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A C A A A C D C B C
PART-B (2 MARK)
11. The CDF of a continuous random variable is given by
Find the PDF and mean of X.
0, otherwise
1
5
5 0
1 x x
1 1
e 5 25e 5
5
25
5
5
k
e x dx
k
e e
i.e., .(1)
Also,
P( X s t ) e ( s t )
s
P( X s ) e
s t
e e
By(1)
e s
e t P( X t )
P( X t )
Thus P(X>t) =
Ans: PDF
;
Mean =
xf ( x)dx
e 5 25e 5
5
25
5
5
14. If X is a normal random variable with mean zero and variance find the PDF of
Ans: Step:1 To find joint of X
X is a normal random variable, we have
( x )2
1 1
f X ( x) e, X
2 2
(1)
2
Step : 2 Write the new r.v. interms of X
Given (2)
Step : 3 Write the above relation as
(3)
Step : 4 Find
(4)
Step : 5 To find
( x )2
1 1
e 2 2
, [Using (1) and(4) ](5)
2 y
Step : 6 Change of domain (i.e., x-domain into domain)
Since
(6)
Result:
Using (5) and (6) we get
( x )2
1 1
, e 2 2
,0 y , x log y
y 2
3 = 0.05
1
19 3
k 0.9830
20
16. If X is uniformly distributed in . Find the of the
= (4)
Step : 5 To find
Result:
Using (5) and (6) we get
1
, y
(1 y 2 )
(1)
Now,
4
x 1.5 4 2.25
1 2 2 1
4
1.75
P( X 1.5) . ..(2)
4
2
1 x2
2 2
x
P( X 1) f ( x)dx dx
1 1
2 2 2 1
1 4 1 1 3
2 2 2 2 2
3
(3)
4
(2)
(3) A,B are mutually exclusive events on S.
PART-C (8MARK)
22. Derive the m.g.f of Poisson distribution and hence or otherwise deduce its mean and variance.
23. The marks obtained by a number of students for a certain subject is assumed to be normally
distributed with mean 65 and standard deviation of 5. If 3 students are taken at random from this
set, what is the probability that exactly 2 of them will have marks over 70?
K
, x
(ii) A continuous R.V.X has the pdf f ( x) 1 x 2 . Find
0, otherwise
(1) The value of K, (2) Distribution function of X
(2) P [ X > 0 ]
25. Let X and Y be independent normal varieties with mean 45 and 44 and standard deviation2 and
1.5 respectively. What is the probability that randomly chosen values of X and Y differ by 1.5 or more?
26. If X is a uniform random variable in the interval (-2,2) , find the probability
density function and E[Y].
0 1 2 3 4 5 6 7
0 K 2K 2K 3K 2 7 +K
Find: (1) The value of
K
(2) and
(3) The smallest value of n for which .
28. Find the M.G.F of the random variable X having the probability density function
x 2x
e ,x 0
f ( x) 4 And deduce the first four moments about the origin.
0, elsewhere
Find
(1) The Value of C
(2) 0)
(3) The distribution function of X
(4) The largest value of X for which
31. If the probability that an applicant for a drivers license will pass the road test on
any given trial is 0.8 . What is the probability that he will finally pass the test?
(1) On the fourth trial and
(2) In less than 4 trials?
32. Find MGF of the two parameter exponential distribution whose density function is
given by and hence find the mean and variance.
33. The marks obtained by a number of students in a certain subject are assumed to be
normally distributed with mean 65 and standard deviation 5. If 3 students are
selected at random from this group, what is the probability that atleast one of
them would have scored above 75?
34. Members of a firm rent cars from three rental agencies 60 percent from agency 1,
30 percent from agency 2 and 10 percent from agency 3. If the percentages of
the cars that tune-up are 9%,20% and 6% respectively from agencies 1,2 and,
what is the probability that it comes from rental agency 2 if a rental car delivered
to the firm needs tune-up
35. Find the probability distribution of the total number of heads obtained in four tosses of a
balanced coin. Hence obtain the MGF of X, Mean of X and variance of X.
