Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

MA 8451
PROBABILITY
AND RANDOM
PROCESSES

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

COURSE OUTCOMES
CO1 To understand the fundamental concept of probability, discrete and
continuous Random variable and use of random variable in solving
engineering problem.
CO2 Also they will be capable in applying Joint occurrence of two random
variables and Transformation of random variable.
CO3 Also they will possess adequate knowledge in stationary, Markov, Poisson,
telegraph process.
CO4 To provide necessary basic concept in auto correlation, spectral density and
its properties.
CO5 Able to analyze the response of random inputs to linear time invariant
system, Auto and cross correlation function of input and output.
CO6 To provide necessary basic concept in probability and random process for
application such as random signals, linear system in communication
engineering

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

UNIT-I

PROBABILITY AND RANDOM VARIABLES

Probability – Axioms of probability – Conditional probability – Baye„s theorem - Discrete

and continuous random variables – Moments – Moment generating functions – Binomial, Poisson,
Geometric, Uniform, Exponential and Normal distributions.

PART-A
1. If a random variable X takes the values 1, 2, 3, 4 such that
2P[ X  1]  3P[ X  2]  P[ X  3]  5P[ X  4] . Find the probability distribution of .
(April, 2005) (E)
Solution:
Assume P[X  3]   .
  
By the given equation P[ X  1]  , P[ X  3]  , P[ X  4] 
2 3 5
For a probability distribution and mass function)  px   1
x

p1  p2  p3  p4  1

   61 30
    1   1  
2 3 5 30 61
15 10 30 6
P( X  1)  ; P( X  2)  ; P( X  3)  ; P( X  4) 
61 61 61 61
The probability distribution is given by
X 1 2 3 4
15 10 30 6
p ( x)
61 61 61 61
2. Let X be a continuous random variable having the probability density function
2
 ,x 1
f x    x 3 . Find the distribution function of X .(April, 2005) ( R )
0 , Otherwise
Solution:
x
F x    f  x dx
0
x
2
 dx
0 x3
x
 1 
  2 
 x 1

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
 1
x2
3. A random variable X has the probability density function f(x) given by
  x
f ( x)  cx e , x  0 . Find the value of c and cdf of .(April/May 2008) (U)
X
 0, otherwise
Solution:


 f x dx
0
1

 cxe
x
dx 1
0


c  xe  x  e  x  
0 1
c1  1
c 1
x
F x    f x dx
0
x
  cxe  x dx
0
x
  xe  x dx
0

  xe  x  e  x 0
x

 1  xe  x  e  x
4. A continuous random variable X has the probability density function f x  given by
f x   ce
x
,  x   . Find the value of c and cdf of X .(April, 2007) (E)
Solution:


 f x dx

1

 ce
x
dx 1


2 ce
x
dx 1
0

2 ce  x dx 1
0


2c  e  x  
0 1
2c1  1

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
c
2

Case (i): x0

x
F x    f x dx

x

 ce
x
 dx

x
 c  e x dx


 ce x 
x

1 x
 e
2

Case (i): x0

x
F x    f x dx

x

 ce
x
 dx

0 x
 c  e dxc  c  e x dx
x

 0

 ce x    c e x 0
0 x


 c  c  ex  1 

1
2

2  e x 
1 x
 e ,x  0
F x    2
 1 2  e  x  ,x  0
 2
2e2 x , x  0
5. If a random variable has the probability density f x    . Find the
0 , Otherwise
probability that it will take on a value between 1 and 3. Also, find the probability that it
will take on value greater than 0.5. (May, 2007) ( R )
Solution:

 
3 3

 f ( x) dx   2e
2 x 3
P(1  X  3)  dx   e 2 x 1  e 2  e 6
1 1

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

 
P( X  0.5)   
f ( x) dx   2e 2 x dx   e 2 x 

0.5  e 1
0.5 0.5

6. The cumulative distribution function (CDF) of a random variable X is

F x   1  1  x e x , x  0 . Find the probability density function of X .(May/June
2006) ( R)
Solution:
f x   F ' x 
  
 0  1  x   e x  1 e x  
 xe  x , x  0
7. The number of hardware failures of a computer system in a week of operations has the
following probability mass function:
No 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. (May/June 2006) ( U)

Solution:
E( X )   x P( x)  (0)(0.18)  (1)(0.28)  (2)(0.25)  (3)(0.18) 
(4)(0.06)  (5)(0.04)  (6)(0.01)
 1.92
8. A continuous random variable X has the probability function f ( x)  k (1  x), 2  x  5 .
Find P(X<4).(May, 2006) ( A)
Solution:
4 5
 f ( x)dx  1  k  1  x  dx  1
2 2
5
 1  x 2 
 k  1
 2  2
27
k 1
2
2
k 
27
4
4
2 4 2  1  x 2 
P( X  4)   f ( x) dx   1  x  dx     25  9 
1 16
27 27  2  25 27
2 2 2

9. If the MGF of a continuous R.V X is given by M X t  

3
. Find the mean and
3t
variance of X.(May, 2005) ( R)
Solution:

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1 2 3
 t t t t
M X t  
3 1
   1   1         ...
3  t 1 t  3 3  3  3
3
E ( X )  coefficien t of t  1! 
1
is the mean
3
  1
E ( X 2 )  coefficien t of t 2 2!  2! 
9
2
9
2 1 1
Variance  E ( X 2 )  E ( X ) 2   
9 9 9
4
1 t
10. If the MGF of a discrete R.V X is given by M X t   1  2e  ,find the distribution of
81  
X . (May, 2005) ( R )
Solution:

1 
4 2 3 4
1 t  t  t  t  t 
M X t    1  2e   1  4C1  2e   4C 2  2e   4C3  2e   4C 4  2e 
81   81          
 
1 8 t 24 2t 32 3t 16 4t
  e  e  e  e
81 81 81 81 81
By definition of MGF ,

M X t    e p( x)  p(0)  p(1)e  p(2)e

tx t 2t 3t 4t
 p(3)e  p(4)e
On comparison with above expansion the probability distribution is
X 0 1 2 3 4
1 8 24 32 16
p( x)
81 81 81 81 81
1
 , 0  x  10
11. Find the MGF of the R.V X whose p.d.f is f ( x)  10 .Hence its mean.

 0 , elsewhere
(April, 2004)( E)
Solution:
10
M X t  
1 tx
 10 e dx
0
10
 tx 
1 e 
 
10  t 
 0
1  e10t  1 
  
10  t 
1  100t 2 1000t 3 
 1  10t    ....  1
10t  2! 3! 
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1000 2
 1  5t  t  .....
31
Mean  coefficien t of t  5
12. Given the probability density function \ ( ) , find k and C.D.F.
(April, 2004) (R)
Solution:
 x
 f ( x ) dx  1 F ( x)   f ( x) dx
 
 
k k
  dx  1   dx
2 2
 1  x  1  x
1  1  1  x
  
 k  tan x 1 tan x
      
 1   1  1  1   1 
 k   tan     tan      1      tan  x  
  
tan
      
  1  1  1 1
 k    1    tan x  cot x
2 2  2  
1
 k 


13. The no. of monthly breakdowns of a computer is a r.v. having poisson distribution
with mean 1.8. Find the probability that this computer will function for
a month with only one breakdown. (May, 2006) ( R)
e  x
Soln: p( X  x)  , given   1.8
x!
e 1.8 (1.8)1
p( x  1)   0.2975
1!

14. In a company 5 % defective components are produced . What is the probability

that atleast 5 components are to be examined in order to get 3 defectives.(May, 2006)
( A)
Soln: To get 3 defectives ,3 or more components must be examined.
p=5 % =0.05 , q = 1- p=0.95 and k=success=3
p( X  x)  ( x  1)c k 1 p k q x  k , x  k , k  1, k  2,...
p( x  5)  1  p( x  5)
 1   p( x  3)  p( x  4)

1  2c 2 (0.05) 3 (0.95) 0  3c 2 (0.05) 3 (0.95)1 
1  0.00048  0.9995

( ) ( )
15. A discrete r.v X has mgf . Find E(x), var(x) , and p(x=0).
(Nov./Dec. 2007) (A)
( ) ( )
Soln: Given
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

( ) ( )
We know that mgf of poisson is
Therefore λ=2
In poisson E(x) = var(x) = λ
 Mean E ( x)  var ( x)  2
e  x
p ( X  x) 
x!
e   0
 p( X  0)   e   e 2  0.1353
0!
16. Find the mean and variance of geometric distribution .(Nov./Dec. 2007) ( R )
Soln: The pmf of Geometric distbn is given by
p( X  x)  p q x1 , x  1,2,3,.....
Mean E ( x)   x p( x)
 
  x p q x 1  p  x q x 1
x 1 x 1

  2q
 p 1q 11 2 1
 3q 31  ..... 
 p 1  2q  3q 
 .....  p1  q 
2 2

1
 p p  2  p 1 
p
1
Mean 
p
 
E x 2   x 2 p( x)

  x 2 p q x 1
x 1

  x x  1  x  p q x 1
x 1
 
  x( x  1) p q x 1   x p q x 1
x 1 x 1

1
1(1  1) p q 11  2(2  1) pq 21  3(3  1) pq 31  ..... 
p
1
 2 p  2(3) pq 1  3(4) pq 2  ..... 
p


 2 p 1  3q  6q 2  .....   1
p

 2 p 1  q  
3 1 1
 2 p p 3 
p p
2 1
 
p2 p

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Variance  E ( x 2 )  E ( x)2
2
2 1 1 2 1 1
 2      2   2
p p  p p p p
1 1 1 p q
 2
  2  2
p p p p
q
Variance =
p2

17. Find mgf of geometric distribution. (April/May 2008) ( R)

Soln: The probability mass function of geometric distribution is given by
Mgf M x (t )  E (e tx )   e tx p( x)
 
  e tx p q x 1   e tx p q x q 1
x 1 x 1

   

p p 
 t x

x
 e q x
 qe t
q x 1 q x 1

      
p t
q
2
qe  qe t  qe t  ...
3

qe 1  qe  qe   ...
p t 2
 t t

q

 pe t 1  qe t 1
1  qe t
 M x (t )  1  qe t
1
18. Show that for the uniform distribution f ( x)  ,  a  x  a ,the mgf about origin is
2a
sinh at
(Nov./Dec. 2006) ( E )
at
1
Soln: Given f ( x)  , a  x  a
2a
MGF M x (t )  E e tx  
 a
1
  e f ( x)dx   e
tx tx
dx
 a
2a
a
1  e tx 
a
1
2a a
 e tx
dx   
2a  t   a


1 at
2at

e  e  at 
1
2at

2 sinh at 
sinh at
at
sinh at
M x (t ) 
at

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

19. Define exponential density function and find mean and variance of the same. (Nov./Dec.
2008) ( R )
Soln:
The density function of exponential distribution is given by f ( x)   e x , x  0

Mean  E x    x f ( x) dx

 
  x e  x
dx    x e x dx
0 0

  xe x e x 
  2 
   0
  1  1 1
  (0  0)   0  2     2  
      
1
Mean 


  x
Ex  2 2
f ( x) dx

 
  x 2  e x dx    x 2 e x dx
0 0

  x 2 e x 2 xe x 2e x 
   3 
   2
 0
  2  2 2
  (0  0  0)   0  0  3     3   2
       
 
Variance  E x 2  E ( x)
2

2
21 2 1 1
 2    2  2  2
    

2 x , 0  x  1
20. Given the r.v X with density function f ( x)  
0 , elsewhere
Find the pdf of y  8 x 3 (May/June 2007) ( R )
Soln: The pdf of y is given by
dx
f Y ( y )  f X ( x)
dy

Where y  8 x 3

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
y  y 3
x3   x   
8 8
1 2
1
dx 1  y  3 1 1  y  3
     
dy 3  8  8 24  8 
2
1  y 3
f Y ( y)  2 x  
24 8
1 2 1
2  y 3  y  3 2  y3
       
24  8   8  24  8 
1
1  8 3 1 1
     y  3 ,
12  y  6
0  x 1  0  y  8
1
f Y ( y) 
1
y 3 , 0  y  8
6

21. If the pdf of X is f X ( x)  2 x , 0  x  1 , then find the pdf of Y = 3 x + 1(Nov./Dec.

2007) ( E )
dx
Soln: The pdf of Y is given by f Y ( y )  f X ( x) , where Y = 3 x + 1
dy
y 1
Y=3x+1 x
3
dx 1 dx 1
  
dy 3 dy 3
1 2  y 1 2
 f Y ( y)  2 x     ( y  1) , 1  y  4
3 3 3  9
e  x , x  0 1
22. A r.v. X has pdf f ( x)   find the density function of (May/June 2009)R
0 , x  0 x
dx 1
Soln: The pdf of Y is given by f Y ( y )  f X ( x) where y 
dy x
1 1 dx 1 dx 1
y x  2  2
x y dy y dy y
1
x 1 e y
f Y ( y)  e  ,y 0
y2 y2

23. If X has an exponential distribution with parameter  , find the pdf of y = log x(Nov./Dec.
2006) (April/May 2008) E

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Soln: The pdf of exponential distribution is f ( x)   e  x ,

dx
The pdf of Y is given by f Y ( y )  f X ( x) where y = log x
dy
dx dx
y = log x  x  e y ,  ey   ey
dy dy
 f Y ( y )   e  x e y ,
 f Y ( y )   e  e e y ,    y  
y

24. . If Y  x 2 , where x is a Gaussian r.v. with zero mean and variance  2 ,find the
Pdf of the variable Y(Nov./Dec. 2008) R
Soln: FY ( y)  p (Y  y )  p x 2  y  

p y x 
y , if y  0
 FX  y   F  y 
X          1
And FY  y   0 if y  0
Differentiating ( 1) with respect to y , we have
 1

fY  y    y
  
f X y  f X  y if y  0 
       ( 2 )

0 if y  0

It is given that X follows N ( 0 ,  )
x2
1 
 f X ( x)  e 2 2
,   x  
 2
Using this value in ( 2 ) , we have
1  1  2 
y y
 2 1
f Y ( y)   e 2
 e 2

2 y  2  2 
y y
1 2  1 
 e 2 2
 e 2 2
,
2 y  2  2y
y
1 
 f Y ( y)  e 2 2
,y 0
 2y

25. If X is a Gaussian r.v. with zero mean and variance  2 ,find the
Pdf of Y  x (Nov./Dec. 2007) R
Soln: FY ( y)  pY  y  p x  y  
p y  x  y
FY ( y)  FX ( y)  FX ( y)        (1)
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Differentiating ( 1 ) both sides w.r.t. y , we have

f Y ( y)  f X ( y)  f X ( y) , y  0    (2)
Since X  N (0 ,  ), the density function is given by
x2
1 
f X ( x)  e 2 2
,   x  
 2
y2 y2
1  1 
(2)  f Y ( y )  e 2 2
 e 2 2

 2  2
y2
2 
 f Y ( y)  e 2 2
, y  0.
 2

26. If X is a r.v. with cdf as F(x) , show that the r.v.Y = F(x) is uniformly distributed in (0,1)
(May/June 2006) E

dx
Soln: The pdf of Y is given by f Y ( y )  f X ( x) where Y = F(x)
dy
dy d
Y = F(x)  F ( x)  f ( x)
dx dx
1
Then f Y ( y )  f ( x). 1
f ( x)
So , Y is uniformly distributed in (0,1).
x
27. If the pdf of a random variable X is f ( x)  , 0  x  2 , Find P( X  1.5 / X  1)
2
April,2010) R
P( X  1.5) 1.75
Ans: P( X  1.5 / X  1)    0.583
P( X  1) 3
1
28. If the MGF of a uniform distribution for a random variable X is (e5t  e 4t ) Find E ( X )
t
(April, 2010) R
d 
Ans:  (t )   ( M X (t )  4.5
 dt t 0

29. If atleast one child in a family with three children is a boy what is the probability that all
three are boys? (June, 2012) R
Ans:
1
P(Child is a boy ) 
3
3
1 1
P( X  3)    
3 27
30. Obtain the moment generating function of Poisson distribution (June , 2012) R
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Ans: MGF  e (e 1)

t

31. A continous random variable X has a pdf f ( x)  Kx2e x , x  0 Find K and mean(June,
2012) R
Ans:

2 x
 Kx e dx  1
0
1
K
2

Mean   Kx3e  x dx 
1
6  3
2
0
32. Define poisson distribution and state any two instances where Poisson distribution may be
successfully employed (June, 2012) R
Ans:
A random variable X is said to follow Poisson distribution if it assumes only non-
negative values and its Probability mass function is given by,
e r
P( X  r )  , r  0,1,2....
r!
(1) Number of printing mistakes at each page of the book
(2) Number of suicides reported in a particular day
(3) Number of deaths due to a rare diseases
(4) Number of defective items produces in the factory
  
33. If X is uniformly distributed in   ,  , find the pdf of Y  tan X (June, 2012) U
 2 2
  
Ans: X is uniformly distributed in   , 
 2 2
1  
f ( x)  , x
 2 2
y  tan x  x  tan 1( y )

When x   y  
2

x  y
2
The pdf of Y is
f ( x) 1  1 
f ( y)   ,   y  
dy   1  y 2 
dx

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

34.
A random variable X has cdf ( ) {
Find the pdf of X and expected value of X. (May/June 2013) U
Solution:
Probability density function
( )
( )

Expected value ( ) ∫ ( ) ∫ 0 1
35. Find the moment generating function of binomial distribution. May/June 2013, 2017D, R
Solution:

( ) ( ) ∑ ( ) ∑

∑ ( )

( )
36. Show that the function ( ) 2 is a probability density function of a random
variable X (MA6451-A/M2015) U
37. The mean and variance of binomial distribution are 5 and 4 .Determine the distribution.
(R).
38. X and Y are independent random Vriable with variance 2 and 3 .Find the variance of
(M/J-2014) U
39. A continuous random variable X has probability density function (pdf)
( ) 2 Find k such that ( ) (M/J-2014) U
40. Assume that X is a continuous random variable with probability density function
( )
( ) { Find ( ) (MA6451/N/D 2015) R

41. A Random variable X is uniformly distributed between 3 and 15.Find the variance of X
(E )
42. A Random variable X is Known to have a distribution function
( ) ( )[ ] b>0 is a constant. Determine its density
function.(MA6451/N/D 2016) R
43. Find the expected value of the discrete random variable with the probability mass

function ( ) { ( )

44. Suppose that theduration X in minutes of long distance calls from your home,follows

exponential law with p.d.f ( ) { ( )

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

45. Prove that the function ( ) is a legitimate probability mass function of a discrete

( ) . /
random variable X where { ( )

46. Balls are tosses at random into 50 boxes.Find the expected number of tosses required to
get the first ball in the fourth box. ( )
47. Classify the following random variable as continuous or discrete (i)Number of incoming
calls to your mobile phone on a particular day (ii)The time that you spend for studies
during a day. ( )
48. Under what conditions binomial distribution tends to Poisson distribution. )
49. Define descrete and continuous random variable. (A/M 2019 /MA6452) R
50. Write the moment generating function of binomial distribution. (A/M 2019 /MA6452)
51. Show that for any event and in ( ) ( ⁄ ) ( ) ( ⁄ ̅) ( ̅)
(A/M 2019 /MA8451)(A)
52. Find the second moment about the origin of the Geometric distribution with parameter p.
(A/M 2019 /MA8451)(R)
53. Let A and B be two events such that ( ( ) and ( )
.Compute ( ⁄ ) AND ( ̅ ) (N/D 2019 /MA8451)(R)

54. The R.V.X has p.m.f ( ) { Obtain (i) the value of „C‟ (ii) (

) (N/D 2019 /MA8451)R

55. In a community, 32% of the population are male smokers, 27% are female smokers. What
percentage of the population of this community smoke? (A/M 2021 /MA8451)

56. Suppose that five good fuses and two defective ones have been mixed up. To find the
defective
fuses, we test them one-by-one, at random and without replacement. What is the
probability
that we are lucky and find both of the defective fuses in the first two tests?

