Fourth Semester Probability and Queuing Theory Two Marks With Answers Regulation 2013

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DEPARTMENT OF MATHEMATICS
QUESTION BANK
PROBABILITY AND QUEUEING THEORY
Subject Code: MA6453 (II CSE & II I T)
Semester : IV
UNIT - I
RANDOM VARIABLES
PART A
1. Define random variable.

2. In a company, 5% defective components are produced. What is the probability
that at least 5 components are to be examined in order to get 3 defectives?
3. If X and Y are independent random variables with variances 2 and 3
respectively. Find the variance of 3X + 4Y.
4. Obtain the probability function or probability distribution from the following
distribution Function:
x
F(x)
5.
:
:
0
0.1
1
0.4
2
3
0.9 1.0
Let X be a discrete random variable whose cumulative distribution is
0 , x < -3
F (x)
1 , -3 < x < 6
6
1 , 6 < x < 10
3
1,
(i)
(ii)
x > 10
Find P(X < 4), P(-5 < X < 4)

Find the probability distribution of X.
6. If var(X) = 4, find Var (3X+8), where X is a random variable.

7. The first four moments of a distribution about A = 4 are 1 , 4 , 10 and 45
respectively. Show that the mean is 5, variance is 3, 3 0 and 4 26 .
8. If a Random variable X takes the values 1, 2, 3, 4 such that
2 P(X=1) = 3 P(X=2) = P(X=3) = 5 P(X =4). Find the probability distribution of X .
9. Find the cumulative distribution function F(x) corresponding to the p.d.f of

f(x)
1
1+x
, - < x <
2
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10. Define continuous random variable. Give an example.

11. A random variable X has p.d.f f(x) given by f (x) C
xe
-x
, x > 0.
Find the value of C and C. D. F. of X.
,x>0
12. The cumulative distribution function of a random variable X is
F (x) = 1 - ( 1 + x ) e - x
13. Define r
th
. Find the density function of X.
central moment of a random variable.
14. If a Random variable X has the moment generating function

MX (t)
2 , determine the Variance of X.

2-t
15. Define binomial B(n,p) distribution. Obtain its m.g.f , mean and variance.
16. The mean of the binomial distribution is 20 and standard deviation is 4.
Find the Parameters of the distribution.
17. Obtain m.g.f of a Poisson distribution.
18. The number of monthly breakdowns of a computer is a r.v having a Poisson
distribution with mean equal to 1.8. Find the probability that this computer will
function for a month with only one breakdown.
19. If X is a Poisson variate such that P[X=2] = 9 P[X=4] + 90 P[X=6],
find the Variance.
20. Define geometric distribution and give its m.g.f, mean and variance.
1
21. Show that for the uniform distribution f ( x) =
, - a < x < a the m.g.f about
2a
the origin is
sinh at
a t
22. If X is uniformly distributed in ( - 1 , 1 ), find the p.d.f of Y = Sin
2
23 . If X is a uniform random variable in [ - 2 , 2 ], find the p.d.f of X and Var[X].
24. The time( in hours) required to repair a machine is exponentially distributed
1
with parameter = . What is the probability that the repair time exceeds 3
3
hours?.
25. The life time of a component measure in hours is Weibull distribution with
parameters = 0.2 , = 0.5 . Find the mean and variance of the component.
PART B
1. A random variable X has the following distribution.
x
P(x)
Find
:
:
-2
0.1
-2
k
0
0.2
1
2k
2
0.3
3
3k
(i) the value of k.

(ii) P ( X < 2 ) and P ( -2 < X < 2 ).
(iii) the cumulative distribution
(iv) the mean of X
2. The monthly demand for Allwyn watches is known to have the

following probability distribution:
Demand :
1
2
3
4
5
6
7
8
Probability:
0.08 0.12 0.19 0.24 0.16 0.10 0.07 0.04
Determine the expected demand for watches. Also compute the variance.
3. If X is a continuous Random variable with potential distribution function
given by f(x) = Kx
, 0<x<2
= 2K
, 2<x<4
= 6K - Kx , 4 < x < 6
= 0
, elsewhere.
Find the value of K and C.D.F of X.
4. If the density functions of a continuous random variable X is given by
f(x) = ax
, 0<x
<1
= a
, 1< x <2
= 3a - x , 2 < x
<3
= 0
, elsewhere.
Find i) the value of a
ii) the cumulative distribution function of X.
iii) if x1, x2, & x3 are 3 independent observations of X,
what is the probability that exactly of these 3 is greater than1?
5. If X is a continuous random variable, the probability density is given by f(x) =
k x (2-x) , 0<x<2. , find k, mean, variance and the distribution function.
6. If the probability density function of X is given by
1) Show that
E[X
2 ( 1 - x ) , 0 < x <1
f ( x) =
0 , otherwise
] = (r 1)(r 2)
2) Use this result to evaluate
E[ (2X+1) ]
7. A man draws 3 balls from an urn containing 5 white and 7 black balls. He gets Rs.10
for each white ball and Rs.5 for each black ball. Find his expectation.
8. A random variable X has the p.d.f f (x)
1
k
, 0<x<k.
Find 1) m.g.f
th
2) r
moment
3) mean
4) variance
9. The diameter of an electric cable X is a continuous random variable with p.d.f
f(x) = k x (1 - x) , 0 < x < 1 .
Find 1) the value of k.
2) the c.d.f of X.
3)
Px
1
2
1
3
<x<
2
3
10. Find the moment generating function of the random variable with the probability law
P X x = q
p , x = 1 , 2 , 3 ..... .
Also find the mean and variance.
x-1
x
11. For the triangular distribution
f ( x) = 2-x
0
, 0<x<1
, 1<x<2
, otherwise
find the mean , variance and moment generating function.

12. In each of the following cases Mx (t), the moment generating function is
given. Determine the distribution function of X and its mean.
n
1 t 3 4
1) MX (t ) = e
2) M X (t ) =
1
13. Let X be a random variable with p.d.f
f (x) =
e
0
Find
-- x
2
x>0
otherwise
1. m.g.f of X.
2. P[X > 3]
3. E[X]
4. Var[X]
14. Ten coins are simultaneously tossed. Find the probability of at least 7 heads.
15.
If X is a binomial distribution with E[X] = 2 and Var[X] = 4/ 3, find P[X = 5]
16.
For a binomial distribution mean is 6 and standard deviation is

terms of the distribution.
17.
Let the random variable X follows binomial distribution with the parameters n, p.
Find
6 . Find the first two
1) the p.m.f of X
2) m.g.f of X.
3) mean and variance.
18. The monthly breakdowns of a computer is a random variable having Poisson

distribution with mean equal to 1.8. Find the probability that this computer will
function for a month
1) without breakdown
2) with only one breakdown
19.
Prove that Poisson distribution is the limiting case of Binomial distribution.
20.
Find the m.g.f of a Poisson variable and hence deduce that the sum of two
independent Poisson variables is a Poison variate, while the difference is not a
Poisson variate.
21.
If Poisson variate X such that P[X = 1 ] = 2 P[ X = 2 ], find P[X = 0] and Var[X].
22.
Find the m.g.f, mean and variance of Poisson distribution.
23.
Define Geometric distribution. Find the m.g.f of Geometric distribution and hence find
its mean and variance.
24.
Suppose that the trainee soldiers shots independently. If the probability that the target
shot an any one shot is 0.7
1)
2)
3)
4)
25.
th
What is the probability that the target would be hit on 10 attempt?

