Q1.

A continuous random variable has density:

f(x) = c * e^(–2x), x ≥ 0.
(a) Calculate the value of c so that f(x) is a valid probability density.
(b) Find the corresponding cumulative distribution function.

Q2.
Let a continuous random variable X have the probability density
function: f(x) = 5x⁴, for 0 < x < 1; f(x) = 0 otherwise.
(a) Find the cumulative distribution function (CDF) of X.
(b) Compute P(0.2 < X < 0.6) using the CDF.

Q3.
Let the PDF of a random variable X be:
f(x) = 2x, for 0 ≤ x ≤ 1
f(x) = 0, otherwise

(a) Verify that f(x) is a valid probability density function.

(b) Find the cumulative distribution function (CDF) F(x).
(c) Compute the probability P(0.25 < X < 0.75).

Q4.
Let X be a continuous random variable with PDF:
f(x) = 2x, for 0 < x < 1; 0 elsewhere.
Define a new variable Y = X².
(a) Find the CDF of Y.
(b) Differentiate the CDF to find the PDF of Y.

Q5.
Let the probability density function be:
f(x) = k * (x + 1), for 0 ≤ x ≤ 1;
f(x) = 0, otherwise

(a) Find the constant k such that f(x) is a valid PDF.

(b) Hence, determine the CDF F(x) of the random variable X.

Q6.
Let X be a continuous random variable.
(a) What is meant by a probability density function (PDF)?
(b) What conditions must a function satisfy to be a valid PDF?
(c) How can you obtain the probability that X lies between two values a and b using the PDF?

Q7.
Let X be a continuous random variable.
(a) Why is the probability P(X = x) = 0 for any specific value of x?
(b) How does this differ from a discrete random variable?
(c) How is this fact reflected in the graph of a PDF?

Q8.
Consider a continuous random variable X.
(a) State the relationship between the PDF and CDF of X.
(b) Sketch a typical shape of a CDF and label key features.
(c) Explain why the CDF is always non-decreasing.

Q9.
Let f(x) be the PDF of a continuous random variable X.
(a) State and explain two essential properties that f(x) must satisfy.
(b) Explain how to find the probability that X lies within a specific
interval. (c) Can f(x) ever be greater than 1? Justify your answer.

Q10.
Let X be a continuous random variable with PDF f(x).
(a) Can f(x) take values greater than 1? If yes, does it violate any probability rule? (b) What
are the units or dimensions of f(x), and how do they differ from the CDF? (c) How would
the PDF appear for a highly concentrated distribution over a narrow interval?

Q11.
Let random variables X and Y have the following parameters:
E(X) = 4, E(Y) = 3, Var(X) = 5, Var(Y) = 7, Cov(X, Y) = 2.
(a) Find the mean and variance of the random variable W = 2X – 3Y.
(b) Calculate the variance of X + Y.
(c) If U = 4X + Y, find E(U) and Var(U).

Q12.
Random variables X and Y are independent with:
E(X) = 3, E(Y) = 5, Var(X) = 4, Var(Y) = 9.
(a) Find the mean and variance of Z = 4X – 3Y.
(b) Calculate the variance of X + Y.
(c) If W = 2X + 5Y, find E(W) and Var(W).

Q13.
Random variables X and Y are independent with:
E(X) = 2, E(Y) = 4, Var(X) = 5, Var(Y) = 7.
(a) Find the expected value and variance of Z = 6X + Y.
(b) Calculate Var(2X – 3Y).
(c) For U = –X + 4Y, find E(U) and Var(U).

Q14.
Let X and Y be two random variables.
(a) Define the expected value (mean) of a random variable. What does it
represent? (b) Derive the linearity property: E(aX + bY) = aE(X) + bE(Y)
(c) Interpret the meaning of E(X) = E(Y). Does it imply that X and Y are equal in distribution?

Q15.
Let X be a random variable and a, b be constants.
(a) Define the variance of a random variable. What does it measure?
(b) Show that Var(aX + b) = a²Var(X)
(c) What does it imply when Var(X) = 0? Give a real-life interpretation.
Q16.
Let X be a random variable.
(a) Define the expected value (mean) of X.
(b) Show that E(aX + b) = a E(X) + b for constants a and b.
(c) If E(X) = 0, does it mean X is always zero? Explain.

Q17.
Let the joint PDF of X and Y be given by:
f(x, y) = c(x + y), for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1; zero elsewhere.
(a) Find the value of the constant c so that f(x, y) is a valid joint PDF.
(b) Determine the marginal PDFs of X and Y.
(c) Are X and Y independent? Justify.

Q18.
Let the joint PDF of X and Y be:
f(x, y) = e^(-x), for 0 ≤ y ≤ x and x ≥ 0; zero elsewhere.
(a) Verify that this is a valid joint PDF.
(b) Find the marginal PDF of Y.
(c) Calculate the expected value of Y.

