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DEPARTMENT OF MATHEMATICS
PROBABILITY AND QUEUEING THEORY (MA 2262)
UNIT I RANDOM VARIABLES
PART-A
1. The probability density function of a continuous random variable X is given by
( )
x
f x Ke
>
=
s
+ < <
>
=
<
. Find the
moment generating function.
7. If X is a Poisson variate such that
( ) ( ) ( ) 2 9 4 90 6 P X P X P X = = = + = , find the
variance.
8. Comment the following: The mean of a binomial distribution is 3 and variance is 4
9. If X andY are independent binomial variates
1
5,
2
B
| |
|
\ .
and
1
7,
2
B
| |
|
\ .
find
| | 3 P X Y + =
10. If X is uniformly distributed with Mean1and Variance
4
3
, find
| | 0 P X >
11. If X is
( ) 2,3 N ind
3
2
P Y
(
>
(
where 1 . Y X + =
12. If the probability is
1
4
that a man will hit a target, what is the chance that he will hit the
target for the first time in the 7
th
trial?
PART-B
1. A random variable X has the following probability function:
Values of
( )
2 2 2
: 0 1 2 3 4 5 6 7
: 0 2 2 3 2 7
X
P X K K K K K K K K +
Find (i) K , (ii) Evaluate
( ) ( ) 6 , 6 P X P X < > and
( ) 0 5 P X < <
(iii). Determine the distribution function of X .
2. If the probability distribution of X is given as
( )
: 1 2 3 4
: 0.4 0.3 0.2 0.1
X
P X
Find
( ) 1/ 2 7/ 2 1 P X X < < >
(ii). If
( )
; 1, 2, 3, 4, 5
15
0 ;
x
x
P x
elsewhere
find (a)
{ } 1 2 P X or and = (b)
{ } 1/ 2 5/ 2 1 P X x < < >
3. X is a continuous random variable with pdf given by
( )
0 2
2 2 4
6 4 6
0
Kx in x
K in x
F X
K Kx in x
elsewhere
s s
s s
=
s s
Find the value of K and also the cdf
( )
X
F x .
4. A random variable X has the P.d.f
( )
2 , 0 1
0 ,
x x
f x
Otherwise
< <
=
Find (i)
1
2
P X
| |
<
|
\ .
(ii)
1 1
4 2
P x
| |
< <
|
\ .
(iii)
3 1
/
4 2
P X X
| |
> >
|
\ .
5. The elementary probability law of a continuous random variable is
( )
( )
0
,
b x a
f x y e
=
, 0 a x b s < > where a, b and
0
y are constants. Find
0
y , the r
th
moment about the point x a =
and also find the mean and variance.
6. The first four moments of a distribution about 4 x = are 1,4,10 and 45 respectively. Show that
the mean is 5, variance is 3,
3
0 = and
4
26 =
7. A continuous random variable X has the p.d.f ( )
2
, 0.
x
f x kx e x
= s <
. Also find
1
'
,
2
'
.
9. Let the random variable X have the p.d.f ( )
2
1
, 0
2
0 , .
x
e x
f x
otherwise
>
=
Find the moment generating function, mean & variance of X .
10. a) A die is cast until 6 appears. What is the probability that it must cast more than five times?
b) Suppose that a trainee soldier shoots a target in an independent fashion. If the probability
that the target is shot on any one shot is 0.8.
(i) What is the probability that the target would be hit on 6
th
attempt?
(ii) What is the probability that it takes him less than 5 shots?
11. a) Find the m.g.f. of the geometric distribution and hence find its mean and variance.
b) Six coins are tossed 6400 times. Using the Poisson distribution, what is the approximate
probability of getting six heads x times?
12. a) Define Binomial distribution Obtain its m.g.f., mean and variance.
b) Six dice are thrown 729 times. How many times do you expect at least 3 dice show 5 or 6 ?
13. a) If
1 2
, X X are two independent random variables each flowing negative binomial
distribution with parameters
( )
1
, r p and
( )
2
, r p , show that the sum also follows negative binomial
distribution
b) If a boy is throwing stones at a target, what is the probability that his 10
th
throw is his 5
th
hit, if the probability of hitting the target at any trial is 0.5?
14. a) State and prove the memoryless property of exponential distribution.
b) A component has an exponential time to failure distribution with mean of 10,000 hours.
(i) The component has already been in operation for its mean life. What is the probability
that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the probability that it will
operate for another 5000 hours.
15. The Daily consumption of milk in a city in excess of 20,000 gallons is approximately
distributed as a Gamma variate with parameters 2 o = and
1
10, 000
= . The city has a daily
stock of 30,000 gallons. What is the probability that the stock is insufficient on a particular
day?