PART-B
Q. Bloom‟s UQ A/M
QUESTION taxonomy N/D
No /Domain
1 The density function of a random variable X is given by Understand 2006

f ( x)  kx2  x , 0  x  2 Find k , mean, variance and rth moment.

2 Understand 2013
A random variable has pdf ( ) { . Find the moment about
origin. Hence find the mean and variance
3 The monthly demand for Allwyn watches is known to have the following probability Evaluate 2006

distribution.
Demand: 1 2 3 4 5 6 7 8
2
Probability 0.08 0.3k 0.19 0.24 k 0.1 0.07 0.04
Determine the expected demand for watches. Also, compute the variance.

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

4 Understand 2014
A random variable X has the pdf ( ) { Obtain the mgf and first
four moments about the origin. Find the mean and variance of the same.
5 x Apply .
The distribution of a random variable X is given by F ( X )  1  (1  x) e , x 0 2006

.Find the rth moment, mean and variance.

6 Suppose that the duration X in minutes of long distance calls from your home, Analyze 2008

follows exponential law with P D F ( ) . Find ( ) (

), mean and variance.
7 A random variable X has the following probability distribution. Remember 2008 2007
2014
X: 0 1 2 3 4 5 6 7
2 2
f(x): 0 k 2k 2k 3k k 2k 7k2+ k
Find (i) the value of k(ii) ( ) and (iii) the smallest value of
such that ( )
8 Find the MGF of triangular distribution whose density function is given by Understand 2006

( ) { . Hence find its mean and variance.

| | Analyze
9 Find the MGF of the RV X , whose PDF is given by ( ) .
Hence its mean and variance.
Understand
10 The PMF of a RV X is given by ( ) Find MGF, mean and
variance
11 Find MGF of the RV X , whose PDF is given by ( ) and hence
find the first four central moments.
12 Evaluate
If the MGF of a (discrete) RV X is find the distribution of and (
).
Evaluate
13 | |
If a RV X has the PDF ( ) { . Obtain (i) ( )

(ii) (| | ) (iii) ( ) (iv) (| | ).

14 Evaluate 2008

If X has the distribution function (

{
Find (i) Probability distribution of (ii) ( ) (iii) Mean (iv) Variance.
15 A continuous random variable X has the distribution function Remember

( ) { ( ) . Find , the probability density function

( ) and ( )
16 If the cumulative distribution function of a R.V X is given by Remember

18
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

( ) { find (i) ( ) (ii) ( ) (iii) ( )

17 Find the recurrence relation for the moments of the Binomial distribution Create 2005

18 Analyze 2008 2007

Prove that Poisson distribution is the limiting case of Binomial distribution.
(Or)
Poisson distribution is a limiting case of Binomial distribution under the Following
conditions
(i) the number of trials is indefinitely large , i.e.,
(ii) the constant probability of success in each trial is very small
is infinite
19 Find the recurrence relation for the central moments of the Poisson distribution and Analyze

hence find the first three central moments

20 Prove that the sum of two independent Poisson variates is a Poisson variate, while Analyze 2006

the difference is not a Poisson variate

21 If X and Y are two independent Poisson variates, show that the conditional Analyze 2006

distribution of , given the value of X  Y is Binomial

22 It is known that the probability of an item produced by a certain machine will be Evaluate 2012
2017
defective is 0.05. If the produced items are sent to the market in packets of 20, find
the number of packets containing at least,exactly,atmost 2 defectives in a
consignment of 1000 packets using Binomial distribution and poisson distribution
23 The atoms of radioactive element are randomly disintegrating. If every gram of this Evaluate

element , on average, emits 3.9 alpha particles per second, what is the probability
during the next second the number of alpha particles emitted from 1 gram is at
most 6 (ii) at least 2 (iii) at least 3 and atmost 6 ?
24 Understand 2006
Establish the memory less property of geometric distribution 2012
25 2006
If X 1 , X 2 be independent random variables each having geometric distribution
pq k , k  0,1,2,.... . Show that the conditional distribution of X 1 given X 1  X 2 is
Uniform distribution
26 Suppose that a trainee soldier shoots a target in an independent fashion. If the Evaluate

probability that the target is shot on any one shot is 0.7.

1. What is the probability that the target would be hit in 10thattempt?
2. What is the probability that it takes him less than 4 shots?
3. What is the probability that it takes him an even number of shots?
4. What is the average number of shots needed to hit the target?
27 Evaluate
The number of personal computer (pc) sold daily at a computer world is uniformly
distributed with a minimum of 2000 pc and a maximum of 5000 pc. Find
1. The probability that daily sales will fall between 2500 and 3000 pc
2. What is the probability that the computer world will sell atleast 4000 pc?
3. What is the probability that the computer world will sell exactly 2500 pc?
28 Starting at 5.00 am every half an hour there is a flight from San Francisco airport to Evaluate

Los Angles .Suppose that none of three planes is completely sold out and that they
always have room for passengers. A person who wants to fly to Los Angles arrives

19
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

at a random time between 8.45 am and 9.45 am. Find the probability that she waits
(a) Atmost 10 min. (b) Atleast 15 min
29 Remember 2011
Establish the memoryless property of exponential distribution
30 The time (in hours) required to repair a machine is exponentially distributed with Evaluate 2017

parameter
1. What is the probability that the repair time exceeds 2 hrs?
2. What is the conditional probability that a repair takes atleast 11 hrs given that
its direction exceeds 8 hrs?
31 In a certain city the daily consumption of electric power in millions of kilowatt hrs Remember 2018

can be treated as central gamma distribution with If the power plant

has a daily capacity of 12 million kilowatt hours. What is the probability that the
power supply will be inadequate on any given day?
32 The daily conception of milk in a city in excess of 20,000 liters is approximately Remember 2017

distributed as a Gamma distribution with parameter . The city has a

daily stock of 30,000 liters. What is the probability that the stock is insufficient on a
particular day?
33 State and explain the properties of normal distribution Remember 2008

34 Remember 2006
If ( ). Obtain the probability density function of . /
35 Find the nth central moment of normal distribution Remember 2007

36 Find first four central moments of normal distribution Remember 2007

37 In an engineering examination, a student is considered to have failed, secured Remember 2008

second class, first class and distinction, according as he scores less than 45%,
between 45% and 60%, between 60% and 75% and above 75% respectively. In a
particular year 10% of the students failed in the examination and 5% of the students
get distinction. Find the percentage of students who have got first class and second
class. (Assume normal distribution of marks)
38 The savings bank account of a customer showed an average balance of Rs.150 and a Evaluate 2006

standard deviation of Rs.50. Assuming that the account balances are normally
distributed.
1. What percentage of account is over Rs.200?
2. What percentage of account is between Rs.120 and Rs.170?
3. What percentage of account is less than Rs.75?
39 Evaluate 2009
For a normal distribution with mean 2 and variance 9, find the value of x1 of the
variable such that the probability of the variable lying in the interval 2, x1  is 0.4115.
40 The probability mass function of a ramdom variable is defined as ( ) Understand 2010

( ) ( ) (
)
i. The value of C
ii. ( )
iii.

20
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

iv. The Largest value of X for which ( )

41 If the probability that an applicant for a driver‟s license will pass the road test on any Creating 2010

given trial is 0.8. What is the probability that he will finally pass the test (a) On the
fourth trial and (b) In less than 4 trials?
42 Find the MGF of the two parameter exponential distribution whose density function Evaluate 2010

is given by f ( x)  e ( x  a ) , x  a and hence find the mean and variance.

43 The marks obtained by a number of students in a certain subject are assumed to be Evaluate 2010

normally distributed with mean 65 and standard deviation 5. If 3 students are

selected at random from this group, what is the probability that two of them will
have marks over 70?
44 Suppose that, on an average, a post office handles 10,000 letters a day with a Evaluate 2012

variance 2,000 what can be said about the probability that this post office will
handle between 8,000 and 12,000 letters tomorrow?
The moment generating function of a random variable x is (0.6et  4)2 , what is the
45 Evaluate 2012

moment generating function of Y  3 X  2 . Also find the mean and variance of the
random variable X?
46 Let X be a continous random variable with probability density function 2012

( ) Find , -
47 Let X be a Gamma random variable with parameters n and  . Find the moment Creating 2012
2013
generation function of X and use it to find E(X) and Var (X)
48 A stack of cards consists of 6red and 5 blue cards. A second stack of cards consists Understand 2012

of 9 red cards. A stack is selected at random and 3 of it cards are drawn. If all of
them are red, what is the probability that the first stack was selected
49 Understand 2011
The CDF of a continuous random variable is given by ( ) { ⁄

Find the PDF and mean of X

50 The probability density function of a random variable X is given by Understand 2011

( ) { ( )

(a) Find the value of

(b) Find ( )
(c) What ( )
(d) Find the distribution of ( )
51 Derive the m.g.f. of poisson distribution and hence or otherwise deduce the mean Creating 2011

and variance
52 The marks obtained by a number of students for a certain subject is assumed to be Creating 2011

normally distributed with mean 65 and standard deviation of 50. If 3 students are
taken at random from this set, what is the probability that exactly 3 of them will
have marks over 70?
53 There are 3 true coins and 1 false coin with head on both sides. A coin is chosen at Creating 2012

random and tossed 4 times. If „head‟ occurs all the 4 times, what is the probability

21
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

that the false coin has been chosen and used?

54 A random variable X has the following probability distribution: Evaluate 2017 2012

x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 3K Evaluate the following: (1)
( ) ( ) (2) CDF of X. (3) mean of X
55 The cumulative function (cdf) of a random variable X is given by Evaluate 2012

⁄
( ) Find the PDF of x and evaluate
( ) ⁄
{
(| | ) and . / using both PDF and cdf.
56 Evaluate 2012

Obtain the MGF of a R.V. X having pdf ( ) {

57 The marks obtained by the students in Mathematics, Physics and Chemistry in an Creating 2012

examination are normally distributed with mean 52, 50 and 48 and with standard
deviation 10, 8 and 6 respectively. Find the probability that a student selected at
random has secured a total of (a) 180 or above and (b) 135 or less
58 Define Weibull distribution and find its mean and variance 2012

59 Assume that the reduction of a person‟s oxygen consumption during a period of Evaluate 2012

transcendental meditation(T.M) is a continuous random variable X normally

distributed with mean 37.5 cc/mm and S.D 4.6 cc/mm.Determine the probability that
during a period of T.M a person‟s oxygen consumption will be reduced by(1) at
least 44.5 cc/mm(2) atmost 35.0cc/mm (3) anywhere from 30.0 to 40.4 cc/mm.
60 In a normal distribution,31% of item are under 45 and 8% of items are over 64.Find Creating MA MA6
6451 451
the mean and standard deviation of the distribution 2016 2019
61 Suppose that customers arrive at a bank according to a Poisson process with amean Evaluate 2013 2006

rate of 3 per minute. Find the probability that during a time interval of
2minutesexactly 4 customers arrive more than 4 customers arrive
62 Derive Poisson Disribution from the Binomial distribution Creating 2013

62 Find the mean and varience of Gamma distribution 2013

64 If X and Y are independent RVs each normally distributed with mean zero and Evaluate 2013

varience ,
find the of √ . /
65 A continuous Random variable X that can assume any value between and Evaluate

. Has the probability density function given by ( ) ( ) Find

( )
66 If the probability that an applicant for a driver‟s license will pass the road test on any Creating MA6
451
given trial is 0.8. What is the probability that he will finally pass the test (a) On the 2015
fourth trial? Also find the probability that he will finally pass the test in less than 4
trials
67 Evaluate MA6
If The probability mass function of random variable X is given by 451
2015

22
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

( ) .Find the value of 0. / 1 And

mean and variance
68 Evaluate
Find the MGF of random variable X having the pdf ( ) { also

deduce the first four moments about the origin.

69 Evaluate MA
The pdf of a random variable X is given by ( ) 2 For what 6451
2016
value of b is ( ) is a valid pdf? Also find the cdf of the random variable with
the above pdf.
70 Remember MA MA6
State and prove memory less property of geometric distribution. 6451 451
2016 2016
71 Find the moment generating function of Poisson distribution and hence find its mean Remember MA
6451
and variance. 2016
72 Remember MA6
IF ( ) { is the pdf of a random variable X, then find the value 451
2016
of .
73 Remember MA6
( )
Let X be a random variable with moment generating function ( ) Find 451
2016
its mean and variance
74 In a certain city, the daily consumption of electric power in millions of Kilowatt- Creating MA6
451
hours can be considered as a random variable following gamma distribution with 2016

parameters and .If the power plant in this city has a daily capacity of 12
million Killowat-hours, What is the probability that this supply of power will be
insufficient on any given day?
75 A coin is biased so that a head is twice as likely to appear as a tall.If the coin is Creating MA6
451
tossed 6 times, Find the probability of getting (1) exactly 2 heads,(2)atleast 3 2016
heads,(3) at most 4 heads
76 The length of time a person speaks over phone follows exponential distribution with Creating MA6
451
mean 6 mins. What is the probability that the person will talk for (1) more than 8 2016
mins ,(2) between 4 and 8 mins
77  3x Remember 2018
If X has the probability density function f x   k e , x  0 .Find (i) k (ii)
P0.5  X  1 (iii) Mean of X .
78 Creating MA
If the probability of success is , how many trials are necessary in order that the 6451
2016
probability of at least one success is greater then
79 Find the moment generating function of gamma distribution, with one parameter K MA
Remember 6451
and hence find the its mean and variance. 2016
80 A and B shoot independently until each has his own target. The probability of their Creating MA
6451
hitting the target at each shot is and respectively?Find the probability that B 2016

will require more shots than A

81 If is Normally distributed with mean 1 and variance 4, Apply MA

23
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

find ( ) given that . 6451

2016
82 If the probability that a target is destroyed on any one shot is 0.5.What is the Remember MA
6451
probability that it would be destroyed on 6 th attempt? 2017
83 In a test on 2000 electric bulbs, it was found that the life of Philips bulbs was Evaluate MA
6451
normally distributed with an average of 2400 hours and S.D of 60 hours. Estimate 2017
the number of bulls likely to burn for (i) more then 2150 hours,(ii)less then 1950
hours.
84 Remember 6451
Find the mean and variance of Gamma distribution. 2017
85 A car hire firm has 2 cars. The number of demands for a car on each day is Apply MA6
451
distributed as Poisson variate with mean 0.5.Calculate the proportion of days on 2017
which (1)Neither car is used (2)Some demand is refused
86 One percent of jobs arriving at a computer system need to wait until weekends for Analyze MA6
451
scheduling, owing to core-size limitations. Examine the probability that among a 2017
sample of 200 jobs, there are no jobs that have to wait until weekends.
87 A random variable Y is defined as , Where X has a uniform probability Remember MA6
451
density function over . /. Find the mean and Standard deviation. 2017

88 Apply MA6
Suppose X has an exponential distribution with mean equal to 10.Determine the 451
value of x such that ( ) 2017
89 In a company the monthly break down of a machine is a random variable with Apply MA
6451
Poisson distribution with an average 1.8. Find the probability that the machine will 2017
function for a Month (i) without break down (ii) with exactly one break down (iii)
with at least one break down.
90 Remember 2017
The mean and SD of a certain group of 1000 high schooled grades, that are normally
distributed are 78% and 11% respectively. Find how many grades were above 90%?
91 Determine the moment generating function of a uniform distrinution in (a,b) and Apply 2017

hence find the mean and variance.

92 The chances of A,B and C becoming the general manager of a certain company are
in the ratio 4:2:3..The probability that the bonus scheme will be introduced in the
company if A,B and C become general manager are 0.3,0.7 and 0.8 respectively.If
the bonus scheme has been introduced,what is the probability that A has been
appointed as general manager?
93 For a certain binary,communivation channel, the probability that a transmitted „0‟ is Remember

received as a „0‟ is 0.95 and the probability that a transmited „1‟ is received as „1‟ is
0.90.If the probability that a „0‟ is transmited is 0.4.Find the probability that (1) a „1‟
is received and (ii) a „1‟ was transmited given that a „1‟ was received.
94 An uen containe 10 white and 3 black balls.Another urn contains 3 white and 5 Remember

black balls.Two balls are drawn at random from the first urn and placed in the
second urn and then 1 ball is taken at random from the latter.What is the
probability that it is a white ball?
95 The quarterback for a certain football team has a good game with probability 0.6 and Remember

a bad game with probability 0.4.When he has a good game, he throws at least one
interception with a probability of 0.2; and when he has a bad game, he throws at
least one interception with a probability of 0.5. Given that he threw at least one
interception in a particular game, what is the probability that he had a good game?
96 A student buys 1000 integrated circuits (ICs) from supplier A, 2000 ICs from Remember

supplier B, and 3000 ICs from supplier C. He tested the ICs and found that the
conditional probability of an IC being defective depends on the supplier from whom
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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

it was bought. Specifically, given that an IC came from supplier A, the probability
that it is defective is 0.05; given that an IC came from supplier B, the probability
that it is defective is 0.10; and given that an IC came from supplier C, the probability
that it is defective is 0.10. If the ICs from the three suppliers are mixed together and
one is selected at random, what is the probability that it is defective?(2) given that a
randomly selected IC is defective, what is the probability that it came from supplier
A?
97 Three car brands A, B, and C, have all the market share in a certain city. Brand A Remember

has 20% of the market share, brand B has 30%, and brand C has 50%. The
probability that a brand A car needs a major repair during the first year of purchase
is 0.05, the probability that a brand B car needs a major repair during the first year
of purchase is 0.10, and the probability that a brand C car needs a major repair
during the first year of purchase is 0.15. a). What is the probability that a randomly
selected car in the city needs a major repair during its first year of purchase? . b). If
a car in the city needs a major repair during its first year of purchase, what is the
probability that it is a brand A car?
98 In a factory there are two machines manufacturing bolts. The first machine Remember

manufactures 75% of the bolts and the second machine manufactures the remaining
25%. From the first machine 5% of the bolts are defective and from the second
machine 8% of the bolts are defective. A bolt is selected at random, what is the
probability the bolt came from the first machine, given that it is defective?
99 The completion of a construction job may be delayed because of a strike. The Remember

probabilities are 0.60 that there will be a strike, 0.85 that the construction job will be
completed on time if there is no strike, and 0.35 that the construction will be
completed on time if there is a strike. What is the probability that the construction
job will be completed on time?
100 A company that manufactures video cameras produces a basic model (B) and a
deluxe model (D). Over the past year, 40% of the cameras sold have been of the
basic model. Of those buying the basic model, 30% purchased an extended
warranty, whereas 50% of all deluxe purchases do so. If you learn that a randomly
selected purchaser has an extended warranty, how likely is it that he or she has a
basic model?
101 A factory produces its products with three machines. Machine I, II, and III produces Remember

50%, 30%, and 20% of the products, but 4%, 2%, and 4% of their products are
defective, respectively. (a) What is the probability that a randomly selected product
is defective? (b) If a randomly selected product was found to be defective, what is
the probability that this product was produced by machine I?
102 Three machines E1, E2, E3 in a certain factory produce 50%, 25% and 25%,
respectively, of the total daily output of electric tubes. It is known that 4% of the
tubes produced one each of machines E1 and E2 are defective, and that 5% of those
produced on E3 are defective. If one tube is picked up at random from a day‟s
production, calculate the probability that it is defective.
103 Two boxes containing marbles are placed on a table. The boxes are labeled B1 and Remember

B2. Box B1 contains 7 green marbles and 4 whitemarbles. Box B2 contains 3 green
marbles and 10 yellow marbles. The boxes are arranged so that the probability of
selecting box B1 is 1 3 and the probability of selecting box B2 is 2 3 . Kathy is
blindfolded and asked to select a marble. She will win a color TV if she selects a
green marble. (a) What is the probability that Kathy will win the TV (that is, she will
select a green marble)? (b) If Kathy wins the color TV, what is the probability that

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

the green marble was selected from the first box?