What is the probability that it takes him less than 4 shots?
What is a probability that take him on even number of shots?
What is a average number of shots needed to hit the target?
State and prove memory less property on Geometric distribution.
26. If X is uniformly distributed in [ - 2 , 2 ], find P[X<0] and
X1
27.
Starting at 5.00 A.M every half an hour there is a flight from San Francisco Airport to
Los Angels International Airport. Suppose that none of these planes is completely sold
out and then they always have room for passengers. A person who wants to fly to Los
Angels arrives at the airport at a random time between 8.45 A.M and 9.45 A.M. Find
the probability that she waits i) at most 10 mins ii) at least 15 mins.
28.
If X is uniformly distributed with E[X] = 1 and Var[X] = 4/3 , find P[X<0].
29. The number of personal computers (PC) sold at a computer world is uniformly
distributed with minimum of 2000 PC and a maximum of 5000 PC.
Find
30.
1) the probability that daily sales will fall between 2,500 and 3000 PC.
2) what is the probability that the computer world will sell at least 4000 Pc?
3) what is the probability that the compute world will sell at most 2500 PC?
Find the m.g.f of exponential distribution and hence find its mean and variance.
31. The daily consumption of milk in excess of 20,000 gallons is approximately e

exponentially distributed with = 3000 . The city has a daily stock of 35,000 gallons.
What is the probability that of two days selected at random, the stock is insufficient for
both days.
32. The life time in (in hrs) X of a component is followed Weibull distribution with shape
parameter = 2 . Starting with a large number of components, it is observed that 15 %
of the components that have lasted 90 hrs fail before 100 hrs. Determine the scale
parameter.
33.
Define Weibull distribution; find its mean and variance.
34.
If the life time (in hrs) X of a certain type of car has a weibull distribution with the
parameter = 2 . Find the parameter , given that the probability that the life time of
- 0.25
the car exceeds 5 years is e
. For both parameters find mean and variance of X.
35.
Each of the six tubes of a radio set has a life length(in years) follows a WEIBULL
distribution with parameters = 25 , = 2 . If these tubes function independently of
one another, what is the probability that no tube will have to be replaced during the
first two months of operation?
36.
If X is uniformly distributed in
37.
, find the p.d.f of Y =
If X is a continuous r.v having f (x) =
2x
p.d.f the p.d.f of Y.
********************
END
********************
X2
, 0 x
, otherwise
and Y
= e - X , find
Unit-1
RANDOM VARIABLES
1. Define a Random Variable
Solution:
A random variable is a function that assigns a real number X(s)
to every element s S
Where S is a sample space corresponding to a random experiment E.
2. In a Company 5% defective components are produced. What is the

probability that At least 5 components are to be examined in order to
get 3 defectives?
Solution:
p=5/100
q = 1-p
= 1-5/100 =95/100
n=5
P(X=x) = (e )/x! , x=0, 1, 2,..

3
P(X=3) = e )/3!
By Poisson distribution = n p
= 5(5/100)
= 0.25
x
P(X=3) = e
0.25
(0.25)3
2!
0.002
3. If X and Y are independent r. vs with variance 2 and 3. Find the Variance

of 3X+4Y
Solution:
WKT
2
2
Var ( a X+ bY) = a Var X + b Var Y
2
2
Var ( 3 X+ 4Y) = 3 Var X + 4 Var Y
= 9 2 +16 3
= 18+48
= 66
1
4. Obtain the probability function or probability distribution from the following

Distribution function
X
f(x)
0
0.1
1
0.4
2
0.9
3
1
0
0.1
1
0.3
2
0.5
3
0.1
Solution:
X
p(x)
5. Let x be a discrete random variable whose cumulative distribution is

0,x 3
1 , 3 x 6
F(x)=
1 ,6 x 10
3
1,x 10
i) find P(x>4) , p(-5<x<4)

ii) find the probability distribution of X
Solution:
P(X<4) = F(4)
= 0+
1 1
=
6
P(-5<x<4) = F(4) F(-5)

=
-0=
66
WKT f(x) =
d[F(X )]
dx
=0
2
6. If Var (x) = 4 Find var (3X+8), where X is a random variable.

Solution:
WKT
2
Var (aX+b) = a Var X
2
(3X+8) = 3 var X
= 9x4=36
7. The first four moments of a distribution about A=4 are 1,4,10 and 45
Respectively. Show that the mean is 5 variance is 3, 3 =0 and 4 =26.
Solution:
'
'
'
'
Given 1 1, 2 4, 3 100& 4 25 the point

'
A=5 Mean = A + 1 =4+1=5

'
'2
Variance = 2 2 1 4 1 3
'
'
'
3 3 3 2 1 21
'3
10 3(4)(1) 2(1) 0
'
'
'
'
'
4 4 4 3 1 6 2 1 31
2
'4
45 4(10)(1) 6(4)(1) 3(1)

45 40 24 3
8. If a random variable X takes the value 2P(X=1)=3P(X=2)=P(X=3)=5P(X=4)

Find the probability distribution of X
Solution:
2P(X=1)=3P(X=2)=P(X=3)=5P(X=4)=K
P(X=1)=k/2
P(X=2)=k/3
P(X=3)=k
P(X=2)=k/5
k k
k
35
=1 2
61k =1
30
30
K=
61
3
P(x=1)=k/2 =15/61
P(X=2)=k/3 =10/61
P(X=3)=k = 30/61
P(X=4)=k/5 = 6/61
X
p(x)
1
15/61
2
10/61
3
30/61
4
6/61
9. Find the Cumulative distribution function F(X) corresponding to the p.d.f of

1
f(x)= (
), x
1 x2
Solution:
WKT
f(X)=P(X x)
= f(x)dx
1
1
2
= ( 1 x )dx
1
1
x
[ tan x ]
[tan x tan ( )]
F(x) =
[tan
x2
10. Define continuous random variable. Given an example

Solution:
A Random variable X is said to be continuous if it is
uncountable and lies in Specified interval.
f(x)= x , a<X<b
4
11. A random variable X has p d f f(X)=Cxe , x>0. fine the value of C and C d f
of X
x
Solution:
f(x)dx 1
0
Cxe dx 1
x
C[x( e ) (1)(e )] 1
C[(0 0) (0 1)] 1
C1
F(x) P(X x)
x
Cxe dx
x
0x
xe
dx Cxe dx
x
0 [ x( e
x
x
) 1(e )]0
[( xe e ) (0 1)]
xe e 1
x
F(x) 1 e ( x 1)
x
12. The C.d.f of a random variable X is F(X) =1-(1+x) e , x>0. Find the
density Function of X
x
Solution:
WKT
f(x) d(F(x))
dx
[1 (1 x)e ]
dx
((1 x)e
dx
[(1 x)(e ) e (1)]

x
[ e xe e ]
x
xe ,x 0
x
5
13. Define r
th
central moment of a random variable
Solution:
r
e(X x)
(x x) p(x),ifxisdiscrete
r
(x x) f(x)dx,ifxiscontinuous
2
14. If a random variable X has the m.g.f Mx (t) 2 t , determine the variance
of X
Solution:
' d [ M ( t )]
dx x t0
[ (2 t ).0 2( 1) ]
2
(2 t)
t 0
2 1
2
(2 0)
2
1
'
d2 [ M ( t )]
2
2
dt
t 0
[
]
dt (2 t)2 t0
2
[ (2 t ) .0 2(2 t ).2)( 1) ]
4
(2 t)
t 0
4
8
2
var 2 2 ( 1 )
'
' 2
12
( )
22
111
2 4 4
15. Define Binomial distribution. Write Mean and variance and its m g f.
Solution:
x
B ( n, p ) nCr p q
nx
, x 0,1,2...n
t n
mgf ( q pe )
mean np
var iance npq
6
16. The Mean of the binomial distribution is 20 and S D is 4, Find the

parameters of the Distribution.
Solution:
n p =20
npq 4
npq 1
20q 16
16 4
20 5
p 1 q 1
5
n.
4 1
20
n 100
x
P ( X x ) nC x p q
nx
4 100
, x 0,1,2,....n
100C x ( ) ( )
,x
0,1,.......100 5 5
17. Obtain the mgf of poisson distribution

Solution:
Mx (t) e p(x)
tx
x0
etx e
x!
x0
( e t )x
x!
x0
[1 e ( e ) .....]
2
e ( e 1)
t
18. The No. of monthly breakdowns of a computer is a r. v having a poission

Distribution with mean equal to 1.8 . Find the probability that this
computer Will function for a month with only one break down.
Solution:
Here =1.8
P(X=x) =
1.8
(1.8)
1!
0.297
7
19. If X is a poisson variable such that P(X=2)=9P(X=4)+90P(X=6). Find

the variance.
Solution:
Given P(X=2)=9P(X=4)+90P(X=6).
e 9 e
2!
4!0
2
6
90
2 24
720
2
90 e
6!
1 3
2
8 8
2
1 3
4
4
3 4
2
3 4 0
2i,isnotpossible
1
var iance 1
4
20. Define geometric distribution and give its mgf , mean and variance.
Solution:
A distribution r.v X is said to follow geometric distribution if its p m f is
P(X=x)=
q
x1
p,x
mgf
1,2,...
1
t
qe
var iance
q
2
21. Show that the mgf for the uniform distribution is
sinhat
wheref(x)
, a x a at
2a
Solution:
8
Mx (t) E[e ]
a
e .f (x)dx
tx
a
a
1 dx
2a
etx
a
1
2a
M.g.f
a
tx
e dx
1 etx a
] a
[
2a t
1
at
at
[e e ]
2at
1 eat eat
sinhat
at [
]
2
at
22. If X is uniformly distributed (-1,1) find the p d f of Y=sin(

