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RE.IB.Tech. DEGREE EXAMINATION,APRILIMAY2008. Fourth Semester (Regulation 2004) Computer Science and Engineering MA 1252 - PROBABILITY AND QUEUEING THEORY (Common to RE. Part-Time Third Semester Regulation 2005) Time: Three hours Use of statistical table is permitted. Answer ALL questions. PART A - (10 x 2;:; 20 marks)

Maximum: 100 marks

If the probability that a communication system will have high lidelity is 0.81 and the probability that it will have fidelity and high selectivity is 0.18, what is the probability that a system with high fidelity will also have high selectivity? Given the probability dens!ty function C.D.F. F


f (x) = ~,



a1 <.x: < aI' find k and

3. /

If the probability is 0.10 that a certain kind of measuring device will show excessive drift, what is the probability that the fifth measuring device tested will be the first show excessive drift? Find its expected value also.


Let X be a uniform random variable over [-1, 11. Find
(a) (b)



Find P (X 2' 10.<l. If X has mean 4 and variance 9.p. Let X and Y be continuous RVs with J. 2 T3322 .x4z ' x > 2 0 .(5 x 16 = 80 marks) 11. x :::. (2) P(4<X<5) (3) P(X'.f.2. Find E[X(t)X(t+r)].. and the two are independent. A ball from the box is taken out at random and kept outside. find (a) E(XY) . 8./ 6. what is the probability that the drawn ball is red? If the cumulative distribution: function of a RV. = 4 /hour. X is given by F (ii) (x) = 1 11.3).2. while Y has mean -2 and variance.com J 5.y)~{2XY+%YZ. 5.d.otherwise.blogspot. . o + n ) for an MIMIC queueing System. >0.www. If once again a ball is drawn from the box. find P(X ~ 5) where X is the number of customers in the system. if A = 3/hour and f1. Mx(t)= 13 el (4+4 )5 X has Find E (X). Define (a) Markov chain (b) Wide-Sense stationary process. 9. moment generating function peX<3) find(l) (iii) A discrete R. Let (X(t). (a) (i) A box contains 5 red and 4 white balls.t~OI where t: be a Poisson: process with rate A. In the usual notation of art MIMIl queueing system. O<y<l o Find P(X +Y <1). f(x. Var(X) and P(X Or = 2). PART B. O<X.skedocs. 7.V..

f.p . f( X ) -. (ii) Let X be a RY. for X be given by ((x) == 2 ! !e-X/2 o x·.':: 0 'h . Find (1) p( X> i) (4) Var(X).blogspot.f. of the R.p "" P i. (2) Moment generating function for X (3) E (X) (ii) If X is any continuous RV. (a) p(~ < <~).).f.x<l (iii) If X is a continuous RV.f 2X. find the cumulative distribution function find 12.d. with.V.skedocs.e. d {(x) = ~(X _1)2.P(X =x) = pq".2. x var( ~) . is proposed. Fnd the p. 2 2 X F(x) I 1 -<. . of X and use it to (i) If a RY.www.d. x =1. Find and Var(2-3X). 0. 3 T3322 . and then find the probability P (I X I< v) and E(X. 'l/27[ a1 < x < ai.f.d.f.find the p. O-<.d.3 where P (X > x + y / X > y) q =1. 0 < p < 1. otherwise.d.otherwise.f Y = X2. show (X > x) (ii) Let {(x) = X ~e~x2/2.• Find the constant 'C'.com (b) (i) The p. Y.f of the samples of the amplitude of speech wave forms is found to decay exponentially at rate a. with E(X) =1 and E (X (X -1)) == 4 . be - a random variable with p. so the following p.d.. { and Y == e J( . of the RV. 0 <x <1 _ {(x) ==.d.. Or (b) (i) Let the p .C e-alii . otherwise.a1 < X < a1 . having the p.-l. that and . x < 2 o . . X has geometric distribution.

8 and standard deviation o = Rs.f of the RV. Y (t) by Let X be a Poisson for t>s.f. random variables with mean J1 =Rs. 0.f X o y 1 2 0. X = { .2 Find (1) P(X + Y>I) (2) the probability mass function P(X of the RV.d. n. . Is the chain irreducible? Explain. Or (b) (i) / Find P'(X > 2/Y < . of X and Y is given by g(x. Estimate (1) the probability that first 100 customers spend a total of more thanRs. P(X1 +X2 + ···. = 1.X (3) PCY=I/X=I) (4) E(XY). Let X and Yhave the joint p.e. 2.blogspot.d. (ii) Suppose that orders at a restaurant are i. Are X and Y independent R. find the p.otherwIse.Vs? Explain. 2.f. U = -.- . otherwise.skedocs.x.i. 840.d. i. 3..2 '0. (ii) If the y) [t. . Or 1 o o =.- x> 0 Y >0 . 14.4 0..Y)=' e-(HY) { o . Is the chain Ergodic? Explain. (a) (i) joint : p. of the RVs X and Y is given ~ O<x<y<l ' . . 100 >840) X (2) P(780<X1 +X2 +···+XlOO <820)..1 0 =x) o 1 0..1 0.d."'} be a Markov chain On the space S with one step transition probability matrix P =[1~2 1 (1) (2) (3) Sketch the transition diagram.4) when the joint p.com 13..d. process with arrival rate A. 2. [I. Find E{(XCt)-X(s?} (ii) Let {Xn .www. 3} 0 112 . 0 1 4 T3322 .

blogspot. (a) (i) A concentrator receives messages from a group of terminals and transmits them over a single transmission line.com (b) (i) Consider X(t) a random process U X(t) V defined by =U CQst+(V +Llsin r. (2) Is X (t) wide-sense stationary? Explain your answer.skedocs. (ii) Discuss the MlM/1 queueing system with~nite capacity and obtain its steady-state probabilities and the mean number of customers in the system. 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. mean and variance. E (U2) (1) Find the auto-covariance function of X (t). What percentage increase in arrival rate results in a doubling of the abovemeantotal delay? . where and are independent random = E (V2) = 1. Or (b) (1) A petrol pump station has 2 pumps. Suppose that messages arrives according to a Poisson process at a rate of one message every 4 milliseconds and suppose that message transmission times are exponentially ~Fstributed with mean 3 ms. 15. Find the mean number of messages in the system and the mean total delay in the system. Find the probability that a customer has to wait for service. (ii) Discuss the pure birth process and hence obtain its probabilities. What is the probability that the pumps remain idle? 5 T3322 .www. variables for which E(U) = E (V) = 0.

with mean of 4 cars per hour and may wait in the facility's parking lot if the bay is busy. 6 T3322 . determine (1) mean number of customersin the system Ls. If the service time for all cars is constant and equal to 10 min.skedocs. Cars arrive according to a Poisson process.com (ii) Automatic car wash facility operates with only one bay.www.blogspot. (2) mean number of customers "in the queue (3) mean waiting time in the system (4) mean waiting time in the queue.

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