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    Quiz II C

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    raju
    The document is a quiz on random variables and stochastic processes. It contains 20 multiple choice questions testing concepts such as: - Properties of random processes like stationarity and ergodicity - Probability density functions, characteristic functions, and other statistical measures - Autocorrelation functions and power spectral density functions - Examples of specific random processes like Poisson processes

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    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd

    Quiz II C

    Uploaded by

    raju
    12 views2 pages
    The document is a quiz on random variables and stochastic processes. It contains 20 multiple choice questions testing concepts such as: - Properties of random processes like stationarity and ergodicity - Probability density functions, characteristic functions, and other statistical measures - Autocorrelation functions and power spectral density functions - Examples of specific random processes like Poisson processes

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    Quiz-II-C

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    The document is a quiz on random variables and stochastic processes. It contains 20 multiple choice questions testing concepts such as: - Properties of random processes like stationarity and ergodicity - Probability density functions, characteristic functions, and other statistical measures - Autocorrelation functions and power spectral density functions - Examples of specific random processes like Poisson processes

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    12 views2 pages

    Quiz II C

    Uploaded by

    raju
    The document is a quiz on random variables and stochastic processes. It contains 20 multiple choice questions testing concepts such as: - Properties of random processes like stationarity and ergodicity - Probability density functions, characteristic functions, and other statistical measures - Autocorrelation functions and power spectral density functions - Examples of specific random processes like Poisson processes

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    of 2

    NARASARAOPETA ENGINEERING COLLEGE, NARASARAOPET

    (AUTONOMOUS)
    Department of Electronics and Communication Engineering
    II B. TECH, II SEM, Quiz–II, EXAMINATIONS, August-2021.

    Random Variables and Stochastic Processes


    Max Marks: 10 Time Duration: 20 Min Date: 17-08-2021

    Name of the Student: __________________________________

    10
    Roll No.

    Signature of the Invigilator:

    __________________________________________________________________________
    Each Question carrying ½ marks
    1. A random process is defined as X(t) = cos(wot + θ), where θ is a uniform random variable over (-π, π).
    The second moment of the process is [ ]
    a) 0 b)1/2 c)1/4 d) 1

    2. If RXY = 0 then X and Y are [ ]


    a) Independent b) orthogonal c) independent & orthogonal d) Statistically independent

    3. If the future value of a sample function cannot be predicted based on its past, values, the process is
    referred to as. [ ]
    a) Deterministic process b) non-deterministic process c) Independent process d) Statistical process

    4. PSD is _________ function of frequency [ ]


    a) Even b) Odd c) Periodic d) Asymmetric

    5. For an ergodic process [ ]


    a) mean is necessarily zero b) mean square value is infinity
    c) all time averages are zero d) mean square value is independent if sine

    6. Let X(t) is a random process which is wide sense stationery then [ ]


    a)E[X(t)] = constant b) E[X(t) . X[t + τ)] = R XX (τ)
    c) E[X(t)] = constant and E[X(t) . X[t + τ)] = R XX (τ) d) E[X2 (t)] = 0

    7. Which of the following is correct? [ ]


    a) ρ>1 b) -∞< ρ<∞ c) 0< ρ<1 d) -1< ρ<1

    8. Time average of cross correlation function and the cross spectral density function from ________ pair
    a) Laplace Transform b)Z-Transform c) Fourier Transform d) Convolution [ ]

    9. X and Y are jointly Gaussian R.Vs with same variance and ρxy = -1. The angle θ of a coordination rotation
    that generates non r.v's that are statically independent is
    a) π/2 b)-π/2 c) –π/4 d)π

    10. The mean of random process X(t) is the expected value of the R.V X at time t i.e., the mean m(t) =
    [ ]
    a) b) c) d)
    11. The expression for joint characteristic function of two r.V's X and Y in integral form is ø X,Y (w1, w2) =
    [ ]
    a) b)
    c) d)

    12. The expression for joint characteristic function Ф X,Y (w1, w2) is recognized as the two dimensional
    [ ]
    (a) Fourier transform of joint density function (b) Fourier transform of joint distribute function
    (c) Inverse Fourier transform of joint distribute functions (d) Inverse Fourier transform of joint density
    Function

    13. The mean square value of WSS process equals [ ]


    a) The area under the graph of PSD b) mean of the process
    c) The area under the graph of auto correlation of process d) zero

    14. Time average of a quantity x(t) is defined as A[x (t)] = [ ]


    a) b) c) d)

    15. A stationary random process X(t) is periodic with period 2T. Its auto correlation function is [ ]
    a) Non periodic b) periodic with period T c) Periodic with period 2T d) periodic with period T/2

    16. If FX(x1, x2 : t1, t2) is referred to as second order joint distribution function then the corresponding joint
    density function is [ ]
    a) b) c) d)

    17. X(T) = A cos (wot + θ), where A and wo are constants and θ is a R.V uniformly distributed over (0, π). The
    average power of X(t) is [ ]
    a) b) c) d)

    18. The normalized third central moment is known as [ ]


    a) Mean (b) Skewness of density function c)Standard Deviation d) Variance of density function

    19. A continuous RV is one having [ ]


    a) Continuous range of value b) -∞ c) Containing d) None of the above

    20. The interval between two consecutive occurrences of Poisson process is ____r.v. [ ]
    a) Gaussian b) Poisson c) expential d) binomial

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