36. In a small library there are 1000 books, among which 500 are scientific. Among the
scientific books are 100 which belong to Engineering. Three books are chosen at random, the chosen
book being replaced each time. What is the probability of getting (1) all three scientific books, (2) three
scientific books among which only one is engineering book and (3) at least one of three is an engineering
book.
38. Obtain the MGF of Poisson distribution and hence compute the first four moments.
40. (i) Find the variance of a random variable X which follows Negative Binomial
distribution.
(ii) State the density function of Weibull distribution and mention its properties.
(iii) What is variance of the random variable X which is uniformly distributed?
UNIT:II
PART-A (ONE MARK)
1. Cov
a) E( x) E( y) E( xy ) b( E( xy ) c) E( xy ) E( x) E( y) d ) None of above
2. Cov
a)abE( xy ) b)Cov( x, y) E(ax).E(ay) d )abCov( x, y).
3. Cov
a) cov( x, y) b) cov( x a). cov( y b) c) E( x a).E( x b) d ) None of the above
4. If the two variables deviate in the same direction then it is
a) Negative correlation b) Simple correlation c) positive correlation d) partial correlation
5. Correlation co-efficient always lies between
a) to b)0to1 c)1to d ) 1to 1
6. If there is a perfect positive correlation then the value of r is
a)r 0 b)r c)r 1 d )r 1
7. If r=0 then the equation of the lines are
a) y y and x x b) y x and x y c) x y
d) None of the above
8. Regression coefficient of y on x is
x x y
a)r bxy b)r x y c)r byx d ) None of the above
y y x
9. The line of regression of y on x is given by.
y x x
a) y y r ( x x) b) y y r ( x x) c) x x r ( y y) d) None of the above
x y y
10. If and are independent then )=
a)V X 1 X 2 b)V X 1 X 2 c)V X 1 ) V ( X 2 d )V X 1 ) V ( X 2
ANSWER :
1 2 3 4 5 6 7 8 9 10
C D A C D D A C A D
PART-B (2 MARK)
11. Let X and Y be continuous random variables with joint probability density function
x( x y )
f XY ( x, y) ,0 x 2, x y x and f XY ( x, y) 0 elsewhere Find f Y / X ( y / x).
8
1
Here f ( x, y ) x( x y ), y varies from
8
x
1 xy 2
x 2 y
8 2 x
1 3 x 3 3 x 3
x x
8 2 2
1 3 x3 x3 1 x3
x x 2x
3 3
8 2 2 8 4
x3
f ( x) ,0 x 2
4
x( x y )
x( x y )
fY / x y
f ( x, y ) 8
x f ( x) x 3
2 x3
4
1
2 ( x y ), 0 x 2, x y x
2x
12. Find the acute angle between the two lines of regression, assuming two lines of regression.
Ans: If the equations of lines of regression of Y on X and X on Y are
Y
y y r. ( x x)
X
X
And x x r. ( y y)
Y
The angle between the two lines of regression is given by
1 r 2 YX
tan
r X 2 Y 2
Ans: Given
The M.d.f of X is f X ( x) f ( x)
f ( x, y )dy
e ( x y ) dy [ varies from 0 to ]
0
e x e y dy e x e y
0
0
e x e e 0 e x 0 1 e x
x
M.d.f of X f ( x) e
e ( x y ) dx [ varies from 0 to ]
0
e y e x dx e y e x
0
0
e y 0 1 e y
M.d.f of Y f ( y) e y
Now f ( x) f ( y) e x e y e ( x y )
But f ( x, y) e ( x y ) given
f ( x, y) f ( x) f ( y)
X and Y are independent
f ( x, y ).dxdy 1
1 x 2
5 4
i.e., K 1 y dy 1
1 2 0
5
K
9 11 y dy 1
2 1
i.e.,
K 8
5
1 y dy 1
2 1
i.e.,
1 y 2
5
4K 1
2 1
2K 16 0 1
32K 1
1
K
32
Method:1
Method:2
dy
g Y( y ) fx ( y ) ; x h 1 ( y ); y B, x A
dx
19. Find the mean of the Poisson distribution which is approximately equivalent to B (300,0.2).
Solution:
PART-C (8 MARK)
21. If X and Y are independent Poisson random variables with respective
parameters and Calculate the conditional distribution of X, given
that X + Y = n.
