S V COLLEGE OF ENGINEERING

Department of Electronics and Communication Engineering

II YEAR / I-SEM (R 15)
PROBABILITY THEORY AND STOCHASTIC PROCESS

UNIT-1
1. The Density function can be obtained by___________ the Distribution function [ ]
(A) Differentiating (B) Integrating (C) Average (D) Expectation
2. Nature or prediction of random signal is example of .. [ ]
(A) Discrete Finite (B) Discrete Infinite (C) Continuous Finite (D) Continuous Infinite
3. Obtaining a number in spinning pointer on a wheel is an example of . [ ]
(A) Discrete Finite (B) Discrete Infinite (C) Continuous Finite (D) Continuous Infinite
4. The Event of an experiment gives. [ ]
(A) All characteristics (B) Specific Characteristics (C) Both A and B (D) None
5. The no. of events in an experiment with N elements is .. [ ]
(A) 1 (B) 2 (C) N (D) 2N
6. A Random variable is a function of .. [ ]
(A). Negative Values (B). Positive Values (C). Real Values (D). None
7. The first condition for a function to be a Random variable is .. [ ]
(A). Multi valued (B). Single Valued (C). Not valued (D). None
8. . case is usually the least important type of Random Variable [ ]
(A). Discrete (B). Continuous (C). Mixed (D). None
9. The function Fxx is called asfunction. [ ]
(A). Cumulative Density (B). Cumulative Distribution (C). Both A & B (D). None
10. The Uniform probability density function in the range (a , b) can be expressed as [ ]
(A). ab (B). b/a (C). 1/(b-a) (D).1/(b + a)
11. Probability can be defined as a function of. [ ]
(A) Sample space (B) Trail (C) Event (D) Moments
12. The Joint Probability of two mutually exclusive events is . [ ]
(A) Zero (B) Not zero (C) Infinite (D) Finite
13. The no. of permutations are always greater than the . [ ]
(A) no. of combinations (B) Sum of combinations (C) Only one combination (D) Cannot Determine
14. The Distribution function can be obtained by the Density function. [ ]
(A) Differentiating (B) Integrating (C) Average (D) Expectation
15. The Set of all possible outcomes in any given experiment is called. [ ]
(A) Sample space (B) Event (C) Probability (D) Mathematical Model
16. A(BC) is expressed as [ ]
(a) (AC)C (B) (AB) (AC) (C) (AB)C (D) (AB)(AC)
17. Let S1 and S2 be the sample space of two sub experiments. The combined sample space S is [ ]
(A) S1/S2 (B) S1*S2 (C) S1-S2 (D) S1+S2
18. Let A be any event defined on a sample space S, then P(A) is [ ]
(A) -1 (B) 1 (C) 0 (D)
19. Three events A1, A2, A3 are said be independent along the axis if and only if they are independent as a triple.
ThenP(ABC) [ ]
(A) P(A1)P(A2) (B) P(A1)P(A2)P(A3) (C) P(A2)P(A3) (D) P(A1)P(A3)
20.The probability of impossible event is [ ]
A.1 B. 0 C. 0.5 D. 0.8
21.If S1 and S2 are sample spaces of two experiments then sample space of combined experiment is
[ ]
A. S1 B. S2 C. S1.S2 D. 0
22.The probability of getting a red king card from a pack of 52 cards is [ ]
A. 13/52 B. 12/52 C. 2/13 D. 4/52
23.if A and B are disjoint then joint probability of two events P(AU B) is _ [ ]
A. P(A) B. P(B) C. P(A)+P(B) D. none
24.For independent events P(AB)= [ ]
A. P(A) P(B) B. P(A) /P(B) C. P(B) D. 0
25.A random variable X is defined as 0X2.Then X is random variable [ ]
A. continuous B. discrete C. mixed D. none
26.FX(-)= [ ]
A. 0 B. 1 C. FX(x) D. none
27.The derivative of the distribution function is called function [ ]
A. binomial B. marginal density C. probability density D. none
28.If two events are statistically independent then P (A/B)= [ ]
A. P(A) B. P(B) C. P(A) P(B) D. P(A)+P(B)
29.From the axioms of the probability P(A) is [ ]
