Random Variables & Noise

Q. The PDF of a Gaussian random variable X

2
1 x−4
is by PX X =
given exp −
3 2π 18
The probability of the event {X = 4} is
1
(a)
2
1
(b)
3 2π
(c) 0
1
(d)
4
 Random Variables & Noise
Q. Consider two random variables ‘X’ and ‘Y’
Y = CosX, where the pdf of ‘x’
1 1
f(x) = 1 − < X <
2 2
= 0 other wise.
The variance of ‘Y’ is
(a) 0.76
(b) 0.096
(c) 0.56
(d) 0.26
 Random Variables & Noise
Q. For a narrow band noise with Gaussian
inphase and quadrature components, the
probability density function of its envelope
will be
(a) uniform
(b) Gaussian
(c) exponential
(d) Rayleigh
 Random Variables & Noise
Q. The stationary Random process X(f) has a
PSD denoted by SX(f). The stationary process
X(f) is passed through an LTI system and the
output random process is denoted by Y(f).
The system is described by the differential
dy(t) dx(t)
equation +y(t) =  x(t)
dt dt
The power spectral density at the output is
(a) SX(f)
(b) SX(2f)
(c) SX(f – f0)
2 2
(d) SX f e−π f
 Random Variables & Noise
Q. White noise with a two sided spectral density
of 10–6 W/Hz is passed through an ideal
differentiator. The output of the differentiator
is again passed through a LPF having a cutoff
frequency of 10 Hz.
The noise power at the O/P of the LPF is
(a) 0.0263 W
(b) 0.0283 W
(c) 0.0163 W
(d) 0.263 W
 Random Variables & Noise
Q. Common Data for Questions (1) & (2)
Thermal noise at an ambient temperature of 27C which
can be modeled as white Gaussian noise W(t), is passed
through a differentiator and Band Pass Filter (BPF) with
pass band gain of 2, center frequency of 50 MHz and band
width of 2 MHz, as shown in fig. Boltzman
constant = 1.38x10-23 J/0K.

W(t) 1 d N(t)
BPF
2π dt

1. The noise power spectral density in W/Hz at the input of

the differentiator is
207
(a) 23 (b) 207 × 1023
10
103.5 207
(c) (d) 22
1023 10
2. The noise power of N(t) in nanowatts at the output of
BPF is
(a) 414 (b) 82.8 (c) 0.207 (d) 0.414
 Random Variables & Noise
Q. For a random variable ‘X’ following the
probability density function, p(x), shown in
figure, the mean and the variance are,
respectively.
p(x)

1/4

x
1 0 3
Fig.

(a) 1/2 and 2/3

(b) 1 and 4/3
(c) 1 and 2/3
(d) 2 and 4/3
 Random Variables & Noise
Q. Consider a random process X(t) = A cos ωt
where ω is a constant and A is a random
variable uniformly distributed in the interval
(0, 1) . The autocorrelation function is
(a) Cosωt1Cosωt2
(b) 0.2Cosωt1Cosωt2
(c) 0.5Cosωt1Cosωt2
(d) 0.33Cosωt1Cosωt2
 Random Variables & Noise
Q. Consider two random processes X(t) and Y(t)
X(t) = A Cosωt + B Sinωt
Y(t) = B Cosωt – A Sinωt
Where ω is a constant and A and B are
independent random variables both having
zero mean and variance σ2. The cross
correlation function of X(t) and Y(t) is
(a) σ2Sinωτ
(b) –σ2Sinωτ
(c) –σ2Cosωτ
(d) σ2Cosωτ
 Random Variables & Noise
Q. The power spectral density of a real process
X(t) for positive frequencies is shown below.
The values of E[X2(t)] and E[X(t)],
respectively, are
Sx() 400(-104)

0 9 10 11 (103rad/s)

(a) 6000/, 0
(b) 6400/, 0
20
(c) 6400/,
π 2
20
(d) 6000/,
π 2
 Random Variables & Noise
Q. X(t) is a stationary random process with
autocorrelation functionRx  = exp( π2).
This process is passed through the system
shown below. The power spectral density of
the output process Y(t) is

H(f) = j 2f
+
X(t) Y(t)


(a) (4 2 2 + 1) exp (2)

(b) (4 2 2  1) exp (2)
(c) (4 2 2 + 1) exp ()
(d) (4 2 2  1) exp ()
 Random Variables & Noise
Q. X(t) is a stationary process with the power
spectral density Sx(f) > 0 for all f. The process
is passed through a system shown below.