16. a) suppose that the lifetime of a certain kind of an emergency backup battery (in hours) is a
r.v. X , having the Weibull distribution with parameter 0.1 o = and 0.5 | = .
(i) Find the mean life time of these batteries
(ii)The probability that such a battery will last more than 800 hours.
b) Each of the 6 tubes of a radio set has the life length (in years) which may be considered as a
r.v that follows a Weibull distribution with parameter 25 o = and 2 | = .If these tubes function
independently of one another, what is the probability that no tube will have to be replaced during
the first 2 months of service?
UNIT-II
1. Let X andY have joint density function ( ) , 2, 0 1 f x y x y = < < < .Find the marginal density
functions and the conditional density function Y given X x = .
2. Two random variables X and Y have the joint p.d.f ( )
(2 )
, , , 0
x y
f x y Ae x y
+
= > . Find A.
3. Verify whether X and Y are independent if ( ) , , 0 , 0 4 f x y kxy x y y = s s s s
4. Two random variables X and Y have the joint p.d.f
( ) , , f x y x y = + 0 1, 0 1 . x y s s s s
Determine the marginal distributions of X and Y.
5. Suppose that the joint density function of X and Y is
( )
, 0 , 0
,
0 ,
x y
Ae x y y
f x y
otherwise
s s s s
=
Determine A.
6. Examine whether the variables X and Y are independent, whose joint density function is
( )
( ) 1
, ,
x y
f x y xe
+
= 0 , x y < < .
7. If X has an exponential distribution with parameter 1. Find the pdf of y x =
8. If X is uniformly distributed random variable in ,
2 2
t t | |
|
\ .
, Find the probability density
function of . Y tanX =
9. If the Joint probability density function of
( ) , x y is given by
( ) ( ) , 24 1 , f x y y x =
0 1 y x s s s Find
( ) E XY .
10. If X and Y are random Variables, Prove that
( ) ( ) ( ) ( ) , Cov X Y E XY E X E Y =
11. If X andY are independent random variables prove that
( ) , 0 cov x y =
12. Write any two properties of regression coefficients.
13. Write the angle between the regression lines.
14. State central limit theorem
PART-B
1. The joint probability density function of a bivariate random variable ( ) , X Y is
( )
( ), 0 2, 0 2
,
0 ,
XY
k x y x y
f x y
otherwise
+ < < < <
Find (i)
( ) 1 3 P X Y < <
(ii) ( ) 3 P X Y + < (iii)
( )
1
3
X
P
Y
<
<
.
b). Three balls are drawn at random without replacement from a box containing 2 white, 3 red
and 4 black balls. If X denotes the number of white balls drawn and Y denotes the number of
red balls drawn find the joint probability distribution of ( ) , X Y .
3.a) Two fair dice are tossed simultaneously. Let X denotes the number on the first die and Y
denotes the number on the second die. Find the following probabilities.
(i)
( ) 8 P X Y + = , (ii)
( ) 8 P X Y + > , (iii)
( ) P X Y = and (iv)
( )
6
4
X Y
P
Y
+ =
=
.
b) The joint probability mass function of a bivariate discrete random variable
( ) , X Y in given
by the table.
X
Y
1
2
3
1 0.1 0.1 0.2
2 0.2 0.3 0.1
Find
i. The marginal probability mass function of X and Y .
ii. The conditional distribution of X given 1 Y = .
iii.
( ) 4 P X Y + <
4.a) If X and Y are two random variables having the joint density function
( ) ( )
1
, 2
27
f x y x y = + where x and y can assume only integer values 0, 1 and 2, find the
conditional distribution of Y for X x = .
b) The joint probability density function of ( ) , X Y is given by
( )
2
2
, 0 2, 0 1
,
8
0 ,
XY
x
xy x y
f x y
otherwise
+ s s s s
=
> >
i. Find the marginal density of X and Y .
ii. Are X and Y independent.
iii. ( ) 1 3, 1 2 P X Y < < < < .
b) The joint probability distribution of X and Y is given by
( )
6
, 0 2, 2 4
, 8
0 ,
x y
x y
f x y
otherwise
< < < <
. Find
( )
1 3
2
Y
P
X
< <
=
.
6.a) Two random variables X and Y have the following joint probability density function
( )
2 , 0 1, 0 1
,
0 ,
x y x y
f x y
otherwise
s s s s
=
= + .
Find the mean value of the R.V.
( )
2
0
y X t dt =
}
and variance of
( ) X t .
