3 . 0 4 . 0 3 . 0
2 . 0 2 . 0 6 . 0
4 . 0 5 . 0 1 . 0
P
and
the initial distribution isP
(0)
=(0.7,0.2,0.1). Find
(i). P{X2=3} and
(ii). P{X3=2, X2=3, X1=3, X0=2} . (8)
12.Three boys A,B, and C are throwing a ball to each other. A always throws 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 to B
as to A. Find the transition matrix and classify the states. (8)
13.The man either drives a car or catches a train to go to the office each day. He never goes two 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.
(ii)The probability that he drives to work in the long run. (8)
14.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
(i)Exactly 4customers arrive and (ii) more than 4 customers arrive. (8)
15. Derive the distributions of poisson process and find its mean and variance. (8)
16.The inter arrival time of a poisson process with parameter has an exponential distribution with ean

1
(8)
17. If {X(t)} is a Gaussian process with (t) = 10 and C(t1,t2) = 16 2 1
t t
e


find

the probability that
(i) X(10) 8 and (ii) |X(10) X(6)| 4. (8)
18. Write a critical note on sine wave process and its applications. (8)
181403 - Probability & Random Process
UNIT IV

(CORRELATION AND SPECTRAL DENSITIES)
Part A
1.Define autocorrelation function and prove that for a WSS process {X(t)}, ) ( ) (
XX XX
R R .
2.Stat any two properties of an auto correlation function.
3. ) (
XX
R is an even function of

.
Ie., ) ( ) (
XX XX
R R .
4. The power spectral density of a random process {X(t)} is given by

'
<

elsewhere
S
XX
, 0
1 ,
) (

.Find its
autocorrelation function.
5. Find the variance of the stationary process {X(t)} whose ACF is given by
2
6 1
9
16 ) (

+
+ R .
6. If the autocorrelation function of a stationary process is
2
3 1
4
36 ) (

+
+
XX
R , find the mean and variance
of the process.
7. Define Cross-correlation function and state any two of the properties.
8. What is meant by spectral analysis?
9. The power spectral density of a WSS process is given by

'

>

a w
a w w a
a
b
w S
; 0
); (
) (
. Find the
auto- correlation function of the process .
10. State any two uses of spectral density.
11. Given the power spectral density
2
4
1
) (

XX
S , find the average power of the process.
12. Give an example of Cross spectral density.
13. Explain cross power spectrum.
14. Determine the cross-correlation function corresponding to the cross-power density spectrum
2
) (
8
) (
jw
S
XY
+

.
15.Check whether the following are valid autocorrelation function. (a)
2
4 1
1
) ( sin 2

+
b
16.Write Wiener Khintchine theorem.
17. If

1
) (

e R is the autocorrelation function of a random process X(t), obtain the spectral density of X(t).


Part- B
1. Given that the autocorrelation function for a stationary ergodic process with no periodic components is
2
6 1
4
25 ) (

+
+ R
.
Find the mean and varianc of the process {X(t)} . (8)
181403 - Probability & Random Process
2. Derive the mean, autocorrelation and autocovariance of poisson process. (8)
3.The auto correlation function for a stationary process {X(t)} is given by

+ e R
XX
2 9 ) ( .Find the mean of
the random variable

2
0
) ( dt t X Y
and variance Of X(t). (8)
4. Consider two random processes X(t) =
) cos( 3 + t
and Y(t) =
)
2
cos( 2

+ t
, where is a random
variable uniformly distributed in (0,2

).Prove that ) ( ) 0 ( ) 0 (
XY YY XX
R R R . (8)
5. If X(t) is a WSS process and if Y(t) = X(t+a) - X(t-a), Prove that
R
YY
(

) =2R
xx
(

) R
xx
(

+2a) R
xx
(

-2a). (8)
6.Find the auto correlation function of the periodic time function {X(t)} = t A sin . (8)
7.Given a stationary random process
) 100 cos( 10 ) ( + t t X
,Where
) , (

followed uniform distribution
Find the auto correlation function of the process. (8)
8. {X(t)} and {Y(t)} are zero mean and stochastically independent random process having auto correlation
functions

e R
XX
) (
and
2 cos ) (
YY
R

respectively. Find (i)The auto correlation function of
W(t)= X(t)+ Y(t) and Z(t) =X(t)-Y(t).(ii)The cross correlation function of W(t) and Z(t). (8)
9.The power spectrum of a WSS process X = {x(t)} is given by
2 2
) 1 (
1
) (
w
w S
+

.Find
the auto correlation function and average power of the process. (8)
10. The Power spectral density of a zero mean wide stationary process X(t) is given by

'
<

otherwise
w w k
w S
, 0
,
) (
0
,
where k is a constant. Show that X(t) and X(t +
100

) are uncorrelated . (8)

11.Calculate the power spectral density of a stationary random process whose auto
correlation is

a
XX
e R

) ( . (8)
12.Given the power spectral density of a continuous process as
4 5
9
) (
2 4
2
+ +
+

w w
w
w S
XX
.
Find the mean square value of the process.
(8)
13. If the cross correlation of two processes {X(t)} and {Y(t)} is

2
) , (
AB
t t R
XY
+
[ sin (w
o
) + cos (w
o
(2t +

) ] ,where A ,B are wo are constants. Find

the cross power spectrum. (8)
181403 - Probability & Random Process
14.The cross power specrum of real random process X(t) and Y(t) is given by

'
< +

otherwise
w jbw a
w S
XY
, 0
1 ,
) (
.
Find the cross correlation function.
(8)
15.The auto correlation function of the random binary transmission X(t) is given by

'

>
<

T
T
T
R

, 0
, 1
) (
.
Find the power spectrum of the process X(t). (8)
16.The auto correlation function of the poisson increment process is given by