24. The life time of a particular variety of electric bulb may be considered as a
random variable with mean 1200 hours and standard deviation 250 hours. Using
central limit theorem, find the probability that the average life time of 60 bulbs
exceeds 1250 hours.
25. The joint probability density function of the two dimensional random variable is
8
xy ,1 x y 2
f x, y 9 . Find the conditional density functions of X and Y.
0, otherwise
26. The Joint probability density function of the two dimensional random variable
2 x y,0 x 1,0 y 1
(X,Y) is f x, y . Find the correlation
0, Otherwise
coefficient between X and Y.
27. If X 1 , X 2, ... X n are uniform varieties with mean 2.5 and variance Use central
limit theorem to estimate P108 S n 126, where Sn X1 X 2 .... X n and
29. Two random variables X and Y have the joint probability density function
given by
k 1 x 2 y ,0 x 1,0 y 1
f XY x, y
0, Otherwise
(1) Find the value of k
(2) Obtain the marginal probability density functions of X and Y.
(3) Also find the correlation coefficient between X and Y.
30. If X and Y are independent continuous random variables, show that the pdf of
U=X+Y is given by hu f x v f y u v dv
Y X
1 2 3 4 5 6
0 0 0
2 0
33. Find the covariance of X and Y, if the random variable (X,Y) has the joint p.d.f
) and , otherwise
35. A sample of size 100 is taken from a population whose mean is 60 and variance is
400. Using Central Limit Theorem, find the probability with which the mean of
the sample will not differ from 60 by more than 4.
2
x 2 y for 0 x 1, 0 y 1,
38. Given the joint probability density f x x 3
0 otherwise
Find the marginal densities, conditional density of X given Y = y and
1 1
P X / Y .
2 2
-1 0 1
-1
Y 0 0 0 0
1 0
Show that their covariance is zero even though the two random variables are not
independent.
UNIT:III
1. If all the fracture values can be predicted from past observations then the random process is called
a) Deterministic random process b) Discrete Random process c) continuous Random process d)
None of the above
2. A random process that is not stationary in any sense is called an a) SSS process b) first order
stationary process c) evolutionary process d) None of the above.
3. If the future values depends only on the present state but not on the past states is called a
A) Markov process b) Poisson process c)SSS process d) evolutionary process
4. If x is continuous and t is discrete, the random process is called as
a) Continuous random process b) continuous random sequence
c) Discrete random sequence d) None of these
5. If x is discrete and t is continuous the random process is called as
a) Discrete random process b)Discrete random sequence c)continuous random sequence d)None
of the above
6. If the process is first order stationary, then
a) Variance = constant b) mean = 0 c) Mean=constant d)None of the above
7. Correlation coefficient of is
C XX t1, t 2 C XX t1, t 2
a) PXX t1, t 2 b) f XX t1, t 2
C XX t1, t 2 C XX t1, t 2 C XX t 2, t 2
c) f XX t1,t2
1
d) None of these
C XX t1,t2 C XX t2,t2
8. A second order stationary process is also called as
a) Markov process b) Poisson process c) evolutionary process d) first
order stationary
9. If = constant and = constant then the process is called.
a) Stationary process b) Markov process c) evolutionary process d) None of the these
10. Bernoullis process is a
a) Poisson process b) WSS process c) SSS process d) Markov process
ANSWER :
1 2 3 4 5 6 7 8 9 10
A C A B A C B D A C
PART-B (2 MARK)
14. If Since {X(t)} is a normal process with and find the variance of X(10)-
X(6).
Ans: Since {X(t)} is a Gaussian random process, any member of {X(t)} is a random variable.
Let
Then is also a random variable.
E
=0 (1)
( ) [{X (10) X (6)} ]
2 2
Cov(6,6) 0
32 32e 4 31.4139
U 31.4139 5.6048
P10 6 4 4
4 4 ...(A)
0
Let 0
U 5.6048
40
4,
5.6048
When (B)
40
4,
5.6048
4 0 40
P10 6 4 [Using (A) and (B)]
5.6048 5.6048
0.7137 0.7137
2 0 07137
(from the normal table)
=
15. Consider the random process is a random variable with density function
f
1
, .
