S' Sardar Patel Institute of Technology

Bhavan’s Campus, Munshi Nagar, Andheri (West), Mumbai-400058, India

(Autonomous College Affiliated to University of Mumbai)

End Semester Examination

May 2024
Duration: 3 Hrs
Max. Marks: 100
Semester: IV
Class: S. E.
Branch: EXTC
Course Code: MA203
Name of the Course: Probability and Stochastic Process
Instruction:
(1) All questions Q.l - Q.6 are compulsory
(2) Assume suitable data if necessary

^Questions
Max. CO­
Q Marks BL
No.
IfT”
QJ_ All are compulsory____________________________________ ____ 4 CO1-
Q.la A series system is defined as one where all n individual com­
ponents■ 5 must furmf'
function system to opeiate.
|>n for the svstem operate. Assum­ 3
ing independent
i failures of each component, denoted by p,
for component i, where i ranges from 1 to n, the task
is to Solve the probability of the entire system functioning.

Si s2 Sn

Series System

Q.lb The company offers high fidelity amplifiers with power outputs of 10W. 4 C01-
25W. and SOW. They currently possess 100 units of the 10W ampli­ 3
fiers, with a defect rate of 15%. They also have 70 units of the 25W
amplifiers, with a defect rate of 10%. and 30 units of the 50W ampli­
fiers, also with a defect rate of 10%.
i) If each type of amplifier, generating 10W, 25W, or 50W of audio
power, is equally likely to be selected, examine the probability that a
randomly chosen unit is both 50W and defective? [2]
ii) Identify the probability that a. randomly selected unit for sale is
defective? [2|

Q.lc At a specific military base, six identical radar systems are activated. 4 CO1-
It is established that each radar has a 0.06 probability of malfunction­ 4
ing before accumulating 500 hours of operational time
i) Determine the probability that all six radars will remain operational
before accumulating 500. . hours of ”oir time? 12]
ii) Determine the probability that all six radars will fail before
accu-
mulating 500 hours of ”on” time?
(2]
Q.ld A bag contains 5 balls and it is not known how many of them are
4 CO1-
white. Two balls arc drawn at random from the bag and they are
white?t0 be White S°IVe the ChailCe that aH the ballS in the bag are
3
 Q.2 Solve any four ~ ------
Q.2a Given a noisy transmission channel with 24
a per-digit error probability 6 C02-
of p = 0*01,
■) C°mPute the probability of encountering more than one error in 10 2
f
eceived digits utilizing the binomial distribution [3]
Won “ thC af“nti0ned P^bility using the Poisson approximal

Q.2b Suppose the duration of a phone c^Tin minute?follows an exponential

andom variable X with a parameter = ± follows
-------in Aminutes If someone “2 G C02-
a parameter A = jL p
3
haveZwait °’' Identify the piobabili
: yyou, V th
probability at you will
that

i) for less than 5 minutes.

ii) between 5 and 10 minutes. [3]
Q.2c i) For the function [3]
6 C02-
A' 1
- n)
■<t=i

must be a valid pIUDaolmy distribution function,

probability functio determine K to make
it valid.
ii) A random variable X has the distribution function

12 2

11=1

Find the probabilities: i) P{oc < X < 6.5} [3)

Q.2d "1 he impact position of a cannon shell, measured along the line of fire
6 CO1- I
from the target point, can be characterized by a Gaussian random
1
variable X. Observations indicate that 15.15% of shells land at dis­
tances of 11.2 m or more from the target in the direction toward the
cannon, while 5.05% exceed 95.6 m beyond the target. What arc the
mean and standard deviation (SD) of X?
0.2c A Gaussian voltage random variable X has a mean value X = 0 and 6 C02-
(7^ = 9. The voltage X is applied to a square-law. full wave diode 1
detector with transfer characteristic F = 5A'2. Find the mean value
of the output voltage Y.

