UNIT-2

Q.1. Write short note on the following :

(i) CDF (ii) PDF (iii) Random Process
(UPTU 2015-16 Sem 2012-13, 2014-15, 2013-14)
Sol.
CDF : The cumulative distribution function (CDF) of a random variable is defined as
the probability that the random variable X takes values less than or equal to x.
Fx ( x ) = P( X ≤ x )
Here, x is a dummy variable and the CDF is denoted by FX ( x ).
Important Properties :
Property 1 : 0 ≤ FX ( x ) ≤ 1 (CDF is always bounded between 0 and 1)
Property 2 : FX ( ∞ ) = 1
FX ( ∞ ) = P( X ≤ ∞ )
Property 3 : FX ( −∞ ) = D
Property 4 : FX ( x1 ) ≤ FX ( x 2 ) for X 1 < X 2
FX ( x ) is a monotone non-decreasing function
PDF : The CDF function gives the discrete as well as continuous random variable.
However PDF is a more convenient way of describing a continuous random variable.
d
fX ( x ) = FX ( x )
dx
(PDF) Probability density function is defined as the derivative of the CDF.
Properties :
x
Property 1 : FX ( x ) = ∫0 fX ( x ) dx
CDF can be derived by integrating it.
d
Property 2 : PDF fX ( x ) = F ( x)
dx X
is a non-negative function
fX ( x ) ≥ 0
∞
Property 3 : ∫−∞ f X ( x ) dx = 1
The area under PDf curve is always equal to unity.
Digital Communication [20] (Buddha Series) Unit-2

RANDOM PROCESS
The ensemble cosprised of functions of time is called as random or stochastic process.

Properties or Characteristics of a Random Process

If X ( t) = A sin( 2πfct + θ )
where θ = Random variable distributed over the range ( 50, 2π )
By considering such a random process X which is the function of time and a collection
of infinite number of random variables which are generally dependent.

Classification :
1. Stationary and Non-stationary random process.
2. Wide sense stationary process.
3. Ergodic process.
Q.2. State Bay’s Theorem and its purpose. [2 Marks]
(UPTU 2012-13 16-17)
Sol. : Bay’s Theorem
Probability of Joint Occurence :
P( AB ) = P( A) P ( B / A)
Conditional probability
P( AB )
P( B / A) =
P( A)
P( A) P( B / A)
or P( A / B ) = ...(1)
P( B )
P( B ) P( A / B )
P( B / A) = ...(2)
P( A)
Equation (1) and (2) are the Bay’s Rule.
Q. 3. Explain and proof Central Limit Theorem. [5 Marks]
(UPTU 2010-11, 12-13, 16-17)
Sol. : Central Limit Theorem
The central limit theorem is used when PDF of several independent random variables
is to be obtained. Under certain conditions, the probability density function of sum of a
large number of independent random variables tends to approach Gaussian PDF variable
independent of probability densities of variables
Proof : Z = X +4
or Y =Z −X
P( Z ≤ z ) = P[( x + 4) ≤ z ]
Unit-2 [21] (Buddha Series) Digital Communication

or P( Z ≤ z ) = Fz ( Z )
or P( x1 < X ≤ x 2 , y1 < Y ≤ y2 )
x2 y2
= ∫x1 ∫y1 fxy ( x , y) dx dy
∞ (z − x )
FZ ( z ) = ∫−∞ ∫−∞ fxy( x , y) dx dy
∞ z−x
FZ ( z ) = ∫−∞ ∫−∞ fxy ( x , z − x ) dx dy
d
FZ ( z ) = FZ ( z )
dz
∞
or f Z ( z ) = f X ( x ) ⋅ fY ( y) = ∫−∞ fxy ( x , z − x ) dx
Q.4. Explain the importance of probability of Error. [2 Marks] [UPTU 2015-16]
Sol. The probability of error may be considered as being the probability of making
wrong decision and which would have a different value for each type of error.
The probability of error may refer to the probabilities of various amounts of error
occuring.
The error is taken to be a random variable and as such has a probability distribution.
Q.5. Define mean variable and standard deviation or random variables.
[5 Marks] [UPTU 2015-16]
Sol. Standard Deviation and Mean Variable
Mean Value : Consider a discrete random variable X which has the possible values of
x1 , x 2 with the probabilities of occurrence to be P( x1 ), P( x 2 )...
If there are N independent observations of the discrete random variable X , then
outcome X = x1 will occur NP( x1 ), the outcome X = x 2 would occur NP( x 2 ) times
k
Mean value of X = Σ x i P( x1 )
i =1

