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Engineering Mathematics 2015

SUBJECT NAME : Probability & Random Processes


SUBJECT CODE : MA6451
MATERIAL NAME : Additional Problems
MATERIAL CODE : JM08AM1004
REGULATION : R2013
UPDATED ON : March 2015

(Scan the above Q.R code for the direct download of this material)

Name of the Student: Branch:

Unit I (Random Variables)

Problems on Discrete & Continuous R.Vs


1) A random variable X has the following probability function:

X 0 1 2 3 4 5 6 7

P(X) 0 K 2K 2K 3K K2 2K2 7K2+K

a) Find K .
b) Evaluate P X 6 , P X 6 .

c) Find P X 2 , P X 3 , P 1 X 5 .
2) Suppose that X is a continuous random variable whose probability density function is given
C 4 x 2 x , 0 x 2
2

by f ( x ) (a) find C (b) find P X 1 .



0, otherwise
2 x, 0 x 1 1
3) A random variable X has the p.d.f f ( x ) . Find (i) P X (ii)
0, otherwise 2
1 3 3 1 3 1
P X (iii) P X / X (iv) P X / X .
2 4 4 2 4 2
1
, x 2
4) If a random variable X has the p.d.f f ( x ) 4 . Find (a) P X 1
0, otherwise


(b) P X 1 (c) P 2 X 3 5

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Engineering Mathematics 2015

5) The amount of time, in hours that a computer functions before breaking down is a
continuous random variable with probability density function given by
x
e 100 , x 0
f ( x) . What is the probability that (a) a computer will function between

0, x0
50 and 150 hrs. before breaking down (b) it will function less than 500 hrs.
xe x , x 0
6) A random variable X has the probability density function f ( x ) .
0, otherwise
Find , c.d . f , P 2 X 5 , P X 7 .
7) If the random variable X takes the values 1,2,3 and 4 such that
2 P X 1 3 P X 2 P X 3 5 P X 4 . Find the probability distribution.
8) The distribution function of a random variable X is given by F ( x ) 1 1 x e ; x 0 .
x

Find the density function, mean and variance of X.


9) A continuous random variable X has the distribution function
0, x1

F ( x ) k ( x 1)4 , 1 x 3 . Find k , probability density function f ( x ) , P X 2 .
0, x 30

10) A test engineer discovered that the cumulative distribution function of the lifetime of an
x
1 e 5 , x 0
equipment in years is given by F ( x ) .

0, x0
i) What is the expected life time of the equipment?
ii) What is the variance of the life time of the equipment?

Moments and Moment Generating Function


1) Find the moment generating function of R.V X whose probability function
1
P( X x) , x 1, 2, ... Hence find its mean and variance.
2x
2) The density function of random variable X is given by f ( x ) Kx(2 x ), 0 x 2 . Find
K, mean, variance and rth moment.
1 3x
e , x0
3) Let X be a R.V. with p.d.f f ( x ) 3 . Find the following
0,
Otherwise
a) P(X > 3).
b) Moment generating function of X.
c) E(X) and Var(X).

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Engineering Mathematics 2015

x
, 0 x2
4) Find the MGF of a R.V. X having the density function f ( x ) 2 . Using the
0, otherwise
generating function find the first four moments about the origin.
5) Define Geometric distribution and find the M.G.F, Mean and Variance of the Geometric
distribution.
6) Write the pdf of Uniform distribution and find the M.G.F, Mean and Variance.
7) Define Exponential distribution and find the M.G.F, Mean and Variance of the Exponential
distribution.
8) Define Normal distribution and find the M.G.F, Mean and Variance of the Normal
distribution.
Problems on distributions
1) The mean of a Binomial distribution is 20 and standard deviation is 4. Determine the
parameters of the distribution.
2) If 10% of the screws produced by an automatic machine are defective, find the probability
that of 20 screws selected at random, there are (i) exactly two defectives (ii) atmost three
defectives (iii) atleast two defectives and (iv) between one and three defectives (inclusive).
3) In a certain factory turning razar blades there is a small chance of 1/500 for any blade to be
defective. The blades are in packets of 10. Use Poisson distribution to calculate the
approximate number of packets containing (i) no defective (ii) one defective (iii) two
defective blades respectively in a consignment of 10,000 packets.
4) The number of monthly breakdown of a computer is a random variable having a Poisson
distribution with mean equally to 1.8. Find the probability that this computer will function
for a month
a) Without a breakdown
b) With only one breakdown and
c) With atleast one breakdown.
5) If the mgf of a random variable X is of the form (0.4e 0.6) , what is the mgf of 3 X 2 .
t 8

Evaluate E X .
5
1 3
6) A discrete R.V. X has moment generating function M X ( t ) e t . Find E X ,
4 4
Var X and P X 2 .

