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PQT - Model Question Paper

# PQT - Model Question Paper

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04/20/2012

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MODEL PAPERB.E. DEGREE EXAMINATION.Fourth SemesterComputer Science and EngineeringMA 040 — PROBABILITY AND QUEUEING THEORY Time : Three hoursMaximum : 100 marksAnswer ALL questions.PART A — (10
×
2 = 20 marks)1.I
A
and
B
are independent events, prove that
A
and
B
are alsoindependent events.2.Find the cumulative distribution function
)(
x
corresponding to thep.d.f.
)1(11)(
2
x  x
+=
π
, for
<<
x
.3.The joint p.d.f. of a bivariate R.V.
),(
X
is given by
otherwise.10,10 ,0,4),(
<<<< =
x  x y  x
Find
)1(
<+
X P
.4.State the central limit theorem for independent and identically distributedrandom variables.5.Describe Bernoulli process.6.Show that if a random process
)(
X
is wide sense stationary, then itmust also be covariance stationary.7.Consider a Markov chain with two states and transition probability matrix
=
2121 4143
P
. Find the stationary probabilities of the chain.
M 003

8.Establish the relation between hazard function and reliability function.9.Consider an M/M/1 queueing system. Find the probability of finding atleast ‘
n
’ customers in the system.10.Consider an M/M/C queueing system. Find the probability that an arrivingcustomer is forced to join the queue.PART B — (5
×
16 = 80 marks)11.(i)Derive the distribution of Poisson process and hence find its meanand variance.(ii)Let
{ }
0:)(
N
be a renewal process with distribution
)(
. Prove thatthe probability
{ }
nNP
=
)(
is
{ }
)()()(
1
nNP
nn
+
==
andthe expected number of renewals by
=
=
1
)()(
nn
M
, where
)(
n
is the
n
–fold convolution of
)(
with itself. Find also
{ }
nNP
=
)(
and
)(
M
for
0,1)(
=
e
λ
.12.(a)(i)A box contains 5 red and 4 white balls. Two balls are drawnsuccessively from the box without replacement and it is notedthatthe second one is white. What is the probability that the firstis alsowhite?(ii)Let
x
e
=
. Find the p.d.f. of
if
X
is a uniform random variableover
)1,0(
.(iii)Let
X
be a uniform random variable over
)1,0(
. Determine themoment Generating function of
X
and hence find variance of
X
.Or(b)(i)Determine the binomial distribution for which the mean is 4 andthe variance 3.(ii)I
4}{var
=
X
, find
}83{var
+
X
, where
X
is a random variable.
M 003
2

(iii)Let
2
X
=
. Find the p.d.f. of
if
X
is a uniform random variableover
)2,1(
.13.(a)(i)I
X
and
have the joint p.d.f.
otherwise,10,10 ,0,43),(
<<<< +=
x  xy  y  x
find
( )
x  y
and
     =>
2121
X  y P
.(ii)Suppose the joint probability mass function of a bivariate randomvariable
),(
X
is given by
otherwise.)1,2(),0,1(),1,0(for ,0,31),(
=
y  x P
XY
(1)Are
X
and
independent?(2)Are
X
and
uncorrelated?Or(b)(i)Consider
X  Z
+=
. Show that if
X
and
are independent PoissonRandom variables with parameter
1
λ
and
2
λ
respectively,then
z
isalso a Poisson random variable with parameter
21
λ λ
+
.(ii)Let
X
and
be independent standard normal random variables.Find the p.d.f. of
X  Z
=
.14.(a)(i)Consider a Markov chain with state space
}1,0{
andtransitionprobability matrix
=
2121 01
P
.(1)Draw a transition diagram(2)Show that state 0 is recurrent(3)Show that state 1 is transient(4)Is the state 1 periodic? If so, what is the period?(5)Is the chain irreducible?(6)Is the chain ergodic? Explain.(ii)Distinguish the terms reliability and availability.(iii)Find the MTTF for constant hazard function.
M 003
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