Solution:
P d f of X is f(X) =1 ,
2
Y
= sin
)2
-1<X<1
2
x = sin1 Y X 2 sin1 Y
2
dx 2 .
1
2
1Y
dy
1
1
f ( y ) f ( x )| dx | 1 . 2
, -1<Y<1
1
2
2
1Y
dy
2 1Y
To find range of Y:
1
sin1 Y
1 2 sin Y 1
-1<X<1
2
2
sin(
) Y sin( )
2
1 Y 1
9
23. If X is a uniform random variable is (-2,2). Find the p d f of X and var X

Solution:
Here a=-2 , b=2
1 1 , 2 X 2
ba 4
2
var(X) (b a)
12
2
(2 2) 14 4
12
12 3
f(x)
24. The time (in hour) required

to repair a machine is exponentially distributed
1
with Parameter . With is the probability that the repair time exceeds 3
3
hours
Solution:
P d f of exponential distribution is
f(X) = e x , 0
Here =1/3
1
f(X)=
P(X>3) f (x)dx
0
1 x
e3
1x
e 3 dx ,
1
1
1
(0
e
)
=3 ( e 3
e
1x
10
25. The life time of a component measure in hours is weibull distribution with
Parameter 0.2, 0.5 . Fine the mean and variance of the component.
Solution:
Here 0.2, 0.5
Mean 11 1 1
1
1
0.5
( 1 1)
0.5
(0.2)
1 2 0.50
0.04
2
Variance 1 [ ( 2 1) ( ( 2 1)) ]
2
1
2
0.4
2
[ ( 2 1) ( ( 2 1)) ]
0.5
0.5
(0.2)
1
(24 4)
(0.2) 4
20
4
(0.2)
11
UNIT II
TWO DIMENSIONAL RANDOM VARIABLES
PART A
1.
The joint p.d.f of the two dimensional random variable (X,Y) is given by
f (x , y) = K x y e
2. If f X
3.
6-x-y
13.
14.
15.
16.
17.
18.
19.
20.
, x > 0 , y > 0. Find the value of K
, 0 < x < 2 , 2 < y <4 . Find P[X + Y < 3] .
Find the acute angle between two regression lines.

State the equations of two regression lines. What is the angle between them?
State Central Limit Theorem in Lindberg Levys form.
If X and Y are uncorrelated what is the angle between the regression lines?
Let X and Y are integer valued random variables with
2
11.
12.
1
(x , y ) x ( x - y ) , 0 <x < 2 , - x < y < x , find f Y \ X ( y \ x) .
8
P[ X = m , Y = n ] = q p
9.
10.
+y
If X and Y are independent random variables having the joint p.d.f

X Y
4.
5.
6.
7.
8.
-- ( x
m+n-2
, m = 1 , 2 ... , n = 1 , 2 .. and p + q = 1 .
Are X and Y independent?

Distinguish between correlation and regression.
Can the joint distribution of two random variables X and Y be got of their marginal
distributions are known?
State Central Limit Theorem in Liapounoffs form.
If two random variables X and Y have joint p.d.f
f ( x , y) = K ( 2 x + y ) , 0 < x < 2 , 0 < y < 3 , evaluate K.
Define joint distribution of two random variables X and Y and state its properties.
The two equations of the variables X and Y are
x = 19.13 - 0.87 y and y = 11.64 - 0.50 x . Find the correlation co efficient
between X and Y.
Prove that the correlation co efficient lies between 1 and 1
The regression equation of X on Y and Y on X respectively
5 x - y = 22 and 64 x - 45 y = 24 . Find the means of X and Y.
2
Show that Cov (X,Y) Var(X) . Var(Y).
If X and Y are linearly related, find the angle between the two regression lines.
The joint probability mass function of (X,Y) is given by P(x,y) = k ( 2x + 3y) ;
x = 0 , 1 , 2 , y = 1 , 2 , 3. Find the marginal distribution function of X.
Show that correlation co efficient r = bx y x by x where bx y and by x are regression
co efficient.
1
PART B
1) Find the correlation co efficient for the following data:
X
Y
:
:
10
18
14
12
18
24
22
06
26
30
30
36
2) The joint p.m.f of ( X,Y ) is given by

p ( x , y ) = K ( 2 x + 3 y ) , x = 0 , 1 , 2. and y = 1 , 2 , 3 .
Find all marginal and conditional densities.
3) Two independent random variables are defined by
4ay , 0y1
4ax , 0x1
f (x)0 =
,
f ( y) =0
, otherwise
, otherwise
Show that U = X + Y and V = X Y are uncorrelated.
4) The joint p.d.f of ( X, Y ) is given by
f(x,y) = e
Find the probability density function of U = X + Y
-(x+y)
5) Given is the joint p.m.f of ( X , Y ) .
X
1
0.08
0.20
0.12
0
0.02
0.05
0.03
0
1
2
2
0.10
0.25
0.15
Find i) marginal distributions

ii) the conditional distribution of X given Y = 0
6) If the joint density of X and Y is given by
f(x,y) =
6 e-(3x+2y)
, x>0,y>0
, otherwise
find the probability density function of U = X + Y.
, x>0,y>0.
7) Suppose the joint probability density function is given by

2
6
x+y
, 0<x<1,0< y<1
f(x,y) = 5
,
0
, otherwise
find the correlation co efficient of ( X , Y ).
8) The joint probability mass function of ( X , Y ) is given by
X Y -1
1
1/8
3/8
0
2/8
2/8
1
Find the correlation co efficient of ( X , Y ).
9)
The probability mass function of ( X , Y ) is given by

X
0
1
0
0.10
0.04
Y
1
0.08
0.20
2
0.06
0.14
1) Compute the marginal densities of X and Y
2) Find P[ X 1 , Y 1 ] .
3) Are X and Y independent?
2
0.02
0.06
0.30
10)
Two random variables X and Y have the joint p.d.f

f(x,y) = 2-x-y, 0<x<1,0<y<1.
-1
Show that C ov ( X , Y ) =
.
11
11)
Two dimensional random variable ( X , Y ) has the joint p.d.f

f ( x , y ) = 8 x y , 0 < x < y < 1.
Find 1) marginal densities of X and Y
2) conditional densities of X and Y.
3) X and Y are independent?
12)
13)
Two random variables X and Y defined as Y = 4 X + 9. Find the co efficient of

correlation between X and Y
If the j.p.d.f of a two dimensional random variable is
f (x , y) =
xy
, 0<x<1,0<y<2
14)
, otherwise
Find 1) P[ Y < X ]
2) P [ X > 1/2 ]
3) P [ Y < 1/2 / X < 1/2)]
4) P [ X < / Y < ]
Two dimensional random variable ( X , Y ) has the j.p.d.f
f (x , y) =
Find
15)
, 0 < y <x < 1
, otherwise
1) marginal densities of X and Y

2) conditional densities of X and Y.
3) Joint distribution F( x , y )
4) Check whether X and Y are independent or not.
From the following data

find 1) two regression equations
2) the co efficient of correlation between the mathematics marks and
statistics marks.
3) the most likely marks in statistics when mark in mathematics is 30.
Mathematics
Statistics
16)
25
43
28
46
35
49
32
41
31
36
36
32
29
31
Given f X Y ( x , y ) = C x ( x - y ) , 0 < x < 2 , - x < y < x .