Standard deviation ( x ) :
x = E [ x 2 ] − mx2
standard deviation ( x ) of a random variable is defined as the square root of the
variance x 2
The value of standard deviation indicate the deviation in the value of the random
variable from its mean value.
Q.6. Supose that a certain random variable has the CDF
 0 x≤0
 2
FX ( x ) =  Kx 0 < x ≤ 10
100K for x > 10

Evaluate K, Find the values of P ( X ≤ 5) and P (5 ≤ X ≤ 7) [5 Marks]
Digital Communication [22] (Buddha Series) Unit-2

[UPTU Sem 2013-14]

Sol. P( X ≤ 5)
FX ( x ) = 100K = 1
1 2
FX ( x ) = x for 0 < x ≤ 10
100
FX ( x ) = P( X ≤ x ) = P( x ≤ 5)
1
= ( 5)2
100
1
=
4
P( x1 < X ≤ x 2 ) = FX ( 7) − FX ( 5)
1 1 24
= ( 7)2 − ( 5)2 =
100 100 100
24
FX ( x ) = > P( 5 < X ≤ 7) =
100
Q.7. The joint PDF of random variables X and Y is :
1
fX ( x, y) = e − | x | − | y |; −∞ < x, y < ∞
4
(a) Are X and Y statistically independent random variables ?
(b) Calculate the probability that X ≤ 1 and Y < 0. [5 Marks] [UPTU 2010-11]
1 − | + x| − | y|
Sol. f X ( x , y) = e e
4
1 1
= e− | x| e− | y|
2 2
= f X ( x ) fY ( y)
1 1
or fX ( x ) = e − | + x| and fY ( y) = e − | y |
2 2
y2 x2
P( x1 < X ≤ x 2 , y1 < y ≤ y2 ) = ∫ ∫ f XY ( x , y) dx dy
y1 x1

P( X ≤ 1, Y ≤ 0) = P( −∞ < X ≤ 1, − ∞ < Y ≤ 0)
0 1
= ∫ ∫ f X ( x , y) dx dy
−∞ −∞
0 1
1 − | x| − | y|
= ∫ ∫ 4
e dx dy
−∞ −∞
0 1
1 − | y| 1
= ∫ e dy ⋅ ∫ e − | x | dx
−∞
2 −∞
2
Unit-2 [23] (Buddha Series) Digital Communication

 0
1 0   e − x  
= e| y |−∞ [ e x ]0−∞ +   
4   −1  −∞ 

1
= ( 2 − e −1 ) Ans.
4
Q.8. The Pdf of a random variable is given as :
K for a ≤ x ≤ b
fX ( x ) = 
 0 otherwise
(i) Value of K = ? (ii) If a = − 1, b = + 2 [10 Marks] [UPTU Sem 2009-10, 2007-08]
1
Sol. Calculate P (| x | ≤ c) for c =
2
to obtain the value of K :
∞

∫ f X ( x ) dx = 1
−∞
b

∫ K dx = 1
a
K [ x ]ba = 1
K ( b − a) = 1
1
K =
b−a
 1 for a ≤ x ≤ b

f X ( x ) = ( b − a )
 0 otherwise

1
(ii) To determine P(| x | ≤ C ) for C =
2
 1 1
P− ≤ X ≤ 
 2 2

fx(x)

1
(b – a)

a X
O b

Fig. 1
Digital Communication [24] (Buddha Series) Unit-2
x2
P( x1 < X ≤ x 2 ) = ∫ f X ( x ) dx
x1
1
2
 1 1  1 
P− ≤ X <  = ∫   dx
 2 2 1
 b − a
−
2
1
= [ x ]1−/12/2
( b − a)
1  1 1
= +
( b − a )  2 2 
If b = 2, a = − 1
1 1
= ×1=
2+1 3
 1 1
P | X | <  = Ans.
 2  3
Q.9. Probability density function of a Random variable X is defined as :
Kx 2 ; 1 ≤ x ≤ 2

fX ( x ) =  Kx ; 2 < x ≤ 3
 0 ; otherwise
 [10 Marks]
[UPTU Sem-2011-12, 2014-15]
∞
Sol. ∫ fX ( x ) dx = 1
−∞
2 3
2
∫ Kx dx + ∫ Kx dx = 1
1 2

x 3 3 x2 
3
K  + K  = 1
 3  1  2  2
6
K =
29
∞
(ii) P( X ≥ 2) = ∫ fX ( x ) dx
2
∞ 3
= ∫ Kx dx = ∫ Kx dx
2 2
Unit-2 [25] (Buddha Series) Digital Communication

