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9A04303 Probability Theory and Stochastic Processes
9A04303 Probability Theory and Stochastic Processes
3 (a) State and prove any four properties of variance of random variable.
(b) The characteristic function of a random variable is given by: . Find mean and
second moment of
5 (a) If are random variables with same variance, find the correlation coefficient between
Let are of zero mean and are independent.
(b) Show that the variance of a weighted sum of uncorrected random variables equals the weighted
sum of variances of random variables.
6 (a) Explain the concept of stationarity and statistical independence of stochastic processes.
(b) A random process has sample function of the form in which A and are
constants and is a random variable. Prove that this process is stationarity in the wide sense if is
uniformly distributed between 0 and
8 (a) If the auto-correlation function of a wide sense stationary process is , find its spectral
density
(b) Derive the relation between PSDs of input and output random process of an LTI system.
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