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QUESTION BANK II - CSE

Dr. NAVALAR NEDUNCHEZHIYAN COLLEGE OF ENGINEERING


THOLUDUR 606 303, CUDDALORE DIST
DEPARTMENT OF COMPUTER SCIENCE AND ENGINEERING
ANNA UNIVERSITY CHENNAI
YEAR: II / SEM IV
MA2262 PROBABILITY AND QUEUEING THEORY
(Common to CSE and IT)
UNIT I RANDOM VARIABLES 9
Discrete and continuous random variables Moments Moment generating functions and their properties
Binomial Poisson Geometric Negative binomial Uniform Exponential Gamma and Weibull
distribution .
UNIT II TWO DIMENSIONAL RANDOM VARIABLES 9
Joint distributions Marginal and conditional distributions Covariance Correlation and regression
Transformation of random variables Central limit theorem.
UNIT III MARKOV PROCESSES AND MARKOV CHAINS 9
Classification Stationary process Markov process Markov chains Transition probabilities Limiting
distributions Poisson process.
UNIT IV QUEUEING THEORY 9
Markovian models Birth and death queuing models Steady state results Single and multiple server
queuing models Queues with finite waiting rooms Finite source models Littles formula.
UNIT V NON-MARKOVIAN QUEUES AND QUEUE NETWORKS 9
M/G/1 queue Pollaczek Khintchine formula Series queues Open and closed networks.
L: 45 T: 15 Total: 60
TEXT BOOKS
1. Ibe, O.C., Fundamentals of Applied Probability and Random Processes,Elsevier, First Indian Reprint,
2007.
2. Gross, D. and Harris, C.M., Fundamentals of Queuing Theory, Wiley Student Edition, 2004.
REFERENCES
1. Allen, A.O., Probability, Statistics and Queueing Theory with Computer Applications, 2nd Edition,
Elsevier, 2005.
2. Taha, H.A., Operations Research, 8th Edition, Pearson Education, 2007.
3. Trivedi, K.S., Probability and Statistics with Reliability, Queueing and Computer Science Applications,
2nd Edition, John Wiley and Sons, 2002.

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
PROBABILITY AND QUEUEING THEORY
UNIT-I
PART-A (ONE MARK)
1. Probability of an events occur between the interval
a)0 pn 1 b) p A 0 c)1 P A d ) P A
2.
b)1 p A c)1 p A d ) None of the above
1
a)
PA
3. If the two events are then they cannot be
a) Mutually Exclusive b) Exhaustive c)Mutually Exclusive and Exhaustive
d)None of the above
4. A probability of only one event that takes place is called a
a)Marginal probability b)Joint probability c) Conditional probability
d)None of these
5. The probability mass function of a Binomial distribution is
nc
a) px x nc x p x q n x b) px x x nx x c)nc x p x q x n d ) None of these
p q
6. The probability mass function of a Poisson distribution
e x e ( ) x e x
a) p x
2 x!
b) p x
n!
c) p x
n!

d ) p x e e t 1
7. The probability mass function of a Geometric distribution is
a) p X x qp x1 b) p X x q1 x p c) p X x qp1 x d ) p X x q x1 p
8. The probability mass function of a uniform distribution is
1
a) f ( x) b a, a x b b) f ( x) a b, a x b c) f ( x) ,a x b
ba
1
d) f ( x) ,a x b
ba
9. The probability mass function of a Gamma distribution is
e x x1 e x x 1 e x x1
a) f x b) c) d ) None of above

10. If x is a random variable and var(x) =4 then var (3x+8)
a)12 b)13 c)36 d )32
ANSWER :
1 2 3 4 5 6 7 8 9 10

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.

PDF

0, otherwise

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE

Mean =

xf ( x)dx
1
1 x
x e 5 dx
0
5


1 x 1 x
1 e 5
(1) e
5

x
5 1 2

1
5
5 0
1 x x
1 1

e 5 25e 5
5
25
5
5

12. Establish the memoryless property of the exponential distribution.


= for any s, t > 0.
Proof:


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) =

13. The CDF of a continuous random variable is given by


Find the PDF and mean of X

Ans: PDF

;

Mean =

xf ( x)dx

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
1
1 x
x e 5
dx
0
5


15 x
1 x
x (1) e
5
1 e
5 1 2
1
5
5 0
1 x x
1 1

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

15. A continuous random variable X has probability density function


Find k such that
Ans: Given (1)
When
1

k
f ( x)dx 0.05

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
1

k

3 = 0.05


1
19 3
k 0.9830
20
16. If X is uniformly distributed in . Find the of the

Ans: Step:1 To find joint of X


1
f X ( x) , x
2 2

2 2
1
, x
2 2 (1)
Step : 2 Write the new r.v. interms of X
Given (2)
Step : 3 Write the above relation as
(3)
Step : 4 Find
[Using(3)]