5 15
= K =
2 29
2
P( X ≤ 2) = ∫ f X ( x ) dx
−∞
2
14
= ∫ Kx 2 dx =
1
29
3 /2
1 3
P < X ≤  = ∫ Kx 2 dx
2 2 1/2
13
=
58
x
(iii) FX ( x ) = ∫ dx
−∞
x
For 1 < x < 2, FX ( x ) = ∫ Kx 2 dx
1
2
= ( x 3 − 1)
29
For 2 < x ≤ 3; FX ( x ) = 5
2 x
2
∫ Kx dx + ∫ Kx dx
1 2
14 3
= + ( x 2 − 4) Ans.
29 29
Q. 10. A random variable X has PDF
 6x − 6x 2 0≤ x ≤1
fX ( x ) = 
 0 otherwise
Find constant b such that
P (X ≤ b) = P (X > b)
where b, is constant, 0 ≤ b ≤ 1 [10 Marks] [UPTU Sem- 2011-12, 2014-15]
b
Sol. P( X ≤ b) = ∫ f X ( x ) dx
−∞
∞
and P( X > b) = ∫ f X ( x ) dx
b

P( X ≤ b) = P( X > b)
Digital Communication [26] (Buddha Series) Unit-2
b ∞

∫ f X ( x ) dx = ∫ f X ( d ) dx
−∞ b
b 1
2
∫ ( 6x − 6x ) dx = ∫ ( 6x − 6x 2 ) dx
0 b
b b  1 1 
6  ∫ x dx − ∫ x2 dx  = 6  ∫ a dx − ∫ x 2 dx 
 0 0   b b 

x2 x 3 b
x2 x 3 1
 −  = − 
 2 3 
0

 2 3 
b

b 2 b 3  1 1  b 2 b 3 
− = − − − 
2 3  2 3   2 3 
 b2 b3  1
2 − =
 2 3  6

6b 2 − 4b 3 = 1
1  1  1
b= or P  X ≤  = P  X > 
2  2   2
Q. 11. Explain the term Ergodic random process. [5 Marks]
[UPTU Sem 2006-07, 2010-11, 2014-15]
Sol. Ergodic Process
A random process is called ergodic process if time averages are equal to ensemble
averages. Thus for ergodic process.
mX ( t) = mx (T )
and R X ( t1t2 ) = R x (T , T )
The process is ergodic in mean if following two conditions are satisfied :
lim mx (T ) = mx ( t)
T → ∞

(2) lim Var [ mx ( t)] = 0

T → ∞

Q.12. A random variable X is having uniform probability density function in

range [−1, 1]. Find mean and variance of the random variable. [5 Marks, 2 Marks]
[UPTU Sem 2006-07, 2010-11]
a+b
Sol. mx =
2
1−1
=0
2
Unit-2 [27] (Buddha Series) Digital Communication

fx(α)

1
2

X
a = –1 O b=1

Fig. 2 : PDF Curve

( a − b)2 ( −1 − 1)2
Variance x = =
12 12
1
=
3
Q. 13. A binary symmetric channel (BSC) error probability is Pe . The
probability of transmitting 1 is Q and that of transmitting O is (1 − Q ). Determine
the probabilities of receiving 1 and 0 at the receiver. [5 Marks]
[UPTU Sem 2008-09, 2006-07, 2015-16, 2011-12]
A0 B0
P(A0) = Q 1 – Pe

Pe

Pe

A1 B1
P(A1) = 1 – Q 1 – Pe
Fig. 3

Sol. P( B 0 / A1 ) = P( B1 / A0 ) = Pe
P( B 0 / A0 ) = P( B1 / A1 ) = 1 − Pe
P( B 0 ) = P( B 0 / A0 ) P( A0 ) + P( B 0 / A1 ) P( A1 )
= ( 1 − Pe )Q + Pe( 1 − Q )
= Pe + Q − 2PeQ Probability of receiving 0
P( B1 ) = P( B1 / A0 ) P( A0 ) + P( B1 / A1 ) P( A1 )
= Pe Q + ( 1 − Pe )( 1 − Q )
= 1 − Q − Pe + 2PeQ
Probability of receiving t
Digital Communication [28] (Buddha Series) Unit-2

Q.14. the Joint PDF of X and Y is given by fXY ( x, y) = Keαx + βy u( x ) u( y)

where α and β are positive constants. Determine the value of constant K.
[5 Marks] [UPTU Sem 2009-10, 2011-12, 2014-15]
∞ ∞
Sol. ∫ ∫ f XY ( x , y) dx dy = 1
−∞ −∞
(Joint PDF property)
∞ ∞
= ∫ ∫ Ke − (αx + βy ) u( x ) u( y) dx dy
−∞ −∞
u( x ) = 1 for x ≥ 0 and u( y) = 1 for y ≥ 0
∞ ∞
− (αx + βy )
or ∫ ∫ Ke dx dy = 1
0 0
∞ ∞
or K ∫ e −αx dx ∫e
− βy
dy = 1
0 0
 −αx  ∞  −βy  ∞ 
 e e 
or K  α ⋅    =1
 −  0  −β  0 

