AprilMay 2023

Code No: 154CN R18
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD

B. Tech II Year II Semester Examinations, April/May - 2023
PROBABILITY THEORY AND STOCHASTIC PROCESSES
JN
(Electronics and Computer Engineering)
Time: 3 Hours Max. Marks: 75
Note: i) Question paper consists of Part A, Part B.

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ii) Part A is compulsory, which carries 25 marks. In Part A, Answer all questions.
iii) In Part B, Answer any one question from each unit. Each question carries 10 marks
and may have a, b as sub questions.
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PART – A
(25 Marks)
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1.a) State Bayes Theorem. [2]
b) What is the condition for a function to be Random Variable? [3]
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c) Define Chebyshev’s inequality function. [2]
d) State central limit theorem for the case of equal distributions. [3]
e) Classify Random Process. [2]
d
f) State the properties of Autocorrelation for a Wide Sense Stationary process. [3]
g) Write the expression for Power Spectral Density. [2]
h) Give any two spectral characteristics of system response. [3]
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i) Define Noise Equivalent Bandwidth. [2]
j) State the properties of Mutual Information. [3]
PART – B
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(50 Marks)
2.a) The number of calls received in a telephone exchange follows a Rayleigh distribution
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with an average of 20 calls per minute. What is the probability that in one-minute
duration? (i) No call is received. (ii) Exactly 5 calls are received. (iii) More than 3 calls
are received.
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b) Define Rayleigh distribution function and find its mean and variance. [5+5]
OR
3.a) State the classical and Axiomatic definitions of Probability.
b) A continuous random variable X has a PDF𝑓𝑋 (𝑥) = 3𝑥 2 , 0 ≤ 𝑥 ≤ 1. Find 𝑎 and 𝑏 such
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that
i) 𝑃{𝑋 ≤ 𝑎} = 𝑃{𝑋 > 𝑎} ii) 𝑃{𝑋 > 𝑏} = 0.05 [5+5]
4.a) Find the marginal density of X if the joint density function of the Random Variable X
and Y is given by
21𝑥𝑦 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 1
𝑓𝑋𝑌 (𝑋, 𝑌) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
b) Obtain the moment generating function of a uniform distribution and hence find its mean.
[5+5]
OR
5.a) Explain the properties of joint distribution function with examples.
b) A random variable X uniformly distributed in the interval (0, π/2). Consider the
transformation.
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Y = cos 𝑥, obtain the pdf of Y. [5+5]
6.a) Briefly introduce the concept of random process and categorize its classifications with
one example to each one.
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b) Find whether the given stationary random process 𝑋(𝑡) = 10 cos(100𝑡 + 𝜃) where θ is
a random variable with a uniform probability distribution in the interval (-π,π) is WSS or
not. [5+5]
OR
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7.a) State and prove the properties of Autocorrelation function of a Random Process.
b) A random process 𝑋(𝑡) is defined by 𝑋(𝑡) = 𝐴𝑐𝑜𝑠𝜆𝑡 + 𝐵𝑠𝑖𝑛𝜆𝑡, −∞ < 𝑡 < ∞ where A
and B are independent random variables each of which has the value -2 with probability
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1/3 and a value 1 with probability 2/3. Find X(t) is a Wide Sense Stationary Process.
[5+5]
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8.a) Derive the relation between the cross correlation function and cross power spectral
density of a Random Process X(t) and Y(t).
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b) A random process X(t) is applied to a network with impulse response ℎ(𝑡) = 𝑢(𝑡)𝑒 −𝑏𝑡
where b>0 is a constant. The cross correlation of X(t) is 𝑅𝑥𝑥 (𝜏) = 𝑢(𝜏)𝑒 −𝑏𝜏 with the
output Y(t). Find the autocorrelation Y(t) and average power in Y(t). [5+5]
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OR
9.a) A Gaussian random process X (t) is applied to a stable linear filter. Show that the random
process Y(t) developed at the output of the filter is also Gaussian.
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b) The input voltage to an RLC series circuit is a stationary random process X(t) with
E[X(t)] = 2 and 𝑅𝑥𝑥 (𝜏) = 4 + exp(−2|𝜏|). If the voltage across the capacitor is Y(t),
find E[Y(t)]. [5+5]
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10.a) Derive the Average Noise Figure of Cascaded Networks.
b) An analog signal band limited to 10 kHz is quantized in 6 levels of a PCM system with
probabilities of 1/4, 1/5, 1/5, 1/10, 1/10 and 3/20 respectively. Calculate the entropy and
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the rate of information. [5+5]
OR
11.a) Describe the Quadrature representation of Narrow Band Noise. Also list out the
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properties.
b) A source is transmitting six messages with probability 0.30, 0.25, 0.15, 0.12, 0.10 and
0.08 respectively. Find the binary Huffman code and determine its average word length,
efficiency and redundancy. [5+5]
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Code No: 154CN R18

JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD

Note: i) Question paper consists of Part A, Part B.

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