Unit-4

1. X ( t 1 )= X 1 and X ( t 2 )= X 2 .The correlation between X 1 and X 2 is R ( t 1 , t 2) =¿ [d]

∞
a) ∫ f ( x 1 , ¿ x 2 ; t1 , t2 )d x 1 ¿
−∞
∞

b) ∫ f (x 1 , ¿ x 2 ; t1 , t2 )d x 2 ¿
−∞
∞

c) ∫ x 1 x 2 f (x 1 , ¿ x 2 ; t 1 , t 2)d t 1 d t 2 ¿
−∞
∞

d) ∫ x 1 x 2 f (x 1 , ¿ x 2 ; t 1 , t 2) d x 1 d x 2 ¿
−∞
2. The auto covariance C XX ( t 1 , t 2 ) =¿ [c]
a) R XX ( t 1 ,t 2 )−E [ X ( t 1 ) ]
b) R XX ( t 1 ,t 2 ) + E [ X ( t 1 ) ]
c) R XX ( t 1 ,t 2 )−E [ X ( t 1 ) ] E [ X ( t 2 ) ]
d) R XX ( t 1 ,t 2 ) + E [ X ( t 1 ) ] + E [ X ( t 2 ) ]
3. If F X ¿, x 2 ; t 1 ,t 2 ¿ is referred to as a second order joint distribution, then the
corresponding joint density function is [d]
∂ F X ( x1 , x2 ; t 1 , t 2 )
a)
∂ x1
∂ F X ( x1 , x2 ; t 1 , t 2 )
b)
∂ x2
2
∂ F X ( x 1 , x 2 ; t1 , t2 )
c)
∂ x1 ∂ t 1
2
∂ F X ( x 1 , x 2 ; t1 , t2 )
d)
∂ x1 ∂ x2
4. The mean of a random process X ( t ) is the expected value of the random variable X at
time t i.e., the mean m(t)= [b]
∞
a) ∫ f X ( x ,t ) dx
−∞
∞

b) ∫ x f X ( x , t ) dx
−∞
∞
c) ∫ f X ( x ,t ) dt
−∞
∞

d) ∫ x f X ( x , t ) dt
−∞
5. If R XY =0 ,then X and Y are [c]
a) Independent
 b) Orthogonal
c) Independent and orthogonal
d) Statistically independent
6. The collection of all the sample functions is referred to as [a]
a) Ensemble
b) Assumble
c) Average
d) Set
7. If the future value of a sample function cannot be predicted based on its past values, the
process is referred to as [b]
a) Deterministic processes
b) Non- deterministic processes
c) Independent processes
d) Statistical processes

8. If the future value of a sample function can be predicted based on its past values, the
process is referred to as [a]
a) Deterministic processes
b) Non- deterministic processes
c) Independent processes
d) Statistical processes
9. If a sample of X ( t ) is an RV, then the cumulative distribution function F X ( x ; t) is [c]
a) P(X ( t ) ¿
b) P ¿)
c) P( X ( t ) ≤ x)
d) P( X ( t ) ≥ x)
10. The random processes,X ( t ) and Y ( t ) are said to be independent if f XY ¿, y 2 ; t 1 ,t 2 ¿ is [c]
a) f X ( x 1 ,t 1)
b) f Y ( y 1 , t 2 )
c) f X ( x 1 ,t 1) f Y ( y 1 , t 2 )
d) 0
11. Let X(t) be a random process which is wide sense stationary, then [c]
a) E ( X ( t ) ]=constant
b) E [ X ( t ) X ( t+ T ) ] =R XX ( T )
c) E ( X ( t ) ] =constant ∧E [ X ( t ) X ( t+ τ ) ] =R XX ( τ )
d) E ¿=0
12. If a process is stationary to all orders n=1,2,3....N, then X i =X (t i) where i=1,2,...,N is
called [a]
a) strict sense stationary
b) wide sense stationary
c) strictly stationary
d) independent
13. Time average of a quantity x(t) is defined as A[x(t)]= [c]
T
a) ∫ x ( t ) dt
−T
 T
1
b) ∫ x ( t ) dt
2T −T
T
1
c) lim ∫ x (t ) dt
T→∞ 2T −T
T

d) lim ∫ x (t ) dt
T → ∞ −T

14. Consider a random process X(t) defined as X(t)=Acos(wt)+B sin(wt) where w is constant
and A and Bare random variables. Which of the following is a condition for the process
to be stationary? [a]
a) E( A)=0 , E (B)=0
b) E( AB )≠ 0
c) E( A)≠ 0 , E (B) ≠ 0
d) A and B should be independent

