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1

II B.Tech I Semester Supplementary Examinations, March 2006

PROBABILITY THEORY & STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

1. (a) Define the following and give one example for each.

i. Sample space

ii. Event

iii. Mutually exclusive events.

iv. Collectively exhaustive events.

[4x2]

(b) In three boxes, there are Capacitors as shown in the following table:

↓ →

1 2 3

1.0 70 80 145

0.1 55 35 75

0.01 20 95 25

An experiment consists of first randomly selecting a box (assume that each box

has the same probability of selection) and then randomly selecting a capacitor

from the chosen box.

i. What is the probability of selecting 0.01uf capacitor, given that the box2

is chosen?

ii. If a 0.01 µf capacitor is chosen, what is the probability that it came from

the second box

[4+4]

2. Two discrete random variables X and Y have joint p.m.f. given by the following

table

X ↓ 1 2 3 Y

←

1 1/12 1/6 1/12

2 1/6 1/4 1/12

3 1/12 1/12 0

1 of 3

Code No: RR210403 Set No. 1

Compute the probability of each of the following events

(a) X ≤ 11/2

(b) XY is even

(c) Y is even given that X is even.

[5+5+6]

3. (a) For a function Y=(X − mx )/σx , prove that mean is zero & variance is 1

(b) For the joint distribution of (X,Y) given by

fxy (x, y) = 4a12 [(1 + xy) (x2 − y 2] , |x| <= a, |y| <= a, a > 0

= 0, otherwise

Show that the Characteristic function of X+Y is equal to the product of the

characteristic function of X & Y.

[8+8]

4. (a) Prove that PSD and Auto correlation function of Random process form a

fourier transform pair.

6ω 2

(b) A random process has the power density spectrum Sxx (̟) = 1+ω 4

Find the average power in the process.

[8+8]

5. Find the input auto correlation function, output autocorrelation and o/p spectral

density of RC low pass filter, where the filter is subjected to a white noise of spectral

density N0 /2. [16]

(a) In any communication system the first stage must have low noise operation.

(b) Describe how FET gives low noise performance compared to BJT.

[8+8]

7. (a) Show that the effective noise temperature of n networks in cascade is given

by, Te = Te1 + Te2 /g1 + Te3 /g1 g2 + ................... + Ten /g1 g2 gn−1

(b) A low noise receiver for satellite ground station consists of the following stages

Antenna with Ti = 125K

Waveguide with a loss of 0.5dB

Power amplifier with ga = 30dB, Te = 6K, BN = 20 MHz

TWT amplifier with ga = 16dB, F = 6dB, BN = 20 MHz

Calculate the effective noise temperature of the system.

[8+8]

8. (a) Compare discrete and continuous channel with respect to information trans-

mission.

2 of 3

Code No: RR210403 Set No. 1

(b) Derive an expression for channel capacity of a continuous channel in the pres-

ence of White Gaussian noise.

[8+8]

⋆⋆⋆⋆⋆

3 of 3

Code No: RR210403 Set No. 2

II B.Tech I Semester Supplementary Examinations, March 2006

PROBABILITY THEORY & STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

1. (a) If A and B are any events, not necessarily mutually exclusive events, derive

an expression for probability of A Union B. When A and B are mutually

exclusive, what happens to the above expression derived?

(b) Define the term Independent events. State the conditions for independence of

i. any two events A and B.

ii. any three events A, B and C.

(c) A coin is tossed. If it turns up heads, two balls will be drawn from box A,

otherwise, two balls will be drawn from box B. Box A contains three black

and five white balls. Box B contains seven black and one white balls. In both

cases, selections are to be made with replacement. What is the probability

that Box A is used, given that both balls drawn are black?

[5+6+5]

2. (a) Explain the Gaussian distribution with a neat sketches of pdF and cdF.

(b) An analog signal received at the detector (measured in microvolts) may be

modeled as a Gaussian random variable N (200,256) at a fixed point in time.

What is the probability that the signal will exceed 240 µ vs. what is the

probability that the signal is larger than 240 µ V, given that it is larger than

210 µ Vs?

[8+8]

3. (a) Prove that mean is ‘m’ and variance is σ 2 for Gaussian distribution function.

(b) Find the moment generating and Characteristic function of the random vari-

able X which has uniform distribution.

[8+8]

4. Find the Auto correlation function and power spectral density of the Random

process.

x(t) = K Cos (̟o t + θ) Where θ is a Random variable over the ensemble and is

uniformly distributed over the Range ( 0, 2π)

[16]

5. Find the input auto correlation function, output autocorrelation and o/p spectral

density of RC low pass filter, where the filter is subjected to a white noise of spectral

density N0 /2. [16]

1 of 2

Code No: RR210403 Set No. 2

6. (a) Explain how partition noise is present in electron devices?

(b) Explain the usefulness of knowing the noise power spectral density of a net-

work.

[8+8]

7. (a) The noise figure of an amplifier at room temperature (T=29.K) 0.2db. Find

the equivalent temperature.

(b) Explain the concept of effective input noise temperature

[8+8]

8. (a) For a system the bandwidth is 4 KHz and S/N ratio is 14. If the bandwidth

is increased to 5 KHz, find the required S/N ratio to have the same channel

capacity and find the percentage change in signal power.

