Code.

No: 43155

R07

SET-1

JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD II.B.TECH - I SEMESTER SUPPLEMENTARY EXAMINATIONS NOVEMBER, 2009 PROBABILITY THEORY AND STOCHASTIC PROCESS (Common to ECE, ETM, ECC) Time: 3hours Max.Marks:80 Answer any FIVE questions All questions carry equal marks --1. a) i) ii) b) 2. a) 3. a) b) 4. An experiment consist of rolling a single die. Two events are defined as A = { a 6 shows up}: and B= {a 2 or a 5 shows up} Find P(A) and P(B) Define a third event C so that P(C) = 1 P ( A) P ( B) The six sides of a fair die are numbered from t to 6. The die is rolled 4 times. How many sequences of the four resulting numbers are possible. [16] A random variable X is known to be Gaussian with mean ax = 1.6 and x = 0.4 find

P (1.4 < X 2.0 )

and

b) P {0.6 < ( x 1.6) 0.6}

[8+8]

2 A discrete random variable X has possible values xi = i , i =1, 2,3, 4,5 which occur with

probabilities 0.4, 0.25, 0.15, 0.1 and 0.1 respectively. Find the mean value X = E [ X List the properties of conditional density function. Statistically independent RVs X and Y have probability densities 3 2 (4 x ) ; 2 x 2 32 f x ( x ) 0 : else = 1 f y ( y ) = u ( y + 1) u ( y 1) 2 Find the exact probability density of the sum W = X+Y Two random variables have a uniform density on a circular region defined by 1 2 x + y2 r 2 f x , y ( x, y ) = r 2 ; 0, else
2 2 Find the mean value of the function g(x,y) = x + y Write about joint characteristic function.

of X. [8+8]

[8+8]

5. a)

b)

[8+8]

6. a)

Given the RP X(t) = A cos(w o t) + B sin (w o t) where w0 is a constant, and A and B are uncorrelated Zero mean random variables having different density functions but the same 2 variance . Show that X (t ) is wide sense stationary. A Gaussian RP has an auto correlation function RXX ( ) = matrix for the RV X ( t ) 6sin ( )

b)

. Determine a covariance [8+8]

7. a) b)

A random process has the power density spectrum S XX ( w) =

6 w2 . Find the average power in 1 + w4

the process. Find the cross correlation function corresponding to the cross power spectrum 6 S XY ( w) = . 2 ( 9 + w ) ( 3 + jw)2

[8+8]

8. a) b)

Two identical networks are cascaded. Each has impulse response h (t) = u (t )3t exp( ut ) . A WSS X(t) is applied to the cascades input. Find an expression for the response y(t) of the cascade. [16] If E X ( t ) = X = 6 . Find E Y ( t ) . *****