A.1 B. 0 C. 0 D. 1
30.If A and B are two independent events then P(A/B)= [ ]
A. P(A) B. P(B) C. P(A)+P(B) D. 0
31.The probability of getting exactly three tails on tossing two coins is [ ]
A. 1/9 B. 3/9 C. 1 D. 0
32.if A and B are mutually exclusive then joint probability of two events P(AU B) is [ ]
A. P(A) B. P(B) C. P(A)+P(B) D. none
33.A random variable X is defined as 0.5X5.2.Then X is _random variable [ ]
A. continuous B. discrete C. mixed D. none
34.P(x1<Xx2) = _ [ ]
A. FX(x1) B. FX(x2)- FX(x1) C. FX(x1)- FX(x2) D. none
35. The derivative of the Gaussian distribution function is called _function [ ]
A. binomial density B. Gaussian density C. poisson density D. none
36. The probability of getting red king from a regular pack of 52 cards is [ ]
A.1 /52 B. 4/52 C. 2/52 D. 0
37.If S1 and S2 are sample spaces of two experiments where S1 has 5 elements and S2 has 4 elements. Then the
Sample space of combined experiment has [ ]
A. 9 B. 20 C. 10 D. none
38. The probability of event A is 0.8 then P(A)= [ ]
A. 0 B. 1 C. 0.2 D. 0.4
39. The probability of getting an odd number on rolling a die is [ ]
A. 1/3 B. 3/6 C. 1/7 D. none
40. The area under probability density function is equal to [ ]
A. 0 B. 1 C. D. none
 UNIT-II

1. m10 is .Order Moment [ ]

(A) Zero (B) First (C) Second (D) Third
2. m11 is .Order Moment [ ]
(A) Zero (B) First (C) Second (D) Third
3. The correlation of two Random Variables X and Y is Order Moment [ ]
(A) Zero (B) First (C) Second D) Third
4. If two Random Variables X and Y are Orthogonal, then their correlation is. [ ]
(A) Zero (B) +1 (C) -1 (D) Infinite
5. The covariance of two Random Variables X and Y is Order central Moment [ ]
(A) Zero (B) First (C) Second (D) Third
6. The Normalized second order central moment is called as . [ ]
(A) Density (B) Correlation (C) Covariance (D)Correlation coefficient
7. If two random variables X and Y are independent, then the covariance is. [ ]
(A) Infinite (B) +1 (C) -1 (D) Zero
8. For two random variables X and Y, Var(X-Y)= [ ]
(A) Var(X) + Var(Y) + CXY (B) Var(X) + Var(Y) - CXY
(C) Var(X) + Var(Y) - 2CXY (D) Var(X) + Var(Y) + 2CXY
9. For two random variables X and Y, cov(aX , bY) = [ ]
(A) aCXY + bCXY (B) (a+ b)CXY (C) (a- b)CXY (D) abCXY
10. Gaussian random variables are completely defined from their. [ ]
(A) means (B) variances (C) covariances (D) All the above
11. If Gaussian random variables are uncorrelated, then they are [ ]
(A) statistically independent. (B) statistically dependent. (C) Both (D) cannot determine
12. The linear transformations of Gaussian random variables are. [ ]
(A) not Gaussian (B) Gaussian (C) Poisson (D) All
13. cov ( X + a, Y + b) = [ ]
(A) cov (aX,bY) (B) cov (a,b) (C) a+cov (X,Y)+b (D) cov (X,Y)
14. If X and Y are two random variables, then the covariance is CXY = [ ]
(A) RXY (B) RXY E[X]E[Y] (C) RXY +E[X]E[Y] (D)E[XY]
15. If CXY = 0 then the two random variables and X and Y are. [ ]
(A) Dependent (B) Orthogonal (C) independent (D) B & C
16.The mean of a random variable X, is also known as [ ]
A. skew of X B. variance of X C. Expectation of X D. none
17.The 1st moment about mean is equal to [ ]
A. 0 B. 1 C. E[X] D.
21. The second central moment is also known as [ ]
A. mean B. variance C. Standard deviation D. Skew
22. The joint characteristic function is used to find [ ]
A. joint moments B. joint pdf C. mean D. none
23. A transformation T is called monotonically decreasing if for x1<x2 [ ]
A. T(x1)>T(X2) B. T(x1)=T(X2) C. T(x1)<T(X2) D. none
24. FX,Y(-,-)= [ ]
A.2 B. 0 C. 1 D.
