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Biomedical Engineering Random Processes Exam

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5 views2 pages

Biomedical Engineering Random Processes Exam

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reetajoldrine
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Reg. No.

8 1 5 4

DEPARTMENT OF BIOMEDICAL ENGINEERING


R21 MA3355 RANDOM PROCESSES AND LINEAR ALGEBRA
MODEL EXAM
Time : 3 Hrs. QUESTION CODE :BM2402 Maximum Marks : 100
Session : AN Year / Sem : I /II Date : 25-06-2024
Answer ALL questions(10X2=20 Marks)
BT
[Link] PART – A CO’s Level

State the law of total probability and state under which situation it could be used. CO1 K1
1.
2. For the following density function f(x)=ae− ⌈ x ⌉ , -∞ < x <∞ find the value of a. CO1 K4

3. Given f(x,y) = Cx(x-y) 0 < x < 2, -x < y < [Link] C. CO2 K5


1
4. Let X be a random variable with pdf f(x) = .-1≤ x ≤ 1. and let Y= [Link] E(y). CO2 K3
2
5. Define irreducible and results CO3 K1
6. Explain Markov process CO3 K2
7. Define Subspace CO4 K1

8. W={(a,0,0)/a∈ R) } is a subspace of R3 . CO4 K3

9. Define inner product space. CO5 K1

10. Define Null space CO5 K1


PART – B (5X16=80 Marks)
A random variable X has the following probability function
a(i) x 0 1 2 3 4 5 6 7
CO1 K5
P(x) 0 k 2k 2k 3k K2 2 K2 7 K2+k (8)
11. 1
i)Find k ii) Evaluate p(X< 6) P(X ≥ 6) and p(0 < X < 5) iii)If p(X ≤ k) > find the
2
maximum value of k and determine the distribution function of X.

For the triangular distribution

{
CO1 K3
a(ii) x 0< x ≤1 (8)
F(x)= 2−x 1 ≤ x< 2
0 otherwise
Find the mean, Variance.
(or)
An irregular 6 faced die is thrown such that the probability that it gives 3 even
number in 5 throws is twice the probability that it gives 2 even numbers in 5
CO1 K2
b(i) [Link] many sets of exactly 5 trials can be expected to give no even number
(8)
out of 2500 sets.

Out of 800 families with 4 children each how many families would be
CO1
expected to have
(8) K2
b(ii) i)2 boys and 2 girls ii)Atleast one boys
iii)Atmost 2 girls iv)Children of both gender

12. 8 CO2
Let X and Y be two random variables with the joint pdf f(x)= xy ,1<x<y<2 (8) K3
a(i) K
i)Compute the value of K ii) Find the marginal densities iii) Find the conditional
density function of X given Y
Find the correlation coefficient for the following data. CO2
(8) K5
a(ii) X 10 14 18 22 26 30
Y 18 12 24 6 30 36
(or)

b(i) If the joint pdf of (X,Y) is given by p(x,y)=K(2x+3y),x=0,1,2;y=1,2,[Link] all the


marginal probability [Link] find the probability distribution of(x+y) and CO2 K4
p(x+y>3). (8)
b(ii) xy CO2
Two random variables X and Y have joint pdf f(x,y)= 0 < x < 4,1< y < 5. (8) K3
96
Find i) E(x) ii)E(y) iii)E(xy) iv)E(2x+3y) v) Var (X) vi) var(y) viii) Cov(X,Y)
13. a(i) Show that the process {X(t)}, X(t)=A cos (ωt +θ ) where A CO3 K4
ω are constants , θ isuniformly distributed ∈¿ (- π , π ¿ is wide sense stationary. (8)

a(ii) A salesman territory consists of three cities A ,B and [Link] never sells in the same
city on successive [Link] he sells in A,then the next day he sells in the city CO3 K3
[Link] if he sells in either B and C, the next day he is twice as likely to sell in (8)
city A as in the other [Link] the long run,how often does he sell in each of the
cities?
(or)
b The process X(t) whose probability Distribution function under certain