, find P X 5 .
4
7) If X is a binomially distributed R.V. with E ( X ) 2 and Var ( X )
3
8) If X is a Poisson variate such that P X 2 9 P X 4 90 P X 6 , find the mean
and variance.
9) The number of personal computer (PC) sold daily at a CompuWorld is uniformly distributed
with a minimum of 2000 PC and a maximum of 5000 PC. Find the following

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(i) The probability that daily sales will fall between 2,500 PC and 3,000 PC.
(ii) What is the probability that the CompuWorld will sell at least 4,000 PCs?
(iii) What is the probability that the CompuWorld will exactly sell 2,500 PCs?

10) Suppose that a trainee soldier shoots a target in an independent fashion. If the probability
that the target is shot on any one shot is 0.8. (i) What is the probability that the target
would be hit on 6th attempt? (ii) What is the probability that it takes him less than 5 shots?
(iii) What is the probability that it takes him an even number of shots?
11) A die is cast until 6 appears. What is the probability that it must be cast more than 5 times?
12) The length of time (in minutes) that a certain lady speaks on the telephone is found to be
random phenomenon, with a probability function specified by the function.
x
Ae 5 , x 0
f ( x) . (i) Find the value of A that makes f(x) a probability density

0, otherwise
function. (ii) What is the probability that the number of minutes that she will talk over the
phone is (a) more than 10 minutes (b) less than 5 minutes and (c) between 5 and 10
minutes.
13) If the number of kilometers that a car can run before its battery wears out is exponentially
distributed with an average value of 10,000 km and if the owner desires to take a 5000 km
trip, what is the probability that he will be able to complete his trip without having to
replace the car battery? Assume that the car has been used for same time.
14) The mileage which car owners get with a certain kind of radial tyre is a random variable
having an exponential distribution with mean 40,000 km. Find the probabilities that one of
these tyres will last (i) atleast 20,000 km and (ii) atmost 30,000 km.
15) If a continuous random variable X follows uniform distribution in the interval 0, 2 and a
continuous random variable Y follows exponential distribution with parameter , find
such that P X 1 P Y 1 .
16) If X is exponentially distributed with parameter , find the value of K there exists
P X k
a.
P X k
17) State and prove memoryless property of Geometric distribution.
18) State and prove memoryless property of Exponential distribution.
19) The weekly wages of 1000 workmen are normall distributed around a mean of Rs.70 with a
S.D. of Rs.5. Estimate the number of workers whose weekly wages will be (i) between Rs. 69
and Rs. 72, (ii) less than Rs. 69 and (iii) more than Rs. 72.
20) In a test on 2000 electric bulbs, it was found that the life of a particular make, was normally
distributed with an average life of 2040 hours and S.D. of 60 hours. Estimate the number of
bulbs likely to burn for (i) more than 2150 hours, (ii) less than 1950 hours and (iii) more than
1920 hours but less than 2160 hours.

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Engineering Mathematics 2015

Function of random variable


x
, 1 x 5
1) Let X be a continuous random variable with p.d.f f ( x ) 12 , find the
0, otherwise
probability density function of 2X 3.

2) If X is a uniformly distributed RV in , , find the pdf of Y tan X .
2 2
3) If X has an exponential distribution with parameter 1, find the pdf of Y X.
x
4) If the pdf of X is f ( x ) e , x 0 , find the pdf of Y X . 2

1
5) If X is uniformly distributed in 0,1 find the pdf of Y .
2X 1

Unit II (Two Dimensional Random Variables)

Joint distributions Marginal & Conditional


1) The two dimensional random variable (X,Y) has the joint density function
x 2y
f ( x, y) , x 0,1, 2; y 0,1, 2 . Find the marginal distribution of X and Y and
27
the conditional distribution of Y given X = x. Also find the conditional distribution of X given
Y = 1.
2) The joint probability mass function of (X,Y) is given by
P ( x, y ) K 2 x 3 y , x 0,1, 2; y 1, 2, 3 . Find all the marginal and conditional
probability distributions. Also find the probability distribution of X Y and P X Y 3
.
3) If the joint pdf of a two dimensional random variable (X,Y) is given by
K (6 x y ) , 0 x 2, 2 y 4
f ( x, y) . Find the following (i) the value of K; (ii)
0 ,otherwise
P x 1, y 3 ; (iii) P x y 3 ; (iv) P x 1/ y 3
4) If the joint pdf of a two dimensional random variable (X,Y) is given by
2 xy
x , 0 x 1, 0 y 2 1
f ( x, y) 3 . Find (i) P X ; (ii) P Y X ; (iii)
2
0 ,otherwise
1 1
P Y / X . Check whether the conditional density functions are valid.
2 2