25. The joint moment m11 is [ ]
A. correlation B. covariance C. variance D. none
26. In point conditioning the conditional density function fX,(x/y) = [ ]
A. fX,Y(x,y) B. fX,Y(x,y)/ fY(y) C. fY(y) D. none
27. The conditional density function fY(Y/Xx) for independent X,Y given as [ ]
A. fX,(x) B. fY,(y) C. fX,(x,y) D. none
28. If Gaussian random variables are uncorrelated they are [ ]
A. independent B. dependent C. a or b D. none
31. m1 of random variable X= [ ]
A. 0 B. 1 C. E[X] D. none
32. FX,Y(,)= [ ]
A. 0 B. 1 C. D. none
33. The third central moment of a random variable X, is also known as [ ]
A. skew of X B. variance of X C. Expectation of X D. none
34. The 2nd moment about origin is equal to [ ]
A. E[X3] B. E[X] C. E[X2] or (Mean Square value of X) D.
35. The coefficient of skewness is represented as [ ]
A.m0 B. 1 C. D. none
36. The joint characteristic function xy(0,0)= [ ]
A. 0 B. 1 C. D. none
37. A transformation of a Gaussian random variable is [ ]
A. poisson B. binomial C. gaussian D. uniform
38. FX,Y(,y)= [ ]
A. FX(x) B. FY(y) C. FY(y) FX(x) D. none
39. If X and Y are uncorrelated then Rxy= [ ]
A. 1 B. 0 C. D. none
40. xy is known as _ [ ]
A. mean B. correlation C. covariance D. variance
 UNIT-3

1.The collection of all the sample functions is referred to as [ ]

A. Ensemble B. Assumble C. Moment D. Set
2.If the future values of the sample function cannot be predicted based on its past values, the Process is
referred as [ ] A.
Deterministic process B. Non- deterministic process C. Both D. None
3. If the future values of the sample function can be predicted based on its past values, the Process is
Referred as [ ]
A. Deterministic process B. Non- deterministic process C. Both D. None
4. For an ergodic process [ ]
A. Mean is necessarily zero B. Mean square value is independent of time C. Both D. None
5. A Stationary random process X(t) is periodic with period 2T.Its autocorrelation function is [ ]
A. Non periodic B. Periodic with period T C. Periodic with period T D. None
6. The difference of two independent poison processes is [ ]
A. Poisson process B. Not a poisson process C. Mean D. None
7. The RXY=0 , then X and Y are [ ]
A. Independent B. Orthogonal C. Both D. None
8. The mean of a random process X(t) is the expected value of the random variable X at time t ie..the
Mean m(t)= [ ]
A. x(x,t)dx B. x(x,t)dx C. x(x,t)da D. None
9.If a process is stationary to all orders n=1,2,3..N, then Xi=X(t i),where i=1,2,3,N [ ]
B. Strict sense stationary B. Wide sense stationary C. Both D. None
10. A random process is said to be stationary if all statistical properties does not change with [ ]
A. Time B. Frequency C. Amplitude D. None
11. Time average of X2(t) is called .mean value of x(t) [ ]
A. Time B. Average C. Power D. None
12.The random process that satisfies the .theorem are called ergodic process [ ]
A. Superposition B. Ergodic C. Duality D. None
13. The autocorrelation function of a Poisson process Rxx(t1,t2) for t1>t2 is [ ]
A. t2(1+t1) B. (t) C.1 D. 0
14. The autocorrelation function of X(T) , RXX() is [ ]
A. E[X2(t)] B. E[X(t)] C. E[X(t)X(t+)] D. None
15. RXX() is an even function of ie.. [ ]
A. RXX(-) = RXX() B . RXx(0) = RXX() C. RXX(0) = RXX(-) D. None
16. The average value of x(t) taken over all times is called the average of x(t) [ ]
A. Time B. Mean C. Ensemble D. None
16. If X(t) is periodic, then its autocorrelation function is also [ ]
A. Periodic B. A periodic C. Continuous D. None
17. The ..function of a random process RXX() cannot have any arbitrary shape [ ]
