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2. (a) Define and explain the following density functions
i. Binomial
ii. Exponential
iii. Uniform
iv. Rayleigh.
(b) What is density function of a random variable x, if x is guassian. [12+4]
4. The joint space for two random variables X and Y and corresponding probabilities
are shown in table
X,Y 1,1 2,2 3,3 4,4
P 0.2 0.3 0.35 0.15
Find and Plot
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random variables Xi , i=1,2.............. N. If Xi are identically distributed then
find density of Y, fy (y).
(b) Consider random variables Y1 and Y2 related to arbitrary random variables X
and Y by the coordinate rotation. Y1 =X Cos θ + Y Sin θ Y2 = -X Sin θ + Y
Cos θ
i. Find the covariance of Y1 and Y2 , CY1Y2
ii. For what value of θ, the random variables Y1 and Y2 uncorrelated. [8+8]
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functions of X(t). Discuss the stationary of X(t).
network for which h(t) = u(t)t2 exp(−7t). The network response is denoted by Y(t)
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2. (a) What are the conditions for the function to be a random variable? Discuss
(b) What do you mean by continuous and discrete random variable?
(c) Demonstrate with an examle that the probability of occurrence of any discrete
value of a continuous random variable is zero. [4+6+6]
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(b) State properties of moment generating function.
(c) Find the moment generating function about origin of the Poisson distribution.
[3+4+9]
5. (a) let Xi , i = 1,2,3,4 be four zero mean Gaussian random variables. Use the joint
characteristic function to show that E {X1 X2 X3 X4 } = E[X1 X2 ] E[X3 X4 ]
+ E[X1 X3 ]E[X2 X4 ] + E[X2 X3 ] E[X1 X4 ]
(b) Show that two random variables X1 and X2 with joint pdf.
fX1X2 (X1 , X2 ) = 1/16 |X1 | < 4, 2 < X2 < 4 are independent and orthogonal.[8+8]
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δXX (ω) =
π, |ω| <|
0, elsewhere
Find its Auto correlation function.
Figure 6
7. (a) The PSD of random process is given by
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1. (a) Define an event and when do we say the events are mutually exclusive. Explain
with an example.
(b) When two dice are thrown determine the probabilities from axiom 3 for the
following three events.
i. A = {sum = 7}
ii. B = {8 ≺ sum ≤ 11}
iii. C = {10 ≺ sum} and determine
iv. P(B ∩ C)
v. P(B ∩ C) [8+8]
3. (a) Find the nth moment of uniform random variable and hence its mean.
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(b) Find the density function a random variable X whose characteristic function
is ΦX (ω) = 12 e−|ω| −∞ ≤ ω ≤ ∞ . [8+8]
4. The joint space for two random variables X and Y and corresponding probabilities
are shown in table
Find and Plot
5. (a) For two zero mean Gaussian random variables X and Y show that their joint
characteristic function is
φXY(ω1 ,ω2 ) = exp{−1/2[σX2 ω12 +2ρσX σY ω1 ω2 +σY2 ω22 ]}.
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6. A Random process is defined by X(t)= X0 +Vt where X0 and V are statistically
independent random variables uniformly distributed on intervals . [X01 ,X02 ] and
[V1 ,V2 ]. Respectively. Find
(a) mean
(b) the auto correlation
(c) the auto covariance functions of X(t).
(d) is X(t) stationary in any sense if so state the type. [16]
dx(t)
7. (a) If the PSD of X(t) is Sxx(ω). Find the PSD of dt
(b) Prove that Sxx (ω) = Sxx (-ω )
(c) If R (τ ) = ae−b |τ |. Find the spectral density function, where a and b are
constants. [5+5+6]
8. (a) For the network shown in figure 8 find the transfer function of the system.[8]
(b) Define the following systems
i. LTI system
ii. Causal system
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iii. stable system
iv. Noise Bandwidth. [4×2=8]
Figure 8
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1. (a) show that two elements cannot be both mutually exclusive and statistically
independent. What is the condition for two events to be independent?
(b) One card is selected from an ordinary 52-card deck with an event A as“select
a king”, B as “select a jack or queen” and c as “select a heart”. Determine
whether A,B and C are independent by pairs.
(c) What is the probability of drawing 3 white and 4 green balls from a bag that
contains 5 white and 6 green balls, if 7 balls are drawn simultaneously at
random? [6+6+4]
3. (a) State and prove properties of moment generating function of a random variable
X
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(b) The characteristic function for a random variable X is given by ΦX (ω) =
1
(1−j2ω)N/2
. Find mean and second moment of X. [8+8]
4. The joint space for two random variables X and Y and corresponding probabilities
are shown in table
Find and Plot
5. Two random variables X and Y have means X̄ = 1andȲ = 2, variances σx2 = 4 and σY2 = 1
and a correlation coefficient ρXY = 0.4 New random variables W and V are defined
by V=-X+2Y & W = X+3Y. Find
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its time derivative by Ẋ(t).
h• i
(a) Show that E × (t) = 0.
(b) Find R××˙ (τ ) in terms of R×× (τ )sss [8+8]
dx(t)
7. (a) If the PSD of X(t) is Sxx(ω). Find the PSD of dt
(b) Prove that Sxx (ω) = Sxx (-ω )
(c) If R (τ ) = ae−b |τ |. Find the spectral density function, where a and b are
constants. [5+5+6]
3
8. A random noise X(t) having power spectrum SXX (ω) = 49+ω 2 is applied to a to a
2
network for which h(t) = u(t)t exp(−7t). The network response is denoted by Y(t)
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