Probability Theory and Random Process 20EC3305

V R Siddhartha Engineering (Autonomous): Vijayawada

E C E Department
VR-20
2nd year B. Tech, III-Semester
20EC3305 - Probability Theory & Random Processes
CO1 Develop the probability distribution and density functions of random variables and compute the statistical
parameters.
CO2 Develop the Joint probability distribution and Joint Probability density functions of random variables and
compute the statistical parameters.
Cognitive Levels(K): K1-Remember;K2-Understand; K3-Apply; K4-Analyze; K5-Evaluate; K6-Create

Unit–I & 2 Sessional-I Question Bank

Course Cognitive
Q. No. Question
Outcome Level
1. Assume that the height of the clouds above the ground at some location is CO1 K3
Gaussian random variable with μx=1830m, 𝜎x=460m. What is the probability
that the clouds will be higher than about 9000ft.
2. The time required for a professor to evaluate 10 answer scripts follows a normal CO1 K3
distribution with average time of one hour and a standard deviation of 5
minutes.
(a) What is the probability that he will take less than 45 minutes?
(b) What is the probability that he will take more than 65 minutes?
3. The lifetime of a machine part is exponentially distributed with a mean of 400 CO1 K4
hours.
(a) What is the probability that the machine part fails in less than 100
hours?
(b) What is the probability that the machine part works for more than 500
hrs before failure?
(c) If the machine part worked for 400 hours without failure, what is the
probability of a failure in the next 100 hours?
4.  0 ; x  1 CO1 K4

A. A random variable X has cdf FX  x   a (1  x) ;  1  x  1 . Find the value of
 1 ;x 1

a. Find P(X>1/4) and P(-0.5≤x≤0)

B. If the probability density function of a random variable X is given by

  x  3 25 ; 3  x  8

f X  x     8.2  x  25 ; 8  x  13 .
0 ; otherwise

Compute the probability that X has values between 3.5 and 8.5
5. Find the expected value, variance, skew and kurtosis of the function CO1 K3
g  x   X 2 , where X is a random variable defined by the density function
f X  x   ae ax u  x  , where a is constant.

6.  1   x b a  CO1 K3
The pdf of a random variable X is given by f X  x    b e ;a x
 
.
 0 ; else

Determine the characteristic function and the mean and variance of the
random variable X.

G. Hema Kumar, E.C.E. Department, V. R. Siddhartha Engineering College, Vijayawada Page 1

Probability Theory and Random Process 20EC3305
7. If X be a discrete random variable with probability mass function CO1 K3
X -2 -1 0 1 2
P(xi) 2/5 1/10 1/5 1/5 1/10
Find (i) E[X] (ii) E[2X+5], (iii)E[X2] (iv) E[(X+2)2]
8.  1 x 2 CO1 K3
 e x0
Let the random variable X have the pdf with f X  x    2
 0 otherwise
Find the moment-generating function, mean and variance of X.
9. A random variable X is uniformly distributed on (0, 6). If X is transformed to a CO1 K3
new random variable Y = 2(X – 3)2 – 4, find E[Y], Var[Y].
10. A Gaussian random variable X with E[X] = 0 and Var[X] = 16 is applied to square CO1 K3
law, full-wave diode detector with transfer characteristic Y = 3X2 . Find the mean
value of the output voltage Y.
11. In a hall, three ACs are operational with probabilities 0.75, 0.85 and 0.95 CO1 K3
respectively. The operation of each AC is independent of each other. Let X be the
number of ACs that are operational. Find the mean and variance of X.
12. The cost of conducting an experiment is Rs. 500. The experiment is CO2 K4
continued until the first successful result is achieved. If the experiment
fails, an additional amount of Rs. 150 is required to meet additional cost.
If the probability of success is 0.25 and individual trials are independent,
what is the expected cost of the entire procedure.
13. In a colony, 10% of the families have no children, 30% have one child, CO2 K4
40% have two children, and 20% have three children. In a family, B
represents the number of boys and G represents the number of girls. If a
family is chosen at random from the colony, find the pmf of the family.
Assume that in each family each child is equally likely to be a boy or a girl.
14. A binary communication channel carries data as one of the two types of CO2 K4
signals denoted by 0 and 1. Due to noise, a transmitted ‘0’ is sometimes
received as 1 and a transmitted 1 is sometimes received as ‘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 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’ is 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, and (e) probability of error.
15. A continuous random signal X is transmitted over a channel. At the CO2 K3
receiver, the received signal Y consists of additive noise N. That is, Y = X +
N. Find the distribution and density of Y if X and N are jointly continuous
random variables.
16. The joint pdf of X and Y is given by CO2 K3
 k x  4  y  ; x  y  2 x, 0  x  2
2
f XY  x, y    . Where ‘k’ is constant.
 0 ; elsewhere
(a) Find the value of ‘k’. (b) Find the marginal pdfs of X and Y. and
(c) P(X>1), and P(0<X<1, 0<Y<2)
17. A. Find the density function of W=X+Y where the densities of X and Y are CO2 K3