104 Suppose box A contains 4 red and 5 blue chips and box B contains 6 red and 3 blue Remember

chips. A chip is chosen at random from the box A and placed in box B. Finally, a
chip is chosen at random from among those now in box B. What is the probability a
blue chip was transferred from box A to box B given that the chip chosen from box
B is red?
105 2% of the population have a certain blood disease in a serious form; 10% have it in a Remember

mild form; and 88% don‟t have it at all. A new blood test is developed; the
probability of testing positive is 9/10 if the subject has the serious form, 6/10 if the
subject has the mild form, and 1/10 if the subject doesn‟t have the disease. I have
just tested positive. What is the probability that I have the serious form of the
disease?
106 Let A and B be two independent events with P[A] = 0.4 and P[A∪B] = 0.7. What is Remember

P[B]?
107 Consider two events A and B with known probabilities P[A], P[B], and P[A ∩ B]. Remember

Find the expression for the event that exactly one of the two events occurs in terms
of P[A], P[B], and P[A ∩ B].
108 Two events A and B have the following probabilities: P[A] = 1/4, P[B|A] = 1/2, and Remember

P[A|B] = 1/3. Compute (a) P[A ∩ B], (b) P[B], and (c) P[A ∪ B].
109 Two events A and B have the following probabilities: P[A] = 0.6, P[B] = 0.7, and Remember

P[A ∩ B] = p. Find the range of values that p can take.

110 Two events A and B have the following probabilities: P[A] = 0.5, P[B] = 0.6, and Remember

P[A ∩ B] = 0.25. Find the value of P[A ∩ B].

111 Two events A and B have the following probabilities: P[A] = 0.4, P[B] = 0.5, and Remember

P[A ∩ B] = 0.3. Calculate the following: a. P[A ∪ B] b. P[A ∩ B] c. P[A ∪ B]

112 The average number of traffic accident on a certain section of a highway is two per Remember MA
6451
week,Assume that the number of accidents follows a Poisson distribution.find the 2019
probability of (i)no accident in a week (ii) atmost two accident is a 2 week period.
113 Evaluate 8451
State and prove Baye‟s theorem. 2019
114 8451
Derive the moment generating function of normal distribution. 2019
115 Derive the moment generating function of Poisson distribution and hence find the Apply 8451
2019
first three central moments.
116 Out of 800 familes with 4 children each,how many families would be expected to Analyze 8451
2019
have (1) 2boys and 2 girls (2) atleast one boy (3)atmost two girls (4) children of both
sexes Assume equal probability for boys and girls.
117 Determine the random variable X and Y are independent when their joint PDF is Apply MA
8451
given by 2019
( )
( ) {
118 Assume that the random variable S is the sum of 48 independent experimental Remember MA
8451

values of the random variable X whose PDF is given by ( ) { 2019

Find the probability that S lies in the range (108,126)

119 Companies and Produce 30%, 45% and 25% of the cars respectively. It is Evaluate MA
8451
Known that 2%,3% and 2% of these cars produced from are defective.(1)What is the 2019
probability that a car purchased is defective? (2)If a car purchased is found to be

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

defective, what is the probability that this car is produced by company

120 Let X be a Poisson variate such that ( ) ( ).Calculate: (1) ( ) and MA

8451
( ) (2) ( ⁄ ⁄ ) (3) . / (4) . / 2019

121 Apply MA
8451
The C>D>F of the R.V.X is given by ( ) { Compute 2019

(1) (| | ⁄ ) (2) . / and . / (3) ( ) (4) ( )

122 Analyze MA
Suppose the R.V X has geometric distribution ( ) . /
{ Obtain 8451
2019

(1) ( ) (2) ( ⁄ ) (3) C.D, F F(x), of the R.V.X.

123 For a Gamma random variate with parameters (n, λ), derive the moment generating Apply MA
8451
function and hence, obtain its mean and variance. 2020

124 The radius of a sphere is a random number between 2 and 4. What is the expected Remember MA
8451
value of its volume? What is the probability that its volume is at most 36π? 2020

125 For a Poisson random variable with parameter λ, derive the moment generating Remember MA
8451
function and hence, obtain its mean and variance. 2020

126 Only 60% of certain kinds of seeds germinate when planted under normal condi- Remember MA
8451
tions. Suppose that 4 such seeds are planted and X denotes the number of those 2020

that will germinate. Find the probability functions of X and Y = 2X + 1.

UNIT II

TWO DIMENSIONAL RANDOM VARIABLES

Joint distributions – Marginal and conditional distributions – Covariance –

Correlation and linear regression – Transformation of random variables – Central limit
theorem (for independent and identically distributed random variables).

PART – A

1. State the basic properties of joint distribution of  X , Y  where X and Y are Define joint probability
density function of two random variables X and Y .(May/June 2007) ( R)
If  X , Y  is a two dimensional continuous random variable such that

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

 dx dy 
, y   Y  y    f x , y  dx dy , then f x , y  is called the
dx dy
Px   X  x 
 2 2 2 2 
joint pdf of  X , Y  , provided f x , y  satisfies the following conditions
i  f x , y  0 for all x , y  R
ii   f x , y  dx dy 1
R

2. State the basic properties of joint distribution of  X , Y  where X and Y are random variables.
(May/June 2007)(May /June 2014) (U)
Properties of joint distribution of  X , Y  are
i  F   , y  0  F x ,  and F   , 1
ii  Pa  X  b , Y  y  F b , y   F a , y 
iii  PX  x , c  Y  d  F x , d  F x , c
iv  Pa  X  b , c  Y  d  F b , d  F a , d  F b , c F a , c
2F
v  At po int s of continuity of f x , y ,  f x , y 
x y
3. Can the joint distributions of two random variables X and Y be got if their marginal distributions
are random? (May/June 2006) ( R )
If the random variables X and Y are independent, then the joint distributions of two
random variables can be got if their marginal distributions are known.

4. Let X and Y be two discrete random variable with joint pmf

x  2y
 , x  1, 2 ; y  1, 2
PX  x , Y  y   18 . Find the marginal pmf of X and EX 
0 , otherwise
.(Nov./Dec. 2007) ( R)
The joint pmf of  X , Y  is given by

X 1 2
Y
1 3 4
18 18
2 5 6
18 18

Marginal pmf of X is
PX  1   
3 5 8 4
18 18 18 9
PX  2   
4 6 10 5
18 18 18 9

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

4  5  4 10 14
EX   x px   1   2     .
9 9 9 9 9
5. Let X and Y be integer valued random variables with
PX  m , Y  n q 2 p m  n  2 , n , m 1, 2 , ............ and p  q 1 . Are X and Y
independent? (April/May 2004) (U)
The marginal pmf of X is
  
px    q 2 p m  n  2   q 2 p m 1 p n 1  q 2 p m 1  p n 1
n 1 n 1 n 1


 q 2 p m 1 1  p  p 2  p 3  .........  q 2 p m 1 1  p  1
 q 2 p m 1 q 1  q p m 1
The marginal pmf of Y is
  
p y    q 2 p m  n  2   q 2 p m 1 p n 1  q 2 p n 1 p m 1

m 1 m 1 m 1

q p2 n 1
1  p  p 2
 p  .........  q p
3
 2 n 1
1  p  1
 q 2 p n 1 q 1  q p n 1
px  p  y   q p m 1 . q p n 1  q 2 p m  n  2  PX  m Y  n
Therefore X and Y are independent random variables.
6. The joint probability density function of the random variable  X , Y  is
given by f x , y   k x y e

 x2  y 2 
, x  0 , y  0 . Find the value of k. (Nov./Dec. 2007)
(Nov./Dec. 2008)(MA 6451/A-2015) ( R)

Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1 put x t
2


  dx dy 1 2 x dx  dt
k x ye
 x2  y2

0 0

dt
 x ye
 x2
e  y dx dy 1 x dx 
2
k
0 0
2

 
0  x e
 y2  x2
k y e dx  dy 1 when x  0 , t  0 and when x   , t  
0 

 t dt 
0  e
 y2
k y e  dy 1
0 2 

 y e  e 
k  y2 t 
0 dy 1
2 0


 y e 0  1dy  1
k  y2
put y 2  t
2 0

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB


k dt
e
t
1 2 y dy  dt
2 0
2
k t
4
e   
0 1 y dy 
dt
2
k
0  1 1 when y  0 , t  0 and when y   , t  
4
k
1
4
Therefore, the value of k is k  4 .
7. The joint pdf of the random variable  X , Y  is
k x  y  , 0  x  2 ; 0  y  2
f x , y    .
0 , otherwise
Find the value of k . (Nov./Dec. 2006) (May/June 2009) ( U)
Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
2 2

  k x  y  dx dy 1
0 0

 x 2  2
2 
k     y x 0  dy  1
  2

0  0 
2
2
k  2  0  y 2  0dy 1
0
2
k  2  2 y  dy 1
0

  y2  
2

k 2  y 0  2     1
2

  2  0 
k 2 2  0  4  01
8k 1
1
k
8
8. The joint pdf of the random variable  X , Y  is
c x y ,0 x  2 ;0 y  2
f x , y    .
0 , otherwise
Find the value of c . (Nov./Dec. 2008) (U)

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Given f x , y  is the joint pdf , we have  f x , y  dx dy 1

2 2

  c x y dx dy 1
0 0
2 2
c   x y dx dy 1
0 0
2
2
 x2 
c  y   dy 1
0  2 0
2
c  y 2  0 dy 1
0
2
 y2 
2c   1
 2 0

c 4  01  4c 1  c 
1
4
1
Therefore the value of c is c  .
4
9. If two random variables X and Y have probability density function
f x , y   k 2 x  y  for 0  x  2 and 0  y  3 . Evaluate k . (May/June 2007) ( E )
Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
3 2

  k 2 x  y  dx dy 1
0 0

3  x2 
2

k  2    y x 0  dy  1
2

0
  2 0 
3
k  4  2 y  dy 1
0

  y2  
3

k 4  y 0  2    1
3

  2  0 

k 12  91
1
 21 k 1 k 
21
10. If the function f x , y   c 1 x 1 y , 0  x 1 , 0  y 1 is to be a density
function, find the value of c. (April/May 2008) ( R)
Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1

31
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1 1

  c 1 x 1 y  dx dy 1
0 0
1 1
c   1  x  y  xy  dx dy 1
0 0

1  1  x2  1
 x2  
1

c  x 0     y x 0  y   dy  1
1

0  2 0  2  0 
 1 y
1
c  1   y   dy 1
0
2 2
1 y
1
c     dy 1
0
2 2
 1 1 1  y 2 1  1 1
c   y 0     1  c    1
c
 1 c 4
 2 2  2 0 
 2 4 4
Therefore the value of c is c  4
11. Find the marginal density functions of X and Y if

f x , y   2 x  5 y , 0  x 1, 0  y 1 . (Nov./Dec. 2008) ( U )

2
5
Marginal density of X is
f X x    f x , y  dy

2  y2  
1 1

  2 x  5 y  dy  2 x  y 0  5   
2 1

50 5  2  0 

2 5 4
 2 x    x  1 , 0  x 1
5 2 5
Marginal density of Y is
f Y  y    f x , y  dx

2   x2  
1 1

  2 x  5 y  dx  2    5 yx 0 
2 1

50 5   2 0 

 1  5 y    2 y
2 2
, 0  y 1
5 5
 x  y ; 0  x 1 , 0  y 1
12. If X and Y have joint pdf f x , y    . Check whether
0 ; otherwise
X and Y are independent. (May/June 2006) ( R)

f X x    f x , y  dy

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
1
 y2 
  x  y  dy  x  y      x  , 0  x 1
1 1
0
0  2 0 2
f Y  y    f x , y  dx
1
1
 x2 
  x  y  dx     yx 0  y  , 0  y 1
1 1
0  2 0 2
 1  1
f X x . f Y  y    x    y    xy     x  y  f x , y 
x y 1
 2  2 2 2 4
Therefore, X and Y are not independent variables.
13. If X and Y are random variables having the joint density function

f x , y  
1
6  x  y , 0  x  2 , 2  y  4 , find PX  Y  3 . (April/May 2003) ( U)
8
PX  Y  3  f x , y  dx dy

1   x2  
3 3 y 3 3 y
1
   6  x  y  dx dy   6  y x 0     dy
3 y

82 82  2  0 
0 
1 
6  y 3  y   1 3  y 2  dy  1  18  9 y  y 2  1 3  y 2  dy
3 3
 
82 2  82 2 

1  y 2   y 3  1  3  y 3  
3 3 3

 18  y 2  9         
3

8  2 2  3 2 2   3  2 
 
1 
 18 3  2  9  4  27  8  0 1
9 1 1
8 2 3 6 
1 45 19 1  5
 18      .
8 2 3 6  24
14. Let X and Y be continuous random variable with joint pdf

f XY x , y  
3 2
2
 
x  y 2 , 0  x 1 , 0  y 1 . Find f X Y x y  . (Nov./Dec. 2008) ( E )

f Y  y    f x , y  dx

3  x 3   3 1
1

  
1
  x  y dx     y 2 x 0     y 2 
3 2 2 1

20 2  3  0
  2  3 
3 1
 y2 
2 2

f x , y  2
3 2
x  y2 
x2  y2

f X Y x y     .
fY y 3  2 1 1
y   y 
2

2 3 3
15. If the joint pdf of  X , Y  is given by f x , y   2  x  y ; 0  x  y 1 , find

33
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

EX .(april, 2004) ( E )

EX   x f x , y  dx dy
1 y
   x 2  x  y dx dy
0 0

  x2  y  x3  y  x2  
y

 
1 y 1
 2 x  x  xy dx dy   2       y    dy
2

0  0  0  2  0 
0 0
2 3
1 1
1
 y3 y3 
1
 5   y3  5  y4 
   y 2    dy    y 2  y 3  dy      
0
0
3 2  6   3 0 6  4 0
1 5 3 1
    .
3 24 24 8
16. Let X and Y be random variable with joint density function
4 x y ; 0  x 1 , 0  y 1
f XY x , y    . Find E  X Y  .(Nov./Dec. 2006) ( E )
0 , otherwise
EXY    xy f x , y  dx dy
1
1 1 1 1 1
 x3 
   xy 4 x y  dx dy  4   x 2 y 2 dx dy  4  y 2   dy
0 0 0 0 0  3 0
1
4
1
 y3  4  1  4
4
 0 y dy  3
      .
2

3  3 0 3  3  9
17. Let X and Y be any two random variables and a , b be constants. Prove
that Cov a X , bY   ab cov  X , Y  .(Nov./Dec. 2008) (May/June 2009) ( R )
Cov  X , Y   E XY  EX  EY 
Cov a X , b Y   E aX bY  EaX  EbY 
 ab EX Y   a EX  b EY   ab E XY   E X  EY 
 a b Cov  X , Y .
18. If Y   2 X  3 , find Cov  X , Y  .(April/May 2008) ( R )
Cov  X , Y   E XY  EX  EY 
 E X  2 X  3  EX  E 2 X  3
 
 E  2 X 2  3 X  EX  2 EX  3
 
  2 E X 2  3 EX  2 EX   3 EX 
2

  2 EX  EX     2Var X .

2 2

19. If X 1 has mean 4 and variance 9 while X 2 has mean  2 and variance
5 and the two are independent, find Var 2 X 1  X 2  5 .(April/May 2008) ( U )
Given EX 1  4 ,Var X 1  9

34
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

EX 2   2 ,Var X 2  5
Var 2 X 1  X 2  5  4Var X 1 Var X 2
 4 9  5  36  5  41 .
20. Find the acute angle between the two lines of regression. ( R )(April/May 2003) (May,
2012)(April, 2011)(MA6451/Ap-2015)
The equations of the regression lines are
y
y y  r x  x             1
x
x
xx  r  y  y             2
y
y
Slope of line 1 is m1  r
x

y
Slope of line 2  is m2 
r x
If  is the acute angle between the two lines, then
m1  m2
tan 
1  m1 m2

r
y y

r 2
1  y  
1 r   y
2

 x r x r x r x
  
y y y 2
 x  y 2
2
1 r . 1
 x r x  x2  x2


1 r  x  y
2

r  x   y 
2 2
.

21. If X and Y are random variables such that Y  a X  b where a and b are
real constants, show that the correlation co-efficient r  X , Y  between them has
magnitude one(May/June 2006) ( U )
Cov  X , Y 
Correlation co-efficient r  X , Y  
 X Y
Cov  X , Y   E XY  EX  EY 
 E X a X  b  EX  Ea X  b
 
 E a X 2  b X  EX a EX  b
 
 a E X 2  b EX  a EX   b EX 
2

 a EX  EX    a Var X  a  .

2 2 2
X

Y 2  EY   EY  
2 2

 EaX  b    EaX  b   Ea X  2ab X  b   a EX  b

2 2 2 2 2 2

35
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

 
 a 2 E X 2  2ab EX  b 2  a 2 EX   2ab EX  b 2
2

 a2  EX  EX    a
2 2 2
Var X  a 2  X
2

Therefore  Y  a  X
a X
2
and r  X , Y   1
 X .a X
Therefore, the correlation co-efficient r  X , Y  between them has magnitude one.
22. State central limit theorem. (May/June 2009) (June, 2012) (May/June 2014) (A)
If X 1 , X 2 , X 3 , ........, X n ,...... be a sequence of independent
identically distributed random variables with EX i   and
Var  X i    2 , i 1, 2,....... , and if S n  X 1  X 2  X 3  ..........  X n , then under
certain general conditions, S n follows a normal distribution with mean n
and variance n  2 as n tends to infinity.
23. Write the applications of central limit theorem.(April, 2004) (R )
(i) Central limit theorem provides a simple method for computing approximate
probabilities of sums of independent random variables.
(ii) It also gives us the wonderful fact that the empirical frequencies of so many
natural “populations” exhibit a bell shaped curve.
24. Find the value of k, if f ( x, y)  k (1  x)(1  y),0  x, y  1 and f ( x, y)  0 , otherwise,
is to be the joint density function (April, 2010) ( E ) )
 
Ans: If f ( x, y) is a joint p.d.f , then   f ( x, y)dx dy  1
 

 1  1 
1 1

  k (1  x)(1  y)dx dy  1
0 0
k     1
 2  2 
k 4

25. A random variable X has mean 10 and variance 16. Find the lower bound for
P(5  X  15) (April, 2010) ( R )

Ans: P  X    k    1 
1
k2
P  X  10  4k   1 
1
k2
To find the lower boundP(5<X<15), using the above inequality of chebychev‟s
inequality,
5
P(10-4k <X <10+4k)=P( 5<X< 10) which implies k=
4
P  X  10  4k   P(5  X  15)  1 
1
k2
16 9
 1 
25 25
36
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

26. Let X and Y be continuous random variable with joint probability density function

f ( x, y ) 
x( x  y )
8 x  
, 0  x  2,  x  y  x Find f y (april,2011) ( E )
x
x( x  y ) x3
Ans: f ( x)   8 dy 
4
x

 x   f f(x(,xy) )  x(x8 y) . x4  x2x y

f y 3 2

27. The joint pdf of (X,Y) is given by f ( x, y)  e( x y ) , 0  x, y   , Are X and Y

independent ? Why? (June, 2012) ( U )
Ans: The marginal density function of X and Y are given by,

f ( x)   e ( x  y ) dy  e x , 0  x  
0

f ( y )   e ( x  y ) dx  e  y , 0  y  
0

f ( x). f ( y)  e( x  y )  f ( x, y) which implies the X and Y are independent.