1) Find C.
2) Find f X ( x)
3) Find f Y \ X ( y \ x)
4) Find f Y ( y) .
5) Find f X \Y ( x \ y)
4
38
30
34
33
32
39
y = 2 x - 3 and y = 5 x + 7
17)
If
two regression lines, find the mean
are the
values of X and Y. Find the Correlation co efficient between them. Find an estimate
of x when y = 1.
18)
The j.p.d.f of a two dimensional random variable is given by

2
2
f ( x , y) x y + x , 0 < x < 2 , 0 < y < 1
8
Find 1) P[X > 1]
1
2) P Y<
2
1
3) P X>1 / Y<
4) P Y>1 / X<
5) P [ X Y ]
6) P [ X Y 1]
19)
If the joint probability distribution of X and Y is given by
F (x , y) =
1e
-x
1 e
-y
, x>0,y>0
, otherwise
1) Find the marginal densities of X and Y

2) Are X and Y independent?
3) P[1 < X < 3, 1 < Y < 2]
20)
The life time of a certain brand of an electric bulb may be considered a r.v
with mean 1200 hrs and s.d 250 hrs. Find the probability using Central Limit
Theorem, that the average life time of 60 bulbs exceeds 1250.
21)
State and prove Central Limit Theorem.
22)
A random sample of size 100 is taken from a population whose mean is 60 and
variance is 400. Using Central Limit Theorem, with what probability can we
assert that the mean of the sample will not differ from = 60 by more than 4?.
23)
Let ( X,Y ) be a two dimensional random variable having the j.p.d.f
f(x,y)
-(x
4xye
+y
25)
,x>0,y>0
, otherwise
Find the density function of U

24)
Find the co efficient of correlation and also obtain the lines of regression from the
data given below.
X :
62
64
65
69
70
71
72
74
Y :
126 125 139 145 165 152 180 208
The joint p.d.f of the two dimensional random variable (X,Y) is given by
f (x , y) = K x y e
-(x
+y
, x > 0 , y > 0. Find the value of K.
Prove also that X and Y are independent.

26)
Determine the correlation co efficient between the random variables X and Y whose
j.p.d.f is
27)
x + y , 0 < x < 1, 0 < y < 1

f(x,y)=
0
, otherwise
If X and Y are independent variates uniformly distributed in ( 0 , 1)

X
find the densities of XY and .
Y
28) If the j.p.d.f of (X,Y) is given by

find the p.d.f of U = XY.
29)
30)
f ( x , y) x + y , 0 < x , y < 1 ,
A distribution with unknown mean has variance equal to 1.5 . Use CLT to find how
large a sample should be taken from the distribution in order that the probability will
be at least 0.95 that the sample will be with in 0.5 of the population mean.
The j.p.d.f of a bivariate random variable (X,Y) is
f (x , y)
1)
2)
3)
4)
K(x + y)
, 0 < x <2 , 0<y <2
, otherwise
Find K.
find the marginal densities of X and Y.
Are X and Y independent?
find f X \Y ( x \ y) and f Y \ X ( y \ x)
6
UNIT-2
TWO DIMENSIONAL RANDOM VARIABLES

1. The joint p.d.f of the two dimensional random variable ( X , Y ) is given by
( x 2 y2)
f ( x , y ) kxye
, x 0, y 0. Find the value of k.
Solution:

We know that
f ( x , y ) dxdy 1

kxye ( x 2 y2 )dxdy 1
00
k xe
0
dx ye y
dy 1
0
2
uy
du=2ydy
y dy=du/2
Put t x
dt = 2xdx
x dx = dt / 2
2
ke
dt
2
k e
e
0
du 1
2
eu
0
4
0
k[(0 1)(0 1)] 4
K=4.
2. The joint p.d.f of a two dimensional random variable is given by
f XY ( x , y ) 1 x ( x y ),0 x 2, x y x. Find f Y ( y / x )
X
8
Solution:
f(y/x)
f(x,y)
f(x)
f ( x ) f ( x , y ) dy
x
( x 2 xy ) dy
1
8
xy
x y
x
4
1
f ( y / x ) f ( x , y ) 8 x ( 3x y) x 2y ,0 x 2, x y x
2x
f(x)
x
4
3. If X and Y are independent random variables having the jointp.d.f
f XY ( x , y ) 6 x y ,0 x 2,2 y 4.
8
Find P
XY3.
Solution:
Given f
XY
( x , y ) 6 x y ,0 x 2,2 y 4.
8
(0,3)
( 1, 2 )
y=2
x + y =3
X varies from x=0 to x=3 y

Y varies from y=2 to y=3
3 3 y
P X Y 3
(6 x y ) dxdy
20
13

82
6x
3 y
xy dy 24
4. Find the acute angle between two regression lines

Solution:
The angle between the two lines of regression is given by
tan
1 r
X
Y
, where r is the correlation coefficient between X and
Y and X andY are standard deviations of X and Y respectively.
5. State the equations of two regression lines.
Solution:
X X b XY Y Y
Regression equation of X on Y is
y
Where
b
XY
x x y
x x 2
Regression equation of Y on X is
Y Y
x x
Where b
YX
YX
y y 2
6. State Central limit theorem in Lindberg-Levys form.

Statement:
If X 1 , X 2 , ...............Xn be a sequence of independent identically
distributed random variables with E Xi and Var X i , i 1,2,......and

2
if S n X 1 X 2 ............ Xn then under certain general conditions , Sn follows

Normal distribution with mean n and variance n 2 as n tends to infinity.
7. If X and Y are un correlated, what is the angle between the regression lines.
Solution:
Since X and Y are uncorrelated r=0
tan
1 r
tan
8. Let X and Y are integer valued random variables with
P ( X m, Y n ) q 2 p m n 2 , m 1,2,....., n 1,2,........ and p + q=1. Are

X and Y independent?
Solution:
The two random variables X and Y are independent, if.
P Xx ,Yy P
P
ij
Pi * P * j
Xx
i
PYy
P X 1, Y 2 q p
122
q p
P X 2, Y 1 q p
212
q p
2
2
2
2
Pij Pi * P* j
Therefore X and y are independent.
9. Distinguish between Correlation and Regression
Solution:
Correlation
1.Correlation means relation
between two variables
2.Correlation coefficient is
symmetric
r r
xy
yx
Regression
1. Regression means
measure of average
relationship between
the two variables
2. Regression coefficient
is not symmetric
b b
xy
yx
10. Can the joint distribution of two random variables X and Y be got of their
marginal distributions are known?
Solution:
We can find joint distribution of X and Y provided X and Yare
independent.
11. State central limit theorem in Liapounoffs form
Solution:
If X 1 , X 2 , ...............Xn is a sequence of independent random variables with
E Xi i andVar X i i , i 1,2,...... and if S n X 1 X 2 ............ Xn then
2
under certain general conditions, Sn follows a normal distribution with mean

n
iand variance i2
n
i1
as n tends to infinity.
i1
12. If two random variables X and Y have joint p.d.f f

( x , y ) k (2 x y ),0 x 2,0 y 3 . Evaluate k.
Solution:
23
k (2 x y ) dydx 1
0 0
2 xy
y2 3
dx 1
6 x
dx 1
2
0
k[12 9] 1
k
1
21
13.Define joint distribution of two random variables X and Y and state its properties.
Solution:
If(X,Y) is a two dimensional random variables the function
F ( x , y ) P ( X x , Y y ) P ( X x , Y y) is called the joint c.d.f of (X,Y)
(i)
For discrete, F ( x , y )
Pij
i
x y
(ii)
For continuous, F ( x , y )
f ( x , y ) dxdy

Properties:
i)
(ii)
At points of continuity, f ( x , y )
F(x,y)
xy
F ( , y ) 0 F ( x , ) and F( , ) 1
14. The two equations of the variables X and Y are X= 19.13 0.87y and
Y=11.64 0.5x.Find the correlation coefficient between X and Y.
Solution:
Given X 19.13 0.87 y , Y 11.64 0.5x
bxy 0.87, b yx 0.5

r bxy
byx
r ( 0.87)( 0.5) 0.66

15. Prove that the correlation coefficient lies between -1 and 1.
Solution:
We know that r ( X , Y ) cov( X , Y )
XY
1
( xi x )( yi y)
n
1x
i x
n
2 yi y 2
ab
a 2 b2
i
xx
,a
i
bi yi y
Squaring on both sides,
ab
r2 ( X , Y )
ai 2 bi 2
ii
By Schwartz inequality,
abii 2 ai2 bi2

ab2
ii
ai bi2
2
X,Y1
| r | 1
1r1
16. The regression equation of X on Y and Y on X respectively are 5x y = 22

and 64x 45 y = 24. Find the means of X and Y.
Solution:
Since the regression lines passes through the means we have
x y 22
64 x 45 y 24
5
Solving the above two equations, we have

x 6, y 8
2
17. Show that Cov ( X , Y ) Var ( X )Var (Y )