G. Hema Kumar, E.C.E. Department, V. R. Siddhartha Engineering College, Vijayawada Page 2

Probability Theory and Random Process 20EC3305
assumed to be f X  x   0.5u ( x)  u( x  2) and fY  y   0.2u(y)  u(y 5) .

B. Find the density function of W = X+Y where the densities of X and Y are
1 1
given as f x  x   u  x   u  x  a   and f y  y   u  y   u  y  a   ,
a b
where 0<a<b.
C. Two independent random variable X and Y having their density functions as
f X  x   e  xu  x  and fY  y   e y u  y  . Then find P  X  Y  1 .
18. Joint probabilities of two random variables X and Y are given in the CO2 K4
following table.
X 1 2 3
Y
1 1/7 3/28 1/14
2 1/7 3/28 1/14
3 1/14 2/14 1/7
Find (i) P(X≤1.5) (ii) P(XY is even) (iii) P(Y is odd given that X is even)
19. The joint probability distribution of a two-dimensional discrete random variable CO2 K4
(X,Y) is given below:
X
Y 0 1 2 3 4 5
0 0 0.01 0.03 0.05 0.07 0.09
1 0.01 0.02 0.04 0.05 0.06 0.08
2 0.01 0.03 0.05 0.05 0.05 0.06
3 0.01 0.02 0.04 0.06 0.06 0.05
Find
(i) Marginal density function functions of X and Y
(ii) P(X≤1), P(Y≤3), P(X≤1, Y≤3), P(X≤1/Y≤3), P(Y≤3/X≤1) and P(X+Y≤4)
20. The input to a noisy communication channel is a binary random variable CO2 K3
X with P(X=0)=P(X=1)=1/2. The output of channel Z is given by X+Y,
where Y is additive noise introduced by the channel. Assuming that X and
Y independent and Y=N(0,1), Find the density of Z.
21. A. Define Expectation and explain the properties of expectation? CO1 K1
B. Define variance and explain its properties?
C. Derive the expressions for mean and variance of Gaussian, Normal, Uniform,
Exponential, Rayleigh, Binomial and Poisson random variable
D. Show that a linear transformation of Gaussian Random variables produces
Gaussian random variables.
22. A. Define and explain the following density and distribution functions with CO1 K2
relevant plots.
(i) Gaussian, (ii) Rayleigh (iii) Exponential, (iv) Normal and (v) Uniform.
23. A. Define the joint distribution function and state its properties CO2 K1
B. Define the joint density function and state its properties
C. Define the conditional distribution and conditional density functions and
state the properties.
24. A. Give the relations between Joint Density function and marginal density CO2 K2
functions.
B. If X and Y are independent random variables, show that E[XY] = E[X].E[Y]

G. Hema Kumar, E.C.E. Department, V. R. Siddhartha Engineering College, Vijayawada Page 3

Probability Theory and Random Process 20EC3305

G. Hema Kumar, E.C.E. Department, V. R. Siddhartha Engineering College, Vijayawada Page 4