2 2
Ans: Given
f
1
and , .
2 2
t t f d
[ is an even function]
1
sin(t )2
2
1
sin t sin t
2 2
1
sin t sin t sin( ) sin
2 2
sin 90 cos
cos t cos t
1
sin 90 cos
2 cos t
(a function ' t ' )
Thus E[X constant
Since E[X is not a constant
PART-C (8 MARK)
21. A random process X (t) defined by where A and B
are independent random variables
each of which takes a value with probability and a value 1 with probability
24. Prove that the interval between two successive occurrences of a Poisson process
with parameter has an exponential distribution with mean .
42. State the postulates of a Poisson process and derive the probability distribution.
Also prove that the sum of two independent Poisson processes is a Poisson process.
43. The {X(t)} whose probability distribution under certain condition is given by
at n 1
, n 1,2....
1 at n 1
Pt n Find the mean and variance of the process. Is
at
1 at , n0
49. The random binary transmission process {X(t)} is a wide sense process with zero
mean and autocorrelation function where T is a constant. Find the
mean and variance of the time a constant. Find the mean and variance of the time
average of {X(t)} mean-ergodic?
, n 1,2....
1 at n 1
probability distribution. Pt n
at
1 at , n0
53. Distinguish between stationary and weakly stationary stochastic processes. Give
and example to each type. Show that Poisson process is an evolutionary process.
54. Write a critical note on sine wave process and its applications.
UNIT-IV
PART A (ONE MARK)
1.FCFS __________
a).First come first served b). First come fast served c). First come first solve
2. A queueing model is specified and represented symbolically in the form (a/b/c):(d/e), where b is _____
a). The type of distribution of the service time b). The service time c). The numbers of servers.
PART-B (2 MARK)
1. Draw the State-transition rate diagram for M/M/1 queueing model.
Solution: State transition rate diagram for M/M/1 system
State:
3. Give the formulas for the average number of customers (i) in the system, (ii) in the queue,
(iii) in the non-empty queues for the [M/M/1] : [ model.
2
Solution: (i) Ls , (ii ) Lq , (iii ) Lw
5. Give the formulas for the waiting time of a customer in the queue in the system for the
6. Write down the probability density function of the waiting time of a customer in the
[M/M/1] : [ model.
Solution : f w e w , w 0
7. In the usual notation of an M/M/1 queuing system, if =12 per hour and per
hour, find the average number of customers in the system.
Solution: Given:
12
Ls
24 12
8. In a given [M/M/1] ; [ queue, p=0.6. What is the probability that the queue
contains 5 or more customers?
Solution: The probability that the queue contains 5 or more customers is given by
PN 5 p 5 0.6 0.0778
5
9. If , are the rates of arrival and departure in a M/M/1 queue respectively, give the
formula for the probability that there are a customers in the queue at any time in steady
state.
n
Solution: Pn 1
10. Give the formulas for the average waiting time of a customer in the system and in the
queue for the (M/M/s) : ( queueing model.
1 1 1 /
s
(i )Ws P
s.s!
2 0
1
s
Solution:
1 1 /
s
(ii )Wq . P
s.s!
2 0
1
s
PART-C (8 MARK)
11. Characteristics of finite capacity, single server Poisson queue model- III
(M/M/1) : (
(i) The values of and
(ii) The average number of customers of in the system:
(iii) The average number of customers in the queue:
(iv) The average waiting times in the system and in the queue:
12. An insurance company ha 3 claim registers in its branch office. People with claims
against the company are found to arrive in a Poisson fashion at an average rate of 20/8-h
day. The amount of time that an adjuster spends with a claimants is found to have
exponential distribution with mean service time 40 min. Claimants are processed in the
order of their appearance.
(a) How many hours a week can an adjuster expect to spend with claimants?
(b) How much time, on the average, does a claimant spend in the branch office?