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5) The joint p.d.f of the random variable (X,Y) is given by

f ( x, y ) Kxye

x2 y2 , 0 x, y . Find the value of and Prove that and Y are
K X
independent.
6) If the joint distribution function of X and Y is given by
F ( x, y ) 1 e x 1 e y , x 0, y 0 and "0" otherwise . (i) Are X and Y
independent? (ii) Find P 1 X 3, 1 Y 2 .

Covariance, Correlation and Regression


1) Define correlation and explain varies type with example.
2) Find the coefficient of correlation between industrial production and export using the
following data:

Production (X) 55 56 58 59 60 60 62

Export (Y) 35 38 37 39 44 43 44

3) Let X and Y be discrete random variables with probability function


x y
f ( x, y) , x 1, 2, 3; y 1, 2 . Find (i) Cov X , Y (ii) Correlation co efficient.
21
4) Let X and Y be random variables having joint density function.
3 2
x y , 0 x, y 1
2
f ( x, y) 2 . Find the correlation coefficient ( X , Y ) .

0, otherwise
5) Let X,Y and Z be uncorrelated random variables with zero means and standard deviations 5,
12 and 9 respectively. If U X Y and V Y Z , find the correlation coefficient
between U and V .
6) If the independent random variables X and Y have the variances 36 and 16 respectively, find
the correlation coefficient between X Y and X Y .
7) From the data, find
(i) The two regression equations.
(ii) The coefficient of correlation between the marks in Economics and
Statistics.
(iii) The most likely marks in statistics when a mark in Economics is 30.

Marks in Economics 25 28 35 32 31 36 29 38 34 32

Marks in Statistics 43 46 49 41 36 32 31 30 33 39

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8) The two lines of regression are 8x 10y + 66 = 0, 40x 18y 214 = 0. The variance of X is 9.
Find (i) the mean values of X and Y (ii) correlation coefficient between X and Y (iii) Variance
of Y .
9) The joint p.d.f of a two dimensional random variable is given by
1
f ( x , y ) ( x y ); 0 x 1, 0 y 2 . Find the following
3
(i) The correlation co efficient.
(ii) The equation of the two lines of regression
(iii) The two regression curves for mean
Transformation of the random variables

1) If X is a uniformly distributed RV in , , find the pdf of Y tan X .
2 2
2) Let (X,Y) be a two dimensional non negative continuous random variables having the

4 xye
x2 y2
joint probability density function f ( x , y )
, x 0, y 0 . Find the density

0, elsewhere
function of U X 2 Y 2 .
3) If X and Y are independent exponential random variables each with parameter 1, find the
pdf of U = X Y.
4) Let X and Y be independent random variables both uniformly distributed on (0,1). Calculate
the probability density of X + Y.
5) Let X and Y are positive independent random variable with the identical probability density
x
function f ( x ) e , x 0 . Find the joint probability density function of U X Y and
X
V . Are U and V independent?
Y
x x

e 1 2 , x1 0, x2 0
6) If the joint probability density of X1and X2 is given by f ( x1 , x2 ) ,

0, elsewhere
X1
find the probability of Y .
X2 X2
2 x, 0 x 1
7) If X is any continuous R.V. having the p.d.f f ( x ) , and Y e X , find the
0, otherwise
p.d.f of the R.V. Y.
2, 0 x y 1
8) If the joint p.d.f of the R.Vs X and Y is given by f ( x , y ) find the p.d.f of
0, otherwise
X
the R.V. U .
Y

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Engineering Mathematics 2015

x
, 1 x 5
9) Let X be a continuous random variable with p.d.f f ( x ) 12 , find the
0, otherwise
probability density function of 2X 3.

Unit III (Random Processes)

Verification of SSS and WSS process

1) Classify the random process and give example to each.


2) Let X n A cos(n ) B sin(n ) where A and B are uncorrelated random variables with
E A E B 0 and Var A Var B 1 . Show that X n is covariance stationary.
3) A stochastic process is described by X (t ) A sin t B cos t where A and B are
independent random variables with zero means and equal standard deviations show that
the process is stationary of the second order.
4) If X (t ) Y cos t Z sin t , where Y and Z are two independent random variables with
E (Y ) E ( Z ) 0, E (Y 2 ) E ( Z 2 ) 2 and is a constants. Prove that X ( t ) is a
strict sense stationary process of order 2 (WSS).
5) At the receiver of an AM radio, the received signal contains a cosine carrier signal at the
carrier frequency 0 with a random phase that is uniformly distributed over 0, 2 .

