Q1 (a): Explain a discrete time parameter continuous sample space random process with the help of
an example. [5 Marks]
A discrete-time parameter continuous sample space random process is a process where
observations are made at discrete
time points, but the outcomes belong to a continuous sample space.
Example: Consider the temperature measurement in a city every hour over a day.
- Time parameter: Discrete (measured at 1-hour intervals).
- Sample space: Continuous (temperature can take any real value).
Q1 (b): Brief on time-invariant systems. Provide one example. [5 Marks]
A time-invariant system is a system where its output does not depend explicitly on the time at which
an input is applied.
If the input signal x(t) produces an output y(t), then for a time-invariant system, shifting the input in
time by t0
results in an output that is also shifted by t0, i.e., x(t - t0) -> y(t - t0).
Example: A resistor circuit where the voltage-current relationship (V = IR) does not depend on when
the voltage is applied.
Q1 (c): A person is walking along a straight line. Each step he takes is either 1 unit forward with
probability 0.6 or 1
unit backward with probability 0.4. The person takes 3 steps. [5 Marks]
(i) What is the probability that the person ends up at the starting point after 3 steps?
Possible ways to return to the starting point:
1. 2 forward steps (+2) and 1 backward step (-1): (+1) + (+1) + (-1) = 0
2. 1 forward step (+1) and 2 backward steps (-2): (+1) + (-1) + (-1) = 0
Using the binomial distribution:
1. For 2 forward and 1 backward:
P(X = 2) = C(3,2) * (0.6)^2 * (0.4)^1 = 3 * 0.36 * 0.4 = 0.432
2. For 1 forward and 2 backward:
P(X = 1) = C(3,1) * (0.6)^1 * (0.4)^2 = 3 * 0.6 * 0.16 = 0.288
Adding both probabilities:
P(starting point) = 0.432 + 0.288 = 0.72
(ii) Compute the expected position of the person after 3 steps.
The expected position can be calculated as:
E[X] = n * E(single step) = 3 * (0.6 * 1 + 0.4 * (-1)) = 3 * (0.6 - 0.4) = 3 * 0.2 = 0.6
Q1 (d): Describe confidence interval. Find p-value for the following Z-scores: [5 Marks]
1. Confidence Interval:
A confidence interval is a range of values derived from sample data within which the true population
parameter is
expected to lie with a specified level of confidence (e.g., 95%).
2. Find p-values:
For a standard normal distribution, the p-value is calculated as the area in the tail(s) beyond the
given Z-score.
- For z < -1.96 and z > +1.96 (two-tailed):
p = 2 * P(Z > 1.96) = 2 * 0.025 = 0.05
- For z < -1.64:
p = P(Z < -1.64) = 0.05
- For z < -2.57 and z > +2.57 (two-tailed):
p = 2 * P(Z > 2.57) = 2 * 0.005 = 0.01