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CHAPTER 4 Multiple Questions
CHAPTER 4 Multiple Questions
UNIT-4
𝜕2 𝜕2
c) 𝐹ₓ(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂) d) 𝐹ₓ(𝑥₁, 𝑥₂; 𝑡₁, 𝑡₂)
𝜕𝑥₁𝜕𝑡₁ 𝜕𝑥₁𝜕𝑥₂
4. The mean of a random process X(t) is the expected value of the random variable X at the
time t, i.e., the mean m(t) =
∞ ∞
a) ∫−∞ 𝑓ₓ(𝑥, 𝑡)𝑑𝑥 b) ∫−∞ 𝑥𝑓ₓ(𝑥, 𝑡)𝑑𝑥
∞ ∞
c) ∫−∞ 𝑓ₓ(𝑥, 𝑡)𝑑𝑡 d) ∫−∞ 𝑥𝑓ₓ(𝑥, 𝑡)𝑑𝑡
a) Independent b) orthogonal
a) ensemble b) assumable
c) Average d) set
CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions
UNIT-4
7. If the future value of a sample function cannot be predicted based on its past values, the
process is referred to as
8. If the future value of the sample function can be predicted based on its past values, the
process is referred to as
a) P(X(t1)) b) P(X(t1) ≤ 0)
10. The random process, X(t) and Y(t), are said to be independent if f X,Y(x1,y2:t1,t2) is
a) fX(x1;t1) b) fy(y1;t2)
c) fX(x1;t1) fy(y2;t2) d) 0
11. A random process is defined as X(t) = cos(ω0t + θ), where θ is a uniform random
variable over (-π, π). The second moment of the process is
a) 0 b) ½
c) ¼ d) 1
12. For the random process X(t) = A cosωt, where ωt is a constant and A is a uniform
random variable over (0,1), the mean square value is
UNIT-4
13. A stationary continuous process X(t) with autocorrelation function RXX(τ) is called
autocorrelation ergodic or ergodic in the autocorrelation if, and only if for all τ
𝑇
a) 1/2T ∫−𝑇 𝑋(𝑡)𝑋(𝑡 + 𝜏)𝑑𝑡 = Rxx(τ)
𝑇
b) lim 1/2𝑇 ∫−𝑇 𝑋(𝑡)𝑋(𝑡 + 𝜏)𝑑𝑡 = Rxx(τ)
𝑇→∞
∞
c) ∫−∞ 𝑋(𝑡)𝑋(𝑡 + 𝜏)𝑑𝑡 = Rxx(τ)
∞
d) ∫−∞ 𝑋(𝑡)𝑑𝑡 = 0
14. A random process is defined as X(t) = A cos(ωt + θ), where ω and θ are constant and A
is a random variable. Then, X(t) is stationary if
a) E[A] = 2
b) E[A] = 0
c) all time averages are zero d) mean square value is independent of time
a) FX,Y(x1,x2,….,xN,y1,y2,….,yM) = FX(x1,x2,….,xN)FY(y1,y2,….,yM)
b) fX,Y(x1,x2,….,xN,y1,y2,….,yM) = fX(x1,x2,….,xN)fY(y1,y2,….,yM)
c) FX,Y(x1,x2,….,xN,y1,y2,….,yM;t1,t2,….,tN,t1´,t2´,…,tM´) = fX(x1,x2,….,xN;t1,t2,….,tN)
fY(y1,y2,….,yM; t1´,t2´,…,tM´)
d) fX,Y(x1,x2,….,xN,y1,y2,….,yM;t1,t2,….,tN,t1´,t2´,…,tM´) = fX(x1,x2,….,xN;t1,t2,….,tN)
fY(y1,y2,….,yM; t1´,t2´,…,tM´)
CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions
UNIT-4
17. Let X(t) be a random process which is wide sense stationary, then
a) E[X(t)] = constant
d) E[X2(t)] = 0
18. If a process is stationary to all orders n = 1,2,….,N, then Xi = X(ti), where i = 1,2,……,N is
called
𝑇 𝑇
c) lim 1/2T ∫−𝑇 𝑥(𝑡)𝑑𝑡 d) lim ∫−𝑇 𝑥(𝑡)𝑑𝑡
𝑇→∞ 𝑇→∞
20. Consider a random process X(t) defined as X(t) = A cosωt + B sinωt, where ω is a
constant and A and B are random variables. Which of the following is a condition for the
process to be stationary ?
21. Let X(t) and Y(t) be two random process with respective autocorrelation functions
RXX(τ) and RYY(τ). Then |RXY(τ)| is
a) =√Rxx(0)Rʏʏ(0) b) ≥√Rxx(0)Rʏʏ(0)
c) ≤√Rxx(0)Rʏʏ(0) d) >√Rxx(0)Rʏʏ(0)
CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions
UNIT-4
22. A stationary random process X(t) is periodic with period 2T. Its autocorrelation
function is
25. If X(t) is ergodic, zero mean and has no periodic component, then
26. If CXX(τ) and CXY(τ) are auto and cross covariance functions respectively, the
UNIT-4
27. A random process is defined as X(t) = A cos(ωit + θ), where X(t) is a uniform random
variable over (0,2π). Then RXX(τ) is
28. X(t) = A cos(ωt), where ω is a constant and A is a uniform random variable over (0,1).
The auto covariance of X(t) is
29. The auto covariance C(t1,t2) of a process X(t) is (assume that E[X(t) ] = η(t))
a) 4, 25 b) 25, 4
c) 21, 2 d) 5, 4
CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions
UNIT-4
33. Two process X(t) and Y(t) are called (mutually) orthogonal if for every t 1 and t2,
35. The autocorrelation function of a Poisson process, RXX(t1,t2) for t1 > t2, is
c) 1 d) 0
36. The mean square value for the Poisson process X(t) with parameter ʎt is
a) ʎt b) (ʎt)2
c) ʎt + (ʎt)2 d) ʎt - (ʎt)2
a) Poisson process
38. For a Poisson random process with b = ʎt, the probability of exactly K occurrences over
the time internal (0,t), P[X(t) = K] where K = 0,1,2….., is
a) ʎᵗ𝑒^(−ʎ𝑡)/K! b) 𝑒^(−ʎ𝑡)/K!
c) tᴷ𝑒^(−ʎ𝑡)/K! d) (ʎt)ᴷ𝑒^(−ʎ𝑡)/K!
CHAPTER -4 RAGHU ENGINEERING COLLEGE
(Permanently Affiliated to JNTUK, Approved by AICTE)
DEPARTMENT OF ECE
Random Variables and Stochastic Processes
Multiple choice questions
UNIT-4
39. If X(t) and Y(t) are independent WSS processes with zero mean, the autocorrelation
function of the process Z(t) = K X(t)Y(t) is
40. The mean square value of a random process whose autocorrelation function
(η/4RC)𝑒^(−|𝜏|/𝑅𝐶) is
a) η/4 b) η/4RC
c) η𝜏/4RC d) η|𝜏|/4RC