The received carrier signal is X (t ) A cos 0 t . Show that the process is second
order stationary.

Problems on Markov Chain


1) Consider a Markov chain X n ; n 1 with state space S 1, 2 and one step transition

0.9 0.1
probability matrix P .
0.2 0.8
i) Is chain irreducible?
ii) Find the mean recurrence time of states 1 and 2.
iii) Find the invariant probabilities.

2) A raining process is considered as two state Markov chain. If it rains, it is considered to be


state 0 and if it does not rain, the chain is in state 1. The transitions probability of the

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Engineering Mathematics 2015

0.6 0.4
Markov chain is defined as P . Find the probability that it will rain for 3 days.
0.2 0.8
Assume the initial probabilities of state 0 and state 1 as 0.4 and 0.6 respectively.
3) A person owning a scooter has the option to switch over to scooter, bike or a car next time
with the probability of (0.3, 0.5, 0.2). If the transition probability matrix is
0.4 0.3 0.3

0.2 0.5 0.3 . What are the probabilities vehicles related to his fourth purchase?
0.25 0.25 0.5

4) Assume that a computer system is in any one of the three states: busy, idle and under repair
respectively denoted by 0, 1, 2. Observing its state at 2 pm each day, we get the transition
0.6 0.2 0.2

probability matrix as P 0.1 0.8 0.1 . Find out the 3rd step transition probability
0.6 0 0.4

matrix. Determine the limiting probabilities.
5) Two boys B1 and B2 and two girls G1 and G2 are throwing a ball from one to the other.
Each boys throws the ball to the other boy with probability 1/2 and to each girl with
probability 1/4. On the other hand each girl throws the ball to each boy with probability 1/2
and never to the other girl. In the long run, how often does each receive the ball?
6) A housewife buys 3 kinds of cereals A, B, C. She never buys the same cereal in successive
weeks. If she buys cereal A, the next week she buys cereal B. However if she buys B or C the
next week she is 3 times as likely to buy A as the other cereal. How often she buys each of
the 3 cereals?
7) Three boys A, B, C are throwing a ball each other. A always throws the ball to B and B always
throws the ball to C, but C is just as likely to throw the ball to B as to A. Find the transition
matrix and classify the states.
3/ 4 1/ 4 0

8) The tpm of a Markov chain with three states 0, 1, 2 is P 1 / 4 1 / 2 1 / 4 and the
0 3 / 4 1 / 4

initial state distribution of the chain is P X 0 i 1 / 3, i 0,1, 2 . Find (i) P X 2 2

and (ii) P X 3 1, X 2 2, X1 1, X 0 2 .

Poisson process
1) Prove that the Poisson process is Covariance stationary.
2) Suppose that customers arrive at a bank according to a Poisson process with a mean rate of
3 per minute; find the probability that during a time interval of 2 mins.
(i) Exactly 4 customers arrive and
(ii) More than 4 customers arrive.

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3) If customers arrive at a counter in accordance with a Poisson process with a mean rate of 3
per minute, find the probability that the interval between 2 consecutive arrivals is
(i) more than 1 minute
(ii) between 1 minute and 2 minutes
(iii) 4 minutes or less
4) A radar emits particles at the rate of 5 per minute according to Poisson distribution. Each
particles emitted has probability 0.6. Find the probability that 10 particles are emitted in a 4
minutes period.
5) Queries presented in a computer data base are following a Poisson process of rate 6
queries per minute. An experiment consists of monitoring the data base for m minutes
and recording N ( m ) the number of queries presented
i) What is the probability that no queries in a one minute interval?
ii) What is the probability that exactly 6 queries arriving in one minute interval?
iii) What is the probability of less than 3 queries arriving in a half minute interval?

Unit IV (Correlation and Spectral densities)

Section I
1) Determine the mean and variance of process given that the auto correlation function
4
RXX 25 .
1 6 2
2) A stationary random process has an auto correlation function and is given by
25 2 36
RXX . Find the mean and variance of the process.
6.25 2 4
3) If X ( t ) and Y ( t ) are two random processes then RXY ( ) RXX (0) RYY (0) where
RXX ( ) and RYY ( ) are their respective auto correlation function.
1
4) If X ( t ) and Y ( t ) are two random processes then RXY ( ) RXX (0) RYY (0)
2
where RXX ( ) and RYY ( ) are their respective auto correlation function.