28. The joint pmf of two random variables X and Y is given
by ( ) { . Determine the value of the constant .
(May/June 2013) ( R )
Solution:
We know that
∑

2 x o  x  1
29.Given the r.v X with density function f ( x)  
 0 elsewhere
Find the Pdf of y = 8x3 (Nov /Dec2013) (U )
Solution:
Given y = 8x3 to strictly monotic in (0,1)
d ( g 1 ( y )
fY ( y )  f x g 1 ( y )
dy
1  13
= y :0  y 8
6

29. Can and be the estimated regression equation of y on x

respectively explains your answer. ( )

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

30. The joint probability density function of the random variable x and y is defined as
( ) { Find the marginal PDFs of x and y.
( )
31. Assume that the random variable X and Y have the probability density function
( ).What is , ( ⁄ )- ( )
32. If X,Y denote the deviation of variance from the arithmetic mean and if
∑ ∑ . Find the number of times.
)
33. State about types of correlation. (MA6451 A/M 2019)
34. The regression equation are Find the mean of X.

35. The jointpdf of a bivariate random variable ( )is given by

( ) 2 where k is a constant.Determine the value of K.

36. Define covariance and coefficient of correlation between two random variable x
and y.

37. The R.V.s X and Y have joint p.d.f. ( ) { What is ( )

38. Prove that the correlation coefficient of the R.Vs X and Y takes value in the range -1
and 1.
39. The lifetime of a certain brand of an electric bulb may be considered a random
variable with mean 1200h and standard deviation 250h.Determine the probability that
the average life time of 60 bulbs exceeds 1250h.
( )
40. Given ( ) { . Determine ( ), if F is the
joint probability distribution function of ywo randon variables X and Y
(M/A2021)
( )
41. Given ( ) { . Find the marginal

probability density function of X.(M/A2021)

42. Find the marginal distribution of X and Y from the bivariate probability distribution
given below.

Y
1 2
X
1 0.1 0.2

2 0.3 0.4

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

PART-B

Bloom‟s UQ UQ
taxonomy N/D A/M
/Domain
1 Remember 2001
Three balls are drawn at random without replacement from a box containing 2 MA
white, 3 red and 4 black balls. If X denotes the number of white balls drawn 6451
2016
and Y denotes the number of red balls drawn, find the joint probability
distribution of ( )
2 The joint probability mass function of (X,Y) is given by Remember 2007
200820
( ) ( ) . Find all the marginal and 132014
conditional probability distributions. Also find the probability distribution of
X Y
3 If the joint pdf of a two dimensional random variable (X,Y) is given by Remember 2014

( ) { Find the ( ) . /

( ) ( )( ) ( )and ( ) Find the conditional density function.

4 The joint PDF of a two dimensional random variable ( )is given by Analyze 2012 2007
2012

, 0  x  2 ; 0  y 1 . Compute (i) PX  1 (ii) P Y   (iii)

x2  1
f x , y   x y 2 
2013

8  2

X 1 (v) PX  Y  and (vi) PX Y 1

 1  1 
P  X 1 Y   (iv) P Y 
 2  2 
5 e   x  y  , x  0 , y  0 Analyze 2008
Given the joint PDF of ( ) is f x , y    . Find the
0 , elsewhere
marginal densities of X and Y . Are X and Y independent?
6 The joint PDF of a two dimensional random variable ( ) is given by Remember 2009

 
f x , y   k x 3 y  xy 3 , 0  x  2 ; 0  y  2 . Find the value of k and marginal and
conditional density functions
8 x y ; 0  x  y 1
7 Apply 2006

Given the joint PDF of ( ) as f x , y    . Find the

0 , otherwise
marginal and conditional probability density functions of X and Y . Are X and
Y are independent?
cx x  y  ; 0  x  2 ,  x  y  x
8 Apply ma6451

Given f XY x , y    . (i) Evaluate c , find (ii) 2016

0 ; otherwise 2015

f X x  (iii) f Y X  y x  and (iv) f Y  y  .

9 Let (X, Y) be a two dimensional non-negative continuous random variable Remember ma6451
2016

4 xye ( x  y ) x  0, y  0
2 2
2015
having the joint density. f ( x, y )   Find the density

 0 elsewhere

39
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

function of U  X 2  Y 2
PDF f x , y  of ( )is
10 Suppose Remember 2005
the given by

 
6
f x , y  5
 2

 x  y ; 0  x  1, 0  y  1
. Obtain the marginal PDF of X , the
0 ; otherwise
conditional PDF of Y given X  0.8 and then EY X  0.8
2  x  y , 0  x 1, 0  y 1
11 Analyze 2007

If f x , y    is the joint PDF of the random

0 ; elsewhere
variables X and Y , find the correlation co-efficient of X and Y
12 Find the correlation between X and Y if the joint probability density of X and Analyze 2008

2 for x  0 , y  0 , x  y 1
Y is f x , y   
0 ; elsewhere
13 If the independent random variables X and Y have the variances 36 and 16 Analyze 2008

respectively, find the correlation co-efficient between X  Y and X  Y .

14 Find the correlation co-efficient for the following data: Understand 2007

X 10 14 18 22 26 30
Y 18 12 24 6 30 36
15 From the following data, find The two regression equations. Understand 2007

1. The co-efficient of correlation between the marks in Mathematics and

Statistics.
2. The most likely marks in Statistics when marks in Mathematics are 30.
Marks in
25 28 35 32 31 36 29 38 34 32
Mathematics
Marks in
43 46 49 41 36 32 31 30 33 39
Statistics
16 If y  2 x  3 and y  5x  7 are the two regression lines, find the mean values of Understand 2006

x and y . Find the correlation co-efficient between x and y . Find an estimate of

x when y 1 .
17 If the joint PDF of  X , Y  is given by f XY  x , y   x  y ; 0  x , y 1 , find the Remember 2006/2020 ma6451

2015
PDF of U  XY 2020
18 If the joint PDF of  X , Y  is given by f XY  x , y   e   x  y  ; x  0 , y  0 , find the Remember 2006

X Y
PDF of U 
2
19 Find the covariance of x and Y, if the random variable (X,Y) has the joint p.d.f. Remember 2010

f ( x, y)  x  y,0  x  1, 0  y  1 and f ( x, y)  0, otherwise

20 The joint p.d.f of two dimensional random variables (X,Y) is given by Analyze 2010

8
f ( x, y)  xy ,0  x  y  2 and f ( x, y)  0, otherwise. Find the densities of X
9

40
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

and Y, and the conditional densities f ( x / y) and f ( y / x)

21 If X and Y are independent poisson random variable with respective parameters 2011

1 and 2 . Calculate the conditional distribution of X given that X  Y  n

22 The regression equations of X and Y is 3Y  5 X  108  0 If the mean value of Apply 2011

9
Y is 44 and variance of X is th of the variance of Y. Find mean value of X
16
and the correlation coefficient
23 If X and Yare independent random variable with density function Analyze 2011

y
1 , 1  x  2  ,2  y  4
f X ( x)   and fY ( y )   6 Find the density function of
0, otherwise 0, otherwise
Z=XY.
24 Find the correlation co-efficient for the following data: Apply 2012

X 1 3 5 7 8 10
Y 8 12 15 17 18 20
25 If X and Y each follow an exponential distribution with parameter 1 and are Remember 2012

independent. find the pdf of U=X-Y

26 If X and Y are independent RVs with pdf‟s and Remember 2013 MA
6451 2017
respectively, find the pdf‟s Are U and V are
independent?
27 The joint pdf of the rv (X,Y) is ( ) ( ) Remember 2014

, ind Cov (X,Y)

28 Marks obtained by 10 students in Mathematics (x) and Statistics (y) are given Remember 2014

below:
X 60 34 40 50 45 40 22 43 42 64
Y 75 32 33 40 45 33 12 30 34 51
Find the two regression lines. Also find y when x = 55
29 If the joint probability distribution function of a two dimensional random Analyze MA6452
2015
variable (X,Y) is given by
( )( )
( ) 2 , -

30 The two line of regression are Understand MA

6452
the variance of X is 9.Find the mean values of X and Y. Also find the 2015
coefficient of correlation between the variable x and y.
31 Drtermine the coefficient of correlation between X and Y from the data given Apply MA
6452
below. 2015
X: 65 66 67 67 68 69 70 72
Y: 67 68 65 68 72 72 69 71
32 Determine the coefficient of correlation between industrial production and Apply MA 6452
2016
export using the following data
Production(x):55 56 58 59 60 60 62
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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Export (y) : 35 38 37 39 44 43 44
33 Given the joint density function function of x and y as Apply MA 6452
2016

( ) { Calculate the distribution

34 For the bivariate probability distribution of (X,Y) given below: Evaluate 2010
MA
Y 6451
1 2 3 4 5 6 2015
X
0 0 0 1/32 2/32 2/32 3/32
1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64
Obtain the marginal distribution, conditional distribution of X given Y=1 and
conditional distribution of Y, given X=0
35 The joint distribution of  X , Y  where X and Y are discrete is given in the Remember

following table:
Y
X 0 1 2

0 0.1 0.04 0.06

1 0.2 0.08 0.12

2 0.2 0.08 0.12

36 Verify whether X and Y are independent. Evaluate 2009

X 5 15
Y
10 0.2 0.4

20 0.3 0.1
37 For the bivariate probability distribution of (X,Y) given below: Evaluate 2010

Y
1 2 3 4 5 6
X
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64
Obtain the marginal distribution, conditional distribution of X given Y=1 and
conditional distribution of Y, given X=0
38 The two dimensional random variable (X,Y) has the joint density function Evaluate MA 6451
2017
( ) Obtain ( ⁄ ) and ( ⁄ )
39 The joint pdf of random variable (X,Y) if ( ) ( ) Remember MA 6451
2017

42
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Find ( )
40 The waiting time X and Y of two customers entering a bank at different times Remember MA 6451
2017
are assumed to be independent random variable with p.d.f.s
( ) { and ( ) { Find the joint
p.d.f of
41 The joint PDF of (X,Y) is given by Remember MA
6451
( ) { Find the conditional mean and 2017

Variance of Y Given X.
Remember 2021 MA
42 Two Random Variable Have the Joint PDF ( ) ( ) 6451
. Find the correlation coefficient and regression lines. 2017

43 If the joint pdf of (X,Y) is given by ( ) find k and also Remember 2017

the margional and conditional density function

44 The joint pdf of random variable (X,Y) if ( ) Remember 2017

( ) Find the pdf of

45 State and prove central limit theorem. 2007 2003
2008 2006
46 The lifetime of a certain brand of an electric bulb may be considered a Remember 2008
Evaluate
RV with mean 1200 h and standard deviation 250 h . Find the probability
using central limit theorem that the average lifetime of 60 bulbs exceeds
1250 h .
47 If y  2 x  3 and y  5x  7 are the two regression lines, find the mean Remember 2006

values of x and y . Find the correlation co-efficient between x and y . Find

an estimate of x when y 1 .
48 If X1, X 2 , ..., X n are poisson variates with parameter   2 Use central limit 2012

theorem to estimate P(120  Sn  160) , where Sn  X1  X 2  ....  X n

and n=75
49 Let be independent identically distributed random variable with Remember

and . Find ( )
50 The resistors are independent random variable and is uniform Remember

in the interval (450,550).Using the centeral limit theorem,find (

)
51 A coin is tossed 300 times.What is the probability that heads will appear more Remember

then 140 times and less then 150 times

52 If Random variable each having a Poisson Evaluate

distributed with parameter and Evaluate

( ).
53 Let X, Y and Z are uncorrelated random variables with zero means and Remember MA6451
2019
standard deviations 5, 12, and 9 respectively. If U  X  Y and
V  Y  Z .Find the correlation coefficient between U and V.
54 Let X and Y are normally distributed independent random variable Remember MA6451
2019
with mean 0 and variance .Find the joint density of √
and . /
43
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

55 Two independent variable X and Y are define by ( ) Evaluate MA8451

2019
show that ( ) where and

56 Assume that the random variable S is the sum of 48 independent experimental Remember MA 8451 MA
2019 8451
values of the random variable X whose PDF is given by 2019

( ) { Find the probability that S lies in the range

(108,126)

57 Remember MA 8451
Suppose the R.V X has geometric distribution ( ) . /
{ Obtain 2019

(1) ( ) (2) ( ⁄ ) (3) C.D, F F(x), of the R.V.X.

58 Let the joint p.m.f of R.V.(X,Y) be given as Evaluate MA 8451

2019
( ) { . Determine (1) The marginal p.m.f.s of

X and Y (2) the conditional p.m.f. . ⁄ / (3) are the R.V.s X and Y
independent? Justify your answer.

59 Let X and Y be Independent identically distributed exponential random variable Remember MA 8451
2019
with parameter 1.Find the joint probability density function of and
and hence obtain the marginal P.D.F of R.V. U.

60 The joint P.D.D of R.V.s X and Y is given as Remember MA 8451

2019

( ) { Find (1) The marginal p.d.f.s of X and

Y (2) Are the R.V.s X and Y independent? Justify your result.

61 Suppose the joint p.d.f of the random variable X and Y is given as Evaluate MA 8451
2019

( ) { Compute ( )

62 What is the probability that the average of 150 random points from the Remember MA 8451
2020
interval(0, 1) is within 0.02 of the midpoint of the interval?

UNIT-III

RANDOM PROCESSES

44
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Classification – Stationary process – Markov process - Markov chain - Poisson process –

Random telegraph process.
PART-A

State the four types of stochastic processes. (April/May 2004) (April/May 2008) (June, 2012)
( R) MA6451/D2017)(MA6451 /A/M/2019)
The four types of stochastic processes are
(a) Discrete random sequence
(b) Continuous random sequence
(c) Discrete random process
(d) Continuous random process

2. Give an example for a continuous time random process. (April, 2012) (Nov./Dec. 2004) ®
If X (t ) represents the maximum temperature at a place in the interval (0,t), X (t ) is
a continuous random process.

3. Define a stationary process. (Nov./Dec. 2004)(MA6451M/J 2016) (U)

If certain probability distribution or averages do not depend on t, then the random
process X (t ) is called a stationary process.

4. Give an example for a stationary process. (April/May 2005) (May/June 2006) (U)
A Bernoulli process is a stationary process.
5. Give an example of stationary process and justify your claim.(June, 2004) ( U )
A Bernoulli process is a stationary stochastic process as the joint probability
distributions are independent of time.

6. Define strict sense and wide sense stationary process. (May/June 2007) (Nov./Dec. 2007)
(Nov./Dec. 2008) (May/June 2009)( R)
A random process is called a strict sense stationary process or strongly stationary process
if all its finite dimensional distributions are invariant under translation of time parameter
A random process X (t ) with finite first and second order moments is called a weakly
stationary process or covariance stationary process or wide-sense stationary process if its
mean is a constant and the auto correlation depends only on the time difference. i.e, if
E[ X (t )]   and E[ X (t ) X (t  z)]  R( z)
7. Give an example for strict sense stationary process. (May/June 2007) (U)
Bernoulli‟s process is an example for strict sense stationary random process.

8. Prove that a first order stationary random process has a constant mean. (April/May 2008)
(April, 2011) (R )
f x(t )  f x(t  h) as the process is stationary.

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

E[ X (t )]   x(t ) f x(t )dt

E[ X (t  h)]   x(t  h) f x(t  h)d (t  h)
t  h  u  d (t  h)  du
  x(u ) f x(u )du
Put
 E X (u )
E[ X (t  h)]  E[ X (t )]
Therefore, E[ X (t )] is independent of t.
 E[ X (t )] is a constant

9. When is a random process or stochastic process said to be ergodic? (April/May 2008)( R )

A random process X (t ) is said to be ergodic, if its ensemble averages are equal
to appropriate time averages.

10. Give an example of an ergodic process. (April/May 2004) (June 2012) (U)
(a) A Markov chain finite state space.
(b) A stochastic process X(t) is ergodic if its time average tends to the ensemble
average as T  

11. State the properties of an ergodic process(Nov./Dec. 2004) June, 2012)(May/June

2014)(U)
X (t ) is ergodic if all its statistics can be determined from a single function
X (t ,  ) of the process.

12. What is a Markov process?( R)

43. (April/May 2008) (Nov./Dec 2008) (May/June 2009)(May/June 2014)(MA6451M/J
2016)

Markov process is one in which the future value is independent of the past values,
given the present value.

13. Give an example of a Markov process. (Nov./Dec. 2003) ( U)

Poisson process is a Markov process. Therefore, number of arrivals in (0,t) is a
Poisson process and hence a Markov process.

14. Define Markov chain and one – step transition probability. (April/May 2003) April,
2010)( U)

46
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

X n  an X  an
If  n, P  X n2  an2 ,...... X 0  a0   P  n
X n1  an1 ,

X n1  an1 
  
then the process X n  , n=0,1,2,…. is called a Markov chain.
X  a j 
The conditional probability P  n  is called the one step transition
 X n 1  a i

probability from state a i to state a j at the n th step.

Example: Let X(t) be the number of births upto time t so that the sequence X(t) forms
a pure birth process

15. Describe a random walk process. Is it a Markov process? (May/June 2007) ( R )

Suppose a person tosses a fair coin every T seconds and instantly after each toss, he
moves a distance d to the right if heads show and to the left if tails show. X (nT )  is
the position of the person after n tosses
Then the process X (nT ) is a random walk process.
The random walk process is a Markov process.

16. Define binomial process and state its properties. (May/June 2007) (U)

Let X i denote a random variable which represents the result of i th trial i.e, X (t i )  X i .
If X i assumes only 2 values 0 and 1, the process X (t ) is called a Bernoulli process.
A Binomial process is defined as a sequence of partial sums S n  where
S n  X 1  X 2  ......  X n
Properties of binomial process:
(1) Binomial process is a Markov process
(2) Since S n is a binomial random variable, PS n  m  nCm p m (1  p) nm
(3) Expected value of a binomial process is np and its variance is np(1-p)

17. Show that a binomial process is a Markov process. (Nov./Dec. 2008)(May/June 2013)( R)

Let S n  X 1  X 2  ...... X n1  X n

S n  S n 1  X n
PS n  m S n 1  m  PX n  0  1  p
PS n  m S n 1  m  1  PX n  1  p
Hence binomial process is a Markov process.

