UNIT-1

1. a) State and prove Baye’s Theorem.

b) A box contain 6 red balls , 4 white balls, and 5 blue balls .three balls are drawn successively
from the box. Find the probability that they are drawn in the order red, white, and blue if each
ball is
(i) Replaced
(ii) Not replaced
2. a) Distinguish between mutually exclusive events and Independent events.
b) Find the probability of
(i)Picking an ace and a king from a deck of 52 cards?
(ii)Picking an ace or a king from a deck of 52 cards?
3. a) Explain the following and give one example for each
(i)Sample space
(ii)Event
(iii)Combined Experiments
b) A pointer is spun on a fair wheel of chance having its periphery labeled from 0 to 100.
(i) Find is the sample space of this experiment?
(ii) Find is the probability that the pointer will stop between 20 and 35?
(iii) Find is the probability that the wheel will stop on 58?
4. a) Tom is planning to pick up a friend at the airport. He has figured out that the plane is late 75%
of the time when it rains, but only 30% of the time when it does not rain .If the weather forecast that
morning calls for a 40% chance of rain, what is the probability that the plane will be late?
b) Five men out of 100 and 25 women out of 100 are colour blind. A colour blind Person is chosen
at random .what is the probability that the person is a male? Assume that males and females are in
equal proportions
5 a) Give Classical and Axiomatic definitions of Probability
b) A pair of fair dice is thrown in a gambling problem. Person A wins if the sum of numbers showing
up is six or less and one of the dice shows four. Person B wins if the sum is five or more and one of
the dice shows four. Find:
i)The probability that A wins
ii) The probability of B winning.
iii) The probability that both A and B win.
 UNIT-2
N
1 a)If the function FX ( X )   kn 3 u ( x  n) must be a valid probability distribution. Determine k to
n 1

make it valid.
b) A random variable X is having a CDF given by F(x) =0 for x<0,
F(x) = kx2 for 0 ≤ x ≤ 10
F(x) = 100k for x > 10 .Find (i) k (ii)P(X≤5) (iii) P(5<X≤7)
2 a) If X be a discrete random variable with probability function is given as
X -2 -1 0 1 2
P(X) 1/5 2/5 1/10 1/10 1/5
Find (i) E[X ] (ii) E[2X+3] (iii) E[(2X+1)2]
2

b) A random variable X has the density

 3

f X ( x)   32

 x 2  8 x  12 ,  2 x6

0, elsewhere

Compute (i) m1 (ii) m2 (iii) μ2

3 a) Compute the mean and variance of exponential density function

 1 ( x a ) / b
 e , xa
f X ( x)   b

0, xa
 5
b) A random variable has a probability density f X ( x)  
 4
1  x 4 , 0  x 1

0, elsewhere

Evaluate (i) E[X] (ii) E[4X+2] (iii) E[X2]

4 a) For the random variable X whose density function is

 1
 , axb
f (x)   b  a
0, Otherwise

Determine
i. Moment generating function
ii. Mean and Variance.
b) Find the moment generating function of a random variable X with pdf f(x) = e-x for x ≥ 0. Find the
first two moments about origin.
5 a) Explain about moment generating function and properties of moment generating function?
b) State the expression for Rayleigh density function and find its distribution function.
 UNIT-3
1 a) Obtain the following moments m00 , m01 , m10 , m02 , m20 & m11 , if the pdf is

f XY ( x, y )  x( y  1.5) , 0  x  1& 0  y  1
0 , otherwise

b) The joint pdf of X and Y is given by

𝑓𝑋,𝑌 (𝑥, 𝑦) = 𝐴𝑒 −(2𝑥+𝑦) , 𝑥 ≥ 0, 𝑦 ≥ 0 Find (i) the value of A (ii) the marginal density functions
2. Given the function

f XY ( x, y )  b( x  y ) 2  2  x  2 , and  3  y  3
0 elsewhere

(i) Evaluate the constant b if it is a valid density function.

(ii) Determine the marginal density functions f X (x) and f Y (y) .

3. The random variables X & Y have joint density function

f x , y ( x, y )  ( x  y ) 2 / 40;  1  x  1;  3  y  3

 0; elsewhere

Find all first and the second order moments.

4. Two random variables X and Y have means X  1 and Y  2 , variances 2X  4 and 2 Y
 1 and
a correlation coefficient  XY = 0.4. New random variables W and V are defined by V = - X +2Y, W =
X + 3Y. Find (i) The means (ii). The Variances (iii) The Correlations (iv) The correlation coefficient
VW of V and W.

5 a) Random variables X and Y have the joint density.

1/100 0  x  5 and 0  y  20
f ( x, y )  
0 else

Find the expected value of the function g ( X , Y )  X 2Y .

1 ( x /6 y /3)
b) The joint pdf of two random variables X and Y is f ( x, y)  e for x  0, y  0 .
18
Find the marginal densities and check whether they are independent or not.
 UNIT-4

1 a) Explain the classification of random process with neat sketches

b) Two random processes are defined by X(t)=Acos(ωt+θ) and Y(t)= Bcos(ωt+θ) where θ is an uniform
random variable on (0,2π).While A,B and ω are constants. Find the Cross-correlation function RXY(t,t+τ)
and Verify whether X(t) and Y(t) are jointly WSS or not.
2 a) State the conditions for statistical independence and stationarity of second-order random processes.
b) Consider two random processes X (t )  A cos t  B sin t and Y (t )  B cos t  A sin t where A and
B are uncorrelated, zero mean random variables with same variance and ‘  ’ is a constant. Show that X(t)
and Y(t) are jointly stationary.
3 a) State and prove the properties of Auto-correlation function
b) The auto-correlation function for a stationary ergodic process with no periodic components is
4
RXX ( )  25  . Find the mean and variance of X(t).
1  6 2
4 a) Derive the relation between power spectral density and autocorrelation of a random process.
b) Find the auto correlation function corresponding to the power density spectrum

157  122
S XX (ω ) 
(16  2 )(9  2 )
5 a) Determine which of the following PSDs are valid.

2
i) S XX ( )  6 ii) S XX ()  exp[(  1)2 ]
  3  3
2

1 cos3
iii) S XX ( )  iv) S XX ( ) 
(1   ) 2 2
1 2
b) Find the auto correlation function corresponding to the power density spectrum

8
S XX ( ) 
(9   2 )2