Dr.

Srinivas Reference
PROBABILITY THEORY AND STOCHASTIC PROCESSES
Important Questions

UNIT-I

Two marks Questions:

1. Define Demorgans‟ law.

2. Give the classical definition of Probability.

3. Define probability using the axiomatic approach.

4. Write the statement of multiplication theorem.

5. What are the conditions for a function to be a random variable?

Three Marks Questions:

1. Define sample space and classify the types of sample space.

2. Define Joint and Conditional Probability.

3. Define Equally likely events, Exhaustive events and Mutually exclusive events.

4. Show that P(AUB)=P(A)+P(B)-P(A∩B).

5. Define Random variable and Write the classifications of Random variable.

6. In the experiment of tossing a dice, what is the probability of face having 3 dots or 6 dots to
appear?

Ten Marks Questions:

1.a) State and Prove Bayes‟ theorem.

b) Write the Mathematical model of experiment.

2. In a box there are 100 resistors having resistance and tolerance values given in table. Let a
resistor be selected from the box and assume that each resistor has the same likelihood of being
chosen. Event A: Draw a 47Ω resistor, Event B: Draw a resistor with 5% tolerance, Event C:
Draw a 100Ω resistor. Find the individual, joint and conditional probabilities.

Resistance Tolerance Total

(Ω) 5% 10%
22 10 14 24
47 28 16 44
 100 24 8 32
Total 62 38 100
3. a) Two boxes are selected randomly. The first box contains 2 white balls and 3 black balls.
The second box contains 3 white and 4 black balls. What is the probability of drawing a white
ball.

b) An aircraft is used to fire at a target. It will be successful if 2 or more bombs hit the target. If
the aircraft fires 3 bombs and the probability of the bomb hitting the target is 0.4, then what is
the probability that the target is hit?

4. a) An experiment consists of observing the sum of the outcomes when two fair dice are
thrown. Find the probability that the sum is 7 and find the probability that the sum is greater than
10.

b) In a factory there are 4 machines produce 10%,20%,30%,40% of an items respectively. The

defective items produced by each machine are 5%,4%,3% and 2% respectively. Now an item is
selected which is to be defective, what is the probability it being from the 2nd machine. And also
write the statement of total probability theorem?

5. Determine probabilities of system error and correct system transmission of symbols for an
elementary binary communication system shown in below figure consisting of a transmitter that
sends one of two possible symbols (a 1 or a 0) over a channel to a receiver. The channel
occasionally causes errors to occur so that a ‟1‟ show up at the receiver as a ‟0? and vice versa.
Assume the symbols „1‟ and „0‟ are selected for a transmission as 0.6 and 0.4 respectively.

6. In a binary communication system, the errors occur with a probability of “p”, In a block of
“n” bits transmitted, what is the probability of receiving

i) at the most 1 bit in error

ii at least 4 bits in error

7. Let A and B are events in a sample space S. Show that if A and B are independent, then so are

a) A and 𝐵̅ b) 𝐴̅ and B c) 𝐴̅ and 𝐵̅

9.a) An experiment consist of rolling a single die. Two events are defined as A = { a 6 shows
up}: and B= {a 2 or a 5 shows up}
i) Find P(A) and P(B)
ii) Define a third event C so that P(C) = 1-P(A)-P(B)
b) The six sides of a fair die are numbered from t to 6. The die is rolled 4 times. How many
sequences of the four resulting numbers are possible?

10.a) State and prove the total probability theorem?

b) Explain about conditional probability.