Q19.
Let the joint probability density function of continuous random variables X and Y
be: f(x, y) = 6(1 − y), for 0 < x < y < 1
f(x, y) = 0, otherwise

Answer the following:

(a) Determine the marginal PDFs of X and Y.

(b) Calculate E[X], E[Y], and E[XY], and hence find Cov(X, Y).
(c) Compute the correlation coefficient ρ(X, Y), and discuss the nature of the correlation. Are X and
Y independent?

Q20.
Let the joint probability density function of two continuous random variables X and Y
be: f(x, y) = k(x + y), for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1.
(a) Determine the value of the constant k.
(b) Find the marginal PDFs of X and Y.
(c) Are X and Y independent? Explain your reasoning.

Q21.
Let X and Y be continuous random variables with joint probability density
function: f(x, y) = 6(1 – y), for 0 < x < y < 1
f(x, y) = 0, otherwise

(a) Find the marginal density functions of X and Y.

(b) Determine the conditional expectation E[X | Y = y], then use it to find
E[X]. (c) Compute E[XY], E[X], and E[Y], and hence find Cov(X, Y).
(d) Are X and Y independent? Justify your answer.
Q22.
Let the joint probability density function of two continuous random variables X and Y
be: f(x, y) = 3x, for 0 ≤ x ≤ 1 and 0 ≤ y ≤ x.
(a) Find the conditional PDF of Y given X = x.
(b) Calculate E[Y | X = 0.5].
(c) Discuss whether the conditional distribution of Y depends on X.

Q23.
Let X and Y be independent random variables uniformly distributed over (0, 1). Define Z = max(X,
Y). (a) Find the cumulative distribution function (CDF) of Z.
(b) Differentiate the CDF to find the PDF of Z.
(c) Compute the expected value E[Z].

Q24.
Let X and Y be independent random variables, each following an exponential distribution with mean
1. Define the random variable T = X / (X + Y).
(a) Derive the cumulative distribution function (CDF) of T.
(b) Find the PDF of T.
(c) What is the expected value of T?

Q25.
Let X and Y be independent random variables uniformly distributed over (0, 1). Define Z = X +
Y. (a) Find the cumulative distribution function (CDF) of Z.
(b) Derive the probability density function (PDF) of Z.
(c) Compute the expected value E[Z].

Q26.
Let X ~ U(0, 2) and Y ~ Exp(λ = 1), where X and Y are independent.
Define W = X if Y < 1; otherwise, W = 2.
(a) Compute the probability that W = 2.
(b) Determine the conditional density of W given W ≠ 2.
(c) Find E[W].

Q27.
Let X and Y be independent random variables where X ~ U(0, 1) and Y ~ Exp(λ =
4). Define a new random variable R = 1 - X, only when Y > 0.1; otherwise R = 0.
(a) Find the probability that R = 0.
(b) Derive the conditional PDF of R given R ≠ 0.
(c) Compute E[R].

Q28.
Let X and Y be independent random variables.
X follows a uniform distribution on the interval (0, 4), and Y is exponentially distributed with λ =
0.5. Define Z as follows:
Z = X, if Y > 3; otherwise Z = 0

(a) Find P(Z = 0).

(b) Find the conditional PDF of Z given Z ≠ 0.
(c) Find E[Z].

Q29.
Let X be a continuous random variable with the PDF:
fX(x) = 3x², for 0 < x < 1
fX(x) = 0, otherwise
Define Y = √X

(a) Find the PDF of Y

(b) Compute E[Y]
(c) Compute Var(Y), the variance of Y

Q30.
Let X ~ Uniform(0, 1) and define Y = −log(1 − X).
(a) Identify the distribution of Y.
(b) Derive the PDF of Y directly from the transformation.
(c) Compute the mode of Y.

Q31.
Consider the random process:
X(t) = A * cos(ωt + θ)
where A and ω are constants, and θ is a random variable uniformly distributed over [0, 2π].

(a) Find the mean function E[X(t)]

(b) Compute the autocorrelation function R_X(t₁, t₂)
(c) Show that the process X(t) is Wide Sense Stationary (WSS)

Q32.
Let X(t) = A cos(2πt + θ), where A is a constant and θ is a random variable uniformly distributed
over (0, 2π).
(a) Show that X(t) is a wide-sense stationary process.
(b) Prove that X(t) is ergodic in the mean and in autocorrelation.

Q33.
Let X(t) = A * cos(ωt) + N(t), where A and ω are constants, and N(t) is zero-mean white noise
with autocorrelation R_N(τ) = σ²δ(τ).

(a) Determine the mean and autocorrelation of X(t)

(b) Is X(t) a Wide Sense Stationary (WSS) process? Justify your answer
(c) Comment on whether X(t) is strictly stationary

Q34.
Let X(t) = A cos(ωt) + B sin(ωt), where A and B are independent random variables with zero
mean and equal variance.
(a) Determine whether X(t) is a stationary process.
(b) Check if the process is ergodic in the mean.
Q35.

