Engineering Mathematics 2014

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 1

SUBJECT NAME : Probability & Random Process
SUBJECT CODE : MA2261
MATERIAL NAME : Part A questions
MATERIAL CODE : JM08AM1008
REGULATION : R2008
UPDATED ON : May-June 2014

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Unit I (Random Variables)

1) Define random variable.
2) Define discrete random variable.
3) Define continuous random variable.
4) X and Y are independent random variables with variance 2 and 3. Find the variance of
3 4 X Y + .
5) If the p.d.f of a random variable X is ( )
2
x
f x = in 0 2 x s s , find ( ) 1.5 / 1 P X X > > .
6) A continuous random variable X has probability density function
2
3 , 0 1
( )
0, otherwise
x x
f x
s s
=

. Find k such that ( ) 0.5 P X k > = .

7) If the MGF of a uniform distribution for a random variable X is
( )
5 4
1
t t
e e
t
, find ( ) E X .
8) The moment generating function of a random variable X is given by
( )
3 1
( )
t
e
M t e

= . What
is | | 0 P X = ?
9) The CDF of a continuous random variable is given by
/ 5
0, 0
( )
1 , 0
x
x
F x
e x

<
=

s <

. Find
the PDF and mean of X .
Engineering Mathematics 2014

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 2

10) A random variable X has cdf ( ) ( )
0, 1
1
1 , 1 3
2
1, 3
X
x
F x x x
x
<

= s <

>

. Find the pdf of X

and the expected value of X .
11) Establish the memory less property of the exponential distribution.
12) Find C , if
| |
2
; 1, 2, ...
3
n
P X n C n
| |
= = =
|
\ .
.
13) Find the moment generating function of binomial distribution.
14) Define geometric distribution.
15) The probability that a man shooting a target is 1/4. How many times must he fire so that the
probability of his hitting the target at least once is more than 2/3?
16) An experiment succeeds twice as often as it fails. Find the chance that in the next 4 trials,
there shall be at least one success.
17) If X is uniformly distributed in ,
2 2
t t | |
|
\ .
. Find the pdf of tan Y X = .
18) Given the RV X with density function
2 , 0 1
( )
0, elsewhere
x x
f x
< <
=

. Find the pdf of

3
8 y x = .
19) If X is a normal random variable with mean zero and variance
2
o , find the PDF of
X
Y e = .
Unit II (Two Dimensional Random Variables)

1) The joint pmf of two random variables X and Y is given by
,
, 1, 2, 3; 1, 2, 3
( , )
0, otherwise
X Y
kxy x y
p x y
= =
=

. Determine the value of the constant k .

2) Let X and Y be two discrete random variables with joint probability mass function
( )
( )
1
2 , 1, 2 and 1, 2
, 18
0, otherwise
x y x y
P X x Y y

+ = =

= = =

. Find the marginal probability

mass functions of X and Y .
3) State the basic properties of joint distribution of ( ) , X Y when X and Y are random
variables.
4) Find the value of k , if ( , ) (1 )(1 ) f x y k x y = in 0 , 1 x y < < and ( , ) 0 f x y = ,
otherwise, is to be the joint density function.
5) A random variable X has mean 10 and variance 16. Find the lower bound for
(5 15) P X < < .
Engineering Mathematics 2014

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 3

6) Let X and Y be continuous random variables with joint probability density function
( )
( , ) , 0 2,
8
XY
x x y
f x y x x y x

= < < < < and ( , ) 0

XY
f x y = elsewhere. Find
/
( / )
Y X
f y x .
7) The joint pdf of a random variable ( ) , X Y is
2
2
( , ) , 0 2, 0 1
8
XY
x
f x y xy x y = + s s s s
. Find { } P X Y < .
8) Find the marginal density functions of X and Y if
( )
2
6
, 0 1, 0 1
( , ) 5
0, otherwise
x y x y
f x y

+ s s s s

.
9) Find the acute angle between the two lines of regression, assuming the two lines of
regression.
10) State Central Limit Theorem for iid random variables.
11) If the joint pdf of ( ) , X Y is
( )
, 0, 0
( , )
0, otherwise
x y
XY
e x y
f x y
+

> >
=

, check whether X and

Y are independent.
12) The joint pdf of the RV ( ) , X Y is given by
( )
2 2
( , ) ; 0, 0
x y
f x y kxye x y
+
= > > . Find the
value of k .
13) The regression equations are 3 2 26 x y + = and 6 31 x y + = . Find the correlation
coefficient between X and Y .
Unit III (Classification of Random Processes)

1) Define random process.
2) Define a wide sense stationary process.
3) Define a strictly stationary random process.
4) Define Markov process
5) Define a Markov chain and give an example.
6) Prove that a first order stationary process has a constant mean.
7) Explain any two applications of a binomial process.
8) Show that a binomial process is Markov.
9) State the postulates of a Poisson process.
10) Prove that sum of two independent Poisson processes is again a Poisson process.
11) When is a random process said to be mean ergodic?
12) State the properties of an ergodic process.
Engineering Mathematics 2014

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 4

13) If { } ( ) X t is a normal process with ( ) 10 t = and ( )
1 2
1 2
, 16
t t
C t t e

= find the variance of
(10) (6) X X .
14) Consider the random process ( ) cos( ) X t t | = + , where | is a random variable with density
function
1
( ) ,
2 2
f
t t
| |
t

= < < . Check whether or not the process is wide sense
stationary.
Unit IV (Correlation and Spectral densities)

1) Define power spectral density function.
2) Find the power spectral density function of the stationary process whose autocorrelation
function is given by e
t
.
3) The autocorrelation function of a stationary random process is
2
9
( ) 16
1 16
R t
t
= +
+
. Find
the mean and variance of the process.
4) Find the variance of the stationary ergodic process { } ( ) x t whose auto correlation function
is given by
2
4
( ) 25
1 6
R t
t
= +
+
.
5) Find the variance of the stationary process { } ( ) x t whose auto correlation function is given
by
2
( ) 2 4
XX
R e
t
t

= + .
6) Prove that for a WSS process { } ( ) , ( , )
XX
X t R t t t + is an even function of t .
7) Prove that ( ) ( )
xy yx
S S e e = .
8) Define cross correlation function of ( ) X t and Y( ) t . When do you say that they are
independent?
9) State any two properties of cross correlation function.
10) A random process ( ) X t is defined by ( ) Kcos t, t 0 X t e = > where e is a constant and
K is uniformly distributed over (0,2). Find the auto correlation function of ( ) X t .
11) State Wiener-Khinchine theorem.

Unit V (Linear systems with Random inputs)

1) Define a system. When is it called a linear system?
2) Define a linear time invariant system.
3) State the convolution form of the output of a linear time invariant system.
4) Define Band-Limited white noise.
5) State autocorrelation function of the white noise.
Engineering Mathematics 2014

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917) Page 5

6) Find the system Transfer function, if a Linear Time Invariant system has an impulse function
1
;
2 ( )
0 ;
t c
c H t
t c

>

.
7) Define white noise.
8) Prove that the system ( ) ( ) ( ) y t h u X t u du

=
}
is a linear time-invariant system.
9) What is unit impulse response of a system? Why is it called so?
10) If ( ) Y t is the output of an linear time invariant system with impulse response ( ) h t , then
find the cross correlation of the input function ( ) X t and output function ( ) Y t .
11) Sate any two properties of a linear time invariant system.
12) If { } ( ) X t and { } ( ) Y t in the system ( ) ( ) ( ) Y t h u X t u du

=
}
are WSS process, how are
their auto correlation function related.


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