PTSP Questions

PART-A
1. What is the condition for a function to be a random variable?

2. Define Gaussian random variable.
3. Explain about strict-sense stationery processes.
4. A single through of two dice, what is the probability of obtaining a
sum of at least 10?
5. Define the joint moments about the origin.
6. Define WSS random process.
7. When two different random processes are said to be statistically
independent?
8. State central limit theorem.
9. Define marginal density functions.
10. Write the axioms of probability.
11. Define correlation coefficient.
12. What is mean ergodic processes?
13. What is power spectrum density?
14. Define cross power density spectrum.
15. Explain about strict-sense stationery processes.
16. Define following terms
i) Mean
ii) variance iii) skew iv) correlation v) covariance vi) correlation
coefficient
17. List the properties of N random variable.
18. Define conditional probability?
19. Define uniform density function?
20. Define mean and mean square values?
21. What is the expected value of 2x in the interval -10<x<10?
22. Define second order central moments?
23. Define ergodicity?
24. Prove that SXY(W) = SYX(-W)?
25. Define wiener kitchen relations?
PART-B
Questions
State and prove Bayes’ theorem
Two manufacturing plants produce similar parts. Plant A produces 4,000 parts, 200 of which are
defective. Plant B produces 8,000 parts, 300 of which are defective. One part is selected at random
and found to be defective. What is the probability that the part came from plant B?
Explain i) Joint and conditional probabilities ii) Relative frequency definition of probability.
For any two events A and B in a sample space S, if B⊂ A then prove that P(A/B) = 1
A random variable X has the following probability distribution.
x 0 1 2 3 4 5 6 7
2 2
P(x) 0 K 2K 2K 3K K 2K 7k2+K
Find: (1) The value of K
(2) P(1.5<X<4.5)
State and prove the properties of probability density function.
If the probability density function of a random variable is given by
fX(x) = K (1-x3); 0< x<1
Find the value of K and FX(x).
Explain the conditions for a function to be random variable.

b) A random variable X has probabilities shown in table.
x -3 -2 -1 0 1 2
P(x) 0.2 0.4K K 0.3 0.1K K
i) Find the value of K.
ii) Find FX(x) and draw the plot.
Define the following and give are example for each of the following
i) Discrete and continuous sample space ii) Independent event
iii) Equally likely event
Discuss the mutually exclusive events with an example.
b) Define probability, set and sample spaces
State and prove the total probability theorem?

The exponential density function given by
fx(x) = (1/b) e−(x−a)/b x > a = 0 x < a Find the mean and variance.
Define various types of transformation of Random variables.
Derive the Binomial density function and find mean & variance.
Derive the Poisson density function and find mean & variance.
If X is a discrete random variable with a Moment generating function of M x(v), find the Moment
generating function of
i) Y=aX+b ii) Y=KX iii) Y=(𝑋+𝑎)/b
If E[X]=2, E[Y]=3, E[XY]=10, E[X2 ]=9, and E[Y2 ]=16 then find variance & covariance of X&Y.
Two random variables X and Y have the joint pdf is
fx,y(x,y)= Ae-(2x+y) x, y ≥0
0 elsewhere
i. Evaluate A
ii. Find the marginal pdf‟s
iii. Find the joint cdf
Show that var(X+Y) = var(x)+var(Y), if X&Y are statistical independent random variables.
State and prove any three properties of joint characteristic function
Given the RP X(t) = A cos(w0t) + B sin (w0t) where ω0 is a constant, and A and B are uncorrelated Zero
mean random variables having different density functions but the same variance σ 2 . Show that X(t) is
wide sense stationary.
Explain about the following random process (i) Mean ergodic process (ii) Correlation ergodic process
(iii) Gaussian random process
State and prove the auto correlation and cross correlation function properties.
Explain about the mean-ergodic process.
If x (t) is a stationary random process having mean = 3 and auto correlation function:
RXX (τ) = 9 + 2 e-|T| Find the mean and variance of the random variable.
List and explain various properties of the Autocorrelation function.

Compare the Cross Correlation Function with Autocorrelation function.
Prove that PSD and autocorrelation function of a random process form a Fourier transform pair.
Discuss in detail about: (i) First order stationary random process. (ii) Ergodic process.
b) Explain about mean-ergodic process
Explain the concept and classification of a stochastic process.

Define and explain covariance and its properties.
Define and explain correlation and its properties.
Two independent random process x(t) & y(t) have power spectrum densities
S xx(ω) = 16/ (ω2+16) and S yy(ω) = ω2/ (ω2+16) respectively with zero means. Let another
random process U(t) =x(t) +y(t). Then find i) PSD of U(t) ii) SXY (ω) iii) SXU(ω)
iv) SYU(ω)
Briefly explain the concept of cross power density spectrum.

Discuss the properties of power spectral density.
(a) Define mutual information I (X ; Y) and show that I (X ; Y) ≥ 0.
(b) Derive the relationship between entropy and mutual information.
Given xi= {x1, x2, x3, x4, x5, x6} with probabilities
p(xi)= {0.3, 0.25, 0.2, 0.12, 0.08, 0.05}. Make Huffman code and Shannon - Fano
code. Find efficiency of this code.

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PART-A

1. What is the condition for a function to be a random variable?

Explain the conditions for a function to be random variable.

State and prove the total probability theorem?

List and explain various properties of the Autocorrelation function.

Explain the concept and classification of a stochastic process.

Briefly explain the concept of cross power density spectrum.

(a) Define mutual information I (X ; Y) and show that I (X ; Y) ≥ 0.

(b) Derive the relationship between entropy and mutual information.

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