11.In the experiment of tossing a die, all the even numbers are equally likely to appear and
similarly the odd numbers. An odd number occurs thrice more frequently than an even number.
Find the probability that
a) an even number appears
b) a prime number appears
c) an odd numbers appears
d) an odd prime number appears.
 UNIT-II

Two marks Questions:

1. Define Probability density and distribution function.

2. Define the expected value of Discrete Random variable and Continuous Random Variable.

3. Define Moment generating function and Characteristic Function of a Random variable.

4. Define moments about origin and central moments.

5. Show that Var(kX)=k2 var(X), here k is a constant.

6. Define skew and coefficient of skewness.

7. Find the Moment generating function of two independent Random variables X1 & X2.

8. Write the statement of Chebychev‟s inequality.

Three marks Questions:

1. Derive the expression for the density function of Discrete Random variable.

2. Find the variance of X for uniform density function.

3. Define various types of transformation of Random variables.

4. Write the properties of Gaussian density curve.

5. Find the maximum value of Gaussian density function.

6. In an experiment when two dice are thrown simultaneously, find expected value of the sum of
number of points on them.
7. Derive the expression for distribution function of uniform Random variable.

Ten Marks Questions:

1.a) The exponential density function given by

fx(x) = (1/b)e−(x−a)/b x>a

=0 x<a
Find the mean and variance.

b) Define Moment Generating Function and write any two properties.

2. Derive the Binomial density function and find mean & variance.
3. Derive the Poisson density function and find mean & variance.
4. If X is a discrete random variable with a Moment generating function of Mx(v), find the
Moment generating function of
i) Y=aX+b ii)Y=KX iii) Y=𝑋+𝑎
𝑏
5. A random variable
2
X has the distribution function
12 𝑛
F (x)= ∑ 𝑢(𝑥 − 𝑛)
X
𝑛=1 650
Find the probability of a) P{-∞ < X ≤ 6.5} b)p{X>4} c) p{6< X ≤ 9}

6. Let X be a Continuous random variable with density function

𝑥
f(x)= +𝐾 0≤x≤6
9

0 otherwise

Find the value of K and also find P{2 ≤ X ≤ 5}

7. a) Verify the Characteristic function of a random variable is having its maximum magnitude at
ω=0 and find its maximum value.

b) Find the Moment generating function of exponential distribution?

𝑥2
8. The probability density function of a random variable X is given by f(x) =81 for -3<x<6 and
equal to zero otherwise. Find the density function of Y=1 (12-x)
3
9. a)Write short notes on Gaussian distribution and also find its mean?
b) Consider that a fair coin is tossed 3 times, Let X be a random variable, defined as
X= number of tails appeared, find the expected value of X.
10.a) State and prove the chebychev‟s inequality theorem?
b) b) Find the probability of getting a total of 5, at-least once in 4 tosses of a pair of fair
dice.
 UNIT-III

Two marks Questions:

1. Define the statistical Independence of the Random variables.

2. Define point conditioning & interval conditioning distribution function.

3. Give the statement of central limit theorem.

4. Define correlation and covariance of two random variables X& Y.

5. Define the joint Gaussian density function of two random variables.

Three Marks Questions:

1. If E[X]=2, E[Y]=3, E[XY]=10, E[X2]=9, and E[Y2]=16 then find variance & covariance of
X&Y.

2. The joint probability density function of X&Y is

fX,Y(x,y)= c(2x+y); 0 ≤ x ≤ 2, 0 ≤ y ≤ 3

0; else

Then find the value of constant c.

3. Define correlation coefficient with two properties.

4. Show that var(X+Y) = var(x)+var(Y), if X&Y are statistical independent random variables.

5. Define Marginal distribution & Density functions.

Ten Marks Questions:

1. a) State and prove the density function of sum of two random variables.

b) The joint density function of two random variables X and Y is

(𝑥 + 𝑦)2
𝑓𝑋𝑌 (𝑥, 𝑦) = { ; −1 < 𝑥 < 1 𝑎𝑛𝑑 − 3 < 𝑦 < 3
40
0; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Find the variances of X and Y.

2. a) Let Z=X+Y-C, where X and Y are independent random variables with variance σ2X, σ2Y
and C is constant. Find the variance of Z in terms of σ2X, σ2Y and C.
b) State and prove any three properties of joint characteristic function.

