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1

II B.Tech I Semester Supplimentary Examinations, February 2008

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

(b) In a single throw of two dice, what is the probability of obtaining a sum of at

least 10? [8+8]

2. (a) Define the joint distribution function. Explain how marginal density functions

are Computed given their joint distribution functions.

(b) A product is classified according to the number of defects it contains (X1) and

the factory that produces it (X2). The joint probability distribution is given

by:

X2 → 1 2

X1 ↓

0 1/8 1/16

1 1/16 1/16

2 3/16 1/8

3 1/8

(b) Find the conditional distribution of X1 when X2 is equal to 1

(c) Are the variables X1 and X2 independent? [7+9]

3. (a) Show that mean of the binomial distribution is the product of the parameter

p & the number of times n.

(b) Sketch the probability density function & Probability distribution function of

i. Exponential distribution

ii. Uniform distribution

iii. Gaussian distribution [6+10]

4. (a) State the condition for wide sense stationary Random process.

(b) Find the Auto Correlation function for white noise shown in the figure 4b

below. [8+8]

1 of 2

Code No: RR210403 Set No. 1

Figure 4b

5. (a) Derive the relation between PSDs of input and output random process of an

LTI system.

(b) X(t) is a stationary random process with zero mean and auto correlation

RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2

1

Find mean

and PSD of its output. [8+8]

(b) What are the causes of shot noise? [8+8]

7. (a) What are the important parameters that determine the overall noise figure of

a multistage filtering?

(b) Bring out the importance of Frii’s formula. [10+6]

8. (a) A code is composed of dots and dashes. Assume that a dash is three times as

long as the dot and has one-third the probability of occurrence.

Find,

i. The information in a dot and that in a dash, and

ii. The entropy in the dot - dash code.

(b) Suppose 100 voltage levels are employed to transmit 100 equally likely mes-

sages. Assume the system to be a Gaussian channel with λ = 3.5 and band-

width B = 104 Hz. Find S/N. [8+8]

⋆⋆⋆⋆⋆

2 of 2

Code No: RR210403 Set No. 2

II B.Tech I Semester Supplimentary Examinations, February 2008

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

1. (a) If A and B are any events, not necessarily mutually exclusive events, derive

an expression for probability of A Union B. When A and B are mutually

exclusive, what happens to the above expression derived?

(b) Define the term Independent events. State the conditions for independence of

i. any two events A and B.

ii. any three events A, B and C.

(c) A coin is tossed. If it turns up heads, two balls will be drawn from box A,

otherwise, two balls will be drawn from box B. Box A contains three black

and five white balls. Box B contains seven black and one white balls. In both

cases, selections are to be made with replacement. What is the probability

that Box A is used, given that both balls drawn are black? [5+6+5]

2. (a) Two discrete random variables X and Y have joint p.m.f. given by the following

table

X ↓ 1 2 3 Y

←

1 1/12 1/6 1/12

2 1/6 1/4 1/12

3 1/12 1/12 0

(b) Compute the probability of each of the following events :

i. X ≤ 11/2

ii. XY is even

iii. Y is even given that X is even. [5+5+6]

3. (a) State and prove any four properties of mean of a random variable X

(b) Prove that the density function of sum of two statistically independent random

variables is the convolution of their individual density functions. [10+6]

4. A class of modulation signal is modulated by

Xc (t) = AX(t)Cos(̟c t+θ)

Where x(t) is the message signal and A Cos (̟c t + θ) is the carrier. The message

Signal x(t) is modeled as a zero mean stationary random process with the autocorre-

lation function Rxx (τ ) and the PSD Gx (f ). The carrier amplitude A and frequency

̟c are assumed to be constants and the initial carrier phase θ is assumed to be a

random variable uniformly distributed in the interval (−Π, Π). Further more x(t)

and θ are assumed to be independent.

1 of 2

Code No: RR210403 Set No. 2

(a) Show that Xc (t) is stationary

(b) Find the PSD of Xc (t). [8+8]

5. (a) Derive the relation between PSDs of input and output random process of an

LTI system.

(b) X(t) is a stationary random process with zero mean and auto correlation

RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2

1

Find mean

and PSD of its output. [8+8]

(b) Calculate the rms noise voltage generated in a bandwidth if 15 kHz by a

resistor of 2kΩ operating at 200 c. Find the noise power over this bandwidth.

Find the noise PSD. [8+8]

7. In TV receivers, the antenna is often mounted on a tall mask and a long lossy cable

is used to connect the antenna and receiver. To overcome the effect of noisy cable,

a preamplifier is mounted on the antenna. The parameters of the different stages

are

Preamplifier gain = 20 dB

Preamplifier Noise figure = 6 dB

Lossy cable noisy figure = 3 dB

Cable Loss = -20 dB

Receiver front end gain = 60 dB

Receiver Noise figure = 16 dB

Determine the overall noise figure of the system. [16]

8. (a) A code is composed of dots and dashes. Assume that a dash is three times as

long as the dot and has one-third the probability of occurrence.

Find,

i. The information in a dot and that in a dash, and

ii. The entropy in the dot - dash code.

