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Assignment 3

1. The document is an assignment question paper containing 5 questions related to probability and random processes. It asks the student to: 2. Find the best linear estimator for a uniformly distributed random variable and compare its performance to the best estimator. Also determine the least square estimates of linear regression coefficients for monthly electric power consumption data. 3. Determine the respective estimators using maximum likelihood and moment methods for two cases of random processes and compare their asymptotic variances. 4. Draw the Markov chain state transition diagram and probability matrix for a problem involving number of light bulbs left over each day. Also show that the Karhunen-Loeve expansion of a mean square periodic process yields its

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25 views

Assignment 3

1. The document is an assignment question paper containing 5 questions related to probability and random processes. It asks the student to: 2. Find the best linear estimator for a uniformly distributed random variable and compare its performance to the best estimator. Also determine the least square estimates of linear regression coefficients for monthly electric power consumption data. 3. Determine the respective estimators using maximum likelihood and moment methods for two cases of random processes and compare their asymptotic variances. 4. Draw the Markov chain state transition diagram and probability matrix for a problem involving number of light bulbs left over each day. Also show that the Karhunen-Loeve expansion of a mean square periodic process yields its

Uploaded by

abdo abdok
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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SEMESTER- V B.Tech. (ECE)
Assignment-3 (NOV. 2023)
EC325-Probability and Random Process
Max. Marks: 20
Note: Answer all questions. Assume suitable missing data, if any.

1. a) Let X be uniformly distributed in the interval (-1,1) and let Y=X2. Find the best
linear estimator for Y in terms of X. Compare its performance to the best estimator

b) The average monthly electric power consumption (Y ) at a certain


manufacturing plant is considered to be linearly dependent on the average
ambient temperature (x1) and the number of working days in a month (x2).
Consider the one-year monthly data given in Table. Determine the least-square
estimates of the associated linear regression coefficients.

2. Using the maximum likelihood method and the moment method, determine the
respective estimators of and compare their asymptotic variances for the following
two cases:

3. a) An ergodic random process X(t) has an autocorrelation function

Determine the value of |E[X(t)]|


b) The autocorrelation function of a discrete time sequence is shown in the figure
below
Determine the Power Spectral Density Sx(f)

4. a) On day a house has two new light bulb in reserve. The probability that the
house will need a single new light bulb during day n is p, and the probability
that will not need any is q=1-p. Let Yn be the number of new light bulbs left in
the house at the end of day n. Draw Markov chain with state transition diagram
for Yn and transition probability matrix.

b) Show that the Karhunen-Loeve expansion of a WSS mean square periodic


process X(t) yields its Fourier series. Specify the orthonormal set of eigenfunctions
and the corresponding eigen values

5 . a) Check whether the following function are valid auto correlation function
1
(i) 5 sin n𝜏 ii)
1+9𝜏2

b) Explain in detail about sampling theorem for band limited random Processes

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