A. Autocorrelation B. Cross correlation C. Variance D. Covariance
18 .If X(t) and Y(t) are two random process with autocorrelation function RXX() and Ryy() ,then the cross
Correlation Function satisfies the inequality [ ]
A. Equality B. Inequality C. Both D. None
19. RXY() = RYX(-) is a [ ]
A. Asymmetry property B. Symmetry property C. Both D. None
20.The Poisson process X(t) is a ..random process [ ]
A. Continuous B. Discrete C. Mixed D. None
21.The family of sample functions over the sample space S is called [ ]
A. Ensemble B. Matrix C. Empty set D. None
22. A random process is said to be if both the random variable X and time are continuous over the
entire time [ ]
A. Continuous B. Discrete C. Mixed D .None
23. A random process is function of & _ [ ]
A. Time B. Sample space C. Both D. None
24. The first order distribution function of random process Fx(x1,t1)= [ ]
A. P(X<x) B. P(X1<t1) C. P(X (t1) x1) D. none
25. For Strict sense stationary random process the order density function independent of t [ ]
A. First B. Second C. Third D. nth
26. For a continuous random process time t is [ ]
A. continuous B. discrete C. either a or b D. none
27. The mean square value of a random process X(t) is [ ]
A. E[X(t)] B. E[X2(t)] C. E[X(t)Y(t)] D. E[X(t1)X(t2)]
28. The random process is also known as process [ ]
A. stochastic B. non deterministic C. both a b D. none
29. For a first order stationary random process E[X(t)] is [ ]
A. constant B. function of X C. function of t D. none
30. The auto correlation function Rxx(t,t+)= [ ]
A. E[X(t)X()] B. E[X(t)X(t+)] C. E[X(t)Y()] D. E[X(t1)X()]
31. For auto correlation ergodic random process statistical autocorrelation is= [ ]
A. time mean B. time autocorrelation C. statistical mean D. cross correlation
32. The average power of a random process is autocorrelation function at = [ ]
A. 1 B. 10 C. 0 D. 0.1
33. The time average of moment is known as average power [ ]
A. 1st B. 2nd C. 3rd D. nth
34. In a Gaussian random process [Cx] represents matrix of X(t) [ ]
A. mean B. variance C. covariance D. none
35. In a random process X(t), x(t) represents [ ]
A. random variable B. Gaussian variable C. sample function D. none
36. The second order density function of a random process is derivative of Fx(x1,x2:t1,t2). [ ]
A. 2nd B. 3rd C. nth D. 1st
37. For a WSS stationary random process Rxx(t,t+)= [ ]
A. Rxx(t) B. Rxx() C. Rxy(t,t+) D. Ryx(t,t+)
38. For a discrete random sequence time t is _ [ ]
A. continuous B. discrete C. either a or b D. none
39. The cross correlation of X(t) and Y(t)= [ ]
A. E[X(t,t+)] B. E[X2(t)] C. E[X(t)Y(t)] D. E[X(t1)X(t2)]
40. The auto correlation function Rxx()= [ ]
A. Ryx(-) B. B. Ryx() C. Rxy() D. Rxx(-)
 UNIT-4

1.PSD means [ ]
A)power system density B)power spectral distribution C)power spectral density D) none
2. The power spectral density of a wide sense stationary is always [ ]
A)Non negative B)negative C)both D)none
3. spectral charecteristics means random process in ------------------- domain [ ]
A)time B)frequency C)correlation D)system
4. For a periodic signals---------------------- is used for the study of spectral behavior [ ]
A)Fourier series B)fourier transform C)Z-Transform D) Laplace transform
5. for a Non-periodic signals ---------------------- is used for the study of spectral behavior [ ]
A)Fourier series B)fourier transform C)Z-Transform D) Laplace transform
6.Sxy()=0,if X(t) and Y(t) are--------------------- [ ]
A)orthogonal B)vertical C)parallel D)none
