MU Electronics and Telecom Engineering (Semester 5)
Random Signal Analysis
December 2015
Total marks: --
Total time: --
INSTRUCTIONS
(1) Assume appropriate data and state your reasons
(2) Marks are given to the right of every question
(3) Draw neat diagrams wherever necessary


1 (a) Explain concept of power spectral density.
5 M
1 (b) State and prove Central Limit Theorem.
5 M
1 (c) Explain properties of cross correlation function.
5 M
1 (d) State and prove Baye's theorem.
5 M

2 (a) Box 1 contains 5 white balls and 6 black balls. Box 2 contains 6 white & 4 black balls. A box is selected at random and then a ball is chosen at random from the selected Box
i) What is the probability that the ball chosen will be a white ball
ii) Given that the ball chosen is white what is the probability that came from box1.
10 M
2 (b) Give the properties of CDF, PDF and PMF.
10 M

3 (a) Explain concept of conditional probability and properties of conditional probability.
10 M
3 (b) Explain what do you mean by?
i) Deterministic system
ii) Stochastic system
iii) Memoryless system
3 M
3 (c) Prove that if input to memoryless system is strict sense stationary (SSS) process then output is also strict sense stationary.
7 M

4 (a) Explain Random process, define ensemble mean, Auto correlation and Auto covariance of the process in terms of indexed random variables in usual mathematical forms.
10 M
4 (b) Let Z=X+Y. Determine pdf of Z fz (Z).
10 M

5 (a) State and prove Chapman Kolmogorov equation.
10 M
5 (b) Explain Chebyshev's Inequality with suitable example.
10 M

6 (a) The joint probability density function of two random variables is given by \[ F_{xy}(x, y)=15 \ e^{-3x-3y}; \ \ x\ge 0, y\ge 0 \] i) Find the probability that x<2 and y>0.2
ii) Find the marginal densities of X and Y
iii) Are X and Y Independent?
iv) Find E(x/y) and E(y/x).
10 M
6 (b) Write short notes on following special distributions
i) Poisson distributions
ii) Rayleigh distributions
iii) Gaussian distributions
10 M



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