NIT-I

1. a. Explain about total probability theorem

b. If a box contains 16 red balls, 12 blue balls and 22 green balls, then What
is the probability of drawing a ball (I) it is red colour (II) it is either red or blue
(III) it is not green ball.
2. What is meant by cumulative distribution function and explain its properties.
3. Define the terms exhaustive events, equally likely events, Favourable events, mutually
exclusive events and independent events.
4. What is meant by probability density function and explain its properties.
5. The PDF is given by the expression fx(X)=ae-b| x |. Here X is a random variable
Whose values in the range x=-∞ and x=∞, Determine the fallowing
(I) The relationship between a and b
(II) The CDF function
(III) The probability that outcomes lie between 1 and 2.
6. A random variable X has probabilities shown in below table
(I) Find the value of K
(II) Find fx(x), Fx(x) and draw the plots

X -3 -2 - 0 1 2
1

P(X) 0.2 0.5K K 0.1 0.3K K

7. Explain the Poisson distribution function and binomial distribution function.

8. a. Prove that P (X1<X≤ X2) = Fx(X2)- Fx(X1)
b. Explain any two properties of probability density function
9. a. Explain total probability theorem.
b. Explain the properties of conditional probability.
c. Explain Baye’s Theorem
10. a. Explain about Gaussian and Rayleigh distribution and density functions.
b. Distinguish between mutually exclusive events and independent events.
12. a. If A and B are independent events, prove that the events A′ and B, A and B, and A
and B′ are also independent.
b. Explain about conditional probability.
c. Explain about additive law of probability
UNIT-II
1. Prove that the fallowing
(I) Var (X)=E[X2] + [E(X)]2
 (II) Var (CX)=C2 var(X)
(III) Var (X+Y) = var (X)+ var (Y)
2. Find out mean, variance, moment generating function and characteristic function for
binomial distribution function.
3. Find out mean, variance, moment generating function and characteristic function for
Poisson’s distribution function.
4. Let ‘X’ be the random variable defined by the density function
Fx(X)= /16 cos( x/8); -4 x 4
= 0; otherwise
Find E[3X] and E[X2]
5. Prove that (I) ϕx (0) = 1 (II) | ϕ x (t)| ≤ 1 (III) ϕ aX+b (ω) = e ibt ϕx(aω)
(IV) ϕ x+y (ω) = ϕx(ω). ϕx(ω)
6. Explain about the properties of variance
7. What is meant by moment generating function and explain its properties.
8. What is meant by Characteristic function and explain its properties
9. Explain the Transformation of a random variable.
10. a. Explain Markov’s in equality rule.
b. Define the terms skew, coefficient of skew and kurtosis
11. a. Explain about Chebychev’s inequality

b. A random variable ’X’ of given function g(x)=1; for X≥x0

=0; for X<x0 Where ‘x0’ is real number
then prove that E[g(x)] = 1-Fx(x0)
12. Explain about Monotonic and Non-monotonic transformations of continuous random
variable

UNIT-III

1. Show that the probability density function of sum of two statistical independent
random variables is equal to the convolution of their individual density functions
2. The joint density functions of X and Y is
F(x,y)= kxy;0<x<y<1
= 0; otherwise

Then find (i) constant k (ii) Marginal Density Functions of X and Y.

3. a. Explain about central limit theorem.

b. Explain any two properties of covariance,
 4. Explain the properties of joint density function
5. Explain the properties of joint distribution function
6. The joint density functions of a random variables X and Y is
f(x,y)= c(x2+2y); x=0,1,2 & y=1,2,3,4
= 0; otherwise
Then find (i) constant c (ii) Probability of X= P(x=2, y=3) (iii) P(x ≤1,y ≥3) (iv) The
marginal density functions of X and Y fx(x) and fy(y).
7. What is meant by Conditional joint distribution function and explain their properties.
8. What is meant by Conditional joint distribution function and explain their properties.
9. a. Show that the probability density function of sum of two statistical independent random
variables is equal to the convolution of their individual density function.
b. The joint density functions of X and Y is
F(x,y)= kxy;0<x<y<1
0; otherwise
Then find (i) constant k (ii) Marginal Density Functions of X and Y.
10. a. Explain the properties of covariance
b. The joint distribution of X, Y is given by

𝑓𝑋𝑌(𝑋,𝑌)= 1/4𝑎2[(1 + 𝑥𝑦)(𝑥2 − 𝑦2)], |X| ≤ 𝑎, | Y| ≤ 𝑎,𝑎 > 0

=0 Otherwise.
Show that the Characteristic function of X+Y is equal to the product of the
characteristic function of X and Y.
UNIT-IV
1. a. Show that the process 𝑥 (𝑡) = 𝐴𝑐𝑜𝑠 (𝜔0𝑡 + 𝜃) is wide sense stationery if it is
assumed that 𝐴 𝑎𝑛𝑑 𝜔0 are constants and 𝜃 is random variable which is uniformly
distributed over interval [0,2𝜋].
b. Explain about properties of autocorrelation function.
2. a. Write the conditions for a Wide sense stationary random process.
b. Explain how random processes are classified with neat sketches.

3. Two random processes are defined by X(t)= Acos(w0t+θ),Y(t)= Bsin(w0t+θ) Where θ

is an uniform random variable on (0,2ᴨ) and A,B and W0 are constants. Find out
(i) Verify whether X(t) and Y(t) are jointly WSS or not
(ii) Verify whether X(t) and Y(t) are ergodic random process or not.
4. Explain any four properties of autocorrelation function.
5. Define the terms first order stationary random process, second order stationary
random process, wide sense stationary random process, jointly sense stationary
random process and strict sense stationary random process.
6. A random process is given as X(t)=At, where A is an uniformly distributed random
variable on (0,2). Find whether X(t) is WSS or not.
7. Define the terms time average function, time average of mean square error, time
average of auto-correlation function and time average of cross-correlation function.
8. Define ergodic theorem, jointly ergodic random process, mean ergodic random
process, ACF ergodic random process and CCF ergodic random process.
UNIT-V
1. Derive the relationship between cross power density spectrum and cross corelation
function.
2. Explain about autocorrelation function response of a linear systems.
3. Explain about properties of power spectrum density.
4. Explain the relationship between power spectrum and autocorrelation.

5. Derive expression for Power spectrum density.

6. Derive Weiner-Khenchine relation.
7. Define cross power density spectrum and explain its properties.
8. Derive relationship between PSD of input and output random process of linear
system.
SHORT QUESTIONS
UNIT-I
1. Define mutually exclusive events
2. What is meant by independent events
3. Define joint probability
4. Define Binomial Distribution and Density Function.
UNIT-II
1. Define movement generating function for single random variable.
2. Define movement generating function for single random variable.
3. Define variance
4. Define Skew
UNIT-III
1. Define joint characteristic function
2. State any two properties of joint distribution function
3. Define Joint Characteristic function.
4. Define Joint Central Movements.
UNIT-IV
1. What is meant by random process
2. Define cross correlation
3. Give the stationary condition for a process to be a second order random process.
4. List out the conditions for a process to be a joint wide sense stationary process
UNIT-IV
1. Define convolution for Linear systems
2. Define Power Spectrum
3. Define power spectral density.
4. List out the properties of power density spectrum.