18. Define Poisson process. (April/May 2008) (U)

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

If X (t ) represents the number of occurrences of a certain event in (0,t), then the

discrete process X (t ) is called the Poisson process.

19. What is homogeneous Poisson process? (May/June 2006) (R )

e  t (t ) n
The probability law for the Poisson process is PX (t )  n  , n  0,1,2,.....
n!
when  is a constant, the Poisson process is called a homogeneous Poisson process.

20. State the postulates of Poisson process. (Nov./Dec. 2003) April, 2011) ( R )
The postulates of Poisson process are
(i) P1occurence in (t , t  t )  t  O(t )
(ii) P0 occurence in (t , t  t )  1  t  O(t )
(iii) P2 or more occurences in (t , t  t )  O(t )
(iv) X (t ) is independent of the number of occurrences of the event in any interval
prior to and after the interval (0,t)
(v) The probability that the event occurs a specified number of times in (t 0 , t 0  t )
depends only on t , but not on t 0

21. State any two properties of Poisson process. (April/May 2003)( R)

(i) The Poisson process is a Markov process.

(ii) Sum of two independent Poisson processes is a Poisson process
(iii) Difference of two independent Poisson processes is not a Poisson process.

22. Examine whether the Poisson process * ( )+,given by the probability law * ( ) +
( )
is covariance ststionary.
23. Prove that the sum of two independent Poisson processes is also Poisson. (May/June
2009) (U)
Let X (t )  X 1 (t )  X 2 (t )
P X (t )  n   P X 1 (t )  X 2 (t )  n 
n
  P X
r 0
1 (t )  r P X 2 (t )  n  r 
n
e  1t (1t ) r e  2t (2t ) n  r
 
r 0 r! ( n  r )!
n
1r t r n2  r t n  r
 e  1t e  2t 
r 0 r!( n  r )!
n
nCr n r n  r
 e  ( 1  2 ) t  t 1 2
r 0 n!

 e  ( 1  2 ) t
tn
n!

n2  nC1n2 11  nC2 n2  2 12  .........1n 
tn
 e  ( 1  2 ) t (1  2 ) n
n!
tn
 e  ( 1  2 ) t (1  2 ) n
n!
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

((1  2 )t ) n
( 1  2 ) t
e
n!
Therefore, X 1 (t )  X 2 (t ) is a Poisson process with parameter (1  2 )t .
24. Prove that the difference of two independent Poisson processes is not a Poisson process.
(May/June 2007) (U)
Let X (t )  X 1 (t )  X 2 (t )
EX (t )  EX 1 (t )  X 2 (t )
 EX 1 (t )  EX 2 (t )
 1t  2 t
 (1  2 )t
  
E X 2 (t )  E  X 1 (t )  X 2 (t )
2

25. Let X (t ) be a Poisson process with rate  . Find EX (t ) X (t   ) .(Nov./Dec. 2007) (A)

EX (t ) X (t   )  EX (t ) X (t   )  X (t )  X (t )

 EX (t ) X (t   )  X (t )  E X 2 (t )  
 EX (t )EX (t   )  X (t )  E X (t )  2

 EX (t )EX ( )  E X 2 (t )  
 t  t  2 t 2
 2 t  2 t 2  t
 2 t (t   )  t
 EX (t ) X (t   )  2 t (t   )  t

26. For a Poisson process with parameter  and for s  t show that
k nk
s  s
PN ( s)  k N (t )  n  nC k   1   , k  0,1,2,...n (Nov./Dec. 2008) ( U)
t  t
PN s   k  N (t )  n 
PN (s)  k N (t )  n 
PN (t )  n

PN s   k  N (t  s)  n  k 

PN (t )  n
PN s   k PN (t  s)  n  k 

PN (t )  n
e  s (s) k e   (t  s ) ( (t  s)) n  k
k! (n  k )!
  t
e (t ) n
n!

49
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

n! e  s k s k e  t e s nk (t  s) n k

k!(n  k )! e t n t n
nk
 s
 n s k t n  k 1  
 nC k  t
n t n
nk
 s
s k t n t  k 1  
 nC k  t
tn
nk
sk  s 
 nC k k 1  
t  t
k nk
s  s
 nC k   1  
t  t

k nk

 PN (s)  k N (t )  n  nC k   1   , k  0,1,2,....n

s s
t  t
27. For the sine wave process X (t )  Y cos t ,    t  ;  constant, the amplitude Y is a
random variable with uniform distribution in the interval 0 to 1. Check whether the
process is stationary or not. (Nov./Dec. 2006) (A)
Given Y is a random variable with uniform distribution in the interval 0 to 1, then
f Y ( y)  1 0  y 1
Also given X (t )  Y cos t
EX (t )  EY cos t 
 cos tE  1
 0  1 1
 cos t    cos t
 2  2
Since the mean is time dependent, the process is not stationary.
28. Define a wide sense stationary process. (April, 2010) (May/June 2013) ( U)
MA6451/M2017
Ans: A random process X(t) is said to be wide sense stationary if its mean is constant
and its autocorrelation depends only on time difference,
E ( X (t ))  cons tan t
RXX (t , t   )  RXX ( )
29. Define Random process.(Nov/Dec2013) ( R )
Random process is the collection of r.v { X(s,t) } which are function of the real
variable
29. Give an example of evolutionary random process. (MA6451/AP-2015) ( R)
30. Define a semi random telegraph signal process. (MA6451/AP-2015) (R )
31. Let ( ) be a stochastic matrix. Check whether it is regular.(MA6451/D2016)
( U)
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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

32. Prove that random telegraph process * ( )+ is a wide sense stationary process.
(MA6451/ND-2016) ( R)
33. What do you mean by wide sense stationary process? . MA6451/D2017 ( U)
34. State the postulates of Poisson process. MA6451/D2017 ( U)
35. If the customers arrive at a bank according to a poisson processes with mean rate 2 per
minute,find the probability that during a 1 minute interval no customer arrive. MA6451/
M 2017 U
36. Show that the processes ( ) (where A and B are random variables)is
wide sence stationary if ( ) ( ) D/ 2017 U
37. Define independence increment process. (MA6451/A/M 2019) (E)
38. Define Markov processes. MA8451/D2019 ( U)
39. Let ( )be a wide –sense stationary random processes with ( ( )) and ( ) ( )
( ) > Compute ( ( )) and ( ( )) MA8451/D2019 ( U)
40. Consider the random process X(t) = cos(t+φ), φ is a uniform random variable in . /
Check whether the process is stationary.(M/A 2021)
41. A hospital receives on an average of 3 emergency calls in a 10-minute interval. What is the
probability that there are at most 3 emergency calls in a 10-minute interval? .(M/A 2021)

PART-B

Bloom‟s UQ A/M
taxonomy N/D
/Domain
1 Remember 2003 2006
Define random process. Classify it with an example. 2007 2009
2008

Consider the two dimensional process  X (t ),Y (t ); t  0. Define mean,
2 Remember 2005

correlation, covariance, cross correlation and cross covariance functions

3 The probability distribution of the process X (t ) is given by Remember 2006
2007
2008
2009
 (at ) n 1 2012 2014

 , n  1,2,3,.. 2014
 (1  at ) n 1
PX (t )  n  
MA
Show that it is not stationary 6451
 at n0 2016

1  at
Verify if the sine wave process X (t ) , where X (t )  Y cos tand Y is
4 Understand

uniformly distributed in (0,1) is a strict sense stationary process

5 Verify whether the random process X (t )  A cos(t   ) is wide sense Understand 2007

stationary when A and  are constants and  is uniformly distributed on

 
the interval  0, 
 2
Show that the random process X (t ) where X (t )  A cos(t   ) with A
6 Understand 2007

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

and  are constants and  is a uniform random variable over   ,   is

wide sense stationary
7 Show that the random process X (t )  A cos(t   ) is wide sense Understand MA 2007
6451 MA
stationary where A and  are constants and  is uniformly distributed on 2017 6451

the interval 0,2  .

2009
2019

8 Show that the process X (t )  A cos t  B sin t where A andB are Remember 2008
2012
random variables is wide sense stationary if MA6

   
EA  EB  0; E A2  E B2 ; EAB   0 .
451
2015

9 IF the random variable and are uncorrelated with zero mean Remember 2014

and ( ) ( ) Show that the process ∑ (

) is wide sence stationary. What are the mean and
autocorrelation of ( ).
10 Two random processes Remember 2008
X (t ) and Y (t ) are defined by
X (t )  A cos  0 t  B sin  0 t and Y (t )  B cos  0 t  A sin  0 t . Show
that X (t ) and Y (t ) are jointly wide sense stationary, if A and B are
uncorrelated RV‟s with zero means and the same variance and  0 is a
constant
Let X (t )  cos(t  y), t  0 , where  is a constant. Show that X (t ) is
11 Remember 2005

stationary in the wide sense iff  (1)  0   (2) , where  is the

characteristic function of the random variable Y
Derive the probability law for the Poisson process X (t )
12 Analyze 2021 2007

13 Prove that the random process X (t )  A cos(t   ) where A and  are Understand

constants and  is uniformly distributed on the interval 0,2  is

correlation ergodic
14 Determine whether or not the process X (t )  A sin t  B cos t is ergodic, Understand

if A and B are normally distributed random variables with zero means

and unit variances.
15 Let X (t ); t  0be a random process where X (t ) =total number of Analyze

1 if k is even
points in the interval (0,t) [=k say] i.e., X (t )   and
 1 if k is odd

Y t   AX t  such that P A  1  P( A  1) 

1
and A is independent
2
of X (t ) . Find the autocorrelation of X (t ) , Y (t ) .
16 Arandom process X (t ) has sample values Analyze 2007

X (t1 )  5, X (t 2 )  3, X (t 3 )  1, X (t 4 )  1, X (t 5 )  3, X (t 6 )  5. Find

the mean and variance of the process. Also check if the process is
ergodic in the mean

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

17 A random process be given as Z (t )  X (t ) cos( 0   ) where X (t ) is 2008

stationary random process with E[ X (t )]  0 and E[ X 2 (t )]   x2 . If  is a

RV independent of X (t ) and uniformly distributed over the interval
 x2
  , . Show that EZ (t )  0 and EZ 2

(t )  .
2
18 Verify whether the sine wave process X (t ) where X (t )  Y cos t
Analyze

where Y is uniformly distributed in (0,1) is a SSS process.

19 If X (t )  Y cos t  Z sin t , where Y and Z are two independent normal Remember 2008

   
RVs with EY   EZ   0 . E Y 2  E Z 2   2 and  is a constant, prove
that X (t ) is a SSS process of order 2.
20 Show that when events occur as a Poisson process, the time interval Remember

between successive events follows exponential distribution.

If X (t ) and Y (t ) are two independent Poisson processes, show that
21 Remember 2006

the conditional distribution X (t ) given X (t )  Y (t ) is binomial

22 Suppose that customers arrive at a bank according to a Poisson process Evaluate 2006

with a mean rate of 3 per minute. Find the probability that during a time
interval of 2 minutesexactly 4 customers arrive
more than 4 customers arrive
23 A machine goes out of order whenever a component fails. The failure of Creating 2009

this part follows a Poisson process with a mean rate of 1 per week. Find
the probability that 2 weeks have elapsed since last failure. If there are 5
spare parts of this component in an inventory and that the next supply is
not due in 10 weeks, find the probability that the machine will not be
out of order in the next 10 weeks
24 Define a Markov chain. How would you classify the states Analyze 2014 2005

25 The transition probability matrix of a Markov chain X n  , three states Creating 2006
MA
2010

 0.1 0.5 0.4 6451

2016
1,2 and 3 is P  0.6 0.2 0.2 and the initial distribution is
 
0.3 0.4 0.3
p (0)  (0.7,0.2,0.1) Find(i) PX 2  3 (ii)
PX 3  2, X 2  3, X 1  3, X 0  2 .
26 A man either drives a car or catches a train to got to office each day. He Creating MA 2007
6451 MA
never goes 2 days in a row by train, but if he drives one day, then the 2017 6451
next day he is just as likely to drive again as he is to travel by train. 2016

Now suppose that on the first day of the week, the man tossed a fair die
and drove to work iff a 6 appeared. Findthe probability that he takes a
train on the third day and the probability that he drives to work in the
long run.
27 Three boys A, B and C are throwing a ball to each other. A always Creating 2007 2009

53
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

throws the 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. Find the transition matrix and classify the states.
28 Write a detailed note on sine wave process Analyze 2004 2009

Examine whether the random process X (t )  A cos(wt   ) is a wide

29 Apply 2010

sense stationary if A and  are constants and  is uniformly distributed

random variables in (0,2 )
30 Assume that the number of messages input to a communication channel Creating 2010

in an interval of duration t seconds, is a poisson process with mean

  0.3 , compute(a) the probability that exactly 3 messages will arrive
during 10 seconds interval (b) the probability that the number of
message arrivals in an interval of duration 5 seconds is between 3 and 7.
31 A random process X(t) is defined by X (t )  A cos t  B sin t ,    t   Apply 2001

where A and B are independent random variables each of which takes a

value -2 with probability 1/3 and a value 1 with probability 2/3. Show
that X(t) is wide sense stationary
32 Prove that the Poisson process is a Markov process. Analyze 2012

The random binary transmission X (t ) is a wide sense process with

33 Evaluate


mean zero and autocorrelation function R( )  1  , where T is a
T
constant. Find the mean and variance of the time average X (t ) over
(0, T), IS X (t ) is mean ergodic?
Examine whether the random process X (t )  A cos(wt   ) is a mean
34 Apply 2011

ergodic if A and  are constants and  is uniformly distributed random

variables in where A and  are independent random variables (0,2 )
If the WSS process X (t ) is given by X (t )  100cos(100t  ) where 
35 Apply 2012 2012

is uniformly distributed over (, ) . Prove that the X (t ) is

correlation ergodic
If X (t ) is a Gaussian process with (t )  10 and C (t1, t2 )  16e t1 t2 .
36 Evaluate 2013 2011
2014 2012

Find the probability of X (10)  X (6)  4 and X (10)  8

37 Prove that the interval between two consecutive occurrences of a Creating 2011

poisson process with parameter  has an exponential distribution with

1
mean

38 If the process* ( ) +is aPoisson process with parameter , obtain Analyze 2012 2014

* ( ) +.Is the process first order stationary?

If the WSS process X (t ) is given by X (t )  10 cos(100t   ) where 
39 Evaluate 2014

is uniformly distributed over (, ) . Prove that the X (t ) is

54
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

correlation ergodic
40 Prove that rondom telegraph signal process Y(t) =α X(t) is WSS where Apply 2014

α is RV which is independent of X(t) and assumes values -1 and +1 with

2  t1 t 2
equal probability and Rxx (t1 , t 2 )  e
41 Define Random telegraph signal process and Prove that it is wide-sence Apply 2013 6451
6451 15,17
stationary. 2017 ,19
42 A Radioactive emits particles at a rate of 5 per minute in accordance Evaluate

with Poisson process. Each particle emitted has a probability 0.6 of

being recorded. Find the probability that 10 particles are recoded in 4
minute period
43 Prove that the sum of two independent Poisson processes is also Analyze 2013 2009

Poisson.
44 There are 2 white marbles in Urn A and 3 red marbles in Urn B. At each Creating MA6
451
step of process, a marble is selected from each urn and the 2 marbles 2015
selected are interchanged. The state of the related markov chain is the
number of red marbles in Urn A after the interchange. What is the
probability that there are 2 red marbles in Urn A after 3 steps? In the
long run, what is the probability that there are 2 red marbles in Urn A?
45 Customers arrive at a grocery store in a Poisson manner at an average Creating MA
6451
rate 10 customers per hour. The amount of many that each customer 2016
spends is uniformly distributed between $8.00 and $20.00.What is the
average total amount of money that customers who arrive over a two –
hour interval spend in the store? What is the variance of this total
amount?
46 Remember 6451
Find the auto correlation function of random telegraph process. 2016
47 A Hard Disk fails in a computer system and if follows a Poisson Analyze MA
6451
distribution with mean rate of 1 per week. Find the probability that 2 2016
weeks have elapsed since last failure. If we have 5 extra hard disks and
the next supply is not due in 10 weeks, find the probability that the
machine will not be out of order in the next 10 weeks.
48 A fisherman catches a fish at a Poisson rate of 2 per hour from a large Analyze MA6
451
lake with lots of fish. If he starts fishing at 10.00 a.m. What is the 2016
probability that he catches one fish by 10.30 a.m and three fishes by
noon?
49 Using limiting behavior of homogeneous Markov chain, find steady Create MA6
451
state probability of the chain given by the transaction probability 2016

matrix. ( )
Evaluate MA
50 If the random processes * ( )+ takes the value -1 with probability and 6451

takes the value +1 with probability , find where * ( )+ is a stationary 2016

or not.
51 Given a random variable with density ( ) and another random Evaluate 2017

55
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

variable unifoemally distributes in ( ) and independent of

and ( ) ( ) prove that * ( )+ is a WSS process.
52 If ( ) ( ) Where ( )is white noise with ( ) Evaluate 2017

( ) ( ) Where ( )is aboundes function of t and is the unit

impulse function,prove that * ( )+ mean ergodic process.
53 The number of cups of coffee ordered per hour at cafeteria follows a Apply

Poisson process with an average of 30 per hour being ordered (1) Find
the probability that exactly 60 coffees are ordered between 10 P.M and
12 midnight (2).Find the mean and standard deviation of the number of
coffee ordered between 9 P.M and A.M (3) Find the probability that the
time between two consecutive order between 1 and 3 minutes.
54 The random processes * ( )+ is defined as Evaluate MA
8451
( ) ( ) ( ) where ( ) is the unit step function 2019
and the random variable A and B are independent ,A is uniformly
distributed in (0,2) and B is uniformly distributed in ( ) verify
whether the processes is wide sense stationary.
55 Prove that the inter arrival time of a Poisson process with parameter Evaluate MA
8451
has exponential distribution with mean 2019

56 Find the nature of the states of the Markov chain with three states 0, 1, 2 Remember MA
8451
2019
and with one step transition probability matrix, ( )

57 If * ( )+ and * ( )+ represent two independent Poisson processes Evaluate MA

8451
with parameters and ( ) respectively then prove that 2019
,* ( )+ * ( )+ * ( )+ - is a Binomial with parameter
n and p where
58 A random process is given by ( ) ( ),where U is a Apply MA
8451
random variable that is uniformly distributed between -2 and 2 , V is a 2019
random variable with ( ) and ( ) is a constant and is
a random variable that is uniformaly distributed from – to .Here
and are independent random variable .Is the processes ( )stationary
in wide –sense? Explain.

59 Remember MA
Show that the inter-arrival time between two consecutive arrivals is an 8451
exponential random variable 2019
60 Discuss the random telegraph signal process ( )and hence obtain Apply 8451
2019
( ( ))and ( ( ) ( )).Is the processes ( ) a wide-sense
stationary? Explain.

