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PRP MCQn&A

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8 views

PRP MCQn&A

Y

Uploaded by

suiyanirmal11
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1. Give the formula for cumulative distribution of a random variable.

𝐹 (𝑥) = 𝑃(𝑋 ≤ 𝑥)

2. Define discrete random variable

A random variable whose set of values are finite and countably infinite

3. What is the Moment Generating function of continuous random variable?


∞
𝑀𝑥 (𝑡) = ∫ 𝑒 𝑡𝑥 𝑓(𝑥)𝑑𝑥
−∞

4. Write down the relationship between the Cumulative distribution function 𝐹(𝑥) and
probability density function 𝑓(𝑥).

𝑑
𝑓 (𝑥 ) = 𝐹(𝑥)
𝑑𝑥
2
5. If a random variable ‘X’ has the MGF, 𝑀𝑥 (𝑡) = , Find the Variance of X
2−𝑡

1
4
6. Write down the M.G.F of Binomial distribution.

(𝑞 + 𝑝𝑒 𝑡 )𝑛

7. If X is a discrete random variable with probability distribution 𝑃(𝑋 = 𝑥) = 𝑘𝑥, 𝑥 =


1,2,3,4 𝑓𝑖𝑛𝑑 𝑃(2 < 𝑥 < 4).

3
10
8. A continuous random variable X has a probability density function 𝑓 (𝑥) = 3𝑥 2 ,
0 < 𝑥 < 1, Find the value of a such that P(X > 𝑎) = 0.05..
3
𝑎 = √0.95
9. If the probability that a target is destroyed on any one shot is 0.5, find the probability that
it would be destroyed on 6th attempt .
(0.5)6
10. Determine the value of c such that the function
f(𝑥, 𝑦) = 𝑐(1 − 𝑥)(1 − 𝑦) 𝑎𝑛𝑑 0 < 𝑥 < 𝑦

11. If the joint pdf of X and Y is given by 𝑓(𝑥, 𝑦) = 2 ,then find E[X].
1
3
12. Define Co-Variance
COV(X.Y) = E (XY)-E(X)E(Y)

13. 𝑉 ( 𝑋1 + 𝑋2 ) = ?
𝑉(𝑋1 + 𝑋2 ) = 𝑉 (𝑋1 ) + 𝑉 (𝑋2 ) + 2 𝐶𝑜𝑣(𝑋1 , 𝑋2 )

14. Give the angle between the two regression lines


𝜎𝑥 𝜎𝑦 1 − 𝑟2
tan 𝜃 = 2 [ ]
𝜎𝑥 + 𝜎𝑦 2 𝑟
15. Write down the formula for correlation using the two regression coefficients.
𝑟 = ± √(𝑏𝑥𝑦 )(𝑏𝑦𝑥 )
16. Define wide sense stationary
A random process X(t) is called WSS if mean is a constant and the auto correlation depends only
on the time difference

17. State Chapman Kolmogrov Theorem


If 𝑝 is the tpm of a homogeneous Markov chain, then the n step tpm 𝑃(𝑛) is equal to 𝑃𝑛 ,
[𝑃𝑖𝑗 (𝑛) ] = [𝑃𝑖𝑗 ]𝑛

𝜋 𝜋
18. Consider the random process 𝑋 (𝑡) = cos(𝑡 + ∅) , 𝑤ℎ𝑒𝑟𝑒 ∅ 𝑖𝑠 𝑢𝑛𝑖𝑓𝑜𝑟𝑚 in (− 2 , 2 ),
check the process is stationary or not.
( )
𝑋 𝑡 𝑖𝑠 not stationary

19. The process {𝑋 (𝑡)} whose probability distribution under certain conditions is given by

(𝑎𝑡 𝑛−1)
P{𝑋(𝑡) = 𝑛} = (1+𝑎𝑡)𝑛+1
, 𝑛 = 1.2 ….

𝑎𝑡
= 1+𝑎𝑡 , 𝑛 = 0, find the E {X(t)}

20.If particles are emitted a radioactive source at the rate of 20/hr, find the probability that
exactly 5 particles are emitted during a 15 minute period
0.17448

21. Define Ergodic Process

A random process 𝑋 (𝑡) is said to be ergodic if the ensemble averages are equal to the
corresponding time averages.

22. Give the mean of Poisson process


𝜆𝑡
23. Which is one the following the formula for average number of customer in the system for the
model (M/M/1): (∞/FIFO)?
𝜆
µ−𝜆
24. State Wiener-Khinchine theorem

1
𝑆(𝜔) = lim [ 𝐸 {|𝑋𝑇 (𝜔)|2 }]
𝑇→∞ 2𝑇
25. State any two properties of cross power density spectrum.

𝑆𝑌𝑋 (𝜔) = 𝑇𝑋𝑌 (−𝜔); 𝑆𝑋𝑌 (𝜔) = 0


𝜋, |𝜔| < 1
26. The power spectral density of a random process 𝑋(𝑡) is given by 𝑆𝑋𝑋 (𝜔) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find its auto correlation function.

sin 𝜏
𝜏
27. If 𝑋(𝑡) is a WSS process and if
∞
𝑌(𝑡) = ∫−∞ ℎ(𝑢)𝑋(𝑡 − 𝑢)𝑑𝑢, then 𝑆𝑌𝑌 (𝜔) is equal to

𝑆𝑌𝑌 (𝜔) = 𝑆𝑌𝑋 (𝜔)|𝐻(𝜔)|2


28. A system has an impulse response ℎ(𝑡) = 𝑒 −𝛽𝑡 𝑈(𝑡), find the power spectral density of the
output 𝑌(𝑡) corresponding to the input 𝑋(𝑡).

1
𝑆𝑌𝑌 (𝜔) = 𝑆 (𝜔 )
𝛽 2 + 𝜔 2 𝑋𝑋
29. Check whether the following systems are casual (𝑎)𝑌(𝑡) = 𝑋 (𝑡) − 𝑋(𝑡 − 2) (𝑏)𝑌 = 𝑋(𝑡 2 )

(𝑎) is casual (𝑏) is not casual

30. 𝑅𝑋𝑋 (𝜏) is an even function of 𝜏 that is

𝑅𝑋𝑋 (𝜏) = 𝑅𝑋𝑋 (−𝜏)


31. If 𝑋(𝑡) is periodic, then its auto correlation function is also

Periodic

32.The maximum value of 𝑅𝑋𝑋 (𝜏) is attained at the point 𝜏 = 0 that is

|𝑅𝑋𝑋 (𝜏)| ≤ 𝑅𝑋𝑋 (0)

33. The cross correlation coefficient of the random processes 𝑋(𝑡) and 𝑌(𝑡) is
𝐶𝑋𝑌(𝑡1 ,𝑡2 )
𝜌𝑋𝑌(𝑡1 ,𝑡2 ) =
√𝐶𝑋𝑋(𝑡1 ,𝑡1 ) . 𝜌𝑌𝑌(𝑡2 ,𝑡2 )
34. If 𝑋(𝑡) is a WSS process and if
∞
𝑌(𝑡) = ∫−∞ ℎ(𝑢)𝑋(𝑡 − 𝑢)𝑑𝑢, then 𝑅𝑌𝑌 (𝜏) is equal to

𝑅𝑌𝑌 (𝜏) = 𝑅𝑋𝑌 (𝜏) ∗ ℎ(−𝜏)


35. If the input to a time invariant stable linear system is a

WSS

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