X(t) + d
+ Y(t)
+ dt
Delay = 0.5 ms

Let Sy(f) be the power spectral density of

Y(t). Which one of the following statements
is correct?
(a) Sy(f) > 0 for all f
(b) Sy(f) > 0 for all | f | > 1kHz
(c) Sy(f) = 0 for f = nf0, f0 = 2kHz, n any
integer
(d) Sy(f) = 0 for f = (2n + 1)f0, fo = 1kHz,
n any integer
 Random Variables & Noise
Q. Zero mean white noise is passed through an
ideal low pass filter with cut off at W Hz. The
filter output will be uncorrelated at time
instants spaced.
(a) 1/2 W sec apart
(b) m/2W sec apart m = 1,2,3,……
(c) 1/4 mW sec apart m = 1,2,3,…..
(d) (1/2mW)2 sec apart m = 1,2,3,…..
 Random Variables & Noise
Q. A random process y(t) consists of a DC
3
component of volts a periodic component
2
g(t), and a random component x(t).
The autocorrelation function of y(t) is shown
in figure
RY() 2
(Volts)

3
2

1
–5T –4T –3T –2T –T 0 T 2T 3T 4T 5T 

(a) What is the average power of the periodic

component g(t)?
(b) What is the average power of the
random component x(t)?
 Random Variables & Noise
Q. The power spectral density of a random
process X(t) is shown in Figure. It consists of
a delta function at f = 0 and a triangular
component.
Sx(f)
(f)
1.0

f
–f0 0 f0

(a) Determine and sketch the

autocorrelation function Rx() of X(t).
(b) What is the DC power contained in X(t)?
(c) What is the AC power contained in X(t)?
(d) What sampling rates will give
uncorrelated samples of X(t)?
Are the samples statistically independent?
 Random Variables & Noise
Q. Common Data for Questions (1) & (2)
White Noise with the PSD of N0/2 is applied
to an ideal LPF of bandwidth ‘B’
1. The ACF of the output random process is
(a) 2 N0 B Sinc [2B]
(b) N0 B Sinc [2B]
(c) N0 B Sinc [B]
(d) None of the above
2. Any two random variables obtained by
sampling the output process at t1 and t2
will be statistically independent only if
|t1  t2| is a multiple of
1 1
(a) (b)
B 2B
(c) 2B (d) B
 Random Variables & Noise
Q. An antenna pointing in a certain direction has
a noise temperature of 50K. The ambient
temperature is 290K. The antenna is
connected to pre-amplifier that has a noise
figure of 2dB and an available gain of 40 dB
over an effective bandwidth of 12 MHz. The
effective input noise temperature Te for the
amplifier and the noise power Pao at the
output of the preamplifier, respectively,
are
(a) Te = 169.36K and Pao = 3.7310–10 W
(b) Te = 170.8K and Pao = 4.5610–10 W
(c) Te = 182.5K and Pao = 3.8510–10 W
(d) Te = 160.62K and Pao = 4.610–10 W
 Random Variables & Noise
Q. Consider random process X(t) = 3V(t)  8,
where V (t) is a zero mean stationary random
process with autocorrelation Rv() = 4e5||.
The power is X(t) is ______
 Random Variables & Noise
Q. A wide sense stationary random process X(t)
passes through the LTI system shown in the
figure. If the autocorrelation function of X(t)
is RX(), then the autocorrelation function
RY() of the output Y(t) is equal to

y(t)
x(t)
–

Delay = To

(a) 2RX()+RX(–T0)+ RX(+T0)

(b) 2RX() – RX(–T0) – RX(+T0)
(c) 2RX() +2RX(–2T0)
(d) 2RX() – 2RX(–2T0)