7. Fourier transform belongs to ------------------------- domain [ ]
A)time B)frequency C)correlation D)system
8. Sxx(-)= [ ]
A)Sxx() B)-Sxx() C)-Sxx(-) D)none
9. power spectral density and autocorrelation are ------------------------pair [ ]
A)fourier transform B)Z-Transform C)Laplace transform D)none
10. the power density spectrum of a real process X(t) is an ------------------function [ ]
A)even B)odd C)time D)frequency
11. Sxy()= [ ]
A)Sxy() B)-Sxy(-) C)Syx(-) D)Sxy(-)
12. if X(t) and Y(t) are Orthogonal then [ ]
A)Sxy()=0 B)Sxy()=1 C)Sxy()2 D)Sxy()2
13. Sxy(w)=0 and Syx(w)=0 if if X(t) and Y(t) are ---------------- [ ]
A)orthogonal B)independent C)dependent D)none
14. The cross power PXY [ ]
a)P* b) -P* c) -P* d)none
15. The output power density of Y(t) can be obtained by,Syy()= [ ]
a)IH()I2 Sxx() b) RXX() c) RXX(-) d)none
16. If X(t) and Y(t) are orthogonal,then [ ]
a) XY()=0 b) XY()=1 c ) XY()> 0 d) XY()<0
17. The cross spectral density SYX() [ ]
a) SXY() b) SXY(-) c)1 d)none
18. Power density spectrum is transform of autocorrelation function [ ]
A. Z B. Laplace C. Fourier D. none
19. XT() is Fourier transform of [ ]
A. X() B. X(t) C. E[X(t)] D. cross correlation
20. Sxy(-)= [ ]
A. 0 B. S*yx() C. Syx(-) D. 1
21. Syy() is= [ ]
A.Sxy()H() B. Syx() H*() C. Syx() H() D. Syy() H()
22. If X(t) and Y(t) are uncorrelated then Sxy()= [ ]
A. 1 B. C. 0 D. none
23.The power density spectrum and autocorrelation function are [ ]
A.Fourier transform pairs B.Z-Transform pairs C.Laplace transform pairs D.none
24.SXX() [ ]
A. 0 B.1 C.2 D.4
25.The power density function at zero frequency is equal to the area under the curve of the [ ]
A. Autocorrellation B. Crosscorellation C. Both D.None
26.Power density spectrum of a real process X(t) is an function [ ]
A. Even B. Odd C. Real D.None
27.SXX() is always a function. [ ]
A.Even B.Odd C.Real D.None
28. The time average of the mean square value of a WSS random process equals the area under the curve of
the [ ]
A) power system density B)power spectral distribution C)power spectral density D) none
29. The power density spectrum and the time average of the autocorrelation function form a [ ]
A.Fourier transform pairs B.Z-Transform pairs C.Laplace transform pairs D.none
30. SXX(-)= SXX() is a function [ ]
A.Even B.Odd C.Real D.None
31. The cross PSD and cross correlation function are [ ]
A. Fourier transform pairs B.Z-Transform pairs C. Laplace transform pairs D.none
32.The real part of SXY() and the real part of SYX() are function [ ]
A. Even B. Odd C. Real D. None
33. The imaginary part of SXY() and the imaginary part of SYX() are function [ ]
A. Even B. Odd C. Real D. None
34. Time average of the cross correlation function and cross power spectral density are [ ]
A. Fourier transform pairs B.Z-Transform pairs C. Laplace transform pairs D. none
35.The power spectral density of WSS is always [ ]
A. Negative B. Non negative C. Finete D. None
36. The average power PXY [ ]
A. P* B. PXY C. -P* D. None
37. ACF means [ ]
A.Autocorellation function B.Auto center function C.Autocummulative function D.None
38.The average power Pxx of a WSS random process X(t) is defined as the of its second moment [ ]
A. Time average B. Frequency C. Time period D) None
39.RXX() and SXX() are a [ ]
A.Fourier transform pairs B.Z-Transform pairs C.Laplace transform pairs D.none
40.SXY()=0 and SYX()=0 if X(t) and Y(t) are [ ]
A.Orthogonal B.Perpendicular C.Parallel D. None
 UNIT-5

1. White noise with two sided PSD is passed through an RC-low pass network with time constant T= R.C
