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Date
: 05.03.2013
Branch
: CSE&IT
Max. Marks : 50 marks
Define :
a.
b.
4. Show that the random process X (t ) A cos(c t ) is not stationary ,if A and c are
constants and is uniformly distributed in (0, ) .
5. Prove that poisson process is a markov process.
PART-B [(2 x 16) +(1 x 8 )=40 marks]
6. a(i).Show that the random process X (t ) where X (t ) 100 sin(t ) with A and are
constants and is a uniform random variable over 0,2 is wide sense stationary. (8)
a (ii) The probability distribution of the process X (t ) is given by
(at)n1
n1 , n 1,2,3,..
(1 at)
.
P X ( t ) n
at
n0
1 at
(8)
(OR)
b(i) The transition probability matrix of a Markov chain X n , three states 1,2 and 3 is
0.1
P 0.6
0.3
0.5
0.2
0.4
0.4
0.2
0.3
(8)
6 (b) (ii) A gambler has Rs.2.He bets Re.1 at a time and win Re.1 with probability . He
stops playing if he loses Rs.2 or wins Rs.4
(a) What is the tpm of the related markov chain?
(b) What is the probability that he has lost his money at the end of 5 plays?
(c) What is the probability that the games last more than 7 plays?
7
(8)
a(i). A salesman territory consists of three cities A, B and C. He never sells in the same
city on successive days. If he sells in city- A, then the next day sells in city-B or
city-C, the next day he is twice as likely to sell in city-A as in the other city. In the
long run how does he sell in each of the cities?
(8)
(ii). Suppose that customers arrive at a bank according to Poisson process with mean
rate of 3 per minute. Find the probability that during a time of two minutes
(1)
(2)
(3)
(8)
(OR)
b (i). Suppose that X(t) is a random process with mean 3 and auto-correlation
R xx (t1 , t 2 ) 9 4e 0.2|t1 t2 | .Find the mean ,variance and covariance of the random
process Z X (5) and W X (8) .
(6)
x y
;
b (ii) The joint pdf of X and Y is given by f ( x, y ) 3
0;
0 x 1,
0 y2
o.w
(10)
(8)
(OR)
b. The burning time of a certain type of lamp is exponential random variable with mean 30
hours. What is the probability that 144 of these lamps will proved a total of more than
4500 hours of burning time? (Hint: z(0.5)=0.1915)
(8)