61 State and prove the additive property of the Poisson process. Remember 8451
2019

62 Given * ( ) + to be a Poisson process with parameter λ, for s < t, Remember MA

8451
find * ( ) | ( ) + 2020
63 Apply MA
8451
Given tpm [ ]a Markov chain state space * + 2020

Classify the states and obtain the stationary

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

distribution, if it exists.

UNIT IV

CORRELATION AND SPECTRAL DENSITIES

Auto correlation functions – Cross correlation functions – Properties – Power spectral

density – Cross spectral density – Properties.
PART-A

1. Define correlation of the process { X t } .(April/May 2008) (Nov./Dec. 2008) ( R)

Answer: If the process X t is stationary either in the strict sense or in the wide sense,
then E[ X t X t   ] is a function of  , denoted by R  or RXX   . This function RXX   is
called the autocorrelation function of the process X t .
2. State any two properties of an autocorrelation function. (April/May 2004)June, 2012 ( R)
Answer:: The autocorrelation function of the process x(t) is the joint moment of the x(t1)
and x(t2) is R(t1, t2 )  E( X (t1) X (t2 ))
i. R  is an even function of  .
ii. If R  is the autocorrelation function of a stationary process X t with no
periodic component, then lim R    x2 , provided the limit exists.
 

3. Prove that for a WSS process { X t } , RXX    RXX    .(April, 2011) (April/May
2003)(M/J2016 MA6451) ( U ) (N/D 2016,2017 MA6451)
Answer:
RXX    E[ X t X t   ]
RXX     E[ X t X t   ]
 E[ X t   X t ]  RXX  
Therefore R  is an even function of  .
4. Show that the autocorrelation function RXX   is maximum at   0 .(Nov./Dec. 2008) (U)
Answer:
RXX   is maximum at  0
i.e. R   R0
Cauchy-Schwarz inequality is E[ XY ]2  E X 2 E Y 2  
Put X  X t  and Y  X t    , then
EX t X t   2  EX 2 t EX 2 t   
i.e. R 2  EX 2  2
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

[Since EX t and Var X t  are constants for a stationary process]

R 2  R02
Taking square root on both sides,
R   R0 . [Since R0  EX 2 t is positive]
5. Statistically independent zero mean random processes X t  and Y t  have autocorrelation
functions RXX    e and RYY    cos 2 respectively. Find the autocorrelation function


of the sum Z t   X t   Y t  .(Nov./Dec. 2008) (U)

Answer:
Given RXX    e , RYY    cos 2


EX t   EY t   0
If Z t   X t   Y t  , then RZZ    RXX    RYY    RXY    RYX  
RXY    E[ X t Y t   ] [Since the processes are
independent]
RXY    00
0
Similarly RYX    0
RZZ    e

  cos 2  0  0

e  cos 2
6. The autocorrelation function of a stationary process is RXX    16 
9
. Find the
1  6 2
mean and variance of the process. (Nov./Dec. 2006) (May/June 2006) .(April, 2011) april,
2010) (A)
Answer:
Given RXX    16 
9
1  6 2
 x2  lim R 
 

 9 
 lim 16  
 
 1  6 2 
 9 
 16  lim  
   1  6 2
 
 16  0  16
Mean   x  EX t   4

E X 2 t   RXX 0
9
 16 
1  60
 16  9  25

58
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Variance  
 E X 2 t   EX t 
2

 25  4  25  16  9
2

7. If the autocorrelation function of a stationary processes is RXX    36 

4
. Find the
1  3 2
mean and variance of the process. (Nov./Dec. 2006) ( E )
Answer:

Given RXX    36 
4
1  3 2
 x2  lim R 
 

 4 
 lim  36  
 
 1  3 2 
 4 
 36  lim  
  1  3 2
 
 36  0  36
Mean   x  EX t   6
 
E X 2 t   RXX 0
4
 36 
1  30
 36  4  40
Variance  
 E X 2 t   EX t 
2

 40  6  40  36  4 .
2

8. The random process X t  has an autocorrelation function

RXX    18 
2
1  4 cos12  . Find E[ X t ] and E[ X 2 t ] .(Nov./Dec. 2007) ( E )
6  2

Answer:

Given RXX    18  1  4 cos12 

2
6  2

E X 2 t    RXX 0
2
 18  [1  4 cos 0]
60
2 59
 18  [1  4] 
6 3
Removing the periodic components of RXX   , then

59
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

 x2  lim RXX  
 

 2 
 lim 18  
 
 6  2 
 2 
 18  lim  
  6   2
 
 18  0  18
Mean   x  EX t   18
9. Define cross correlation function and state any two of its properties.(April/May 2003)
(June, 2012)(May/June 2013)( May/June 2014) (MA6451/AP-2015,2017 2019) ( R )
Answer:
If the process X t and Y t  are jointly wide sense stationary, then
EX t Y t   is a function of  , denoted by RXY   . This function RXY   is called
the cross correlation function of the process X t and Y t  .
Properties of cross correlation function are:
i. RXY     RYX   .
ii. If the process X t and Y t  are orthogonal, then RXY    0 .
iii. If the process X t and Y t  are independent, then
RXY    EX t EY t    .
10. Define power spectral density function of stationary random processes X t  .(June, 2012)
(May/June 2006) (Nov./Dec. 2006) (May/June 2009) (Nov./Dec. 2013) ( R)
Answer:
If X t is a stationary process with autocorrelation function R  , then the
Fourier transform of R  is called the power spectral density function of X t and
denoted as S   or S XX   .

i.e. S     R e
 i 
d .


11. Define cross spectral density. (Nov./Dec. 2003) (May/June 2009). ( R )

Answer:
If X t and Y t  are two jointly stationary random processes with cross
correlation function RXY   , then the Fourier transform of RXY   is called the cross
spectral density of X t and Y t  and denoted as S XY   .

i.e. S XY     R  e
XY
 i 
d .


12. State and prove any one of the properties of the cross spectral density function.
(April/May 2004,2019) ( R )
Answer:

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Cross spectral density function is not an even function of  , but it has a

symmetry relationship.
i.e. SYX    S XY   
Proof:

S XY     R  e XY
 i 
d


S XY      R  e d

XY
i



Putting   u when   , u  

d  du when   , u  

S XY      R  u e  du 
XY
 i u



S XY      R u e
YX
 iu
du  RXY     RYX  



 R  e
 i 
 YX d


 SYX  
i.e. SYX    SYX   
 
13. Find the power spectral density of a random signal with autocorrelation function e
.(Nov./Dec. 2006) ( R )

Answer:
Given RXX    e
 


S     R  e XX
 i 
d


 e
 
e  i   d


 e
 
cos   i sin  d

 
 e
 
cos  d  i  e   sin  d
 

 2 e
 
cos  d (Since the first integrand is even and
0

the second integral is odd)


 e  
 2   cos    sin  
     
2 2
0

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB


 2 0  2
1
   0
   2

2
S    2
 2

14. The autocorrelation function of the random telegraph signal process is given by
R   a 2e
2  
. Determine the power density spectrum of the random telegraph signal.
(Nov./Dec. 2006) ( U)
Answer:
Given R   a 2e
2  


S     RXX  e i  d


  a 2e
2 
e i  d


 a2  e
2 
cos   i sin  d

 
 a2  e
2 
cos  d  ia 2  e2  sin  d
 

 2a 2  e
 2 
cos  d (Since the first integrand is even and
0

the second integral is odd)


 e 2 
 2a  2
 2 cos    sin  
  2   
2 2
0

 2 a 2 0  2
1
 2  0
 4   2

4
S    2
4   2
15. Find the power spectral density of a WSS process with autocorrelation function
R   e .(Nov./Dec. 2007) (May/June 2009) ( E)
2

Answer:
Given R   e
 2


S     R e
 i 
d


  e  e  i d
2



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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

  i  
   2  
 e   
d

 i   i   i  
2 2
    2     
   2   2  
 e 
d


 i 
2  2 
       
 
 e  2   4
d
2

e


 2      i 
2
  

e d
2 
e 4 



 i  dx
Put      x   d  dx  d 
 2  
When   , x  
2 

When   , x   S  
dx
e
 x2
e 4

 
2

4 
e
e
 x2
 dx
 
2

4
e
 

  4
2

 e


i.e. S XY     R  e
XY
 i 
d


b
 a    ,  a
16. IF the power spectral density of a WSS process is give by S     a
0 ,  a

.(Nov./Dec. 2007)(May/June 2009) (U)
Answer:

R   S  e
1 i 
 d
2 

1  
a a 

  S  e d   S  e d   S  e d 
i  i  i 

2   a a 
1  b 
a

  a   e d 
i

2  a a 
a
b
a   cos  i sin d
2a a


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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

a a

b
 a   cos d  i b  a   sin d
2a  a 2a  a
a
2 a   cos d  i 0
b b

2a 0 2a
a
b
a   cos d
a 0


a    sin  cos
a
b  
 
a     0
2

b  cos a   1 
  0  2    0  2 
a      
b  1 cos a 
   
a   2 2 

R  1  cos a  .
b

a 2
17. The power spectral density function of a zero mean wide sense stationary process X t is
1 ;   0
given by S     . Find R  .(May/June 2009) (A)
0 ; Elsewhere

Answer:

R   S  e
1 i 
 d
2 

 0 0  

1
 S  e i 
d   S  e i 
d   S  ei d 
2     0 0 

1   0 i  
  1.e d 
2  0 
0

 cos  i sin d

1

2  0

0 0

 cos d  i  sin d

1 1

2  0
2  0


1 0
2  cos d  i 0 [ The 1st integrand is
1

2 0 2
even and the 2nd is odd]

1  sin   0
  
   0

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB


1
sin 0  0

sin 0
R   .


18. The power spectral density of the random process X t is given by
 ; 1
S     . Find its autocorrelation function. (May/June
0 ; Elsewhere
2006)(MA6451/AP-2015)(MA6451/M/J -2016) (R )
Answer:

R   S  e
1 i 
 d
2 

1  
1 1 
  S  e i 
d   S  e i 
d   S  ei d 
2   1 1 
1  
1

   .e d 
i 

2 1 
1
 cos  i sin  d
1
2 1


1 1

1
 cos d  i 1  sin d
2 1 2 1
1
 2 cos d  i 0 [ The 1st integrand is
1 1
2 0 2
even and the 2nd is odd]
 sin  
1

 
  0

 sin   0
1

sin 
R   .

19. Given the power spectral density S XX   
1
, find the average power of the process.
4 2
(May/June 2006) ( E)
Answer:

R   S  e
1 i 
 d
2 

1 1

2 
 4  2
ei d

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB


1 1

2  4 z

2
eiz dz [Where C is the closed contour consisting

of the real axis from  R to R and the upper half of the circle z  R ]
 eiz 
2i  lim z  2i 
1

2  z  2i z  2i z  2i 
 ei .2i 
 i 
 2i  2i 
 e 2 
 i 
 4i 
e2
R  
4
e 0  1
Average power  R0  
4 4
20. Find the power spectral density function of the stationary process whose autocorrelation

function is given by e (April,2010) ( R )
Ans:

S     R   e
i
d


  i 1
 e e d 
1  2


21. Prove that for a WSS process X t , Rxx (t , t  ) is an even function of  (April, 2011) R
Proof of Rxx ()  Rxx () D/2017/U
22. The autocorrelation function for a stationary ergodic process with no periodic

, Find the variance of the random process X t 

4
components is RXX     25 
1  6 2
(June, 2012) ( May/June 2014) ( E)
Ans:
X 2  Lim Rxx ( )  25
 
X 5
E ( X 2 (t ))  Rxx (0)  29
Var ( X (t ))  29  25  4
23. State any two properties of the power spectral density function of a stationary
process(June, 2012) (U)
Ans: (1) S xx ( w)  0

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

(2) The spectral density and the autocorrelation function of a real random
process which is WSS process form a fourier transform pairs.

24. Find the power spectral density of the random process * ( )+whose auto correlation is
( ) 2 (MA6451/N/D-2015) ( E)
25. Determine the autocorrelation function of the random processes with the spectral density
| |
given by ( ) { MA6451/A-2017) (R)
26. Prove rhat ( )is maximum at MA6451/D 2017) (R)
27. State any two properties of auto correlation function.
28. Show that the power spectrum of a (real) random process * ( )+

29. Let ( )be a wide –sense stationary random processes with ( ( )) and ( ) ( )
( ) > Compute ( ( )) and ( ( ))
30. A Stationary random process ( ) has an autocorrelation function ( ) Find ( ( ))
and ( ( )) .
31. State any two properties of a cross correlation function. (M/A/2021)
| |
32. An autocorrelation function of a random process {X(t)} is given by ( ) ,C
> 0, α > 0. Obtain the spectral density of X(t). (M/A/2021)

PART-B
Bloom‟s UQ A/M
taxonomy N/D
/Domain
1 If X t is a WSS process with autocorrelation function RXX   and if Remember 2006

Y t   X t  a   X t  a  . Show that
RYY    2RXX    RXX   2a   RXX   2a 
2 A stationary random process X t  has autocorrelation function given by Evaluate 2009

24 2  36
RXX    . Find the mean and variance of X t 
6 2  4
3 State the properties of autocorrelation function for a WSS process Remember

4 Given a stationary random process X t   10 cos100t    where     ,  Understand 2008

followed uniform distribution. Find the autocorrelation function of the

process.
5 Consider two random processes X t   3 cost    and Y t   2 cost    Understand 2012 2009
MA

and  is uniformly distributed random variable over 0,2  .
6451
where     2015
2

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Verify whether RXX    RXX 0RYY 0

6 The autocorrelation function for a stationary process X t  is given by Understand 2003

2
RXX    9  2e . Find the mean value of the random variable Y   X t dt


and variance of X t  .
7 If X t   5 cost    and Y t   2 cost    where  is a constant Understand 2006


   and  is a random variable uniformly distributed in 0,2  , find
2
RXX   , RYY   , RXY   and RYX   . Verify two properties of autocorrelation
function and cross correlation function.
8 Two random processes are defined as follows: ( ) ( Understand 2013

) ( ) ( ) where are constants; is a uniform

random variable over( ). Find the cross correlation function
of ( ) ( ).
9 Define power spectral density and cross spectral density of a random process. Remember 2009

State their properties

10 Define spectral density of a stationary random process ( ). Prove that for a Remember 2013

real random process ( ), the power spectral density is an even function

11 State and prove Wiener-Khinchine theorem Remember All

12 Find the power spectral density of the random process, if its autocorrelation Understand 2006

function is given by RXX    e

 
cos  .
13 Autocorrelation function of an ergodic process X t   xis 2012 2008
MA MA
1   , 1 6451 6451
RXX     . Obtain the spectral density of X 2017 2016
0 , Otherwise
14 2 Remember 2007 2012

The autocorrelation function of a signal is RXX    e 2k 2
, where k is a
constant. Find the power spectral density and average power
15 The autocorrelation function of the random process X t  is given by Understand 2012 2008
2010
  MA6
1  ,  T
R    T . Find the power spectrum of the process X t 
451
2015
0 ,  T

16 The random binary transmission process * ( )+ is WSS process with zero Understand 2014

 
1 
mean and autocorrelation function R    T ,Where T is constant.Find
0

the mean and variance of the time average of * ( )+ ( ). Is ( )
mean ergodic?
17 The autocorrelation function of the Poisson increment process is given by Understand 2013 2007

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

| |
( ) { | | Prove that its spectral density is
. / | |
. /
( ) ( )
18 A random process X t  is given by X t   A cos pt  B sin pt where A and Understand 2007
2014
B are independent random variables such that E[ A]  E[ B]  0 and
E[ A2 ]  E[ B 2 ]   2 . Find the power spectral density of the process
19 Show that if Y t   X t  a   X t  a , SYY    4 sin 2 a S XX   where X t  is Understand 2008

week sense stationary

20 If X t  and Y t  are uncorrelated random processes, then find the power Remember

spectral density of Z if Z t   X t   Y t  . Also find the cross spectral density

S XZ   and SYZ   .
21 Obtain the spectral density of Y t , t  0, Y t   aX t  when a is an Remember 2015

intendment of X t  such that P[a  1]  P[a  1] 

1
.
2
22 The power spectral density function of a zero mean WSS process X t is Remember 2008 2007
2011
1 ;   0
given by S     . Find R  and show also that X t  and
0 ; Elsewhere
  
X  t   are uncorrelated
 0 
23 The cross-power spectrum of the random process * ( )+and * ( )+ is given Understand 2006 03,11
| | 6451
by ( ) 2 . Find the cross correlation function 16,17

24 If the cross spectral density of X t  and Y t  is given by Creating MA 2009

6451

S XY    a  i  ,     ,  0 where a and b are constants, find the

b 2017

cross correlation function.
25 Given the power spectral density of a continuous process as Apply 2008/ 2006
2021 MA6
2  9
S XX    , find the mean square value of the process 451
 4  5 2  4 2015
2016

The power spectrum of the WSS process X t is given by S   

26 1 Apply
.
1   2 2

Find its autocorrelation R  and average power.

27 Given that a process X t  has the autocorrelation function RXX     2 cos p , Evaluate

find the power spectrum.

28 Find the autocorrelation function of the periodic time function 2010

X (t )  Asin wt
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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

29 X t and Y t are zero mean and stochastically independent random Evaluate 2010

RXX     cos 2

processes having autocorrelation function respectively,
RXX     A
Find (1) The autocorrelation function of W (t )  X (t )  Y (t ) and
Z (t )  X (t )  Y (t ) (2) the cross correlation function of W(t) and Z(t)
30 Find the auto correlation function of the process X{(t) for which the power Remember 2010
MA
spectral density is given by 6451
( )=1+ for | |<1 and ( )=0 for| | 2017
31 The auto correlation function of a WSS process is given by X t  . Remember 2013 2011

Determine the power spectral density of the process

32 The auto correlation function of the random telegraph signal process is given Remember 2013

by X t . Determine the power spectral density of the random telegraph

signal process .
33 Define Semi-random telegraph signal process and random telegraph signal Remember 2014

process and prove that the former is evolutionary and the latter is wide sense
stationary
34 IF the power spectral density of a WSS process is given by Evaluate 2013
2014
b
 a    ,  a MA
S     a . 6451
0 ,  a
2016
 2017
Find the autocorrelation function of the process
35 If the process * ( )+ is defined as ( ) ( ) ( ) Where Apply 2013

* ( )+ * ( )+ are independent WSS Processes, prove that

(1) ( ) ( ) ( ) and
(2) ( ) ∫ ( ) ( )
36 Find The Mean and autocorrelation function of the Poisson process 2014

37 If * ( )+and * ( )+ are two random processes with auto correlation function Apply MA Ma6
6451 451
( ) ( ) respectively then prove that 2016 2016
| ( )| √ ( ) ( )
38 A stationary random process has an autocorrelation function given by Evaluate MA
6451
( ) . Find the mean value, mean square value and variance of the 2015
2017
process
39 Prove that the random processes ( ) ( ) are defined by Evaluate 2014

( ) and ( ) are jointly

wide sense stationary.
40 Given that a processes ( )has the autocorrelation function Evaluate 2016
| |
( ) Where
Find the power spectrum of ( ).
41 If ( ) ( ) and ( ) ( ) where is a random Evaluate MA

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB


, find RXX   ,
6451
variable distributed in( ) where constant     2016
2
RYY   , Verify two properties of autocorrelation function is an even function
42 Find the spectral density of a WSS random process * ( )+whose auto Remember 2015
MA
correlation is 6451
2016
43 Prove that spectral density of a rral random processes is even function Evaluate 2017

44 Prove that the spectral density of a process* ( )+ real or complex,is a real Evaluate 2017

function of and non negative .

