ETC/ECE 5 - 1 (RC) TLE, (ETC EnggJECE) (Semester - V) Examination, Nov/Dec. 2015 (Revised Course 2007-08) PROBABILITY THEORY AND RANDOM PROCESSES + Duration :3 Hours Total Marks : 100 Instructions : 1) Answer five questions and at least one from each Module. 2) Figures to the right indicate full marks. 3) Make suitable assumptions wherever required. 4) Use statistical tables wherever required. MODULE -1 |. a) Twointegers x and y are chosen without replacement from the set (0, 1, ., 100} Find the probability that |x y|< 10. 5 b) LetXbe a discrete random variable wth cumulative distribution function 5 FQ) =0,x<0 ] uF aGOsxet 4 pilex? =1x32 ‘Compute the mean and varlance ot x. ©) LetA and Bbe events. Prove that P(AUB)=P(A)+P(@)-P(AnB). 4 d) Let X be a random variable with probability. density function given by, t{x)= 20 ,.x>0 0 xs0 1 forx < 5 1 =1,forX> 3, then determine the probability distribution of Y. 6 Pro.ETC/ECE 5-1 (RC) 2 S mt 1 II. a) Ina factory producing razor blades, there is a small chance of oq for any 500 blade tobe detective. The blades are suppliedin packets ot 10. Calculate the ‘numberof packets containing i) no detective blades, and i) atleast one detective blade. 6 ») LetX bea random variable which follows the geometccstibution show that X possesses the memoryless property. 8 ) Letthe random variable X be uniformly distbuted on 0,2). Compute E(sinX) and E{sin® X) ; 6 MODULE -2 IIL a) Lette joint density function of the random variables X and Y be given by. fay) =? "F,00 = 0, x<0 and fyy)=e%, y>0 = 0,Y0 respectively Find the probability density function of (x + ¥). MODULE-3 Zhe percentage of A's given in a physics course ata cortan university over 3a long period of ime was 10%. During one particular term there were 40 Aen 2 Group of 300 students, Test the significance of this result atthe 0.05 level frarsider a machine which is used to fil cans witha soft nk beverage. {he variance of the fl volume exceeds 0.02 (fluid ounces) then an unacceptably large percentage of cans wile underiled. A randem sare 0120 cans yielded a sample variance of 0.0225. Test the hypothesis that very few cans will be underilled atthe 0.05 level of significance. inches and the standard deviation is 0.003 inches. Test the hypothesis that the machine isin proper working order using a signiicance level 0.05, ‘The table given below shows the distribution ofthe digits 0, 1,2, ., 9 in a random number table ofa total of 250 cigits Does the observed distribution sifer significantly trom the expected distribution at the 0.05 level of significance. Dig [el]? [3[4]s]e[7[ele aed tau 17] 326/161] sal 0 9ETCIECE5-1(RC) + (a b) Acompany wishes to purchase one of five different machines : A. B,C, Dor E. In an experiment designed to test whether there s a difference in the machines performance, each of five experienced operetors works on each of the machines for equal times. The table given below shows the number of Units produced per machine when each operation worked on it. Test the is that there iso diflerence between the machines at the significance level of 0.05, using analysis of variance a lel 27 || s a | 7 | 5 | 0 | | c | oo | a | a | | 7 p | «| a | sv | e | 50 ° = | os | « | 70 | o | 8 MoDULE-4 Vil, a) |) Detine uto-covariance of a stochastic process. 7 i) Let 9%) be a stochastic process with X,= Acos t+ B sin t where A and B are independent rancom variables. Suppose A follows the standard normal ‘istribution and Bis uniformly distributed over [0,2]. Compute the auto- ‘covariance of the process. 1) I) Define evolutionary process. 6 i) Let % rie be a stochastic process with X, = e°™ where X isa random variable with probabilty density function given by, (x)= 207", x>0 ee oy aex20 - Prove thatthe process is evolutionary. ©) |) Define a Poisson process. 7 ii) Suppose people approach a ticket counter in accordance with a Poisson provess atthe rate of one person per minute. What isthe probability that the elapsed time between the tenth and eleventh arival exceeds 2 minutes ? ‘What is the probability that more than 4 customers arrive at the counter during a time interval of 2 minutes ?I * ETC/ECE 5-1 (RC) Vil. a) i) Define Markov process, 8 ii) Let Xn}y20 bea neauaies homogeneous Markov chain, Prove of) = & el. ?-Py forall je8 and n= 2, whee Sis he state space and pis the n-step transition probabil b) A homogeneous aiscrete parameter Markov chain having thee states A,B 0 1 of and. has transon proabity matix, P=|¥% YY, 9% Hi Furthermore, P(Xo = A) = eee 4 and Pte =6)= ‘Compute the following : i) POX, =A) P(X = C, Xp = A, X; = B, Xo =C) The steady state vector. 8 ©) Define the following 4 i) reducible Markov chain li) Absorbing state