{
n−1
(at) CO3 K3
n+1 (16)
condition is belong by p{X(t)=n} (1+at) n=1, 2 , 3 … .
at
n=0
1+ at
14. a(i) Determine whether the set of all pairs of real numbers of the form (1,x) with the
operations (1,y)=(1,y’)=(1,y+y’) and k(1,y)=(1,ky) is the vector space are not if CO4 K4
not identify the vectors space axioms that fails to hold. (8)

a(ii) Prove that The union of two subspace of a vector space is a subspace iff one is CO4 K1
contained in the other. (8)
(or)
b(i) CO4
Show that the set W={( a1 , a2 , a3 )∈R3 , 2a1 - 7a2 + a3 = 0 is a subspace of V. (8)
K2

b(ii) Determine the basic and dimension of the homogeneous equation system
2x1+ x2 – x3 + x5 = 0 ,- x1 – x2 +2 x3 -3 x4 + x5 = 0, x1 + x2 -2 x3 – x5 =.0 x3 + x4 + CO4
K3
x5 = 0 (8)

15. a(i) For the data {(1,2)(3,4)(5,7)(7,9)(9,12)} using method of least square CO5
approximation find the best fit of linear equation,also compute the error E. (8) K3

a(ii) Applying Gram Schmidt process find the orthonormal basis of V3(R) with the CO5
K3
standard inner product starting with the following base.(2,-1,0)(4,-1,0)(4,0,1) (8)
(or)
b. State and prove Dimensional theorem CO5
K1
(16)

Prepared by Checked by Approved by


[Link] JAYARAMAN [Link] HOD/BME Principal
AP/MATHS (SAH)

Common questions

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Subspaces are vital in linear algebra as they provide insight into the structure of vector spaces, allowing for simplifications in solutions. A subspace is a set of vectors that form a vector space and is closed under addition and scalar multiplication. For example, the set W = {(a,0,0) | a ∈ R} is a subspace of R³ .

The law of total probability is used to find the probability of an event when it can be partitioned into multiple mutually exclusive sub-events. It is mathematically expressed as: P(A) = Σ P(A | B_i) P(B_i), where {B_i} is a partition of the sample space .

The Gram-Schmidt process transforms a set of linearly independent vectors into an orthonormal set. This involves iterating over each vector, subtracting projections of previously determined orthogonal vectors, and normalizing the result. Each step preserves linear coverage while ensuring orthogonality and unit length .

To find the marginal distributions, sum the joint distribution across the remaining variable: f_X(x) = Σ f(x,y) over y and f_Y(y) = Σ f(x,y) over x. Marginal distributions give the probabilities of individual variables, ignoring the others, and help understand individual behavior in multivariate setups .

An irreducible Markov process is one in which it is possible to reach any state from any other state in a finite number of steps. This means the state space is a single communicating class, where the process is ergodic and each state is recurrent .

To compute the conditional density function f(x|y), use the formula f(x|y) = f(x,y) / f_Y(y), where f_Y(y) is the marginal density of Y. Calculate f(x,y) with given K and derive f_Y(y) by integrating f(x,y) over x. Then divide f(x,y) by f_Y(y) for the condition 1 < x < y < 2 .

The dimensional theorem states that for a finite-dimensional vector space V, the dimension of V = the number of vectors in a basis of V. It proves that any set containing more vectors than the dimension of the space is linearly dependent, and any linearly independent set of vectors can be extended to a basis .

The least squares method minimizes the sum of squared differences between observed and predicted values. For data points (x_i, y_i), the linear equation y = mx + b is fit by solving the normal equations derived from setting the partial derivatives of the error term with respect to m and b to zero .

The expected value E(Y) is calculated by integrating the square of each value of X under its probability distribution: E(Y) = ∫ from -1 to 1 (x² * (1/2)) dx. This evaluates to 1/3 for -1 ≤ x ≤ 1 .

The correlation coefficient r measures the strength and direction of a linear relationship between two variables. It is computed as the covariance of the variables divided by the product of their standard deviations. Values range from -1 to 1, indicating perfect negative or positive linear relationships, with 0 suggesting no linear correlation .

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