Solution:
Let X and Y be any two random variables
For any real number a,
E a
E a
XX
2
X X
aE XX
Y Y
must be always non-negative
2a XX
2 aE
Y Y Y Y

X
Y Y 2 0
a Var ( X ) 2 aCov ( X , Y ) Var (Y ) 0
This is a quadratic equation in a and is always non-negative, so

the discreminent must be non-positive
Cov ( X , Y ) 2 Var ( X )Var (Y )
18. If X and Y are linearly related, find the angle between the two regression lines.
Solution:
Let Y a b yx X and X d bxyY be the two regression lines.
L et be the angle between the above equations.
1 b yx bxy whereb
b b
yx
and b are the regression coefficients.

y
x
xy
xy
19. The joint probability mass function of (X,Y) is given by p(x,y)=k(2x+3y),x=0,1,2;

y=1,2,3 . Find the marginal probability distribution of X:i , pi*
Solution:
X
0
1
2
1
3k
5k
7k
Y
2
6k
8k
10k
3
9k
11k
13k
Let P(x,y) be the p.m.f ,we have

3
p ( xi , y j ) 1
j 1 i 0
3k+6k+9k+5k+8k+11k+7k+10k+13k =1
K=
1
72
The marginal probability distribution of X:i , pi*
X
0
1
2
Y
1
3
72
5
72
7
72
2
6
72
8
72
10
72
Pi * P ( X xi )
3
9
72
11
72
13
72
P(X=0)= 18
72
P(X=1)= 24
72
P(X=2)= 30
72
Hence the marginal probability distribution of X are given by

p ( X 0)
18
72
p ( X 1)
24
72
p ( X 2)
30
72
20. Show that the correlation coefficient r bxy b yx where bxy and byx
are regression coefficients.
Solution:
Regression coefficient of y on x is
r y b yx......................... (1)
Regression co efficient of x on y is
rx b
.............................(2)
xy
Multiplying (1) and (2)

2
r x y b b yx
y x
xy
r bxy byx
2
r bxy byx
UNIT III
MARKOV PROCESSES AND MAROKOV CHAINS
PART A
1)
Define a Markov process and a Markov chain. Give an example.
2)
Examine whether the Poisson process {X (t)} given by the law.
P[X(t) = n ] =
e - t ( t) n
n!
, n = 0,1,2... is covariance stationary or not.
3)
Let X be the random variable which gives the inter arrival time
(time between successive arrivals), where the arrival process is a Poisson
process. What will be the distribution of X? How?
4)
Define strict sense stationary process and give an example.
5)
Define wide sense stationary.
6)
Let X (t) be a Poisson process with rate . Find the correlation co efficient of X (t).
0
7)
If the transition probability matrix of a Markov chain is

2
1
1
find the limiting distribution of the chain..

8)
Define random process and its classification.
9)
Show that the sum of two independent Poisson processes is a Poisson process.
10)
The transition probability matrix of a Markov chain {X n}, n=1,2,3 with three
states 1, 2, 3. is
P=
4
1
4
1
4 with initial distribution
0
1
P(1)
4
Find P[ X 3 1, X 2 2, X1 1] .
1
11) Draw the transition diagram for the Markov chain whose TPM is
P =
0
1
1 .
2
12)
What is a Markov chain? When can you say that a Markov chain
is Homogeneous?
13)
Consider the random process X (t) = cos ( 0 t + ) where uniformly

distributed in the interval - to . Check whether X(t) is stationary or not?
14)
What is continuous random sequence? Give an example.
15)
Define irreducible Markov chain? And state Chapman-Kolmogorov Theorem.
16)
What is meant by steady state distribution of Markov chain?
17)
State any four properties of Poisson process.
18)
If {X(s, t)} is a random process, what is the nature of X(s, t) when s is fixed and
t is fixed?
19)
What is a stochastic matrix? When it is said to be regular?
20)
A man tosses a fair coin until three heads occur in a row. Let {X n} denotes the
th
longest string of heads ending at the n trial. i.e. X n = k, if at the nth trial the last
th
tail occurred at the (n-k) trial. Find the TPM.
PART B
1)
Show that the random process X (t) = A cos ( t + ) is a wide sense
stationary, if A and are constants and is uniformly distributed random

variable in ( 0 , 2 ) .
2)
The process {X (t)} whose probability distribution is given by
at
1+at
P[X (t) = n] =
3)
a t
1+at
n-1
, n = 1 , 2 ....
n+1
Show that it is not stationary.

,n=0
A raining process is considered as a two state Markov chain. If it rains, it is

considered to be in state 0 and if it does not rain that the chain is in state 1. The
transition probability of the Markov chain is defined as P =
0.6
0.4
0.2
0.8
. Find the
probability that it will rain for three days from today assuming that it is raining
today. Find also the unconditional probability that it will rain after three days with
the initial probabilities of state 0 and state 1 as 0.4 and 0.6 respectively.
4)
A machine goes out of order, whenever a component fails. The failure of this part
follows a Poisson process with a mean rate of 1 per week. Find the probability that
2 weeks have elapsed since last failure. If there are 5 spare parts of this component
in an inventory and that the next supply is not due in 10 weeks, find the probability
that the machine will not be out of order in the next weeks.
5)
The TPM of a Markov chain { X n }, n = 1 , 2 , 3 having 3 states 1 , 2 , 3 is

0 .1 0 .5 0 .4
P =
0 .6
0 .2 0 .2
0 .3
0 .4 0 .3
and the initial distribution is P
Find P[ X 2 3, X 1 3, X 0 2] .
(0)
= 0 .7 0 .2 0 .1 .
6)
Assume that a computer system is in any one of the three states: busy, idle, and
under repair respectively denoted by 0, 1, 2. Observing its state at 2 P.M each
0.6
day, we get the transition probability matrix as P =
7)
0.2
0.2
0.1 0.8
0.1
0.6
0.4
rd
. Find out the 3
step transition probability matrix. Determine the limiting probabilities.

A person owning a scooter has the option to switch over to scooter; bike or a car
next time with the probability of (0.3
0.5 0.2). If the transition probability
matrix is P =
0 .4
0 .3
0 .3
0 .2
0 .5
0 .3
0.25
0 .25
0 .5
, what are the probabilities vehicles related to
his fourth purchase?

8)
A stochastic process is described by X (t) = A sint + B cost where A and B are

independent random variables with zero means and equal standard deviations
show that the process is stationary of the second order.
9)
The One step TPM of a Markov chain { X n , n = 0 , 1 , 2 } having state space

0.1 0.5 0.4
S = { 1 , 2 , 3} is P =
0.6 0.2 0.2 and initial distribution is P ( 0 ) = 0.7 0.2 0.1 .
0.3 0.4 0.3

Find (i) P[X 2 = 3 / X 0 = 1] (ii) P [ X 2 = 3] (iii) P[X 3 = 2,X 2 = 3 ,X 1 = 3,X 0 =1]
10) If the process {N(t); t >0} is a Poisson process with parameter
P[N(t) = n] and E[N(t)]
, obtain
11)
Derive the probability law of the Poisson process and find its mean and variance
12)
A man either drives a car of catches a train to go to office each day. He never
goes 2 days in a row by train but if he drives one day, then the next day he is just
as likely to drive again he is to travel by train. Now suppose that the first day of
the week the man tossed a fair die and drove to work if and only if a 6 appeared
Find 1) the probability that he takes a train on the third day.
2) the probability that he drives to work in long run.
13) Consider the random process X (t) = cos ( t + )where a random variable
with density function is f ( ) = 1
stationary or not.
,-
, Check whether the process is

2
14)
Given a random variable with density function f () and another random

variable uniformly distributed in ( - , ) and independent of and
X (t) = a cos ( t + ) , prove that { X(t) } is a WSS process.
15)
Show that when events occur as a Poisson process, the time interval
between successive events follow exponential distribution.
16)
For a random process X(t) = Y sin t , Y is an uniform random variable in

the interval 1 to 1. Check whether the process is WSS or not.
17)
A stochastic process is described by X(t) = Y cos t + Z sin t , where Y and Z

are two independent random variables with zero means and equal standard
deviations. Show that the process is stationary of the second order.
18)
Two random processes X (t) and Y (t) are defined by X(t) = A cos t + B sin t
and Y(t) = B cos t - A sin t . Show that X (t) and Y (t) are jointly WSS if A
and B are uncorrelated random variables with zero means and the
same variances and is constant.
19)
Write short notes on each of the following:

1)
Binomial process
2)
Sine wave process
3)
Ergodic process
20)
Consider a Markov chain { X n ; n 1 } with state space S = { 1 , 2 } and one step

TPM
P=
0.9
0.2
1)
2)
3)
0.1
0.8
Is chain irreducible?
Find the mean recurrence time of states 1 and 2
Find the invariant probabilities.
UNIT - III
Markov Processes and Markov Chains

1. Define Markov Process and Markov Chain. Give an example.
Solution:
Markov Processes:
A random process X(t) is called a Markov Process if
P X (t n ) an / X (t n 1 ) an 1 , X (t n 2 ) an 2 ... X (t 1 ) a1
t t
= P X (t n ) an / X (t n 1 ) an1 for all 1

Markov Chain:
If for all n, P
2 3
X (t n ) an / X (t n 1 ) an 1 , X (t n 2 ) an 2 ... X (t 1 ) a1
=P
then the process
t .... t
X (t n ) an / X (t n 1 ) an1
is called a Markov Chain.
Example:
Let X ( t ) N of birth up to time t so that the sequence X(t) forms a
pure birth process since the future is independent of the past given current state.
e t tn
2. Examine whether the Poisson process X(t) given by the law
P X (t ) N
, n 0,1,2.....is covariance stationary or not.
n!
Solution:
Var X t t
Poisson Process {X (t)} is not covariance stationary since the

which is not a constant.
3. Let X be the random variable which gives the inter arrival time , where the arrival process
is a Poisson process .What will be the distribution of X ? How?
Solution:
The interval between two successive occurrences of a Poisson process with
parameter has an exponential distribution with mean

Let the two consecutive occurrences of the event be E
and E . Let
i1
. Let T be the inter arrival between the occurrences of
time instant
take place at
and
. Then
i1
T is a continuous random variable.
P Tt PE
does not occur in

i 1
t, t
i1
PNo event occuer in an interval of length t

P X (t) 0
et t 0
P0 (t) et
0!
The cumulative distribution of T is given by F (t ) P T t P T t 1 e e

t
1
Which is an exponential distribution with mean .
4. Define strict sense stationary process and give an example.

Solution:
A random process is called strict sense stationary if all its finite
dimensional distribution are invariant under translation of time parameter.
Example:
X (t ) A cos0 t where A and 0 are constants and is

uniformly distributed in
5. Define wide sense stationary process.

Solution:
A random process X(t) is said to be wide sense stationary if its mean is constant
and its autocorrelation depends only on time difference.
i.e ) E
X (t ) cons tant and R XX t , t RXX
6. Let X(t) be a Poisson process with rate . Find the correlation co efficient of X(t).
Solution:
The correlation co efficient is given by
XX t1 , t2
CXX t1 , t2
VarX (t1 ) VarX (t2 )
t1
if t2 t1
t1t2
t1
t 1t 2
t
1
t2
0
7. If the transition probability matrix of a Markov chain is
1
2
distribution of the chain

Solution:
Limiting distribution of the chain is p
1 2
0
1
2
1
1 1
1
1 , find the limiting
2
1 2
2 1 2 1 2
2
1 2 2
2
Since 1 2 1, 1 21 1
,2
3
3
Limiting distribution of the chain is 1
8.
Define Random Process and its classification.

Solution:
A random process is a collection of random variables that {X(s,t)} that are
functions of a real variable where s S , S is the sample space and t T , T is an
index set.
Random process is classified into four types
1.
2.
3.
4.
9.
Continuous random process

Discrete random process
Continuous random sequence
Discrete random sequence
Show that the sum two independent Poisson processes is a Poisson process.
Solution:
Let X
t X 1 t X 2 t
n
P X ( t ) n P X
t r P X
r0
nr
1 t e 2t
n e
n r !
r!
r0
t
1t 2t
r ! n r!
r0
nr

e 1
n r
e1 2 t
nc
1t r 2tn r
n!
r0
e 1
t
2
1
n! 1
X t X t X t
Hence
1 2 is a Poisson process.
10. The t.p.m of a Markov chain {Xn} is
distribution is
P1 1
3
1
4
1
4 with three states 1,2,3, is with initial
0
1
P X 1, X 2, X
1
Find
3
4
1
1
.
Solution:
P X 3 1, X 2 2, X 1 1 P X 3 1/ X 2 2, P X 2 2/ X 1 1 P X1 1
P
21
1 1
P
12
11 1
.
1
=
4 4 4 48
11.
What is Markov Chain ? When can you say that a Markov chain is homogeneous?
Solution:
If for all n,
P X (t n ) an / X (t n 1 ) an 1 , X (t n 2 ) an 2 ... X (t 1 ) a1 =
P X (t n ) an / X (t n 1 ) an1 then
the process
is called a Markov Chain.
P X (t ) a / X (t ) a
n
n
n 1
n1 is called the one step transition
n
probability . If the one step probability does not depend on the step
P ( n 1, n ) P ( m 1, m )
ij
i.e)
ij
the Markov chain is called homogeneous.
X ( t ) cos( 0 t ) where is uniformly
12. Consider the random process
distributed in the interval
. Check whether X ( t ) is stationary or not.
Solution:
Since is uniformly distributed in the interval
t E Cos
EX
t
0
f ( )
Cos 0 t
, ,
1
2 d
1 sin t sin t
0
0
2
2sin0t
2
which is a function in t.HenceX(t) is not stationary
13.
What is continuous random sequence, give an example.

Solution:
A random process for which X is continuous but time takes only discrete values
is called continuous random sequence
Example:
X
If
n represents the temperature at the end of the nth hour of a day then
X n ,1 n 24 is a continuous random sequence, since the temperature can take any

value in the interval and hence it is continuous.
14.
Define irreducible Markov chain and state the chapman Kolmogorov theorem.
Solution:
A Markov chain is said to be irreducible if every state can be reached from every
other states, where
Pn0
for some n and for all i and j.
ij
Chapman Kolmogorov theorem:

If P is the t.p.m of a homogeneous Markov chain then the nth step Pn
is equal to pn .
Pn
i.e)
15.
ij
ij
What is steady state distribution of a Markov chain.

Solution:
A Markov chain whose tpm P is said to be a steady state distribution if p where
1 2 1 and 1 2
16.
State any four properties of Poisson process.

Solution:
1. The Poisson process is a Markov process
2. Sum of the two independent Poisson processes is a Poisson process
3. Difference of two independent is not a Poisson process
4. The inter arrival time of a Poisson process is exponentially distributed with mean
17.
If { X( s, t ) } is a random process , what is the nature of X( s , t ) when s is fixed and t is

fixed?
Solution:
X(s, t) becomes a number.
18.
What is a stochastic matrix? When it is said to be regular?

Solution:
A matrix A is stochastic if
a 1
and all entries are positive. It is said to be regular if
i1
all entries are positive and sum of the entries in all the rows of
19.
is 1.
A man tosses a fair coin until 3 heads occur in a row. Let Xn denotes the longest string
of heads ending at the nth trial
th
(n-k)
: if at the nth trial the last tail occurred at the
trial, find the t.p.m.
Solution:
The state space = { 0,1,2,3 } since the coin is tossed until 3 heads occur in a row.
1
2
1
P 2
1
2
1
2
1
1
20. Draw the transition diagram for the Markov chain whose t.p.m is P
0
1
1
2
Solution:
0
1/2
1
0
1
UNIT IV
QUEUEING THEORY
1.
What are the basic characteristics of a queueing system?
2.
What are the basic characteristics of a queueing process?
3.
State littles formula.
4.
State kendalls notation.
5.
What do you meant by transient state and steady state queueing

system?
6.
In the usual notation of an M / M /1 queueing system, if 12 per hour

and 24 per hour, find the average number of customers in the
system.
7.
Derive the average number of customers in the system for
(M / M /1) : ( /FIFO) .
8.
9.
What is the probability that an arrival of an infinite capacity with
2
p 0 1
c 3 and
9
enters the service without waiting?