And there after though an ideal amplifier with voltage gain 10. The expression for mean square value of
output noise is [ ]
A) B) C) D)

2. A random process X(t) has , where A and B are+ve constant The mean value of the
response of a system Having an impulse response h(t) = e-kt for t > 0 [ ]
=0 for t< 0
Where K is a real positive const, for which X (t) is its input is
A) A/K B) AK C) AK2 D) A
3) X(t) is a WSS process with zero mean and is the input of an LTI system with .If the area enclosed by the
auto correlation function of output process is [ ]
A)1 B)1/2 C)1/16 D)1/4
4) If RXX() = 3.() and then the mean smale value of Y(t) is [ ]
A)3 B)4 C)1/3 D)1/4
5) A system is said to be linear system if the system satisfies [ ]
A) principle of superposition B) principle of homogeneity C)Both A&B D) Reciprocity principle
6) For an LTI system, the response y(t) , for any input x(t), with the known impulse response can be determined
using integral [ ]
A) convolution B) Fourier & Laplace C) fourier D) laplace
7) The cross correlation between X(t) and Y(t) is the RXY () = [ ]
A) h() * RXX () B) h(-) * RXX () C) h(-) * RXY() D) h() * RYX()
8) A random process X(t) of mean 3 is applied to a delay element. The mean of the o/p process is [ ]
A)2 B)3 C)1.5 D)9
9) A Process is said to be narrow band if the frequency band width W is frequency near band center
A)equal to the B)much greater than C)much lesser than D)none
10) If the input power spectral density of a system is and its output PSD is SYY(w) N0. then the transfer
function of the system is [ ]
A) B) C) D)
11. For a LTI system its impulse response and transfer function form a pair of [ ]
A)convolution B)Fourier transform C)both D)none
12) If SXX(w) is the power spectrum of the input process X(t) and is [ ]
the power transfer function of the system then the average power PYY is=
A) B) C) D)
13) The output power spectral density of Y(t) can be obtained by the formula SYY(w) = [ ]
A) B) C) D)
14)If N(t) is WSS, then X(t) and Y(t) are
A ) Jointly WSS B)WSS C)Gaussian D)Poisson
15) If the power density spectrum of a random process has its significant components clustered in a B.W
W(rad/s) that does not include w = 0. Then it is process. [ ]
A) band limited B) band pass C) narrow band D) stationary
16) For an LTI system, its impulse response and transfer function form a pair. [ ]
A) Laplace transform B) Fourier transform C) Z-transform D) convolution
17) If the power spectrum of a band pass random process is zero outside some frequency band of width
W(rad/s) that does not include w = 0, the process is called [ ]
A) band limited B) band pass C) narrow band D) stationary
18) A process is said be narrow band if the frequency band of width w is _ frequency near band-center
A) equal B) much greater C) much smaller D) twice
19) The RMS noise voltage across a 2F capacitor over the entire frequency band when the capacitor is shunted
by a 2K resistor maintained at 3000K is [ ]
A) 0.454v B) 4.54v C) 454V D) 0.0454v
20) When noise is mixed with a sinusoid the amplitude and PSD of the resulting noise component becomes & of
the original respectively [ ]
A) Same as that of original B) Half, half C) half, one-third D) half, one-fourth
21) The available noise power per unit bandwidth at the input of an antenna with a noise temperature of 150K,
feeding into a microwave amplifier with Te = 200K is [ ]
A) 483 x 10-23w B) 4.83 x 10-23w C) 48.3 x 10-23w D) 483w
22) Let n(t) be the narrow band representation of noise where n(t) = nc(t) cos wct - ns(t) sinwc t, and let