15. Let X(t) and Y(t) be two random processes with respective autocorrelation functions
R XX ( τ ) and RYY ( τ ) then |R XY ( τ )| is [c]
a) ¿ √ R XX ( 0 ) RYY ( 0 )
b) ≥ √ R XX ( 0 ) R YY ( 0 )
c) ≤ √ R XX ( 0 ) R YY ( 0 )
d) ¿ √ R XX ( 0 ) RYY ( 0 )
16. A stationary random process X(t) is periodic with period 2T. Its autocorrelation function
is [c]
a) Non-periodic
b) Periodic with period T
c) Periodic with period 2T
d) Periodic with period T/2
17. The autocorrelation function of X(t), R XX ( τ ) is [d]
a) E [ X 2 ( t ) ]
∞
b) ∫ X ( t ) dt
−∞
∞

c) ∫ X 2 ( t ) dt
−∞
d) E [ X ( t ) X ( t+ τ ) ]
18. Which of the following is correct? [a]
a) |R XX ( τ )|≤ R XX ( 0 ) ; R XX (−τ )=R XX ( τ )
b) |R XX ( τ )|< R XX ( 0 ) ; R XX (−τ )=−R XX ( τ )
 c) |R XX ( τ )|≥ R XX ( 0 ) ; R XX (−τ )=R XX ( τ )
d) |R XX ( τ )|> R XX ( 0 ) ; R XX (−τ )=R XX ( τ )
19. If X(t) is ergodic, zero mean and has no periodic components then [b]
a) lim R XX ( τ )=1
|T |→ ∞

b) |Tlim
|→ ∞
R XX ( τ )=0
c) Mean is 0
d) Mean is constant
20. If C XX ( τ ) and C XY ( τ ) are auto and cross covariance functions respectively, then [b]
a) C XX ( τ )=R XX ( τ )− X́ 2 ; C XY ( τ )=R XY ( τ ) + X́ 2
b) C XX ( τ )=R XX ( τ )− X́ 2 ; C XY ( τ )=R XY ( τ )− X́ Ý
c) C XX ( τ )=R XX ( τ ) + X́ 2 ; C XY ( τ )=R XY ( τ )+ X́ Ý
d) C XX ( τ )=R XX ( τ ) + X́ 2 ; C XY ( τ )=R XY ( τ )+ Ý 2
21. A random process is defined as X ( t )= Acos( w1 t +θ) where X ( t ) is a uniform random
variable over (0,2π). Then R XX ( τ ) is [c]
a) A2 cos ⁡(w c τ )
A2
b) cos ⁡(w c t)
√3
A2
c) cos ⁡(w c t)
2
2
d) √ 3 A cos ⁡( wc τ )

22. X ( t )= Acos ( wt ) , where w is a constant and A is a uniform random variable over

(0,1).The auto covariance of X ( t )is [d]
a) cos ⁡(w t 1)cos ⁡(w t 2)
1
b) cos ⁡(w t 1)cos ⁡(w t 2)
4
1
c) cos ⁡(w t 1 )cos ⁡( w t 2 )
8
1
d) cos ⁡(w t 1) cos ⁡(w t 2)
2
23. A random process is defined as X ( t )=cos ( w0 t+θ ) , where θ is a uniform random variable
over (-π π ¿. The second moment of the process is [b]
a) 0
b) ½
c) ¼
d) 1
24. A random process is defined as X ( t )= Acos wt , where wt is a constant and A is a uniform
random variable over (0, 1¿. The mean square value is [ c ]
1
a)
3
 1
coswt
b)
3
1 2
c) cos wt
3
1
d)
9
25. A stationary continuous process X(t) with autocorrelation function R XX (τ ) is called
autocorrelation ergodic if and only if [b]
T
1
a) ∫ X ( t ) X ( t +τ ) dt=R XX (τ )
2 π −T
T
1
b) lim ∫ X ( t ) X ( t+ τ ) dt = R XX (τ )
T → ∞ 2 π −T
T

c) ∫ X (t ) X ( t+ τ ) dt=R XX ( τ)
−T
∞

d) ∫ X ( t ) dt =0
−∞
26. A random process is defined as X ( t )= A cos ( w0 t+θ ) , where w and θ are constants and A
is a random variable. Then X ( t ) is stationary if [b]
a) E [ A ] =2
b) E [ A ] =0
c) A is Gaussian with non-zero mean
d) A is Rayleigh with non-zero mean
27. For an ergodic process [d]
a) Mean is necessarily zero
b) Mean square value is infinity
c) All time averages are zero
d) Mean square value is independent of time

