Model Question Paper

01EC6303 Random Processes and Applications

1. The probability that RiddleyWalker goes for a run in the morning before work is 2/5. If he runs
then the probability that he catches the train to work is 2/5. If he does not run then the
probability that he catches the train to work is ½. If he does ot catch the train, then he catches
the bus. The model holds from Monday to Friday.
a) What is the probability that Riddley gets the train any morning?
b) You are told that Riddley made the train – what is the probability that he ran?
c) What is the probability that Riddey catches the train exactly twice this week (out of the 5
working days)
2. A computer chip manufacturer find that historically for every 100 chip produced 85 meet
specification 10 needs reworking and 5 needs to be discarded. Ten chips are chosen for
inspection.
(a) What is the probability that all 10 meet specifications?
(b) What is the probability that two or more need to be discarded?
(c) What is the probability that 8 meet specifications, one needs reworking and one will be
discarded?
x2
3. The joint pdf of a two dimensional RV(X,Y) is given by f ( x , y )=x y 2 + , 0 ≤ x ≤2, 0≤ y ≤1.
8
1 1
Compute a) P( X > 1) , b) P(Y < ) , c) P( X > 1/ y< ) d) P(X < Y )
2 2
4. a) If X and Y each follow an exponential distribution with parameter 1 and are independent
find the pdf of U=X-Y.
b) If X is uniformly distributed in (-1,1), find g(x), so that the random variable Y=g(x), so that
the random variable Y=g(X) may have the density function f y ( y ) =2 e−2 y , y >0.
5. If X and Y are independent RVs with pdf’s e− x , x ≥ 0 , and e− y , y ≥ 0respectively, find the
X
density functions of U = and V = X +Y . Are U and V independent?
X +Y
6. Train X arrives at a station at random in the time interval (0,T) and stops for ‘a’ min. Train Y
arrives independently in the same interval and stops for ‘b’ min
a) Find the probability P1 that X will arrive before Y.
b) Find the probability P2 that the two trains meet.
7. Let

Compute the joint pdf of and .

8. The joint pdf of bivariate random variable (X,Y) is given by

a) Mean and variance of X and Y.

 b) Find Correlation co-efficient of X and Y.

9. Let (X,Y) be a bivariate r.v with the joint pdf .

Show that X and Y are not independent but are uncorrelated.
10. If X and Y are independent RVs with pdf’s e-x, x≥0 and e-y, y≥0, respectively, find the densit

functions of and . Are U and V independent?

11. (a) A distribution with unknown mean µ has variance equal 1.5. find how large a sample
should be taken from the distribution in order that the probability will be atleast 0.95 that the
sample mean will be within 0.5 of the population mean.
(b) Find how many times a fair coin must be tossed in order that the probability that the ratio of
number of heads to the number of tosses will be lie between 0.45 and 0.55 will be atleast 0.95.

12. If 2 squares are selected at random on the chessboard, show that

(a) The chance that they have a common side is .

(b) The chance that they have contact at a corner is .

14. X and Y are two independent random variables both uniform in [-1; 1] and let Z = X + Y , Find
(a) the probability density function of
(b) the characteristic function of Z.

15. An urn contains b black balls and r red balls. One of the balls is drawn at random, but when it
is put back in the urn, c additional balls of the same colour is put in with it. Now suppose that
we draw another ball. Show the probability that first ball drawn was black, given that the
b
second ball drawn was red is .
b+r + c