P1, P2, P3 are powers of n(t), nc(t) and ns(t) respectively then [ ]
A) P1 = 2P2 = 3P3 B) C) P1 = P2 = P3 D.3P1 = 2P2 = P3
23) The equivalent noise temperature of parallel combination of two resistors R1 = R2 = Roperating at noise
temperature T1, and T2 respectively is [ ]
A) T1 + T2 B) (T1 + T2)2 C) D) T1. T2
24) In defining the noise bandwidth of a real system, it is required that the noise power N1 passed by ideal
filter and noise powder N2 passed by real filter should be related as [ ]
A) N1 = 2N2 B) N2 = 2N1 C) N1 + N2 = 1 D) N1 = N2
25)Two resistor with resistances R1 and R2 are connected in parallel and have physical temperatures T1 and T2
respectively If T1 = T2 = T1, what is Ts ? [ ]
A) T B) T/2 C) T/3 D) T/4
26) An amplifier has three stages for which Te1 = 1500K (first stage), Te2 = 3500K and Te3 = 6000K
(output stage). Available power gain of the first stage is 10 and overall input effective noise temperature is
1900K then the available power gain of second stage and cascade's noise figure are respectively. [ ]
A) 12, 1.655 B) 1.655, 12 C) 14,3.65 D) 3.65, 14
27) In an amplifier, the first stage in a cascade of 5 stages has Te1 = 750K and G1 = 0.5. Each succeeding stage
has an effective input noise temperature and an available power gain that are each 1.75 times that of the
stage preceding it. The cascade's effective input noise temperature is [ ]
A) 50.260K B) 500.260K C) 400.260K D) 550.260K
28) The total available output noise power spectral density for a noisy two port network is Ga0 = [ ]
A) ga(f)(T0 + Te) B) C) D)
29) The noise present at the input of a two port network is 1w. The noise figure of the network is 0.5dB and its
gain is 1010. The available noise power contributed by two port is [ ]
A) 1.22KW B) 12.2KW C) 122 KW D) 1220 KW
30) If ga(f) is the available gain of the network these the noise figure in terms of (effective noise temperature)
and T0 is [ ]
A) B) C) D)
31) The equivalent noise temperature of an amplifier with noise figure of 0.2dB at a temperature of 2900K is
[ ]
A) 13.60K B) 150K C) 200K D) 14.80K
32) If cascading of 2 two port networks is done, then the corresponding equivalent (effective) noise temperature
of the cascade is obtained as Te= Where Te1 and Te2 are effective noise temperatures of two part - 1 & two port
2 respectively. is available gain of port 1 [ ]
A) B) C) D)
33) If Z(t) = X(t) + Y(t) where X(t) and Y(t) are two WSS processes and X(t) and Y(t) are uncorrelated and of
zero then RZZ()= [ ]
A) RXY () + RYX () B) B) RXX () + RYY() C) RXY () - RYX () D) RXX () + RYY()
34) The mean square value for the Poisson process sX(t) with parameter t is [ ]
A) t B) (t)2 C) t + (t)2 D) t - (t)2
35) The interval between two consecutive occurrences of Poisson process is r.v. [ ]
A) guassian B) poission C) binomial D) exponential
36) The random process X(t) and Y(t) are having their auto correlation functions as and respectively. If they are
orthogonal processes, then the mean square value of X(t) + Y(t) is [ ]
A)2 B)3 C)4 D)6
37) X and Y and Z are uncorrelated R.V's with the semi variance. Find the correlation coefficient between
(X + Y) and (Y + Z). [ ]
A)0 B)1/2 C)1/4 D)1
38) The independent R.V's with zero mean are [ ]
A) orthogonal B) Non-orthogonal C)correllated D)none
39) Which of the following is correct [ ]
A) B) C) D)
40) X and Y are two independent normal r.v's N(m, 2) = N(0, 4). Consider V = 2X + 3Y is a _ R.V. [ ]
A)Rayleigh B)guassian C)binomial D)poission