DR.

BABASAHEB AMBEDKAR TECHNOLOGICAL UNIVERSITY

LONERE – RAIGAD - 402 103
Semester Examination – December - 2017
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Branch: M. Tech. Semester: I

Subject with Subject Code: Signal Theory (MTCEC101 / MTETC101/ MTDCC101)\

Date: 12/12/2017 Time: 3 Hrs. Marks: 60

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Instructions to the Students
1. Each question carries 12 marks. If question carries two bits, each bit carries 6 marks.
2. Attempt any five questions of the following.
3. Illustrate your answers with neat sketches, diagram etc., wherever necessary.
4. If some part or parameter is noticed to be missing, you may appropriately assume it
and should mention it clearly
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Que. 1 a) State the axioms of probability. Give the definition of joint and conditional
probabilities with examples.

b) State properties of distribution and density function of one random variable.

Que.2. a) Let X be a Binomial distributed RV with parameters n and k. Find the moment
generating function  X (t ) .

b) 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

Find
(i) the value of K

(ii) evaluate P ( X  2) and P ( 2  X  2)

(iii) find the cdf of X

Que.3 a) Find distribution function FY ( y ) and density function f Y ( y) if Y  4 X  3, where X
and Y are the random variables and f X ( x)  2 e  x U ( x)

b) If X is a RV with fX(x)=0, when x < 0, and with E{X}=μ, then show that for any α>0,

P{X ≥ α} ≤ E{X} /α.

Que. 4 Show that addition of two independent random variables corresponds to convolution of
their density function. Find the density function of their sum Z=X+Y. If X and Y are
independent random variables having density functions as follows:

( )=2 ≥ 0
= 0, ℎ

( )=3 ≥ 0
= 0, ℎ

Que.5 a) Suppose that X (t ) is a process with  (t )  5 and autocorrelation

0.3 t1 t 2
R(t1 , t 2 )  9  8 e . Determine mean, Variance of Random Variables X(3)
and X(7).

b) If X (n) is a WSS process and if Y (n)   h( k ) X ( n  k )
k   
then prove the following

2
S yy ( w)  S xx ( w) H ( w)

Que.6 a) What is random walk? Explain different types of Random walk in details.

b) Explain Brownian motion is a normal distribution function N ~ (0, ti+1 –ti ).