'

>

,
_

,
, 1
) (
2
2
R
.Prove that its spectral density is given by
2 2
2
2
2
sin 4
) ( 2 ) (
w
w
w w S

,
_

+
.
(8)
17.The power spectral density of a WSS process is given by

'

>

a w
a w w a
a
b
w S
, 0
), (
) (
.
Find auto-correlation function of the process . (8)
18.State and prove weiner-khintchine theorem. (8)
19. The Autocorrelation of a random telegraph signal process is given by

2 2
) (

e A R Determine the power spectral density random telegraph signal. (8)
UNIT V
(LINEAR SYSTEMS WITH RANDOM INPUTS)
Part A
1.describe a linear system.
2.Define a system. When is it called linear system?
3.State the properties of a linear filter.
4.Describe a linear system with an random input.
5. Give an example for a linear system.
6. Define Time invariance.
7. State Causality.
8. State stable.
9. Define White Noise (or) Gaussian Noise.
181403 - Probability & Random Process
10.Define Thermal Noise.
11.Define Band-Limited White Noise.
12.Define Filters.
13.Find the auto correlation function of Gaussian white Noise.
14. State auto correlation function of Gaussian white noise.
15.Find the system transfer function , if a linear time invariant system has an impulse function

'

c t
c t
c
t h
, 0
,
2
1
) (
.
16.A white signal with PSD
2

is applied to an RC LPF. Find the auto correlation of the O/P signal of the
filter.
Part- B
1.Consider the white Gaussian Noise of zero mean and power spectral density
2
0
N
applied to a low pass
c
R
filter where transfer function is
ifRc
f H
2 1
1
) (
+

. Find the output spectral density and auto

correlationfunction of the output process. (8)
2.Show that Syy(w) = ) ( ) (
2
W S W H
xx
, where Sxx(w) and Syy(w) are the power spectral density functions of
the input X(t) and the output Y(t) and H(w) is the system transfer function. (8)
3.If the input X(t) and its output Y(t) are related by Y (t) =

du u t x u h ) ( ) ( ,then prove
that the system is a linear time invariant system. (8)
4.If the input to a time-invariant, stable linear system is a WSS process, then prove that
the output will also be WSS process . (8)
5.If X(t) is the input voltage to a circuit and Y(t) is the output voltage,{X(t)} is a stationary random process
with
0
x

and R
xx
(

) =
2
e .Find
y

, S
xx
(w) and S
yy
(w) if the system function is given by
H (w) =
i W 2
1
+
.(8)
6.If the input X(t) and the output Y(t) are connected by the differential equation ) ( ) (
) (
t x t y
dt
t dy
T + .Prove
that they can be related by means of a convolution type integral. Assume that x(t) and y(t) are zero for t 0(8)
181403 - Probability & Random Process
7.A Circuit has an impulse response given by h(t) =

'

T t
T
elsewhere
0 ,
1
, 0
.Evaluate Syy (w) in
terms of Sxx (w). (8)
8.X(t) is the input voltage and Y(t) is the output voltage also {X(t)} is a stationary process with x = 0 and
R
xx
(

) =

e
. Find
y

, S
yy
(w), R
yy
(

), if the power transfer function is

iLW R
R
W H
+
) ( .(8)
9.Assume a random process X(t) is given as input to a system with transfer function
H(W)=1 for
0 0
< <
.If the autocorrelation function of the input process is ) (
2
0
t
N
, find the
autocorrelation function of the output process. (8)
10.Consider a system with transfer function
iw + 1
1
.An input signal with autocorrelation function
2
) ( m t m +
is fed as input to the system. Find the mean and mean square value of the output. (8)
11.A linear system is described by the impulse response
( )
Rc
t
e
Rc
t h

1
) ( .Assume an input signal whose
autocorrelation function is
) ( B
.Find the autocorrelation, mean and power of the output. (8)
12.If {N(t)} is a band limited white noise centered at a carrier frequency
0

such that

'

<

elsewhere
N
S
B
NN
, 0
,
2
) (
0
0

. Find the autocorrelation of {N(t)}.

(8)
13.For a linear system with random input x(t), the impulse response h(t) and output y(t), obtain the cross
correlation function
) (
yx
R
and the output autocorrelation function
) (
yy
R
.(8)
14.A random process X(t) having the autocorrelation function

pe R
xx
) ( , where p and

are real
positive constants, is applied to the input of the system with impulse response

'

<
>

0 , 0
0 ,
) (
t
t e
t h
t

, where is
a real positive
constant. Find the autocorrelation function of the networks response y(t).
(8)
15. If
) ( ) cos( ) (
0
t N t A t Y + +
,where A is a constant,

is a random variable with a uniform distribution
in
) , (

and {N(t)} is a band limited Gaussian white noise with a power spectral density
181403 - Probability & Random Process

'

<

elsewhere
N
S
B
NN
, 0
,
2
) (
0
0

.
Find the power spectrum density of {Y(t)} . Assume that N(t) and

are
independent . (8)
16. If {X(t)} is a band limited process such that
> , 0 ) (
xx
S
prove that
[ ] ) 0 ( ) ( ) 0 ( 2
2 2
XX XX XX
R R R
.
(8)
17.Find out the output power density spectrum and output autocorrelation function for a system with
h(t) = 0 ,

t e
t
for an input with power density spectrum < < f ,
2
0

.
(8)
18. A WSS process {X(t)} with

Ae R ) ( , where A and

are real positive constants is applied to the

input of a linear time invariant system with h(t) =
bt
e

U(t), where b is a real positive constant. Find the power

spectral density of the output of the system. (8)
19.Define white noise. Find the Autocorrelation function of the white noise . (8)
.