13. A petrol pump station has 4 pumps. The service times follow the exponential distribution
14. A Telephone exchange has 2 long distance operators. The telephone company finds that
during the peak load, long distance calls arrive in a Poisson fashion at an average rate of
15 per hour. The length of service on these calls is approximately exponentially
distributed with mean length 5 min.
(a) What is the probability that a subscriber will have to wait for his long distance call
during the peak hours of the day?
(b) If the subscribers will wait and are serviced in turn, what is the expected waiting
time?
15. There are 3 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.
(i) What fraction of the time all the typists will be busy?
(ii) What is the average number of letters waiting to be typed?
(iii) What is the average time a letter has to spend for waiting and for being typed?
(iv) What is the probability that a letter will take longer than 20 min waiting to be typed
and being typed?
16. A bank has 2 tellers working on saving s accounts. The first teller handles withdrawals
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 min. Per customer. Depositors are found to arrive in a Poisson fashion throughout 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.
(a) What would be the effect on the average waiting time for the customers if each teller
could handle both withdrawals and deposits.
(b) What could be the effect, if this could only be accomplished by increasing the service
time to 3.5 min?
17. Patients arrive at a clinic according to Poisson distribution at a rate of 30 patients per
hour. The waiting room does not accommodate more than 14 patients. Examination
time per patient is exponential with mean rate of 20 per hour.
(i) Find the effective arrival rate at the clinic.
(ii) What is the probability that an arriving patient will not wait?
(iii) What is the expected waiting time until a patient is discharges from the clinic?
18. Trains arrive at the yard every 15 minutes and the service time is 33 minutes. If the line
capacity of the yard is limited to 5 trains, find the probability that the yard is empty and
the average number of trains in the system, given that the inter arrival time and service
time are following exponential distribution.
19. A group of engineers has 2 terminals available to aid in their calculations. The average
computing job requires 20 min. of terminal time and each engineer requires same
computation about once every half an hour. Assume that these are distributed according
the an exponential distribution. If there are 6 engineers in the group, find
(i) The expected number of engineers waiting to use one of the terminals and in the
computing centre and (ii) the total time lost per day.
20. The Train Semi Conductor Company uses five robots in the manufacture of its circuit
boards. The robots break down periodically, and the company has two repair people to
do service when robots fail. When one is fixed, the time until the next breakdown is
UNIT-V
PART A (ONE MARK)
.MVA_______ a). Mean value Analysis b). Median value c). mode value analysis
2. M/D/1 is a________ model
a). Non Markovian queueing b). queueing c). Markovian queueing
3. Consider a service facility with two sequential station with respective service rates of 3 min and 4 min
.The arrival rate is 2 min .What is the average service time of the system , if the system coukld be
approximated by a two stage tandem queue?
a. 4/2 min b).3/2 min c) 5
4. Write down the traffic equations for an open Jackson network.
a) b) c)
5. . Write down the flow balance equations for an closed Jackson network.
a) b) c)
6. In the closed network system with m customers , the system as seen by arrivals to server j is distributed
as the stationary distribution in the same network system when there only ____customers
a). m+1 b). m c). m-1
7). Var (T)=____ a) b).1 c).
8. write down the p-k transform formula
a). b). c).
9.Lq=_____ a). b). c).
1 2 3 4 5 6 7 8 9 10
a a b a b C a b c a
PART-B (2 MARK)
1. Write down Pollaczek-Khintchine formula and explain the notations.
Solution: If T is the random service time, the average number of customers in the system
Ls E n E (T )
2 E 2 T V T
21 E T
where E(T) is mean of T and V(T) is variance of T.
2. M/G/1 queueing system is Markovian. Comment on this statement. (OR) Give and example for a
non-Morkovian queuing model.
Solution. M/G/1 queueing system is a non-Markovian queue model. Since the service time
follows general distribution.
5. In (M/G/1) model write down the formula for the average number of customers in the system.
2 o 2 p 2 1
Solution:
2 1 p
1. Arrivals from outside to the node New customers never enter in to the
is allowed. system.
Once a customer gets the service Existing customers never depart from the
2. completed at node i, he joins the system (ie.) and for all i
queue at node j with probability (OR) No customer may leave the system.
or leaves the system with probability
PART-C
11. Pollaczek-Khintchine formula (OR) Derive the expected steady state system size for the single
server queues with Poisson input and general service.