45 Prove that if the auto correlation function ( )of a real stationary processes Evaluate 2017

* ( )+is continuous at its continuous at every other point.

46 If ( ) and ( ) be both zero-mean and WSS random processes consider Remember 2017/
2021
the random processes ( ) defind by ( ) ( ) ( ) Find the
autocorrelation function and the power spectrum of ( ) if ( ) and
( )are jointly WSS.
47 The cross power spectrum of real random process ( )and ( )is given Remember MA
| | 6451
by ( ) 2 . Find the cross correlation function. 2019

48 Find the autocorrelation function of the process ( ) for which the power Remember MA
spectral density is given by ( ) ⌈ ⌉ ( ) 6451
2019
⌈ ⌉
49 A stationary random processes * ( )+ has power spectral density ( ) Remember

.Find the mean square value of the random processes by Brute-Force

method.
60 Prove that autocorrelation function of the random processes with power Evaluate
| |
spectral density given by ( ) { is .
61 Two random processes * ( )+ ( ) * ( )+ ( ) Remember MA
8451
where A,B and are constant and is a random variable that is uniformaly 2020
distributed between and .Find the cross correlation function of ( ) and
( ) are jointly WSS.
Two jointly stationary random process ( ) and ( ) have the cross power
spectral density given by ( ) find the corresponding cross
correlation function.
62 For the jointly wide sense stationary processes ( )and ( ) Show that Evaluate MA
8451
(1) ( ) ( ) (2) | ( )| , ( ) ( )- 2020

(3) | ( )| √, ( ) ( )-

63 A stationary random processes ( ) has the power spectral density function Remember MA
8451
( ) ( )
. Obtain the correlation function ( ) and the power of the 2020

processes ( )

64 Find the power spectral density of a wide-sense stationary process with an Remember MA
8451
2020
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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

autocorrelation function ( )

65 Find the correlation function ( ) and the average power for the spectral density Evaluate MA
8451
( ) 2020

66 If X(t) and Y (t) are uncorrelated random processes then find the power Evaluate MA
8451
density of Z, if Z(t) = X(t) + Y (t). Also find the cross spectral density SXZ( ) 2020
and SY Z( ).
67 If X(t) and Y (t) be both zero-mean and wide sense stationary random Evaluate MA
8451
processes with Z(t) = X(t) + Y (t). Find (A) the autocorrelation function and 2020
the power density, if X(t) and Y (t) are jointly wide sense stationary, (B) the
power spectral density of Z(t), if X(t) and Y (t) are orthogonal, and (C) the
mean square of Z(t), if X(t) and Y (t) are orthogonal.
68 The power spectral density function of zero-mean wide sense stationary Remember MA
8451
process {X(t)} is given by ( ) | | . Find the autocorrelation 2020
function of X(t) and also show that ( ) and . / are uncorrelated.

UNIT-V

LINEAR SYSTEMS WITH RANDOM INPUTS

Linear time invariant system – System transfer function – Linear systems with random inputs
– Auto correlation and cross correlation functions of input and output.

PART-A

1. Define a system. When is it called a linear system? (April/May 2003)(June, 2012)( Nov
/Dec 2013) (R )
A system is a functional relationship between the input xt  and the output y t  .
The functional relationship is written as yt   f xt . If
f a1 X 1 t   a2 X 2 t   a1 f X 1 t   a2 f X 2 t  , then f is called a linear system.

2. Write a note on linear system(Nov./Dec. 2004) (May/June 2007) (April/May

2008)(May/June 2013) ( R)MA6451/D2017
If f a1 X 1 t   a2 X 2 t   a1 f X 1 t   a2 f X 2 t  , then f is called a linear
system.
If Y t  h  f X t  hwhere Y t   f X t  , then f is called a time –
invariant system or X t  and Y t  are said to form a time invariant system.
If the output Y t1  at a given time t  t1 depends only on X t1  and not on
any other past or future values of X t  , then the system f is called a memoryless

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

system. If the value of the output Y t  at t  t1 depends only on the past values of the
input X t , t  t1 . (ie) Y t1   f X t  ; t  t1  , then the system is called a casual system.
3. State the properties of linear system.(april, 2010) (Nov./Dec. 2003) (U)
The properties of linear system are
(i) If a system is such that its input X t  and its output Y t  are related by a
convolution integral, then the system is a linear time invariant system.
(ii) If the input to a time-invariant, stable linear system is a WSS process, the
output will also be a WSS process.
(iii) The power spectral densities of the input and output processes in the
system are connected by the relation SYY    H   S XX   , where
2

H   is the Fourier transform of unit impulse response function ht  .

4. Define system weighting function.(APRIL, 2004) ( R )

If the output Y t  of a system is expressed as the convolution of the input X t  and a

function ht  (ie) Y t    hu  X t  u  du, then ht  is called the system weighting


function.

5. What is unit imulse response of a system? Why is it called so?A/ 2004/MA6451D2017

(R)

If a system is of the form Y t    hu  X t  u  du, then the system weighting


function ht  is also called unit impulse response of the system. It is called so because
the response (output) Y t  will be ht  , when the input X t  = the unit impulse
function  t  .

6. If the input of a linear system is a Gaussian random process, comment about the output
random process.(April, 2006) ( U)
If the input of a linear system is a Gaussian random process, then the output will also
be a Gaussian random process.


7. If the input X t  of the system Y t    hu  X t  u  du is the unit impulse function,


prove that Y t   ht  .(june, 2006) ( E )


Given Y t    hu  X t  u  du


Put X t    t 

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Therefore X t  u    t  u 

Y t    hu  t  u  du



  ht  u  u  du [ by the property of convolution ]


 ht  0  ht  .
 u

8. If a system is defined as Y t    X t  u  e T du , find its unit impulse function.(june,
1
T 0
2006) ( E)
 u

Given Y t    X t  u  e T du
1
T 0
 u
1 
  e T X t  u  du
0
T
 1  Tt
 e , t 0
The unit impulse function ht   T .
0
 , elsewhere


9. If X t  and Y t  in the system Y t    hu  X t  u  du are WSS processes, how are


their autocorrelation functions related? (June, 2007) ( R ) MA6451/M/2017

RYY    R XY   * h 
R XY    RXX   * h  , where * denotes convolution.


10. If the input and output of the system Y t    hu  X t  u  du are WSS processes, how


are their power spectral densities related?(June, 2007) (U)

STT    S XX   H   2 , where H   is the Fourier
transform of ht .

11. Define the power transfer function or system function of the system.(April, 2008)(U)
The power transfer function or system function of the system is the Fourier
transform of the unit impulse function of the system.
 c
12. H    F ht    ht e
1
 2c e
i t i t
dt  dt
 c

c c c

1
 cos  t  i sin  t  dt  1  cos  t dt  i 1  sin  t dt
2c c 2c c 2c  c
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

c

1
2  cos  t dt  i
1
0
2c 0 2c
[since the first and second integrand are even and odd functions]
1  sin  t 
sin c   0  sin c 
c
1
   
c   0  c c

sin 2 c
SYY    H   S XX    S XX   .
2

c2  2

13. What is thermal noise? By what type of random processes isit represented?(April, 2009)
R
Thermal noise is the noise because of the random motion of free electrons in
conducting media such as a resistor. It is represented by Gaussian random processes.

14. Why is thermal noise called white noise?(April, 2009) ( R)

S NN   is a constant for all values of  (ie) S NN   contains all frequencies in
equal amount. White noise is called so in analogy to white light which consists of all
colour.

15. Define white noise.(April, 2011)(april, 2009)( Nov /Dec 2013) (U)
Let X t  be a sample function of a WSS noise process, then X t  , t T 
is called the white noise if the power density spectrum of X t  , t T  is constant at
N0
all frequencies . (ie) S NN    where N 0 is a real positive constant.
2
N
16. If the power spectral density of white noise is 0 , find its autocorrelation
2
function.(April, 2010)( E )

N  N N 
F  0      0    e  i   d  0     e  i   d
 2   2 2 
N 0 0  N 0
 e 
2 2
 N0  N0
Therefore RNN    F     .
1
 
 2  2
17. If the input to a linear time invariant system is white noise N t , what is power spectral
density function of the output?(April,2009,2019) ( R )
If the input to a linear time invariant system is white noise N t , then the
power spectral density of the output SYY   is given by

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

N0
SYY    S XX   H    H   .
2 2

2
where Y t  is the output process and H   is the power transfer function.

18. Find the average power or the mean square value of the white noise N t ? (April 2008)
(U)

Average power = E N 2 t   RNN 0 
 
  S NN   e 0  d   S   d
NN
 


N0
 

2
d  

19. A wide sense stationary noise process N t  has an autocorrelation function

RNN    P e
3 
,      with P as a constant. Find its power density
spectrum.(June, 2007) ( E )
  
S NN     RNN  e d   Pe e  i   d  P  e cos   i sin   d
i 3  3 

  

  3   
P e cos   d  i  e
3 
sin  d 
    

P2e cos  d  i 0 [since the first and second
3 

integrand are even and

odd functions]


 e  3 
 2Pe  3
cos  d  2 P   3 cos    sin  
  3  
2 2
0 0

 
 2 P 0 
1
 3  0  6P 2 .
 9  2
 9 
20. Define band limited white noise.(April, 2004)( Nov /Dec 2013) MA6451/D2017( R )
Noise having a non-zero and constant spectral density over a finite frequency band
and zero elsewhere is called band limited white noise.
 N0
 ,   B
If N t  is a band limited white noise, then S NN     2 .
0 , elsewhere

21. State a few properties of band limited white noise.(April, 2010) (R)
Properties of band limited white noise are
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB


(i) E N t  
2

N0
2
B

N   sin  B  
(ii) RNN    0 B  
2   B  
 k 
(iii) N t  and N  t   are independent, where k is a non-zero integer.
 B 

22. Find the autocorrelation function of the band-limited whitenoise.(April 2010) (U)
 B B
N 0 i  1 N0
RNN     S NN  e d   cos  i sin   d
1 1

i 
e d 
2 
2 B
2 2 2 B

 B
N0
B
 N  B 
   cos   d  i  sin   d   0 2  cos   d  i 0 
4
  B B  4   0 
[since the first and second integrand are even and odd functions]

N  sin    B N  sin   B
 0 sin   B  0  0 B
N
 0   .
2    0 2  2  B

23. Find the average power of the band – limited white noise. (April, 2011)(April, 2010)
 
Average power  E N 2 t   RNN 0 (A)

N0 B  sin   B 
 lim  
2   0    B 
N   sin  
 0 B 1  sin ce lim  1
2   0  
N 
 0 B .
2
24. If the system function of a convolution type of linear system is given by
1
 for t  c
ht    2c . Find the relation between power spectral density functions of the
0 for t  c

input and output processes.(April, 2011) (April, 2009) (U)/

25. Define linear invariant system. ( Nov /Dec 2013)

general system is said to be time invariant system if the input x(t) is time shifted by an
amount „h‟ the corresponding output Y(t) will also be time shifted by the same amount .
26. Prove that ( ) ( ) is a linear. (MA6451/AP-2015)

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

27. State the relation between input and output of a linear time invariant system.
(MA6451/AP-2015)(MA6451/M/J -2016)
28. When a system is said to be stable? (MA6451/N/D-2015) ( R)
29. Assume that the input ( )to a linear time-invariant system is white noise.What is the
power spectral density of the output process ( ) if the system response ( )
| |
is ( ) {
29. Check whether the system ( ) ( )is a linear or not. (MA6451/M
2015) ( R)
30. Prove that if the input of a system is the unit impulse function then the
output is the system weighting function. MA6451/D 2017/ U
31. Find the ACF of stationary process whose PSD is
| |
( ) { (MA6451/A/M/ 2019)
32. State fundamental theorem on the power spectrum of the output of a
linear system.
33. Define (i) Linear Time –Invariant system (ii) Casual system.

34. A random processes ( ) is the input to a linear system whose impulse response
| |
is ( ) Given ( ) Find the power spectral density
of the output process ( )
35. What is meant by a linear time invariant system?
36. Prove that the mean of the output Y (t) of a linear system is given by
( ) , where the input X(t) is wide sense stationary and H(·) is the
transfer function.

PART-B
Bloom‟s UQ A/M
taxonomy N/D
/Domain

Show that, if X t is a WSS process then the output Y t  is a WSS process.
1 Remember 2012 2014

Also find R XY  
For a linear system with random input xt  , the impulse response ht  and
2 Understand 2008

output y t  , obtain the cross correlation function R XY   and the output

autocorrelation function RYY  
For a linear system with random input X t  , the impulse response ht  and
3 Remember 2008

output Y t  , obtain the power spectrum SYY   and cross power spectrum
S XY  
4 A wide sense stationary noise process ( )has an autocorrelation Understand 2013

| |
function ( ) where is a constants. Find the power spectrum.
Show that SYY    S XX   H   where S XX   and SYY   are the power
5 2 Remember MA 2013
6451 2008

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

spectral density functions of the input X t  and the output Y t  and H   is the 2016 2012
2013
system transfer function MA
6451
15,16
6 Remember MA 2013
A system has an impulse response function h t   e   t U t , find the power 6451 2014

spectral density of the output Y t  corresponding to the input X t 

2017 MA
6451
2016
7 X t  is the input voltage to a circuit and Y t  is the output voltage. X t is a Remember 2008
2013
2014

stationary random process with  x  0 and R XX    e . Find  y , SYY  

  MA
6451
2017
and RYY   if the power transfer function is H   
R 2019
.
R  i LW 2021


Y (t )   h( ) X (t   )d


A wide sense stationary random process X t  with autocorrelation function

8 Understand 2007

R XX    A e
 
where A and  are real positive constants is applied to the
input of a linearly time invariant system with impulse response
h t   e  b t , t  0 where b is a real positive constant. Find the spectral density of
the output Y t  of the system.
9 If the input to a time invariant stable, linear system is a wide sense stationary Remember 2013

process, prove that the output will also be a wide sense stationary process
10 Establish the spectral representation theorem Remember

11 Show that in an input – output system the energy of a signal is equal to the Remember 2007
2008
energy of the spectrum
12 If X t  is a band limited process such that S    0 , when    , prove Analyze 2007
XX

that 2 RXX 0  R XX     2  2 RXX 0

13 If Y t   A cos 0 t     N t  , where A is a constant,  is a random variable Analyze 2013 2007
2021 2010
with a uniform distribution in   ,   and N t is a band limited Gaussian 2014
MA
white noise with a power spectral density 6451
2016
 N0 2019
 , for    0   B
S NN     2 . Find the power spectral density of Y t 
0 , elsewhere
. Assume that N t  and  are independent.
14 A wide sense stationary random process X t  with autocorrelation Remember 2010
Ma64

RXX    e
  51
where a are real positive constants, is applied to the input of an 2015

linear transmission input system with impulse response h(t )  ebtu(t ) w here b
is a real positive constant. Find the autocorrelation of the output Y(t) of the
system

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

If X(t) is a band limited process such that S XX    0 , when    ,prove that

Remember 2010

2Rxx (0)  Rxx ( )   2 2 Rxx (0).

15 Assume a random process X(t) is given a input to a system with transfer Evaluate 2010
Ma64
function H ( )  1 for  0    0 . If the autocorrelation function of the 51
2016
N0
input process is  (t ) , Find the autocorrelation function of the output
2
process
16 Remember 2010
1
(i) Consider a system with transfer function . An input signal with
1  j
autocorrelation function m () + m2 is fed as input to the system. Find the
mean and mean-square value of the output.(April, 2010)
A stationary random process X(t) having the autocorrelation function
RXX     A () is applied to a linear system at time t = 0 where f(  )
represent the impulse function. The linear system has the impulse response of
h(t) = e-btu(t) where u(t) represent the unit step function. Find RYY(  ). Also
find the mean and variance of Y(t).
17 t Evaluate 2014 2010
1 RC MA
(i) A linear system is described by the impulse response h(t) = e u (t ) . 6451
RC 2017
Assume an input process whose Auto correlation function B () . Find the
mean and Auto correlation function of the output process.
18 If  N (t ) is a band limited white noise centered at a carrier frequency w0 such Analyze 2010

 N0
 ,   0  B
that S NN ()   2 Find the autocorrelation of  N (t ) .
0 , elsewhere

19 State and prove Wiener Khinchine theorem for the linear system with random Remember

inputs
20 Prove that the Spectral density of any WSS process is non –negative. Remember 2013

| |
21 A Given ( ) and ( ) ( ) where Analyze MA
6451
( ) 2 Find the spectral density of the output ( ) 2015

22 a circuit has an impulse response given by ( ) Analyze 2021 Ma64

Express 51
( ) interms ( ) 2016

23 Check whether the following systems are linear (1) ( ) ( ) (2) ( ) Analyze 2014

( )
24 The power spectral spectal ( ) is ( ) and its power is P.Find the Power of Analyze

the signal ( )
25 A random process ( ) is theinput to a linear system whose impulse function Remember MA MA
6451 8451
is ( ) .The auto correlation function of the process is ( ) 2016 2019

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

| |
.Find the power spectral density of the output process ( ).
26 If the input to a time invariant stable linear system is a wide sense stationary Analyze MA
6451
process, prove that the output will also be a wide sense stationary process. 2016
27 A Linear time invariant system has an impulse response ( ) Evaluate MA
( ) Find 6451
the output autocorrelation function ( ) corresponding to an input ( ) 2016
2021
28 If ( ) Is the input voltage to a circuit and ( ) is the output Remember MA
6451
voltage. ( ) Stationary random process with mean zero . And 2017
| |
autocorrelation function ( ) . Find the mean , ( ) and
( )of the output if the system transfers function is given by ( )
29 If * ( )+ is a WSS processes and If ( ) ∫ ( ) ( ) prove that Evaluate 2017 MA
6451
(i) ( ) ( ) ( ) 2017

(ii) ( ) ( ) ( ) where * denotes convolution

(iii) ( ) ( ) ( ) where ( ) is the complex conjugate of
the ( )
(iv) ( ) ( )| ( )|

30 If a system is connected by convolution integral ( ) Evaluate MA

∫ ( ) ( ) 6451
where * ( )+ * ( )+ then prove that the system 2017

is a linear time invariant system.

31 MA
a linear system has transfer given by ( ) .Determine the power 8451
2019
spectral density of the output when the input function is white noise that has a
mean square value of .
32 ( ) is a wide –sence stationary process that is the input to a linear systems Apply MA
8451
with the transfer function ( ) where .If ( )is a zero-mean 2019

white noise with power spectral density .determine the following.

(i) The impulse response ( ) of the system.
(ii) The cross-power spectral density ( ) of the input process and the
output processes ( ).
(iii) The cross-correlation function ( )of ( ) and ( )
(iv) The power spectral density ( ) of the output process.