Section II
b
5) The auto correlation of a stationary random process is given by RXX ( ) ae , b 0.
Find the spectral density function.
6) The auto correlation of the random binary transmission is given by

1 , for T
RXX ( ) T . Find the power spectrum.
0, for T

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1 , for 1
Note: By putting T = 1, the above problem can be ask RXX ( ) .
0, for 1
4 3
7) Show that the power spectrum of the auto correlation function e 1 is .
2
2
2

8) Find the power spectral density of a WSS process with auto correlation function
RXX ( ) e , 0 .
2

9) Find the power spectral density of the random process, if its auto correlation function is

given by RXX ( ) e cos .
10) Find the power spectral density function whose auto correlation function is given by
A2
RXX ( ) cos(0 ) .
2
Section III
b
a , a
11) If the power spectral density of a WSS process is given by S XX ( ) a ,
0, a

find the auto correlation function of the process.
12) The power spectral density of a zero mean WSS process X ( t ) is given by

1, a

S XX ( ) . Find RXX ( ) and show that X ( t ) and X t are

0, elsewhere a
uncorrelated.
13) Find the autocorrelation function of the process X ( t ) , for which the spectral density is

1 2 , 1
given by S ( ) .
0, 1
14) The cross power spectrum of real random processes X ( t ) and Y ( t ) is given by

a jb , 1

S XY ( ) . Find the cross correlation function.

0, elsewhere
Section IV
15) If Y (t ) X (t a ) X (t a ) ,prove that
RYY ( ) 2 RXX ( ) RXX ( 2a ) RXX (t 2a ) Hence prove that
SYY ( ) 4sin2 (a ) S XX ( ) .
16) X (t ) and Y (t ) are zero mean and stochastically independent random process having

autocorrelation function RXX ( ) e , RYY ( ) cos 2 respectively. Find (i) the auto

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correlation function of W (t ) X (t ) Y ( t ) and Z (t ) X (t ) Y (t ) (ii) The cross


correlation function of W ( t ) and Z ( t ) .
17) If X ( t ) and Y ( t ) are independent with zero means. Find the auto correlation function

of Z ( t ) where Z (t ) a bX (t ) cY (t ) .


18) If X (t ) 3cos t and Y ( t ) 2cos t
2
are two random processes where

is a random variable uniformly distributed in 0, 2 . Prove that
RXX 0 RYY 0 RXY .
19) Two random process X ( t ) and Y ( t ) are given by X (t ) A cos t ;

Y (t ) A sin t where A and are constants and " " is a uniform random
variable over 0 to 2 . Find the cross correlation function.
20) If X ( t ) is a process with mean (t ) 3 and auto correlation RXX t , t 9 4e 0.2
. Determine the mean, variance of the random variable Z X (5) and W X (8) .

Unit V (Linear systems with Random inputs)

1) Prove that if the input X ( t ) is WSS then the output Y ( t ) is also WSS.
2) If X ( t ) is the input voltage to a circuit and Y ( t ) is the output voltage, X ( t ) is a
2
stationary random process with x 0 and RXX ( ) e . Find y , S XX ( ) and SYY ( ) ,
1
if the system function is given by H ( ) .
2i
3) If X ( t ) is a band limited process such that S XX ( ) 0, , prove that

2 RXX (0) RXX ( ) 2 2 RXX (0) .


4) Let X ( t ) be a random process which is given as input to a system with the system
transfer function H ( ) 1, 0 0 . If the autocorrelation function of the input
N0
process is . ( ) , find the auto correlation of the output process.
2
5) If Y (t ) A cos 0 t N (t ) where A is a constant, is a random variable with a

uniform distribution in , and N ( t ) is a band limited Gaussian white noise with a


N0
power spectral density S NN ( ) for 0 B and S NN ( ) 0 ,elsewhere. Find
2
the power spectral density of Y ( t ) , assuming that N ( t ) and are independent.

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N0
6) Consider a white Gaussian noise of zero mean and power spectral density applied to a
2
1
low pass RC filter whose transfer function is H ( f ) . Find the
1 i 2 fRC
autocorrelation function of the output random process.

7) A WSS random process X ( t ) with auto correlation RXX ( ) Ae where A and are
real positive constants, is applied to the input of an linear time invariant (LTI) system with
impulse response h(t ) e bt u(t ) where b is a real positive constant. Find the auto
correlation of the output Y ( t ) of the system.
8) An linear time invariant (LIT) system has an impulse response h(t ) e t u(t ) . Find the
output auto correlation function RYY ( ) corresponding to an input X ( t ) .

----All the Best----

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