12. 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 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?
13. An automatic car wash facility operates with only one bay. Cars arrive according to a Poisson
distribution with a mean of 4cars/hr. and may wait in the facilitys parking lot if the bay is busy.
Find if the service time.
a) Is constant and equal to 10 minutes
b) Follows uniform distribution between 8 and 12 minutes.
c) Follows normal distribution with mean 12 minutes and S.D 3 minutes
d) Follows a discrete distribution with values 4,8 and 15 minutes with corresponding
probabilities 0.2, 0.6 and 0.2
14. There are two salesmen in a shop, one incharge of receiving payment and the other in charge of
delivering the items. Due to limited availability of space, only one customer is allowed to enter the
shop, that too when the clerk is free. The customer who has finished his job has to wait there until
the delivery section becomes free. If customers arrive in accordance with a Poisson process at rate
1 and the service times to two clerks are independent and have exponential rates of 1 and 3, find
a) The proportion of customers who enter the shop
b) The average number of customers in the shop and
c) The average amount of time that an entering customer spends in the shop.
15. There are two salesmen in a fruit shop, one incharge of Billing and receiving payment and the
other in charge of weighing and delivering the items. Due to limited availability of space, only one
customer is allowed to enter the shop, that too when the billing clerk is free. The customer who
has finished his billing job has to wait there until the delivery section becomes free, If customer
reach the fruit shop according to Poisson process at the rate of 5 per hour and both the salesmen
take 6 minutes each to serve a customer on the average and the service time follow exponential
distribution, find the average number of customers in the shop and the average time spent by a
customer who has entered the shop.
16. A TVS company in Madurai containing repair facility shared by a large number of machines has 2
sequential stations with respective service rates of 2 per hour and 3 per hour. The cumulative
failure rate of all the machines is 1 per hour. Assuming that the system behavior may be
approximated by the 2-stage tandem queue, find behavior may be approximated by the 2-stage
tandem queue, find
i. The average repair time including the waiting time.
ii. The probability that both the service stations are idle and
iii. The bottleneck of the repair facility.
17. In the Airport reservation section of a city junction, there is enough space for the customers to
assemble, form a queue and fill up the reservation forms. There are 5 reservation counters in front
of which also there is enough space for the customers to wait. Customers arrive at the reservation
section at the rate of 50/hour according to Poisson process, take 1 minute each on the average to
fill up the forms and then move to the reservation counter section. Each reservation clerk takes 5
minutes on the average to complete the business of a customer in an exponential manner.
i. Find the probability that a customer has to wait to get the service in the reservation counter
section
ii. Find the total waiting time for a customer in the entire reservation section. Assume that
only those who have the filled up reservation forms will be allowed into the counter
section.
18. Consider two servers. An average of 8 customers per hour arrive from outside at server 1 and an
average of 17 customers per hour arrive from outside at server 2. Inter arrival times are
exponential. Server 1 can serve at an exponential rate of 20 customers per hour and server 2 can
serve at an exponential rate of 30 customers per hour. After completing service at server 1, half of
the customers leave the system, and half go to server 2. After completing service at server of
the customers complete service, and return to server1.
19. In a network of 3 service stations 1,2,3 customers arrive 1,2,3 from outside, in accordance with
Poisson process having rates 5, 10, 15 respectively. The service times at the 3 stations are
exponential with respective rates 10, 50, 100. A customer completing service at station 1 is
equally like to (i) go to station 2, (2) go to station 3 and (3) leave the system.
A customer departing from service at station 2 always goes to station 3. A departure from service
at station 3 is equally like to go to station 2 or leave the system.
A. What is the average number of customer in the system consisting of all the three stations?
B. What is the average time a customer spends in the system?
20. Jackson network with three facilities that have the parameters give below
P11 0, P12 0.6, P13 0.3, P21 0.1 P22 0, P23 0.3
P31 0.4, P32 0.4, P33 0, 1 10, 2 10, 3 10,
Find
c1 1 c 2 2, c3 1, r1 1, r2 4 r3 3.