3.a) State and explain the properties of joint density function

b) The joint density function of random variables X and Y is

8𝑥𝑦; 0 ≤ 𝑥 < 1, 0 < 𝑦 < 1

𝑓𝑋𝑌 (𝑥, 𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find f(y/x) and f(x/y)

4. The input to a binary communication system is a random variable X, takes on one of two
values 0 and 1, with probabilities ¾ and ¼ respectively. Due to the errors caused by the channel
noise, the output random variable Y, differs from the Input X occasionally. The behavior of the
communication system is modeled by the conditional probabilities P(𝑌=1) = 3 𝑎𝑛𝑑 𝑃 (𝑌=0) = 7
𝑋=1 4 𝑋=0 8
Find

a) The probability for a transmitted message to be received as 0

b) Probability that the transmitted message is a1. If the received is a 1.

5. Let X and Y be the random variables defined as X=Cosθ and Y=Sinθ where θ is a uniform
random variable over (0, 2𝜋)
a) Are X and Y Uncorrelated?
b) Are X and Y Independent?

6. a) Define and State the properties of joint cumulative distribution function of two random
variables X and Y.
b) A joint probability density function is fx,y(x,y ) = 1 0 < 𝑥 < 6,0 < 𝑦 < 4
24
0 else where
Find the expected value of the function g(X,Y)= (XY)2
7. State and prove the central limit theorem.
8. Two random variables X and Y have zero mean and variance 𝜎2 = 16 and 𝜎2 = 36
𝑋 𝑌
correlation coefficient is 0.5 determine the following
i) The variance of the sum of X and Y
ii) The variance of the difference of X and Y
9. A certain binary system transmits two binary states X = +1 and X = -1 with equal probability.
There are three possible states with the receiver, such as Y = +1, 0 and -1. The performance of
the communication system is given as
P(y = +1/X = +1) =0.2;
P(Y= +1/X= -1) = 0.1; P(Y = 0/X = +1) = P(Y = 0/X = -1) = 0.05. Find
a) P(Y = 0)
b) P(X = +1/Y = +1)
c) P(X = -1/Y = 0).
10. Two random variables X and Y have the joint pdf is

fx,y(x,y)= Ae-(2x+y) x,y≥0

0 elsewhere

i. Evaluate A
ii. Find the marginal pdf‟s
iii. Find the marginal pdf‟s
iv. Find the joint cdf
v. Find the distribution functions and conditional cdf‟s.
 UNIT-IV

Two marks Questions:

1. Define wide sense stationary random processes.

2. Give the statement of ergodic theorem.

3. Define the auto covariance & cross covariance functions of Random processes X(t).

4. When two random processes X(t)& Y(t) are said to be independent.

5. Define the cross correlation function between two random processes X(t) & Y(t).

Three Marks Questions:

1. Differentiate between Random Processes and Random variables with example

2. Prove that the Auto correlation function has maximum value at the origin i.e │RXX(τ)│=
RXX(0)

3. A stationary ergodic random processes has the Auto correlation function with the periodic
4
components as RXX(τ) = 25 +
1+6𝜏2

4. Define mean ergodic random processes and correlation ergodic Random processes.

5. Find the mean value of Response of a linear system.

Ten Marks Questions:

1. a) Define Wide Sense Stationary Process and write it‟s conditions.

b) A random process is given as X(t) = At, where A is a uniformly distributed random variable
on (0,2). Find whether X(t) is wide sense stationary or not.

2. X(t) is a stationary random process with a mean of 3 and an auto correlation function of 6+5
exp (-0.2 │τ│). Find the second central Moment of the random variable Y=Z-W, where „Z‟ and
„W‟ are the samples of the random process at t=4 sec and t=8 sec respectively.

3. Explain the following

i) Stationarity
ii) Ergodicity
iii) Statistical independence with respect to random processes
4. a) Given the RP X(t) = A cos(w0t) + B sin (w0t) where ω0 is a constant, and A and B are
uncorrelated Zero mean random variables having different density functions but the same
variance σ2. Show that X(t) is wide sense stationary.

b) Define Covariance of the Random processes with any two properties.