Let X(t) = A cos(ωt) + θ, where A is a constant and θ is a random variable uniformly distributed
over (−π, π).
(a) Is the process X(t) stationary? Justify.
(b) Evaluate if the process is ergodic in the mean.
Q36.
Let the random process be:
X(t) = R * cos(ωt + Θ), where R is a positive constant and Θ is a random variable uniformly
distributed over [0, 2π].

(a) Compute the mean and autocorrelation of X(t).

(b) Determine the time-average mean and autocorrelation for one realization. (c) Decide
whether the process is ergodic in mean and/or autocorrelation, and explain why.

Q37.
A process X(t) is defined as X(t) = A cos(2πf₀t + θ), where θ is uniformly distributed in (0,
2π). (a) Derive the autocorrelation function R(τ).
(b) Find the PSD of X(t).
(c) Comment on the spectral content of the process.

Q38.

The autocorrelation function of a wide-sense stationary process is given by:

R(τ) = σ² e^(−α|τ|), where α > 0.
(a) Find the Power Spectral Density (PSD) of the process.
(b) Sketch both the autocorrelation function and the PSD.

Q39.
Let X(t) and Y(t) be jointly WSS random processes with E[X(t)] = E[Y(t)] = 0.
(a) Define both the cross-correlation and cross-covariance functions between X(t) and Y(t). (b)
Describe four important differences between autocorrelation and cross-correlation. (c) Prove that
for WSS processes, the cross-correlation satisfies RXY(τ) = RYX(−τ). (d) If X(t) = Y(t) for all t, what
does RXY(τ) reduce to? What does this imply about their relationship?

Q40.

Suppose the autocorrelation function of a random process is periodic with period

T. (a) Is the process wide-sense stationary? Justify.
(b) What can be said about the nature of the PSD of such a process?

Q41.
Let a process X(t) be defined as:
X(t) = A cos(2πf₀t + θ), where θ ~ Uniform(0, 2π).
(a) Derive the autocorrelation function R(τ).
(b) Compute the PSD using the Fourier transform.

Q42.
Let the autocorrelation function of a WSS random process X(t) be:
RXX(τ) = rect(τ / 2), where rect(τ / 2) = 1 for |τ| < 1 and 0 otherwise.

(a) Use the Wiener–Khinchin Theorem to compute the power spectral density
SXX(ω). (b) Sketch and verify that SXX(ω) is real and even.
(c) Find the total average power by integrating SXX(ω) over all ω.

Q43.
Consider the random process X(t) = A cos(w0 t + theta), where A and w0 are constants, and theta is
uniformly distributed in (0, 2pi). Find the average power of X(t).

Q44.
Let X(t) be a zero-mean WSS random process with autocorrelation:
RXX(τ) = 3e^(-|τ|/2)

The process is passed through an LTI system with impulse response:

h(t) = u(t) – u(t – 1), where u(t) is the unit step function

(a) What is the mean of the output process Y(t)?

(b) Write the general expression for RYY(τ), the autocorrelation of Y(t), in terms of RXX(τ) and h(t)

Q45.
A random process X(t) has PSD given by:
Sxx(w) = A, for |w| < 2π
Sxx(w) = 0, otherwise
An LTI system has frequency response H(w) = 1, for |w| < π and 0
elsewhere. Find the output power of the system.

Q46.
A wide-sense stationary random process X(t) has an autocorrelation function Rxx(τ) =
e^(−|τ|). (a) Find the PSD Sxx(ω) using the Wiener–Khinchin theorem.
(b) If the process passes through an LTI system with frequency response H(ω) = 1 / (1 + jω), find
the PSD of the output process Y(t).

Q47.
State and explain the Wiener–Khinchin theorem.
(a) What conditions must hold for it to apply?
(b) How does it relate time-domain autocorrelation and frequency-domain PSD?

Q48.
Let X(t) and Y(t) be two jointly wide-sense stationary random processes.
(a) Define the cross-correlation function Rxy(tau). What information does it
provide? (b) List four basic properties of the cross-correlation function Rxy(tau).
(c) Define the cross power spectral density Sxy(f) and describe its relationship with Rxy(tau)
through the Fourier transform.

Q49.

Let X(t) and Y(t) be jointly wide-sense stationary processes.

(a) Define the cross power spectral density Sxy(w).
(b) State the Wiener-Khinchin relation for Sxy(w).
(c) If the cross-correlation Rxy(tau) = exp(−abs(tau)), find the expression for

Sxy(w). Q50.

Let X(t) be a WSS process with Sxx(w) = 4 / (w^2 + 4), and Y(t) is the output of an LTI system with
H(w) = 1 / (1 + jw).
Find the cross power spectral density Sxy(w).