ETC 5~—1 (RC) T.E. (ETC Engg.) (Semester ~ V) Examination, Nov/Dec. 2012 (Revised Course 2007-08) PROBABILITY THEORY AND RANDOM PROCESSES Duration: 8 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) Foracertain binary communication channel the probabil that a transmitted “0” is received as “0” is 0.95 and the probability that a transmitted *1” is received as “1” is 0.90. Suppose the probabil that a 0 is transmitted is 0.4, Calculate the probability of receiving a “1”. 5 b) LetX be a discrete random variable with cumulative distribution function, Fi) =0, x<0 Osx0 =0, yso, respectively. Find the probability deneity function of the random variable (X — Y). 8 MODULE-3 v.a) ‘A.sample of 100 electric bulbs produced by a manufacturer A shows a mean lite time of 1190 hours and a standard deviation of 90 hours. A sample of 75 bulbs produced by manufacturer B showed a mean lifetime of 1230 hours and a standard deviation of 120 hours. Is there a difference between the ‘mean life times of the two brands of bulbs ata significance leveloof 0.05.7 ‘The standard deviation of the annual temperature of a city over a period of 100 years was 16° Fahrenheit. Using the mean temperature of the 15! day ‘of each month during the last 15 years, a standard deviation of annual temperatures was computed as 10° Fahrenheit. Test the hypothesis that the temperature in the city has become less variable than in the port, using a significance level of. 0.05. 6 )ETC 5-1(RC) + ‘nen 6) Two random samples drawn from two normaly distributed populations are 2S follows. 7 Gample!: 20 16 26 27 23 22 18 24 25 19 Sample: 27 33 42 95 92 34 98 28 41 43 90 37 ‘Test whether the populations have the same variance at the 0.05 level of significance. Via) Anum contains a very large number of marbles of four diferent colors ay orange yellowand green. A sample of 12 marbles drawn at random fory {ho umn ravealed 2 red, 5 orange, 4 yellow and 1 green marble. Test the hypothesis thatthe um contains equal proportons ofthe diferent coloured ‘marbles at the 0.05 level of significance. 1) Anexperimentis performed determine the yields of ive diferent vafees arateat A.B, C.D, E. Four plots of land ae assigned to each variety, and the yields (in bushels per acre) are shown inte following table. ASSumng that te plots are of simiar fertility and that the varieties are assigned 10 Me plots at andom, determine whether theo’ a diference between the Yeles ft the significance level of 0.05. Use analysis of variance. 12 20] 12] 15] 191 a7 4] 12] 18 23 16| 18| 14 15| 17 |20| 12 aif ia] 17 [18 mlolol=|> MODULE—4 VI.) |) Define evolutionary process 1) Let {ju Be stochastic process wih X; = -%, where X's a random variable with probabilty density function given by x) =2e, x>0 = xs Prove that the process is evolutionary.& ETC5~1(RC) by Show that the inter arrival ime between two consecutive occurrences of & Poisson process {Nt}j20 having rate 2. > 0, has an exponential distribution 1 with mean >. 6 ©) Caleulate the autocorrelation function ofthe process [;) with X; =sin(2t-+4) where ¢ isan uniformally distributed random variable over (0.2) 6 Vila) i) Define Markov chain 7 i) Let peo Bea discrete parameter homogeneous Markov chain. Prove the folowing P(X = ba Xn-t = i-aers Xo =lo) =P = iMns =| P(X, = iio =lo) PO% =10) ») Let {%,laq bea cisorete parameter homogeneous Markov chain wih state space $= (1. 2, 3} and transition probability matrix, 9 ie +4] 4 . 4 P=l} © §]anainatdtiouon, (3. 3. 5) joo a ) ‘Compute the following ) Pe) i) P% iil) PO =1, X= li) Steady state vector.