Code No: 123BT R15

JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD

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B.Tech II Year I Semester Examinations, May/June - 2019
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE, ETM)
Time: 3 Hours Max. Marks: 75
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Note: This question paper contains two parts A and B.
Part A is compulsory which carries 25 marks. Answer all questions in Part A.
Part B consists of 5 Units. Answer any one full question from each unit.
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Each question carries 10 marks and may have a, b, c as sub questions.

PART- A
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(25 Marks)
1.a) When two dice are thrown simultaneously, if X and Y denote the numbers on the first
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and second respectively, find the probability for X+Y to be greater than or equal to 8.
[2]
b) A box contains three coins: one is fair, one is two headed and one coin is weighted so that
the probability of head is 1/3. A coin is selected at random and tossed. Find the
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probability for head to appear. [3]
c) A random variable X is having a CDF as shown:
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Find the density of X over( -2, 1) and P(X=1.2). [2]
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 x for 0  x  1
 
d) The density function of a random variable X is f  x   2  x for 1  x  2  . Find its
 0 for x  2 

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CDF. [3]
e) A fair coin is tossed three times. Let X denote a „0‟ or „1‟ according a head or tail occurs
in the first toss and let Y denote the number of heads which occur. Write the joint
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probability Matrix of X and Y. [2]
f) The joint density of two random variables X and Y is given as

f  x, y   0.21  x  1   y  2  0.35  x  1   y  5  0.14  x  1   y  8  0.09  x  2    y  2 

0.15  x  2   y  5  0.06  x  2   y  8
Find P(Y is even, given X is even). [3]
g) State and prove the Periodicity property of Auto correlation function of a periodic WSS
process. [2]
 h) If X(t) and Y(t) are two independent Stationary Processes, find the Auto correlation
function of the process Z(t)=2.X(t).Y(t). [3]
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i) Verify that Cross Spectral Density of two Uncorrelated and Stationary Random processes
is an impulse function. [2]
j) The input to an LTI system with Impulse response h(t)=δ(t)+t2.exp(-at).U(t) is a WSS
process with mean of 3.Find the mean of the output of the system. [3]
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PART-B
(50 Marks)
2.a) Three machines A, B and C produce 55%, 25% and 20% of the total number of items of a
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factory. The percentage of defective output of these machines are 3%, 2% and 4%. If an
item is selected at random, (i) find the probability that the item is defective
(ii) If the selected item is defective, find the probability that the item is produced by
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Machine B.
b) In a single throw of a pair of dice, what is the probability of obtaining the sum of two
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faces of the dice is equal to at least 10. [6+4]
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3.a) Two different digits are selected at random from the digits 1 to 9. (i) If the sum of the
digits is odd, what is the probability that 2 is one of the digits selected? (ii) If 2 is one of
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the selected digits, what is the probability for the sum to odd.
b) A binary communication system transmits a 0 and 1 with equal probabilities. Due to the
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noise in the channel, a transmitted 1 is received as a 0 with a probability of 1/8 and a
transmitted 0 is received as 1 with a probability of 3/4. (i) Find the probability for the
transmitted message to be a 1. (ii) If a one is received, find the probability that the
transmitted is a 1. [6+4]
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4.a) A discrete random variable is having a density function given by
f(x)=0.1δ(x)+0.4δ(x-1)+0.3δ(x-2)+0.2 δ(x-3).
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Find the density of the random variable Y  2  x 2  .
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b) Verify that Gaussian Density function is a valid density function. [5+5]
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5.a) Find the Mean and Mean square value of Rayleigh Random Variable.
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b) X is a Gaussian random variable with zero mean and unity variance. Find the density of
the random variable Y = X for x ≥ 0, and Y=0 for x < 0. [5+5]

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6.a) Two random variables X and Y have a joint probability density function f(x,y)= xy
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for 0 < y < x < 2; and zero elsewhere. Check X and Y for independence.
b) Let f(x,y) = x + y for 0 ≤ x ≤ 1, 0 ≤ y ≤ 1; and zero elsewhere. Find the density of X,
given Y. [6+4]
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7.a) The joint probability mass function of two random variables X and Y is
P(x,y)=K(2x+3y) for x=0,1,2; and y=1,2,3. Find the marginal probability distributions of
X and Y. Find all the possible conditional probabilities of X.
b) If X is a random variable with mean 3 and variance 2, verify that the random variables
„X‟ and Y=-6X+22 are orthogonal. [6+4]
 8.a) A Random Process X(t)=A.Cos (2π fc t) , where A is a Gaussian Random Variable with
zero mean and unity variance, is applied to an ideal integrator, that integrates with respect
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to „t‟, over (0,t). Check the output of the integrator for stationarity.
b) In the random Process X(t)=A.CosWt, A is uniform random Variable over (0,1) and W is
a constant. Find the Auto correlation function of X(t). [6+4]
OR
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9.a) X(t) is a random process with mean =3 and Autocorrelation function
Rxx(τ) =10.[exp(- 0.3|τ|)+2]. Find the second central Moment of the random variable
Y=X(3)-X(5).
b) X(t) is a WSS process and Y(t)=A.Cos(Wct+θ) is a random process which is independent
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of X(t). Here, θ is a uniform random variable over(-π,π).If the Auto correlation function
of X(t) is Rxx(τ), find the Auto correlation of Z(t)=X(t).Y(t). [5+5]
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10.a) Find the Auto correlation and PSD and M.S. Value of the random process, X(t)= m(t).
Cos(Wt+Ф), where m(t) is a WSS process and „Ф‟ is a uniform random variable over
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(0,2π), and is independent of m(t).
b) A noise process with zero mean and of PSD “K” is applied to an R-L LPF. Find the Mean
Square value of the output Process. [5+5]
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11.a) Let x(t)=Y(t) -Y(t-2) is a random process, where Y(t) is also a stationary random process.
It is given Var(X(t))=20.Var(Y(t)). Find RYY(2)/var(X(t)) and also BXX.
b) X(t)=A.Sin(wt+θ) is a random process, with „θ‟ being a uniform random variable over the
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interval (-π, π). If Y(t)=(1/2).X(t). Are X(t) and Y(t) are jointly stationary and find Syy.
[5+5]
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