(c). If
( ) { }
X t is a WSS process with auto correlation function
( )
XX
R t and if
( ) ( ) ( ) y t X t a X t a = + .Show that
( ) ( ) ( ) ( ) 2 2 2
YY XX XX XX
R R R a R a t t t t = +
12.Consider two random processes
( ) ( ) 3cos X t t e 0 = + and ( ) 2cos
2
Y t t
t
e 0
| |
= +
|
\ .
where u is a random variable uniformly
distribution in
( ) 0, 2t . Prove that ( ) ( ) ( ) 0 0
XX YY XY
R R R t > .
13.Define Markov chain and explain how you would classify the states and identify different
classes of a Markov chain. Given an example to each class
14.State the postulates of a Poisson process. State its properties and establish the additive
property for the Poisson process.
15.Let X be the random variable which gives the intervals between two successive occurrences
of a Poisson process with parameter . Find out the distribution of X.
16.Find the nature of the states of the Markov chain with the TPM
0 1 0
1 1
0
2 2
1 0 0
P
| |
|
|
=
|
|
\ .
and the state
space( ) 1, 2,3 .
17.The one-step T.P.M of a Markov chain
{ } ; 0,1, 2,...
n
X n = having state space
{ } 1, 2,3 S = is
0.1 0.5 0.4
0.6 0.2 0.2
0.3 0.4 0.3
P
(
(
=
(
(
and the initial distribution is
( )
0
0.7, 0.2, 0.1 t = . Find (i)
( )
2 0
3 1 P X X = = (ii) ( )
2
3 P X = (iii) ( )
3 2 1 0
2, 3, 3, 1 P X X X X = = = = .
18.Let { } ; 1, 2,3,.....
n
X n = be a Markov chain with state space { } 0,1, 2 S = and 1 step
Transition probability matrix
0 1 0
1 1 1
4 2 4
0 1 0
P
(
(
(
=
(
(
(i) Is the chain ergodic? Explain (ii) Find the
invariant probabilities.
19.Define autocorrelation function and state its properties. Given that the autocorrelation
function for a stationary process
( ) { }
X t
,
( )
2
4
25
1 6
XX
R t
t
= +
+
. Find the mean and variance of
the process
( ) { }
X t .
20.Three are 2 white marbles in urn A and 3 red marbles in urn B. At each step of the process, a
marble is selected from each urn and the 2 marbles selected are inter changed. Let the state
i
a of
the system be the number of red marbles in A after i changes. What is the probability that there
are 2 red marbles in A after 3 steps? In the long run, what is the probability that there are 2 red
marbles in urn A?
UNIT IV QUEUEING THEORY
1.For
( ) ( ) / /1 : / M M FIFO model, write down the Littles Formula.
2.For
( ) ( ) / / : / M M C N FIFO model, write down the Formula for
a) Average number of customers in the queue.
b) Average waiting time in the system.
3.What is the probability that a customer has to wait more than 15 minutes to get his service
completed in a
( ) / /1 M M queuing system, if 6 = per hour 10 = per hour?
4.What is the probability that an arrival to an infinite capacity 3 server Poisson queueing system
with 2
= and
0
1
9
P = entries the service without waiting.
5.In a given
( ) ( ) / /1 : / M M FCFS queue, 0.6 = , What is the probability that the queue
contain 5 or more students?
6.What is the effective arrival rate for
( ) ( ) / /1 : 4/ M M FCFS queuing model when 2 = and
5 =
7.a) In
( ) ( ) / /1 : / M M K FIFO write down the expression for P
0
.
b) In
( ) ( ) / /1 : / , 3/ , 4/ , 7 M M K FIFO hr hr K = = = Calculate P
0
8.In
( ) ( ) / / : / , 10/ , 15/ , 2 M M S FIFO hr hr S = = = Calculate P
0
9.In a two server system with infinite capacity and 20/ hr = and 11/ hr = , find P
0.
10.Write the steady states equations in
( ) ( ) / /1 : / M M K FIFO where
0,1, 2... 1
n
for n K = =
0 for n k = >
1, 2, 3
n
and n = =
11.In ( ) ( ) / /1 : / , 3/ , 5/ , 7 M M K FIFO hr hr K = = = , what is the probability that the server
will be idle.
12.In ( ) ( ) / / : / , M M S K FIFO write the expression for P
0
.
13.What is effective arrival rate in ( ) ( ) / / : / M M S K FIFO
14.
( ) ( ) / / : / In M M S K FIFO with 3.76/ 4, 2, 7, hr and s k = = = = compute
5
P where
0
0.3617 P = .
PART-B
1.A repairman is to be hired to repair machines which break down at an average rate of 3 per
hour. The breakdown follows Poisson distribution. Non- productive time of machine is
considered to cost Rs.16/hr. Two repairmen have been invited. One is slow but cheap while the
other is fast and expensive. The slow repairman charges Rs.8 per hour and he services machines
at rate of 4 per hour. The fast repairman demands Rs.10 per hour and service at the average rate
of 6 per hour. Which repair man should be hired?