Obtain the steady state probabilities of an (M / M /1) : ( N / FIFO)
queueing model.
10. In a given M/M/1 queue, the arrival rate 7 customers per hour
and service rate 10 customers per hour. Find P[ X 5] , where X
is the number of customers in the system.
2
11. In a duplicating machine maintained for office use is operated by an

office assistant. If the jobs arrive at rate of 5 per hour and the time to
complete each job varies according to an exponential distribution with
mean 6 minutes , find the percentage of idle time of the machine in a
day. Assume that the jobs arrive at according to a Poisson process.
12. In a given (M / M /1) : /FCFS queue,
0.6 , what is the probability
that the queue contains 5 or more customers.

13. For (M / M /C) : ( N / FIFO) model, write down the formula for
average number of customers in the queue.
14. For (M / M / C ) : N/FIFO model, write down the formula for average
waiting time in the system.
15. What is the probability that a customer has to wait more than 15
minutes to get his service completed in (M / M /1) : /FIFO
queueing system if 6 and 10 per hour.
3
PART B
1.
Arrivals ate telephone booth are considered to be Poisson with an

average time of 12 min between one arrival and the next. The length of
a phone call is distributed exponentially with mean 4 minutes.
1 . What is the average number of customers in the system?
2 . What fraction of the day the phone will be in use?
3 . What is the probability that arriving customers have to wait?
2.
Customers arrive at a process at a one man barber shop according to

a Poisson process with a mean inter arrival time of 20 minutes.
Customers spend an average of 15 minutes in the barber chair. If an
hour is used as a unit of time, then
1. What is the probability that a customer need not wait for a hair cut?
2. What is the expected number of customers in the barber shop and

in the queue?
3. How much time can a customer expect to spend in the barber
shop?
4. Find the average time that customers spend in the queue.
5. What is the probability that there will be 6 or more
customers waiting for service?
3.
Derive the formula for average number of customers in the queue and
the probability that an arrival has to wait for M/M/c with infinite
capacity. Also derive the same model the average waiting time of a
customer in the queue as well as in the system.
4
4.
Define Kendalls notation. What are the assumptions that are made for
simplest queueing model?
5.
Arrival rate of telephone calls at telephone booth are according to

Poisson distribution with an average time of 12 minutes between two
consecutive calls arrival. The length of telephone call is assumed to be
exponentially distributed with mean 4 minutes.
1. Determine the probability that person arriving at the booth will
have to wait.
2. Find the average queue length that is formed from time to time.
3. The telephone company will install second both when convinced
that an arrival would expect to have to wait at least 5 minutes for
the phone. Find the increase in flows of arrivals which will
justify a second booth.
4. What is the probability that an arrival will have to wait for mare
than 15 minutes before the Phone is free.
6.
A petrol pump station has 2 pumps. The service times follow the
exponential distribution with mean of 4 minutes and cars arrive for
service is a Poisson process at the rate of 10 cars per hour. Find the
probability that a customer has to wait for service. What is the
probability that the pump s remain idle?
7.
Obtain the steady state probabilities for M/M/1/N/FCFS queuing model.
5
8.
In a given M/M/1 queueing system, the average arrivals in 4 customers

per minute 0.7 .
What are
1. Mean number of customers L s in the system.
2. Mean number of customers L q in the queue.
3. Probability that the server is idle.
4. Mean waiting time W s in the system.
9.
A two person barbershop has 4 chairs to accommodate waiting

customers. Potential customer who arrive when all 5 chairs are full,
leaving 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. Compare P 0 , P 7 and average number of customers in the
queue.
10. Derive the formula for

1. Average number L q of customers in the queue.
2. Average waiting time of customer in the queue for
M / M /1 : ( /FIFO) model.
UNIT-4
QUEUEING THEORY
1. what are the basic characteristics of a queueing system.
Solution:
The basic the basic characteristics of a queueing system are
1) arrival pattern of customers.
2) Service pattern of servers
3) Queue discipline.
4) System capacity.
2. what are basic characteristics of a queueing process
Solution:
The basic queueing process describes how customers arrive at and
proceed through the queueing system. This means that the basic
queueing process describes the operation of a queueing system
a) the calling process
b) the arrival process
c) the queue configuration
d) the queue discipline
e) the service mechanism.
3. state littles formula.
Solution:
Littles formula
Ls = Ws
Lq = W q
L s = L q + /
Where - arrival rate

- service rate.
4. state kendalls notation.

Solution:
kendalls notation is given by (a/b/c) : (d/e/f)
Where a= Arrival distribution
b= Service distribution
c= Number of parallel servers (n=1,2,3,..)
d= Queue discipline
e= Maximum number allowed in system
f= size of calling source (finite or infinite)
5. what do you mean by transient state and steady state queueing system.
Solution:
If the system has been in operation for a sufficiently long time then it is
called steady state behavior of the queueing situation and the early operation
of the system is said to be transient behavior of the queueing situation.
6. In the usual notation of an M/M/1 queueing system, if - 12 per hour and
- 24 Per hour, find the average number of customers in the system.
Solution:
Ls = / -
= 12/24-12
= 1.
7. Derive the average number of customers in the system for (M/M/1) : ( /F/FO).
Soultion:
Let Ls denotes number of customers in the system and N denotes
numbers of customers in the queueing system.
W.K.T
P0 =1- /
Pn = ( / )n (1- / )
Ls = E(N)
N
=nPn
n0
N
=n ( / )n (1- / )
n0
= ( / )(1- / ) n ( / )n1
n1
= ( / )(1- / ) (1 / )2
= ( / ) /(1- / )
= ( / )
8. What is the probability that an arrival of an infinite capacity 3 server poisson
queue with /c =2/3 and P0 = 1/9 enters the service without waiting.
Solution:
P(without waiting) = 1-P(w>0)
= 1-( / )c P0 /c!(1- /c)
/,
C=3, P0 = 1/9
Therefore probability = 1- (2)3 (1/9) / 3! (12/3) = 1- (8/9) / 6(1/3)

= 1-8/(9)(2)
=1-4/9
= 5/9
9. Obtain the steady state probability of an (M/M/1) : (N/F/FO) queueing model
Solution:
steady probabilities
1
N 1
( )
P0 = 1
,if
,if
N 1
Pn = /
1
1 ( ) N 1
if
N 1
if .
10. In a given M/M/1 queue, the arrival rate =7 customers/hour and service
rate = 10 customers/hour. Find P(X>=5), where x is the number of
customers in the system.
Solution:
=7, =10
P(X k) =( / )k
P(X 5)= (7/10)5
11. A duplicating machine mainfained for office use is operated by an office
assistant. If the jobs arrive at a rate of 5 per varies according to an
exponential distribution with mean 6 minutes, find the percentage of idle time
of machine in a day. Assume that jobs arrive according to a poisson process
Solution:
60
10
hr 6 hr
P(machine is idle) =P(N=0)

= (1- / )
= 1/2.
Percentage of idle time =50% .
12. In a given M/M/1/ /FCFS queue, =0.6, what is the probability that the
queue contains 5 or more customers.
Solution:
P(N k) = ()k
P(N 5)= (0.6)5
= 0.0467
13. For (MM//C): (N/F/FO) model, write down the formula for average number
of customers in the queue.
Solution:
L=
q
2
( )
Where - arrival rate, - service rate.