(b) Suppose 100 voltage levels are employed to transmit 100 equally likely mes-

sages. Assume the system to be a Gaussian channel with λ = 3.5 and band-

width B = 104 Hz. Find S/N. [8+8]

⋆⋆⋆⋆⋆

2 of 2

Code No: RR210403 Set No. 3

II B.Tech I Semester Supplimentary Examinations, February 2008

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

1. (a) Define Probability density function and obtain the relationship between prob-

ability and probability density.

(b) Consider the probability density f (x) = ae−b|x| where x is a random variable

Whose allowable values range from x = −∞to∞. Find

i. the CDF F (x)

ii. the relationship between a and b. and

iii. the probability that the out come x lies between 1 and 2. [7+9]

2. (a) Derive an expression for the average value and variance associated with the

Gaussian probability density function.

(b) The average life of a certain type of electric club Rs.1200 hours What percent-

age of this type of bulbs is expected o fail in the first 800 hours of working?

What percentage is expected to fail between 800 is 1000 hours? Assume a

normal distribution with σ=200 hours. [8+8]

3. (a) State and Prove any four properties of characteristic function. [10+6]

(b) Find the density function of the distribution for which the characteristic func-

tion is

−t2 σ 2

∅(t) =e− 2

4. X(t) is a zero mean stationary Random process with an Auto correction function

Rxx (τ ). By integration X(t) form a Random variable Y as [8+8]

ZT Z2T

1 21 τ

Y = x(t)dt show thatE(Y ) = µx = 0 and σ (1 − ) Rxx (τ )dτ

2T yT 2τ

−T 0

5. (a) Derive the relation between PSDs of input and output random process of an

LTI system.

(b) X(t) is a stationary random process with zero mean and auto correlation

RXX (τ ) e−2|τ | is applied to a system of function H (w) = jw+2

1

Find mean

and PSD of its output. [8+8]

1 of 2

Code No: RR210403 Set No. 3

(a) Flicker noise

(b) Partition noise

(c) Johnson’s noise [5+5+6]

7. (a) What are the precautions to be taken in cascading stages of a network in the

point of view of noise reduction?

(b) What is the need for band limiting the signal towards the direction increasing

SNR. [8+8]

8. (a) Obtain the Shannon - Hartley law giving the, relation amongst channel ca-

pacity, bandwidth and signal to noise ratio of a continuous system.

(b) Consider a message sequence having alphabets Q1 , Q2 , Q3 and Q4 with prob-

abilities 1/2, 1/4, 1/8 and 1/8 respectively.

i. Calculate the entropy of the message sequence,

ii. Find the information rate of the message rate is 1 message / second,

iii. What is the rate at which binary signals are transmitted if the signal is

sent after encoding Q1 , Q2 , Q3 and Q4 is 00, 01, 10 and 11. [8+2+3+3]

⋆⋆⋆⋆⋆

2 of 2

Code No: RR210403 Set No. 4

II B.Tech I Semester Supplimentary Examinations, February 2008

PROBABILITY THEORY AND STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

(b) A letter is known to have come either from LONDON or CLIFTON. On the

postmark only the two consecutive letters ‘ON’ are legible. What is the Chance

that it came from London? Give step-by-step answer.

(c) Show that the chances of throwing six with 4,3 or 2 dice respectively are as

1:6:18. [4+6+6]

2. (a) Derive an expression for the average value and variance associated with the

Gaussian probability density function.

(b) The average life of a certain type of electric club Rs.1200 hours What percent-

age of this type of bulbs is expected o fail in the first 800 hours of working?

What percentage is expected to fail between 800 is 1000 hours? Assume a

normal distribution with σ=200 hours. [8+8]

3. (a) State and prove any four properties of mean of a random variable X

(b) Prove that the density function of sum of two statistically independent random

variables is the convolution of their individual density functions. [10+6]

4. (a) If the auto correlation function of a wss process is R(τ ) = k .e−k(τ ) , show that

2

its spectral density is given by S(ω) = 2

k)

1+( ω

(b) Find the PSD of a random process x(t) if E[x(t)] = 1 and Rxx (τ ) = 1 + e−α|τ |

[8+8]

5. A Random process n(t) has a power spectral density g(f) = η/2 for α ≤ f ≤ α

Random process is passed through a low pass filter which has transfer function

H(f)=2 for −f m ≤ f ≤ fm and H(f)= 0 otherwise. Find the PSD of the waveform

at the o/p of the filter. [16]

6. (a) Calculate the equivalent noise bandwidth of an RC Low pass filter. How it is

related to its 3 db bandwidth.

(b) Find the PSD of the noise voltage across the terminals 1 & 2 for the following

ckt figure6b. [8+8]

1 of 2

Code No: RR210403 Set No. 4

Figure 6b

7. (a) Evaluate the equivalent noise temperature of a two porr device with a matched

source and a matched load.

(b) Bring out the significance of noise figure in determining the performance of a

communication system. [8+8]

(b) Explain Shannon - Fano algorithm to develop a code to increase average in-

formation per bit. [8+8]

⋆⋆⋆⋆⋆

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