28. Two processes X(t) and Y(t) are statistically independent if [d]
a) F X ,Y ( x 1 x 2 x 3 … x N , y 1 , y 2 , y 3 … y M )=F X ( x 1 x 2 x3 … x N ) F Y ( y 1 , y 2 , y 3 … y M )
b) f X , Y ( x 1 x 2 x 3 … x N , y 1 , y 2 , y 3 … y M ) =f X ( x1 x 2 x 3 … x N ) f Y ( y 1 , y 2 , y 3 … y M )
c)
F X ,Y ( x 1 x 2 x 3 … x N , y 1 , y 2 , y 3 … y M ; t 1 t 2 t 3 … t N , t 1 ,t 2 ,t 3 … t M )=F X ( x 1 x 2 x 3 … x N ; t 1 t 2 t 3 … t N , ) F Y ( y 1 , y 2 , y 3 …
d)
f X , Y ( x 1 x 2 x 3 … x N , y 1 , y 2 , y 3 … y M ; t 1 t 2 t 3 … t N , t 1 , t 2 , t 3 … t M )=f X ( x 1 x 2 x3 … x N ; t 1 t 2 t 3 … t N , ) f Y ¿
29. The correlation coefficient of the process X(t) is [d]
C (t 1 t 2)
a)
√C (t 1 t 1)
 C (t 1 t 2)
b)
√C (t 1 t 2)
C( t 1 t 2 )
c)
C(t 1 t 1)C (t 2 t 2 )
C(t 1 t 2 )
d)
√C (t 1 t 1) C(t2 t2 )
30. The auto covariance C (t 1 t 2 ) of process X(t) is [E(X(t)=n(t)] [b]
a) C ( t 1 t 2 )=R (t 1 t 2)
2
b) C ( t 1 t 2 )=R ( t 1 t 2 ) −|n(t )|
2
c) C ( t 1 t 2 )=R 2 ( t 1 t 2 ) +|n (t)|
2
d) C ( t 1 t 2 )=R 2 ( t 1 t 2 )−|n(t)|
31. Which of the following is correct? [a]
1
a) |R XY ( τ )|≤ [R XX ( 0 )+ R YY ( 0 ) ]
2
1
b) |R XY ( τ )|= [R XX ( 0 )+ R YY ( 0 ) ]
2
1
c) |R XY ( τ )|> [ R XX ( 0 ) + RYY ( 0 ) ]
2
1
d) |R XY ( τ )|≥ [R XX ( 0 )+ R YY ( 0 ) ]
2
τ
32. The auto correlation function of stationary random process X(t) is R XX ( τ )=25+ .
1+ 6 τ 2
The mean and variance is [a]
a) 4,25
b) 25,4
c) 21,2
d) 5,4
33. Two processes X(t) and Y(t) are called orthogonal if for every t 1 ¿ t 2 [a]
a) R XY ( t 1 ,t 2 )=0
b) R XY ( t 1 ,t 2 ) >0
c) R XY ( t 1 ,t 2 ) <0
d) R XY ( t 1 ,t 2 )=1

34. Two processes X(t) and Y(t) are called uncorrelated if [a]
a) C XY ( t 1 , t 2 ) =0
 b) C XY ( t 1 , t 2 ) >0
c) C XY ( t 1 , t 2 ) <0
d) C XY ( t 1 , t 2 ) =1
35. A random process is a random variable that is a function of [a]
a) Time
b) Temperature
c) Both time and temperature
d) None
36. X(t) is a gaussian process with mean=2 and auto correlation function 5 e−0.2|τ| . Then the
variance of the random variable X(2) is [d]
a) 21
b) 25
c) 4
d) 1
37. If R XX ( τ ± T ) =R XX ( τ ) then it is [a]
a) Periodic
b) Non periodic
c) Both
d) None
38. If all the statistical properties of X(t) are not affected by time shift is referred as [c]
a) SSS
b) WSS
c) Both
d) none
39. ----------averages are computed by considering all the sample functions [b]
a) Time
b) Ensemble
c) Both
d) None
40. XY ( τ )=
R [b]
a) RYX ( τ )
b) RYX (−τ )
c) R XX ( τ )
d) R XY (−τ )