14. For (M/M//C): (N/F/FO) model, write down the formula for average
waiting time in the system.
Solution:
1
Ws= ( ) +
=
=
( )
( )
1
=
( )
15.What is the probability that a customer has to wait more than 15 minutes
to get his service completed in (M/M//1): ( /F/FO) queue system if =6
per hour and =10 per hour
Solution:
P(w>t) = e
( )( t )
(10 6)(15)
P(w>15)= e
4(15)
=e
= e60
1
UNIT - 5
Non-Markovian queues and queue networks
PART - A
1. Write Pollaczek-Khintchine formula and explain the notations.
2. What is the effective arrival rate for M/M/1/N queueing system
3. What is the effective arrival rate for M/M/1/4/FCFS queueing model when = 2
and = 5.
4. In M/G/1 queueing model write the formula for the average number
5. In M/G/1 queueing model write the formula for the average number
of customers in the system.
6. Write the formula for average waiting time of a customer in the queue of
M/G/1 model?
7. What is the average waiting time in the system in the M/G/1 model?
8. Maruti cars arrive according to Poisson distribution with mean of 4 cars per
hour and may wait in the facilitys parking lot. If the bug is busy if the
service time for all the cars is K and equal to 10 minutes .Find Ls and Lq.
9. In a hospital patients arrive according to Poisson distribution with mean of 6
patients per hour and may wait if the clinic is busy. If the consulting time for
all the patients is K and equal to 20 minutes. Find Ws and Wq.
10. What is the probability that an arrival to an infinite capacity 3 server
Poisson distribution with _ / = 2 and P0 =1/9 enters the service without
Waiting?
2
PART - B
1. In a heavy machine job the overhead crane is 75% utilized. Time study
observations gave the average service time as 10 - 5 minutes with a standard
deviation of 8 8 minutes. What is the average calling rate for the services of the
crane and what is the average delay in getting service? If the average service time
is cut to 8 minutes with standard deviation of 6 minutes. How much reduction will
occur an average in the delay of getting served?
2. Derive the Pollaczek-Khintchine formula for M/G/1 queueing model
3. Automatic car Wash facility operates with only one bay. Cars arrive according
to a poisson distribution with a mean of 4 cars per hour and may wit in the facilitys
parking lot if the bay is busy.If the service time for all cars is constant and equal to
10 minutes determine Ls,Lq,Ws,Wq.
4. Derive the formula for the average waiting time in the system from
Pollaczek-Khintchine formula.
5. Maruti cars arrive according to Poisson distribution with mean of 4 cars per hour
and may wait in the facilitys parking lot if the bug is busy. If the service time for
all cars is K and equal to 10 minutes. Find Ls, Lq, Ws, Wq.
6. Discuss about open and closed networks.
7. Explain in detail about series queues.
8. Customers arrive at a watch repair shop according to a Poisson process at a
rate of one per every 10 minutes and the service time is an exponential random
variable with mean 8 minutes. Find the average number of customers Ls, the
average waiting time of a customer spends in the shop Ws and the average time
a customer spends in the waiting for service Wq
UNIT-V
NON-MORKOVIAN QUEUES AND QUEUE NETWORKS
1. Write Pollaczek- Khintchine formula and explain the notations.
Soln:
V ( s ) (1 * )(1 s ) B
Where
B ( s ) s
( s)
s Number of servers
B ( s ) e d B ( t )
*
st
B (t )
= p.d.f of service time .
2. What is the effective arrival rate for M/M/1/N Queuing system
Soln:
Effective arrival rate
(1 P )
'
0 Where
P0
N1
3. What is the effective arrival rate for M/M/1/4/FCFS Queuing model when
2 and 5
Soln:
Effective arrival rate (1 P0 )
Here 2 , 5 , N 4
'
P0 1 N1
1 2
5
2 41
1
3
3
5
5
5
5
3125 2
1 2
55
55
4
3x5
1875 0.6062
3125 32 3093
'
5(1 0.6062) 1.96
4. In M / G / 1queuing model write the formula for the average number
Soln:
The average number of customers in the queue
2
L ,
Variance of service
q
2(1 )
2
5. In M / G / 1queuing model write the formula for the average number

of customers in the system.
Soln:
The average number of customers in the system
L
s
2(1 )
2
6. Write the formula for average waiting time of a customer in the queue of M /
G / 1 model.
Soln;
Average waiting time of a customer in the queue

2 (1 )
2
wq
7. What is the average waiting time in the system in the M / G / 1 model?

Soln:
Average waiting time of customer in the system
ws 1
2 (1 )
2
8. Maruti cars arrive according Poisson distribution with mean of 4 cars per
hour and may wait in the facilitys parking lot. If the bug is busy, if the
service time for all the cars is K and equal to 10 minutes. Find
s and
q.
Soln:
4 Cars / hours
1 10
Mins, 6 Cars /
hours Var=0. 0
4 2
6 3
2
2

Lq
2(1 )
2
4 2 (0) 2
3
2 1
0.667 cars.
2
3
L
s
2(1 )
2
2
2
0
2
1.333 1
21
3
9. In a hospital, patients arrive according to Poisson distribution with mean of 2
patients per hour and may wait if the clinic is busy. If the consulting time
for all the patients is K and equal to 20 mins. Find

Soln:
2
1
20
mts. 3 patients / hour.
s and
q .
Var=0,
2
3
ws 1
2 (1 )
2
1 4
3
2

2 (1 )
2
2x6 1
wq
2
3
2x6 1
1
2 9
3
10. What is the probability that an arrival to an infinite capacity 3 server

Poisson distribution with 2 and P 1 enters the service without
9
0
waiting.
Soln:
P(without waiting time) P(N 3)
P0 P1 P 2
Pn
. P0 when n c 3
n!
2
1
P(N 3)
2 1 x2 x 1 5
9 9 2
9 9

Fourth Semester Probability and Queuing Theory Two Marks With Answers Regulation 2013

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Fourth Semester Probability and Queuing Theory Two Marks With Answers Regulation 2013

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1. Define random variable.

Let X be a discrete random variable whose cumulative distribution is

Find P(X < 4), P(-5 < X < 4)

6. If var(X) = 4, find Var (3X+8), where X is a random variable.

9. Find the cumulative distribution function F(x) corresponding to the p.d.f of

10. Define continuous random variable. Give an example.

Find the value of C and C. D. F. of X.

12. The cumulative distribution function of a random variable X is

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central moment of a random variable.

14. If a Random variable X has the moment generating function

2 , determine the Variance of X.

22. If X is uniformly distributed in ( - 1 , 1 ), find the p.d.f of Y = Sin

(i) the value of k.

2. The monthly demand for Allwyn watches is known to have the

6. If the probability density function of X is given by

2) Use this result to evaluate

find the mean , variance and moment generating function.

If X is a binomial distribution with E[X] = 2 and Var[X] = 4/ 3, find P[X = 5]

For a binomial distribution mean is 6 and standard deviation is

6 . Find the first two

18. The monthly breakdowns of a computer is a random variable having Poisson

Prove that Poisson distribution is the limiting case of Binomial distribution.

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Find the m.g.f, mean and variance of Poisson distribution.

What is the probability that the target would be hit on 10 attempt?

State and prove memory less property on Geometric distribution.

26. If X is uniformly distributed in [ - 2 , 2 ], find P[X<0] and

If X is uniformly distributed with E[X] = 1 and Var[X] = 4/3 , find P[X<0].

31. The daily consumption of milk in excess of 20,000 gallons is approximately e

Define Weibull distribution; find its mean and variance.

, find the p.d.f of Y =

If X is a continuous r.v having f (x) =

p.d.f the p.d.f of Y.

2. In a Company 5% defective components are produced. What is the

P(X=x) = (e )/x! , x=0, 1, 2,..

3. If X and Y are independent r. vs with variance 2 and 3. Find the Variance

4. Obtain the probability function or probability distribution from the following

5. Let x be a discrete random variable whose cumulative distribution is

i) find P(x>4) , p(-5<x<4)

P(-5<x<4) = F(4) F(-5)

6. If Var (x) = 4 Find var (3X+8), where X is a random variable.

Given 1 1, 2 4, 3 100& 4 25 the point

A=5 Mean = A + 1 =4+1=5

45 4(10)(1) 6(4)(1) 3(1)

8. If a random variable X takes the value 2P(X=1)=3P(X=2)=P(X=3)=5P(X=4)

9. Find the Cumulative distribution function F(X) corresponding to the p.d.f of

10. Define continuous random variable. Given an example

[(1 x)(e ) e (1)]

central moment of a random variable

var iance npq

16. The Mean of the binomial distribution is 20 and S D is 4, Find the

17. Obtain the mgf of poisson distribution

18. The No. of monthly breakdowns of a computer is a r. v having a poission

19. If X is a poisson variable such that P(X=2)=9P(X=4)+90P(X=6). Find

21. Show that the mgf for the uniform distribution is

22. If X is uniformly distributed (-1,1) find the p d f of Y=sin(

23. If X is a uniform random variable is (-2,2). Find the p d f of X and var X

24. The time (in hour) required

, x > 0 , y > 0. Find the value of K

, 0 < x < 2 , 2 < y <4 . Find P[X + Y < 3] .

Find the acute angle between two regression lines.