2.A two person barber shop has 5 chairs to accommodate waiting customers. Customers who
arrive when all 5 chairs are full leave without entering barber shop. Customers arrive at the
average rate of 4 per hour and spend an average of 12 minutes in the barbers chair. Compute
0 1
, P P and average number of customers in the queue
3.On average 96 patients over 24 hour day require the service of an emergency classic. Also on
average a patient requires 10 minutes of active attention. Assume that the facility can handle any
one emergency at a time. Suppose that it costs the clinic Rs.100 per patient treated to obtain an
average servicing time of 10 minutes and that each minute of decrease in this average time would
cost Rs.10 per patient treated. How much would have to be budgeted by the clinic to decrease the
average size of the queue from
1
1
3
patient to
1
2
patient?
4.Obtain the expressions for steady state probability of a M/M/C queuing system
5.Arrivals at a telephone booth are considered to be Poisson with an average time of 12 mins.
The length of a phone call is assumed to be distributed exponentially with mean 4 min. Find the
average number of persons waiting in the system. What is the probability that a person arriving
at the booth will have to wait in the queue? Also estimate the traction of the day. Where phone
will be in use
6.There are three typists in an office. Each typist can type an average of 6 letters per hour. If
letters arrive for being typed at the rate of 15 letters per hour, what fraction of time all the typists
per hour will be busy? What is the average number of letters waiting to be types?
7.A bank has two tellers working are savings account. The first teller handles with drawals only
the second teller handles deposits only. It has been found that the service time distributions for
both deposits and withdrawals are exponential with mean service time of 3 minutes per
customer. Depositors are found to arrive in a poisson fashion through out the day with mean
arrival rate of 16 per hour withdrawals also arrive in a poisson fashion with mean arrival rate of
14 per hour. What would be the effect on the average waiting time for the customers if each
teller could handle both withdrawals and deposits?
8.In a heavy machine shop, the overhead crane is 75% utilized. Time study observations gave the
average slinging time as 10.5 minutes with a SD of 8.8 minutes. What is the average calling rate
for the service of the crane and what is the average delay in getting service? If the average
service time is cut to 8.0 minutes, with a standard deviation of 6.0 minutes, how much reduction
will occur on average in the delay of getting service?
9.A Super market has two girls ringing up sales at the customers. If the service time for each
customer is exponential with mean 4 minutes and if the people arrive in a Poisson fashion at the
rate of 10 per hour
a) What is the probability of having to wait for service?
b) What is the expected percentage if idle time for each girl?
Hence expected percentage of idle time each girl is 67%.
10.At a one man barber shop, the customers arrive following poisson process at an average rate
of 5 per hour and they are serviced according to exponential distribution with an average service.
Rate of 10 minutes assuming that only 5 seats are available for waiting customers find the
average time a customer spends in the system.
11.At a railway station, only one train is handled at a time. The railway yard is sufficient only for
two trains to wait while the other is given signal to leave the station. Trains arrive at the station at
an average of 12 per hour. Assuming poisson arrivals and exponential service distribution, find
the steady state probabilities for the number of trains in the system also find the average waiting
time of a new train coming into the yard. If the handling rate is reduced to half, what is the effect
of the above results?
12.At a port there are 6 unloading berths and 4 unloading crews. When all the berths are full,
arriving ships are diverted to an overflow facility 20 kms down the river. Tankers arrive
according to a poisson process with a mean of 1 for every 2 hrs. If it takes for an unloading crew
on the average, 10 hrs to unload a tanker, the unloading time follows an exponential distribution
Determine.
a) How many tankers one of the port on the average?
b) How long does a tanker spend at the port as the average?
13.A petrol pump has 2 pumps. The service time follows the exponential distribution with a
mean of 4 minutes and ears arrive for service in a poisson process at the rate of 10 cars per hour.
Find the probability that a customer has to want for service. What proportion of time the pumps
remain idle?
14.A supermarket has two girls serving at the customers. The customers arrive in a Poisson
fashion at the rate of 12 per hour. The service time for each customer is exponential with mean 6
minutes. Find
i) The probability that an arriving customer has to want for service.
ii) The average number of customers in the system, and
iii)The average time spent by a customer in the supermarket.
15.Four counters are being run on the frontier of a country to check the passports of the tourists.
The tourists choose a counter at random. If the arrival at the frontier is poisson at the rate and
the service time is exponential with parameter
2