6 sin (𝜋𝑟 )
5. a) A Gaussian RP has an auto correlation function RXX(τ)= . Determine a covariance
𝜋𝑟
matrix for the Random variable X(t)

b) Derive the expression for cross correlation function between the input and output of a LTI
system.

6. Explain about Poisson Random process and also find its mean and variance.

7. The function of time Z(t) = X1cosω0t- X2sinω0t is a random process. If X1 and X2are
independent Gaussian random variables, each with zero mean and variance σ2, find E[Z]. E[Z2]
and var(z).

8. Briefly explain the distribution and density functions in the context of stationary and
independent random processes.

9. Explain about the following random process

(i) Mean ergodic process

(ii) Correlation ergodic process

(iii) Gaussian random process

10. State and prove the auto correlation and cross correlation function properties.
 UNIT-4

Two marks Questions:

1. Define Power Spectrum Density.

2. Give the statement of Wiener-Khinchin relation.

3. Define spectrum Band width and RMS bandwidth.

4. Write any two properties of Power Spectrum Density.

5. Define linear system.

Three Marks Questions:

1. Show that SXX(-ω) = SXX(ω). i.e., Power spectrum density is even function of ω.

2. If the Power spectrum density of x(t) is S XX (ω), find the PSD of 𝑑 𝑥(𝑡).
𝑑𝑡

3. If the Auto correlation function of wide sense stationary X(t) is RXX(τ)=4+2e-2 𝑟 . Find the area
enclosed by the power spectrum density curve of X(t).

4. Define linear system and derive the expression for output response.

5. If X(t) & Y(t)are uncorrelated and have constant mean values 𝑋̅&𝑌̅then show that SXX(ω)=
2Π𝑋̅𝑌̅𝛿 (𝜔)

Ten Marks Questions:

1. a)Check the following power spectral density functions are valid or not

𝑐𝑜𝑠8(𝜔) 2
𝑖) 𝑖𝑖) 𝑒 −(𝜔−1)
2 + 𝜔4
b) Derive the relation between input PSD and output PSD of an LTI system

2. Derive the relationship between cross-power spectral density and cross correlation function.

3. A stationery random process X(t) has spectral density SXX(ω)=25/ (𝜔2+25) and an
independent stationary process Y(t) has the spectral density SYY(ω)= 𝜔2/ (𝜔2+25). If X(t) and
Y(t) are of zero mean, find the:

a) PSD of Z(t)=X(t) + Y(t)

b) Cross spectral density of X(t) and Z(t)

4. a) The input to an LTI system with impulse response h(t)= 𝛿(𝑡) + 𝑡2𝑒−𝑎𝑡 . U(t) is a WSS
process with mean of 3. Find the mean of the output of the system.
b) Define Power Spectral density with three properties.

9
5. a) A random process Y(t) has the power spectral density S (ω)=
YY
𝜔 2+64
Find i) The average power of the process
ii) The Auto correlation function
b) State the properties of power spectral density
6𝜔 2
6. a) A random process has the power density spectrum S (ω)= . Find the average power
YY
1+𝜔 4
in the process.
16
b) Find the auto correlation function of the random process whose psd is
𝜔 2+4

7. a) Find the cross correlation function corresponding to the cross power spectrum
6
S (ω)=
XY
(9+𝜔 2)(3+𝑗 𝜔)2

b) Write short notes on cross power density spectrum.

8. a) Consider a random process X(t)=cos(𝜔𝑡 + 𝜃)where 𝜔 is a real constant and 𝜃is a

uniform random variable in (0, π/2). Find the average power in the process.

b) Define and derive the expression for average power of Random process.

9. a) The power spectrum density function of a stationary random process is given by

SXX(𝜔)= A, -K< 𝜔< K

0, other wise

Find the auto correlation function.

b) Derive the expression for power spectrum density.

10. a) Define and derive the expression for average cross power between two random
process X(t) and Y(t).