(b) Using the definition of H (x) and H (X/y),

P P (x,y)

Show that, I (x, y) = P (x, y) log P (x),P (y)

x,y

[6+10]

⋆⋆⋆⋆⋆

2 of 2

Code No: RR210403 Set No. 3

II B.Tech I Semester Supplementary Examinations, March 2006

PROBABILITY THEORY & STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

(b) A shipment of components consists of three identical boxes. One box contains

2000 components of which 25% are defective, the second box has 5000 compo-

nents of which 20% are defective and the third box contains 2000 components

of which 600 are defective. A box is selected at random and a component is

removed at random from the box. What is the probability that this compo-

nent is defective? What is the probability that it came from the second

box?

[8+8]

2. (a) Derive an expression for, the error function of the standard normal Random

variable

(b) Lifetime of IC chips manufactured by a semiconductor manufacturer is ap-

proximately normally distributed with mean = 5x 106 hours and standard

deviation of 5x 105 hours. A mainframe manufacturer requires that at least

95% of a batch should have a lifetime greater than 4x106 hours. Will the deal

be made?

[8+8]

1

f (x) = , a≤x≤b

b−a

0, otherwise

Determine

i. Moment generating function

ii. Mean and Variance

(b) Prove that E(X) = E(X/Y), where X and Y are two random variables

[8+8]

(b) State and prove properties of Auto correlation function

[8+8]

1 of 2

Code No: RR210403 Set No. 3

5. White noise n(t) with G(f) =η/2 is passed through a low pass RC network with a

3dB frequency fc .

(a) Find the autocorrelation R(τ ) of the out put noise of the network.

(b) Sketch P(τ ) =R(τ )/R(0)

(c) Find ̟c (τ )such that P (τ ) ≤0.1.

[8+4+4]

6. (a) Explain how the available noise power in an electronic circuit can be estimated.

(b) What are the different noise sources that may be present in an electron devices?

[8+8]

(b) Show that the noise figure of a well designed receiver is usually near about the

noise figure of the low noise RF stage amplifier at the antenna input.

[8+8]

(b) Explain Shannon - Fano algorithm to develop a code to increase average in-

formation per bit.

[8+8]

⋆⋆⋆⋆⋆

2 of 2

Code No: RR210403 Set No. 4

II B.Tech I Semester Supplementary Examinations, March 2006

PROBABILITY THEORY & STOCHASTIC PROCESS

( Common to Electronics & Communication Engineering and Electronics &

Telematics)

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All Questions carry equal marks

⋆⋆⋆⋆⋆

1. A binary communication channel carries data as one of the two types of signals

denoted by 0 and 1. Owing to noise a transmitted 0 is sometimes received as 1

and a transmitted 1 is sometimes received as a 0. For a given channel, assume a

probability of 0.94 that a transmitted 0 is correctly received as a 0 and a probability

of 0.91 that a transmitted 1 is received as a 1.Further assume a probability of 0.45

of transmitting a 0. If a signal is sent, Determine

(a) probability that a 1 is received.

(b) Probability that a 0 was received

(c) Probability that a 1 was transmitted, given that a 1 was received

(d) Probability that a 0 was transmitted, given that a 0 was received

(e) Probability of as error

[3+3+4+4+2]

(b) If two random variables have the joint probability density

2

f(x1 , x2 ) = (x1 + 2x2 ) for 0 < x1 < 1, 0 < x2 < 1

3

= 0 else where

Find

i. the marginal density of x2 .

ii. Conditional density of the first given that the second takes on the value

x2 .

(c) A pair of dice is tossed. Define a random variable X to be the difference of

the face values turned up. Determine the probability mass function of X

[4+6+6]

3. (a) The joint probability density function of random variables X and Y is f (x, y) =

′ ′ ′ ′

1

4

exp (|x − y|) − α < x < α , and − α < y < α If another random variable ‘Z’ is

defined such that, Z = X + Y Find fz (Z).

(b) Two random variables x and y have the following joint probability density

function f(x,y) = 2-x-y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1

= 0, other wise Find

1 of 2

Code No: RR210403 Set No. 4

i. Marginal probability density functions of x and y

ii. Var (x) and Var (y)

[8+8]

(b) State and prove properties of Auto correlation function

[8+8]

5. Find the input auto correlation function, output autocorrelation and o/p spectral

density of RC low pass filter, where the filter is subjected to a white noise of spectral

density N0 /2. [16]

(b) Explain the usefulness of knowing the noise power spectral density of a net-

work.

[8+8]

7. (a) Show that the effective noise temperature of n networks in cascade is given

by, Te = Te1 + Te2 /g1 + Te3 /g1 g2 + ................... + Ten /g1 g2 gn−1

(b) A low noise receiver for satellite ground station consists of the following stages

Antenna with Ti = 125K

Waveguide with a loss of 0.5dB

Power amplifier with ga = 30dB, Te = 6K, BN = 20 MHz

TWT amplifier with ga = 16dB, F = 6dB, BN = 20 MHz

Calculate the effective noise temperature of the system.

[8+8]

8. (a) A source emits six messages with probabilities 1/2, 1/4, 1/8, 1/16, 1/32 and

1/32. Determine average information per message. What would be the infor-

mation if the above messages were equally probable?

(b) Distinguish between the terms “Self Information and Mutual Information”.

[8+8]

⋆⋆⋆⋆⋆

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