This document outlines the topics covered in 5 units on random variables and random processes. Unit I introduces probability distribution and density functions, and using them to model random variables like coin tosses. Unit II covers expectations of random variables, including independence and transformations. Unit III discusses multiple random variables, their joint moments and distributions. Unit IV describes temporal characteristics of random processes like covariance and autocorrelation. Unit V examines spectral characteristics such as relating the power spectrum to autocorrelation and properties of the cross power spectrum.
This document outlines the topics covered in 5 units on random variables and random processes. Unit I introduces probability distribution and density functions, and using them to model random variables like coin tosses. Unit II covers expectations of random variables, including independence and transformations. Unit III discusses multiple random variables, their joint moments and distributions. Unit IV describes temporal characteristics of random processes like covariance and autocorrelation. Unit V examines spectral characteristics such as relating the power spectrum to autocorrelation and properties of the cross power spectrum.
This document outlines the topics covered in 5 units on random variables and random processes. Unit I introduces probability distribution and density functions, and using them to model random variables like coin tosses. Unit II covers expectations of random variables, including independence and transformations. Unit III discusses multiple random variables, their joint moments and distributions. Unit IV describes temporal characteristics of random processes like covariance and autocorrelation. Unit V examines spectral characteristics such as relating the power spectrum to autocorrelation and properties of the cross power spectrum.
This document outlines the topics covered in 5 units on random variables and random processes. Unit I introduces probability distribution and density functions, and using them to model random variables like coin tosses. Unit II covers expectations of random variables, including independence and transformations. Unit III discusses multiple random variables, their joint moments and distributions. Unit IV describes temporal characteristics of random processes like covariance and autocorrelation. Unit V examines spectral characteristics such as relating the power spectrum to autocorrelation and properties of the cross power spectrum.
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UNIT-I: RANDOM VARIABLE
1. Demonstrate Probability Distribution Function and write its properties
2. Demonstrate Probability Density Function and write its properties 3. A random variable, takes the number of heads that come-up when a fair coin is tossed twice. Obtain the probability mass function and plot it 4. Explain the salient features of a Gaussian random variable using relevant distribution and density functions. Also discuss its typical application
UNIT-II: OPERATION ON ONE RANDOM VARIABLE – EXPECTATIONS
1.The joint pdf is fx,y(x,y)=1/18e-(x/6+y/3) for x ≥ 0,y ≥0.Show that X and Y are independent random variables 2. Find mean and variance of Uniform random variable 3. Explain about Transformation of random variable. 4. Find the expected value of the function where X is a random variable defined by the density fX(x)=(1/2)u(x)exp(-x/2)
UNIT-III: MULTIPLE RANDOM VARIABLES
1. Two random variables having joint characteristic function ∅XY(ω1, ω2) = exp(−2ω12 −8ω22). Calculate the moment’s m10& mo1? 2. List the properties of joint moment generating function 3. Find mean and variance of Gaussian random variable 4. Determine the marginal density functions fx(x) and fy(y).
UNIT- IV: RANDOM PROCESSES – TEMPORAL CHARACTERISTICS
1. Explain any five properties of covariance
2. Classify Random processes based on time and Random variables 3. State and prove any four properties of Auto correlation function. 4. Classify random processes and explain
UNIT-V: RANDOM PROCESSES – SPECTRAL CHARACTERISTICS
1. Relate between power density spectrum and auto correlation function.
2. Explain any five properties of cross power density spectrum. 3. Find mean and variance of Gaussian random variable 4. Compute the average power of the process having power spectral density .
