Random Variables and Stochastic Process (23MT2007)
Assignment: CO1
Note: (i) Do and submit in your own handwriting.
(ii) Each question carries 0.5 marks.
1. Define probability and write the axioms of probability.
2. Define the joint probability of two events A and B.
3. Define the conditional probability of an event A, given B.
4. Explain Bayes theorem in probability theory.
5. Enlist the conditions of a function to be a random variable.
6. Describe the discrete, continuous, and mixed random variables with suitable examples.
7. Express Gaussian probability density function and explain its parameters.
8. Derive the CDF of Gaussian random variable with mean 𝜇 and variance 𝜎 2 in terms of
the CDF of a zero mean unit variance Gaussian random variable.
9. Express Binomial probability density function and explain its parameters.
10. Express Rayleigh probability density function and explain its parameters.
11. Draw the probability density function (PDF) of a uniformly distributed quantization noise
between a and b. Use the PDF to derive its cumulative distribution function (CDF). Draw
the diagrams for both CDF and PDF.
12. Explain conditional probability and statistical independence.
13. Illustrate the joint distribution function for vector containing two RV’s X and Y.
14. Explain the concept of joint sample space and vector random variable
15. Illustrate the properties of probability density function with appropriate explanation.
16. Illustrate the properties of cumulative distribution function with appropriate explanation.
17. Illustrate the properties of conditional probability density function with appropriate
explanation.
18. Illustrate the properties of joint probability distribution function with appropriate
explanation.
19. Explain the distribution and density functions for a sum of two random variables.
20. State the central limit theorem.
