Engineering Mathematics 2013

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 1

SUBJECT NAME : Probability &Random Process
SUBJECT CODE : MA 2261
MATERIAL NAME : Part A questions
MATERIAL CODE : JM08AM1008

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Name of the Student: Branch:

Unit I (Random Variables)

1) If the p.d.f of a random variable X is ( )
2
x
f x = in 0 2 x s s , find ( ) 1.5 / 1 P X X > > .
2) A continuous random variable X has probability density function
2
3 , 0 1
( )
0, otherwise
x x
f x
s s
=

. Find k such that ( ) 0.5 P X k > = .

3) If the MGF of a uniform distribution for a random variable X is
( )
5 4
1
t t
e e
t
, find ( ) E X .
4) The moment generating function of a random variable X is given by
( )
3 1
( )
t
e
M t e

= . What
is | | 0 P X = ?
5) The CDF of a continuous random variable is given by
/ 5
0, 0
( )
1 , 0
x
x
F x
e x

<
=

s <

. Find
the PDF and mean of X .
6) A random variable X has cdf ( ) ( )
0, 1
1
1 , 1 3
2
1, 3
X
x
F x x x
x
<

= s <

>

. Find the pdf of X

and the expected value of X .
7) Establish the memory less property of the exponential distribution.
8) Find C , if
| |
2
; 1, 2, ...
3
n
P X n C n
| |
= = =
|
\ .
.
9) Find the moment generating function of binomial distribution.
10) The probability that a man shooting a target is 1/4. How many times must he fire so that the
probability of his hitting the target atleast once is more than 2/3?
Engineering Mathematics 2013

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 2

11) An experiment succeeds twice as often as it fails. Find the chance that in the next 4
trials, there shall be at least one success.
12) If X is uniformly distributed in ,
2 2
t t | |
|
\ .
. Find the pdf of tan Y X = .
13) If X is a normal random variable with mean zero and variance
2
o , find the PDF of
X
Y e = .


Unit II (Two Dimensional Random Variables)

1) The joint pmf of two random variables X and Y is given by
,
, 1, 2, 3; 1, 2, 3
( , )
0, otherwise
X Y
kxy x y
p x y
= =
=

. Determine the value of the constant k .

2) Let X and Y be two discrete random variables with joint probability mass function
( )
( )
1
2 , 1, 2 and 1, 2
, 18
0, otherwise
x y x y
P X x Y y

+ = =

= = =

. Find the marginal probability

mass functions of X and Y .
3) Find the value of k , if ( , ) (1 )(1 ) f x y k x y = in 0 , 1 x y < < and ( , ) 0 f x y = ,
otherwise, is to be the joint density function.
4) A random variable X has mean 10 and variance 16. Find the lower bound for
(5 15) P X < < .
5) Let X and Y be continuous random variables with joint probability density function
( )
( , ) , 0 2,
8
XY
x x y
f x y x x y x

= < < < < and ( , ) 0

XY
f x y = elsewhere. Find
/
( / )
Y X
f y x .
6) The joint pdf of a random variable ( ) , X Y is
2
2
( , ) , 0 2, 0 1
8
XY
x
f x y xy x y = + s s s s
. Find { } P X Y < .
7) Find the marginal density functions of X and Y if
( )
2
6
, 0 1, 0 1
( , ) 5
0, otherwise
x y x y
f x y

+ s s s s

.
8) Find the acute angle between the two lines of regression, assuming the two lines of
regression.
9) State Central Limit Theorem for iid random variables.
Engineering Mathematics 2013

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 3

10) If the joint pdf of ( ) , X Y is
( )
, 0, 0
( , )
0, otherwise
x y
XY
e x y
f x y
+

> >
=

, check whether X and

Y are independent.
11) The regression equations are 3 2 26 x y + = and 6 31 x y + = . Find the correlation
coefficient between X and Y .



Unit III (Classification of Random Processes)

1) Define a wide sense stationary process.
2) Define a strictly stationary random process.
3) Define a Markov chain and give an example.
4) Prove that a first order stationary process has a constant mean.
5) Show that a binomial process is Markov.
6) State the postulates of a Poisson process.
7) Prove that sum of two independent Poisson processes is again a Poisson process.
8) If { } ( ) X t is a normal process with ( ) 10 t = and ( )
1 2
1 2
, 16
t t
C t t e

= find the variance of
(10) (6) X X .
9) Consider the random process ( ) cos( ) X t t | = + , where | is a random variable with density
function
1
( ) ,
2 2
f
t t
| |
t

= < < . Check whether or not the process is wide sense
stationary.
10) When is a random process said to be mean ergodic?
Unit IV (Correlation and Spectral densities)

1) Find the power spectral density function of the stationary process whose autocorrelation
function is given by e
t
.
2) The autocorrelation function of a stationary random process is
2
9
( ) 16
1 16
R t
t
= +
+
. Find
the mean and variance of the process.
3) Prove that for a WSS process { } ( ) , ( , )
XX
X t R t t t + is an even function of t .
4) Prove that ( ) ( )
xy yx
S S e e = .
5) Find the variance of the stationary process { } ( ) x t whose auto correlation function is given
by
2
( ) 2 4
XX
R e
t
t

= + .
Engineering Mathematics 2013

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 4

6) State any two properties of cross correlation function.
7) Define cross correlation function of ( ) X t and Y( ) t . When do you say that they are
independent?
8) A random process ( ) X t is defined by ( ) Kcos t, t 0 X t e = > where e is a constant and
K is uniformly distributed over (0,2). Find the auto correlation function of ( ) X t .




Unit V (Linear systems with Random inputs)

1) Define a linear time invariant system.
2) State the convolution form of the output of a linear time invariant system.
3) Define Band-Limited white noise.
4) State autocorrelation function of the white noise.
5) Find the system Transfer function, if a Linear Time Invariant system has an impulse function
1
;
2 ( )
0 ;
t c
c H t
t c

>

.
6) Define white noise.
7) Prove that the system ( ) ( ) ( ) y t h u X t u du

=
}
is a linear time-invariant system.
8) What is unit impulse response of a system? Why is it called so?
9) If ( ) Y t is the output of an linear time invariant system with impulse response ( ) h t , then
find the cross correlation of the input function ( ) X t and output function ( ) Y t .
10) Sate any two properties of a linear time invariant system.
11) If { } ( ) X t and { } ( ) Y t in the system ( ) ( ) ( ) Y t h u X t u du

=
}
are WSS process, how are
their auto correlation function related.


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