K
or [( e −α − e 0 ) ⋅ ( e −∞ − e 0 )] = 1
aβ
or K = αβ Ans.
1 ( 0 ≤ x ≤ 2π )

Q.15. Let X have the uniform distribution given by fX ( x ) =  2π
elsewhere
 0
Calculate m x , x 2 , σ x [5 Marks] [UPTU Sem 2013-14]
Sol. m x :
∞
mx = ∫ x f X ( x ) dx
−∞
2π
1
= ∫ x
2π
dx
0
2π
1 x2 
=  
2π  2  0
1
= ( 4π 2 − 0)
4π
=π
Unit-2 [29] (Buddha Series) Digital Communication

x2 :
∞
2 2
x = E[ x ] = ∫ x 2 f X ( x ) dx
−∞
2π
2 1
= ∫x ×
2π
dx
0
2π
1 x3 
= p 
2  3 
0
1 4
[ 8π 3 − 0] = π 2
=
6π 3
4
σ 2x : E[ x 2 ] − mx2 = π 2 − π 2
3
1 2
σ x = σ 2x = π
3
π
or = Ans.
3
Q. 16. If 3 of 20 tubes are defective and 4 of them are randomly chosen for
inspection. What is the probability that only one of the defective tubes will be
included? [2 Marks]
Sol. Four tubes can be selected out of 20 in 20C 4 ways.
n n!
By Cr =
r !( n − r )!
20 !
=
4 !( 20 − 4)!
20 ! 20 × 19 × 18 × 17 × 16 !
⇒ =
4 ! 16 ! 16 ! × 4 × 3 × 2 × 1
= 4845
Now there are 3 defective tubes. Now since only one defective tube should be included
in set of 4, this tube can be chosen in 3C1 ways.
In the set of 4 defective tubes one tube should be defective and 3 tubes are
non-defective. Selection for those 3 tubes can be 17C 3 ways.
N A = 3C1 × 17
C3
No. of favourable ways
P( A) =
Total possible ways
N A 2040
⇒ =
N 4845
Digital Communication [30] (Buddha Series) Unit-2

= 042
.
Q.17. An information source produces 0 and 1 with probabilities 0.3 nad 0.7
respectively. The output of the source is transmitted via a channel that has a
probability of error (turning a1 into 0 and a0 into 1) is equal to 0.2.
(i) What is the probability that at output 1 is observed?
(ii) What is the probability that a1 was the output of source if at the output
of channel a1 is observed? [10 Marks] [UPTU 2015-16]
Sol. Let ‘0’ be represented by A0 and ‘1’ be represented by A1 at the input.
Let B 0 and B1 represent ‘0’ and ‘1’ at output
. , P ( A1 ) = 0.7
P ( A0 ) = 03
P ( B 0 A1 ) = P ( B1 A0 ) = 02
.
A0 B0
P(B0/A0)
P(A0)
)
P( /A 1
B B0
1 /A P(
0)

A1 B1
P(A1) P(B1/A1)
Fig. 4

P ( B1 ) = P ( B1 A1 ) + P( A1 ) + P( B1 A0 ) P ( A0 )
Q P ( B1 A1 ) + P( B 0 A1 ) = 1
P ( B1 A1 ) = 1 − P( B 0 A1 )
⇒ 1 − 02
. = 08
.
∴ P ( B1 ) = 08
. × 0.7 + 02
. × 03
.
P ( B1 ) = 062
. Ans.
This is the probability of getting 1 at output.
Q.18. Three students A, B and C are given a problem in maths. The
probabilities of their solving the problem ae 3/4, 2/3 and 1/4 respectively.
Determine the probability that the problem is solved if all of them try to solve the
problem. [5 Marks] [UPTU 2009-10]
3 2 1
Sol. P ( A) = , P ( B ) = , P ( C ) =
4 3 4
P ( ABC ) = P ( A) . P ( B ) . P ( C )
Unit-2 [31] (Buddha Series) Digital Communication

3 2 1 1
⇒ × × =
4 3 4 8
P ( ABC ) 1 8 1
P ( A ABC ) = = =
P ( A) 34 6
P ( ABC ) 1 8 3
P ( B ABC ) = = =
P ( B) 2 3 16
P ( ABC ) 1 8 1
P ( C ABC ) = = =
P (C ) 14 2
1 3 1
P ( A ABC ) + P ( B ABC ) + P ( C ABC ) = + +
6 16 2
= 0854
. Ans.
o