33 A random process ( ) is the input to a linear system whose impulse response is Remember 8451
2019
( ) If the auto correlation function of the process * ( )+ is Given
( ) | | ( ).
. Determine the cross-correlation function

34 Let ( ) be the input process to a linear system with auto correlation ( ) ( ) Remember MA
8451
, and the impulse response ( ) , Determine the auto correlation of the 2019
output process ( ) and hence obtain ( ( ))

35 A random processes ( ) is applied to a network with impulse response function Evaluate MA

8451
( ) where is constant. The cross-correlation of X(t) With 2019
output ( )is knoen to have the form ( ) .Find the auto
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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

correlation function of ( )

36 Find the input autocorrelation function output autocorrelation function and output Apply MA
8451
spectral density of the -low pass filter with transfer function ( ) and is 2019

subject to a white noise of spectral density function ( )

37 A random process ( ) is the input to a linear system whose impulse response is Apply MA
8451
( ) If the auto correlation function of the process * ( )+ is Given 2019
( ) | |
. Find the power spectral density of the output process ( )

ASSIGNMENT PROBLEM

Unit-I Set-A
1. The probability mass function of a ramdom variable is defined as
( ) ( ) ( ) (
)
i. The value of C
ii. ( )
iii.
iv. The Largest value of X for which ( ) (Remember )
2. The Density function of a continuous random variable X is given by

( ) { Calculate (1) the Value of „a‟ (2) CDF of X (Apply)

( )

| |
3. If a RV X has the PDF ( ) { . Obtain (i) ( ) (ii) (| | )

(iii) ( ) (iv) (| | ). (Evaluate)

4. The cumulative function (cdf) of a random variable X is given by

⁄
( )
( ) ⁄
{
Determine the PDF of X and evaluate (| | ) using both PDF and cdf. (Apply)

Unit-I Set-B

1. The probability mass function of a discrete R.V.X is given in the following

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

X -2 -1 0 1 2 3

( ) 0.1 k 0.2 2k 0.3 k

Determine (1) the value of k (2) ( ) (3) ( ) (4) ( ) (Apply)
2. 6 dice are thrown 729 times. How many times do you expect at least three dice to show
a five (or) six. (Analyze)
3. The probability of a man hitting a target is . How many times must he fire so that the
Probability of hitting the target is at least once is more than 90%. (Apply)
4. Let ( ) . /. / Be the probability mass function of a R.V X
Compute (1) ( ) (2) ( ⁄ ) (3) ( ) (4) ( ) (Apply)

Unit-I Set-C

1. In a company the monthly break down of a machine is a random variable with Poisson
distribution with an average 1.8. Find the probability that the machine will function for
a Month (i) without break down (ii) with exactly one break down (iii) with at least one
break down. (Remember)
2. The probability of successful optical alignment in the assembly of an optimal data
storage product is 0.8.Assume the trials are independent, what is the probability that the
first successful alignment requires exactly four trials? (Remember)
3. A bus arrives every 20 minutes, at a specified stop, beginning at a specified stop,
beginning at 6.40 am. And continuing until 8.40 am. A passenger arrives randomly
between 7.00 am and 7.30 am. What is the probability that the passenger has to wait for
more then 5 minutes for a bus (Remember)
4. In the production of electric bulbs, the quality specification of their life was found to
normally distribute with average life of 2100 hours and standard deviation of 80hours.
In a sample of 1500 bulbs, find out the expected number of bulbs likely to burn for (i)
more than 2200 hours, (ii) less than 1950 hours and (iii) more than 2000 hrs. but less
than 2150 hrs. (Remember)
Unit-I Set-D
1. Companies and Produce 30%, 45% and 25% of the cars respectively. It is Known
that 2%,3% and 2% of these cars produced from are defective.(1)What is the probability that
a car purchased is defective? (2)If a car purchased is found to be defective, what is the
probability that this car is produced by company
2. Let X be a Poisson variate such that ( ) ( ).Calculate: (1) ( ) and
( ) (2) ( ⁄ ⁄ ) (3) . / (4) . /

3. The C>D>F of the R.V.X is given by ( ) { Compute

(1) (| | ⁄ ) (2) . / and . / (3) ( ) (4) ( )

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

. /
4. Suppose the R.V X has geometric distribution ( ) { Obtain

(1) ( ) (2) ( ⁄ ) (3) C.D, F F(x), of the R.V.X.

Unit-I Set-E
1. State and prove Bay‟s theorem.
2. Derive the moment generating function of Poisson distribution and hence find the
first three central moments
3. Out of 800 families with 4 children each, how many families would be expected to
have (1) 2boys and 2 girls (2) atleast one boy (3) atmost two girls (4) children of both
sexes Assume equal probability for boys and girls.
4. Determine the random variable X and Y are independent when their joint PDF is
( )
given by ( ) {

Unit-II Set-A

(1) For the bivariate probability distribution of (X,Y) given below:

Y
1 2 3 4 5 6
X
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64

Determine the marginal distribution, conditional distribution of X given Y=1 and

conditional distribution of Y, given X=0 (Apply)
( )
(2) The joint pdf of ( ) is ( ) . Are X and Y independent? (Apply)

(3) The two dimensional random variable (X,Y) has the joint density function
( ) Obtain ( ⁄ ) and ( ⁄ ) (Evaluate)
(4) Suppose the PDF ( ) of ( )is given by
( )
( ) { . Obtain the marginal PDF of the

conditional PDF of given and then , ⁄ - (Evaluate)

Unit-II Set-B
(1) The joint pdf of random variable (X,Y) if ( ) ( ) Find the
pdf of (Remember)
(2) If the joint pdf of (X,Y) is given by ( ) find k and also the
margional and conditional density function (Remember)

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

(3) The joint PDF of (X,Y) is given by ( ) {

Find the conditional mean and Variance of Y Given X. (Remember)
(4) Given the joint density function function of x and y as

( ) { Find the distribution (Remember)

Unit-II Set-C
(1) Let X, Y and Z are uncorrelated random variables with zero means and standard
deviations 5, 12, and 9 respectively. If and Find the correlation
coefficient between U and V.
(2) Let the random Variable X have the marginal density ( ) and let the

conditional density of Y be ( ⁄ ) { Show that

the variable are uncorrelated. (Apply)

(3) Determine the correlation coefficient between random variables X and Y whose joint
 x  y 0  x  1, 0  y  1
probability distribution is f ( x, y )   (Apply)
0 other wise
(4) The two lines of regression are 8x  10 y  66  0, 40 x  18 y  214  0 the variance
of X is 9. Find (1) the mean value of x and y (2)Correlation coefficient between X
and Y (Remember)
Unit-II Set-D
1. Assume that the random variable S is the sum of 48 independent experimental values
of the random variable X whose PDF is given by ( ) { Find the

probability that S lies in the range (108,126)

2. Two independent variable X and Y are define by ( )
show that ( ) where and
3. The random processes * ( )+ is defined as ( ) ( ) ( ) where ( )
is the unit step function and the random variable A and B are independent ,A is
uniformly distributed in (0,2) and B is uniformly distributed in ( ) verify
whether the processes is wide sense stationary.
4. Prove that the inter arrival time of a Poisson process with parameter has
exponential distribution with mean

Unit-II Set-E

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1. Let the joint p.m.f of R.V.(X,Y) be given as ( ) { .

Determine (1) The marginal p.m.f.s of X and Y (2) the conditional p.m.f. . ⁄ /
(3) are the R.V.s X and Y independent? Justify your answer.
2. Let X and Y be Independent identically distributed exponential random variable with
parameter 1.Find the joint probability density function of and and
hence obtain the marginal P.D.F of R.V. U.

3. The joint P.D.D of R.V.s X and Y is given as ( ) {

Find (1) The marginal p.d.f.s of X and Y (2) Are the R.V.s X and Y independent?
Justify your result.
4. Suppose the joint p.d.f of the random variable X and Y is given as

( ) { Compute ( )

Unit-III Set-A

(1) Examine whether the random process ( ) ( ) is a wide sense stationary

if and are constants and is uniformally distributed random variable in ( )
(Evaluate)
(2) The process * ( )+ whose probability distribution under certain condition is is given by
( )
, ( ) - ( )

{
Find the mean and variance of the process, is the process first-order stationary.
(Remember)
| |
(3) If {X(t)} is WSS process with auto correlation ( ) Determine the second
order moment of the RV * ( ) ( )+ (Apply)
(4) Prove theat a random telegraph signal process ( ) ( ) is wide sence stationary
process where is a random variable which is independent of ( ) , assume value
| |
and with equal probability and ( ) (Evaluate)
(5) A random process ( ) defined by ( ) Where
and are independent random variable each of which has a value each of which has a
value with probability and the value 1 with probability . Show that ( ) is a
wide- sense stationary process. (Apply)

Unit-III Set-B

(1) A man either drives a car or catches a train to go to office each day.He never goes two
days in arow by train.But he drive one day,then the next day is just as like to drive again
as he is to travel by train.Now suppose that on the first day of the week,the man tossed a
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

fair dice and drove to work if and only if a 6 appeared.Find the probability that he
drives to work on the fifth day . (Analyze)
(2) There are 2 white Marbles in Urn A and 3 red marble in Urn B. At each step of the
process , a marble is selected from each Urn and the 2 marble selected are interchanged.
The state of the related Markov chain is the number of red marble in Urn A after the
interchange. What is the probability that there are 2 red marbles in Urn A after 3 steps?
In the long run, what is the probability that there are 2 red marble in Urn A? . (Analyze)
(3) Two boys and 2 girls are throwing a ball one to another. Each boy
throws the ball to other boy with Probability ½ and to each girl with probability ¼ .On
the other hand, each girl throws the ball to each boy with probability ½ and never to the
other girl. In the long run, how does each receive the ball? . (Analyze)
(4) A fair die is tossed repeatedly. If * + denotes the maximum of the numbers occurring
in the first n trials, find the transition probability matrix P of the Markov chain * +
Also find and ( ) . (Analyze)
(5) The transition probability matrix of a Markov chain  X n  , three states 1, 2, and 3 is

[ ]

and the initial state distributions is ( ) Finding , -

, - , -. (Analyze)

Unit-III Set-C

(1) A machine goes out of order, whenever a component fails. The failure of this part
follows a Poisson process with a mean rate of 1 per week .Find the probability that 2
weeks have elapsed since last failure. If there are 5 spare parts of this component in an
inventory and that the next supply is not due in 10 weeks, Find the probability that the
machine will not be out of order in the next 10 weeks. (Remember)
(2) Radar emits particles at the rate of 5 per minute according to Poisson distribution. Each
particles emitted has probability 0.6.Find the probability that 10 particles are emitted in
a 4 minute period.(Remember)
(3) Suppose that children are born at a Poisson rate of five per day in a certain hospital.
What is the probability that (1) atleast two babies are born during the next six hours. (2)
no babies are born during the next two days? (Remember)
(4) The number of cups of coffee ordered per hour at cafeteria follows a Poisson process
with an average of 30 per hour being ordered (1) Find the probability that exactly 60
coffees are ordered between 10 P.M and 12 midnight (2).Find the mean and standard
deviation of the number of coffee ordered between 9 P.M and A.M (3) Find the
probability that the time between two consecutive order between 1 and 3 minutes.
( Remember)
(5) Consider a computer system with Poisson job arrival at an average rate of 60 per hour.
Determine the probability that the time interval between successive job arrival is
(1) Longer then four minutes
(2) Shorter than eight minutes
(3) Between two and six minutes (Apply)
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Unit-III Set-D
1. A random process is given by ( ) ( ),where U is a random
variable that is uniformly distributed between -2 and 2 , V is a random variable with
( ) and ( ) is a constant and is a random variable that is
uniformaly distributed from – to .Here and are independent random
variable .Is the processes ( )stationary in wide –sense? Explain.
2. State and prove the additive property of the Poisson process.
3. Shoe that the inter-arrival time between two consecutive arrivals is an exponential
random variable.
4. Discuss the random telegraph signal process ( )and hence obtain ( ( ))and
( ( ) ( )).Is the processes ( ) a wide-sense stationary? Explain.
Unit-III Set-E
1. The random processes * ( )+ is defined as ( ) ( ) ( ) where ( )
is the unit step function and the random variable A and B are independent ,A is
uniformly distributed in (0,2) and B is uniformly distributed in ( ) verify
whether the processes is wide sense stationary.
2. Prove that the inter arrival time of a Poisson process with parameter has
exponential distribution with mean
3. Find the nature of the states of the Markov chain with three states 0, 1, 2 and with one

step transition probability matrix, ( )

4. If * ( )+ and * ( )+ represent two independent Poisson processes with parameters

and ( ) respectively then prove that ,* ( )+ * ( )+ * ( )+ - is a
Binomial with parameter n and p where

Unit-IV Set-A
(1) for which the power spectral density
is given by | | | | (Remember)
(2) The cross-power spectrum of the random process * ( )+ * ( )+ is given by
| |
( ) 2 . Find the cross correlation function. (Remember)
(3) The autocorrelation function of a random process is given by
| |
( ) { | | Find the power spectral density of the process.
. / | |
(Remember)
( ) | |
(4) The Auto correlation function of a WSS process is given by
determines the power spectral density of the process.(Apply)

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Unit-IV Set-B

(1) Two random processes ( ) ( )

are defined as follows:
( ) ( ) ( ) ( ) where A ,B and are constant; is a
uniform random variable over ( ) Find the cross correlation function of
( ) ( ) (Remember)
(2) The autocorrelation function of the Poisson increment process is given by
| |
( ) { | | Prove that its spectral density is
. / | |
. /
( ) ( ) (Evaluate)
(3) Find the power spectral density function whose autocorrelation function is given
by ( ) ( ) (Remember)
(4) If ( ) ( ) ( ) ( ) ( ) ( ) (
) Hence prove that ( ) ( ) (Evaluate)

Unit-IV Set-C

(1) If the cross power spectral density of ( ) ( ) is

( ) { where and are constants .Find the cross

correlation function (Remember)

(2) If the power spectral density of a WSS process is given by
( | |) | |
( ) { Find the auto correlation function of the process.
| |
(3) The power spectrum of a wide sense stationary process ( )is given by ( )

( )
. Find the auto correlation function. (Remember)
(4) Given the power spectral density of a continuous process as ( ) Find the
mean Square value of the process.(Remember)

Unit-IV Set-D

1. A stationary random process * ( )+ has power spectral density ( ) .Find

the mean square value of the random processes by Brute-Force method.
2. Prove that autocorrelation function of the random processes with power spectral
| |
density given by ( ) { is .
3. Two random processes * ( )+ ( ) * ( )+ ( ) where A,B and
are constant and is a random variable that is uniformaly distributed between
and .Find the cross correlation function of ( ) and ( ) are jointly WSS.

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

4. Two jointly stationary random process ( ) and ( ) have the cross power spectral
density given by ( ) find the corresponding cross correlation
function
Unit-IV Set-E
1. For the jointly wide sense stationary processes ( )and ( ) Show that
(1) ( ) ( ) (2) | ( )| , ( ) ( )-
(3) | ( )| √, ( ) ( )-
2. A stationary random processes ( ) has the power spectral density function
( ) ( )
. Obtain the correlation function ( ) and the power of the
processes ( )
3. Find the power spectral density of a wide-sense stationary process with an
autocorrelation function ( )
4. Find the correlation function ( ) and the average power for the spectral density
( )

Unit-V Set-A

(1) A wide sense stationary random process ( ). With autocorrelation function ( )

| |
. Where and are real positive constants is applied to the input of a linearly
time invariant system with impulse response ( ) ( ) where is a real positive
constant. Find the auto correlation of the output ( ) of the system. (Remember)
(2) If ( ) is a band limited process such that ( ) when | | prove that
, ( ) ( )- ( ) (Evaluate)
(3) If ( ) ( ) ( ) , where is a constant a random variable with a
uniform distribution in ( ) and ( ) is a band limited Gaussian white noise with a
| |
power spectral density ( ) { . Find the power spectral

density of ( ). Assume that ( ) and are independent. (Remember)

(4) Let ( )be a WSS process which is the input to a linear time invariant system with unit
impulse ( ) and output ( ),then prove that ( ) | ( )| ( ) (Evaluate)

Unit-V Set-B

(1) A random process ( ) is theinput to a linear system whose impulse function is

( ) ( ) | |
.The auto correlation function of the process is .Find
the power spectral density of the output process ( ).(Remember)
(2) Let ( ) be a Wide sense stationary process which is the input to a linear time invariant
system with unit impulse ( ) and output ( ),then prove that ( ) | ( )| ( )
Where ( ) is Fourier transform of ( ). (Evaluate)

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

(3) A circuit has unit impulse response given by ( ) { Evaluate

( ) in terms of ( ) (Evaluate)
(4) Let ( )be the input voltage to a circuit system and ( ) be the output voltage .If ( )
is stationary Random process with mean zero . And Auto correlation function
( ) | |
.Find (1) , ( )- (2) ( ) (3) The spectral density of ( ) If the
power Transfer function ( ) (4) auto correlation of ( ) (Remember)

Unit-V Set-C

1. A linear system is described by the impulse response ( ) . / ( ) . Assume an

input signal whose autocorrelation function is ( ).Find the autocorrelation mean and
power of the output. (Remember)
( ) | |
2. A Given and ( ) ( ) where ( ) 2 Find the
spectral density of the output ( ) (Remember)
3. A Stationary random process ( ) having the autocorrelation ( ) ( ) is applied
to a linear system has the impulse response ( ) ( ) Where ( ) represents the
unit step function.Find the ( ). Also find the mean variance of the ( ).
(Remember)
4. If * ( )+ is a WSS processes and If ( ) ∫ ( ) ( )
1. ( ) ( ) ( )
2. ( ) ( ) ( ) where * denotes convolution
3. ( ) ( ) ( ) where ( ) is the complex conjugate of the ( )
4. ( ) ( )| ( )| (Evaluate)

Unit-V Set-D
1. A random process ( ) is the input to a linear system whose impulse response is
( ) If the auto correlation function of the process * ( )+ is Given
( ) | | ( ).
. Determine the cross-correlation function
2. Let ( ) be the input process to a linear system with auto correlation ( ) ( ) , and
the impulse response ( ) , Determine the auto correlation of the output
process ( ) and hence obtain ( ( ))
3. A random processes ( ) is applied to a network with impulse response function
( ) where is constant. The cross-correlation of X(t) With output
( )is knoen to have the form ( ) .Find the auto correlation function of
( )
4. Find the input autocorrelation function output autocorrelation function and output spectral
density of the -low pass filter with transfer function ( ) and is subject to a
white noise of spectral density function ( )

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Unit-V Set-E
1. Two random processes * ( )+ ( ) * ( )+ ( ) where A,B and
are constant and is a random variable that is uniformaly distributed between
and .Find the cross correlation function of ( ) and ( ) are jointly WSS.
2. Two jointly stationary random process ( ) and ( ) have the cross power spectral
density given by ( ) find the corresponding cross correlation
function.
3. A random process ( ) is the input to a linear system whose impulse response is
( ) If the auto correlation function of the process * ( )+ is Given
( ) | |
. Find the power spectral density of the output process ( )
4. A linear system has transfer given by ( ) .Determine the power
spectral density of the output when the input function is white noise that has a mean
square value of .
5. ( ) is a wide –sence stationary process that is the input to a linear systems with the transfer
function ( ) where .If ( )is a zero-mean white noise with power spectral
density .determine the following.
(v) The impulse response ( ) of the system.
(vi) The cross-power spectral density ( ) of the input process and the output
processes ( ).
(vii) The cross-correlation function ( )of ( ) and ( )
The power spectral density ( ) of the output process

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