VIDYA ACADEMY OF SCIENCE & TECHNOLOGY

Vlll
th
Semester B.Tech. in Electronics & Communication Engineering
Second Series Test FEB 2014
AI 09L25 Probability and Random Processes
Time: 1hr.50 min. Maximum: 50 Marks
PART A (Answer ALL questions)
1. What is meant by the expected value of a random variable?

2. Find the n
th
moment the uniform random variable distributed from 0 to a.
3. Let X be a random variable with E[X]=1 and var[X]=4. Then find E [(2X - 4)
2
]
4. Give the pdf for Erlang random variable.
5. Obtain the CDF of a Cauchy random variable with pdf f
X
(x) =
2 2
) ( a x b
b


.
(5 x 4= 20 marks)
PART B (Answer any FOUR questions)
6. Show that the function F
X
(x) = ) ( tan
1
2
1
1
x

represents a cumulative distribution

function of some random variable.
7. A random variable has a pdf fiven by ]
8
) 3 (
exp[
8
1
2

. Find the probability

P( |X-2| >1) and express it in terms of Q function.

8. A Gaussian random variable has a probability density function of the form

f
X
(x) = c exp(-(ax
2
+3x+1)). Find the value of the constant c.

9. For any constants a and b, show that E[aX+b] = aE[X] + b.
{ E[f(x)] represents expectation of f(x) }

(4*5=20Marks)


PART C (Answer any TWO questions)
10. X
1
,X
2
,X
3
are three independent random variables which are uniformly distributed
between 0 and 1. Find the probability P( X
1
+X
2
X
3
).
11. Find the moment generation function for the random variable X with pdf
f
X
(x) = x exp (- x
2
/2 ) u(x)
12. Find the mean and variance of the Laplace distribution function given by
) exp(
2
1
(x) f
X
b
x
b

=

(2*10=20 Marks)