Q.3 All are compulsory 22

Q.3a A random variable X is uniformly distributed on the interval (-a, a). G C04-
It is transformed to a new variable V by the transformation Y = cX2. 3
Model the density function of Y.
Q.3b Random variables X and Y arc joint Gaussian and normalized if 8 C03-’
1
x2 - 2pxy + y2'
fx.Y(x,y) = , where — 1 < p < 1
2(1 - P2) .

i) find the marginal density functions of X and Y [6]

ii) Comment on statistical independence of X and Y [2]
Q.3c Random variables X and Y have respective density functions 8 C03-
3
A'(-t) = |
fY(y) = bu(y)e~by, where a > 0 and b > 0.
Construct the density function of VV' = X 4- Y, il X and Y are statis-
tically independent.-—
 Q4 All are compulsory 10
Q.4a The lifetime of a transistor may be considered a random variable with 4 C03-
mean 1200 hours and standard deviation 250 hours. Apply Central 3
Limit Theorem, find the probability that the average lifetime of 60
* transistors exceeds 1250 hours. [2]
(ii) Describe Central Limit Theorem. [2]
Q.4b If X denotes the sum of the numbers obtained when 2 dice are thrown, 6 C04-
obtain an upper bound for P{|X-7| > 4}, apply Chebyshev’s inequal- 3
ity and compare it with the exact probability.
Q.5 Solve any two 12
Q.5a Solve for rms bandwidth of the power spectrum 6 C05-
1 3

[1 + (w/W)2]3
___
[i.+.(w/wn2]3
where IV > 0 is a constant.
Q.5b For a random process X(i). assume its autocorrelation function is 6 C05-
1
Rxx(t,t + T) = 12xe(-ir2')cos:2(24t)

i) Is X(t) wide sense stationary? [2

ii) Find Rxx(r) [2]
iii) Find the power spectrum of X(t) 12] ______
Q.5c Solve the autocorrelation function corresponding to the power spec­ 6 CO5-
trum
8 3
Sxx(,^') =
(9 + cj2)2

Q.6 Solve any two — 16

Q.Ga Two random process are defined by 8 C05-
= X(t)cos (c^ot)
4
= y(i)cos (wot + 0)
where X(t) and Y(t) are jointly wide-sense stationary process.
(i) If 0 is a constant(non random), is there any value of 0 that will
make Yjfi) and Y2(t) orthogonal to each other? [4]
(ii)If 0 is uniform random variable, statistical independent of X(Z)
and Y(t), develop the condition on 0 that will make Tift) and Kft)
orthogonal?
Q.6b ~A telegraph process X(T) is defined as follows: “—
8 C05-
(1) X(t) assumes only one of two possible levels 1 and -1 at any time.
4
(2) A (i) switches back and forth between its two levels randomly with
time,
(3) the number of level transitions in any time interval t is a. Poisson
random variable, that is, the probability of exactly k transitions, when
the average rate of transition is A, is given by ^exp(-AT),
(4) transition occurring in any time interval are statistically indepen­
dent of transitions in any other interval, and
(5) the levels at the start of any interval arc equally probable.
i) Develop the autocorrelation function of the process. [3]
ii) Find the mean of the process. [3]
iii) Distinguish the stationarincss of X(i). [2]
Q.6c The autocorrelation function of a random process X(t) is 8 cos­
'd
•fixA-W = 3 + 2exp(-4r2)

f i) Find the power spectrum of X(t'). [2]

ii) What is the average power in X(t). [2]
iii) Identify fraction of the power lies in the frequency band < CJ <
<
_i_
72 [4]

Standard Normal Probabilities

Table entry.

Table entry for is the area under the standard normal curve
to the left of

.00 ■ 01 ■02 .03 .04 .05 .06 .07 .08 ■ 09

0.0 .5000 .5040 .5030 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.3 .8153 .8136 .8212 .6233 .OZ.U1 .6239 .8315 .6340 .6365 .6369
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8S54 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463
.9463 .9474
.--- .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 -9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976
.9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982
.9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987
.9987 .9988 .9963 .9989 .9989 .9989 .9990 .9990
3.1 .9990 .9991 .9991
.9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994
.9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995
.9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997
.9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998