= (4)
Step : 5 To find

[Using (1) and (4)] (5)


Step : 6 Change of domain (i.e., x-domain into domain)

Since , ,
2 2
(6)

Result:
Using (5) and (6) we get
1
, y
(1 y 2 )

17. If the p.d.f of a random variable X is )


Ans: Given

(1)

Now,

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
2
1 x2
2
x
2
1.5
dx
2 2 1.5

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

Substituting (2)&(3) in (1) we get,


1.75 4 1.75
P( X 1.5 / X 1)
4 3 3
7

12
1
18. If the MGF of a uniform distribution for a random variable Xis (e 5t e 4t ), findE ( X ).
t
Ans: Given M.G.F of a uniform distribution,
e 5t e 4 t
M X (t ) (1)
t
We know that,
e bt e at
M X (t ) (2)
(b a)t
Comparing (1) and(2),
ab 45 9
Mean E ( X )
2 2 2
9
E( X )
19. State the axioms of 2 probability.
Solution :
Probability space.
S = sample space, fs sigma algebra of events on S
P (.) additive set function. P:S [0,1].
A-event on s.
Axioms:
(1) P(A) (non-negativity axiom

(2)
(3) A,B are mutually exclusive events on S.

(4) are mutually exclusive events on S

20. Define central moments of a random variable.


Solution:
( x ) r p( x). X is Discrete
x

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE



( x ) r f ( x)dx, X Continuous

PART-C (8MARK)

21. The probability density function of a random variable X is given by

(i) Find the value of k.


(ii) Find
(iii) What is
(iv) Find the distribution function of

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?

24. The probability function of an infinite discrete distribution is given by


1
P( X x) , x 1,2...... Find (i) mean of X (2) P(X is even),
2x
(1) P (X is divisible by 3)

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].

27. A random variable X has the following probability distribution.

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

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
29. If X is uniformly distributed in , then find the probability density function
of

30. .. The probability mass function of random variable X is defined as

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.

37. If X has the distribution function


0 x 1
1
for 1 x 4
3
1
f ( x) for 4 x 6
2
5
6 for 6 x 10

1 for x 10
Find

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
1. The probability distribution of X
2. P (2 < X < 6)
3. Mean of X
4. Variance of X.

38. Obtain the MGF of Poisson distribution and hence compute the first four moments.

39. State and explain the properties of Normal distribution.

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

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE

Ans: We know that f ( x)

f ( x, y )dy

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

13. If the joint of ,

Check whether X and Y are independent.

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

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE

The M.d.f of Y is f Y ( y ) f ( y )

f ( x, y )dx


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

14. The regression equation are


Find the correlation coefficient between X and Y.
Ans: Given (1)
(2)
From (1) we get,
The regression coefficient of Y on X is
(3)

From (2) we get,


The regression coefficient of X on Y is
(4)

From (3) & (4), ,

[ Both and are negative]

15. State central limit theorem for iid random variables.


Ans:
If be a sequence of independent identically distributed
Random Variables with E var and if then under
certain general conditions, follows a normal distribution with mean and variance as n tends to
infinity.

16. Find the value of K, if


otherwise, is to be the joint density function.
Ans: Since is a p.d.f, we have



f ( x, y ).dxdy 1

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
5 4
i.e., K 1 x 1 y dxdy 1 0 x 4;1 y 5
1 0

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

17. Write the moment generating function of geometric distribution.


pe t
Solution: M X (t ) q 1 p
1 qe t
18. Write a note on functions of a random variable.
Solution: invertible in

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:

20. Write two characteristics of the Normal distribution.


Solution:
(i). Mean, median, mode coincide
(ii) All odd order central moments vanish
(iii) The normal curve is bell shaped and is symmetrical about x=p
(iv) x is an asymptote to the normal curve (Any two-2m)

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.

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
22. The regression equation of X and Y is If the mean value of
Y is 44 and the variance of X is the variance of Y. Find the mean value of X
and the correlation coefficient.

23. If X and Y are independent random variables with density function


and

find the density function of .

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

28. X and Y are independent with a common PDF (exponential);


e x , x 0 e y , y 0
f x and f y
0, x 0 0, yx 0
Find the PDF for X - Y.

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

31. If V i 1,2,3,....20 are independent noise voltages received in an adder and V is


the sum of the voltages received, find the probability that the total incoming
voltage V exceeds 105, using the central limit theorem, Assume that each of the
random variables is uniformly distributed over (0,10).

32. For the vicariate probability distribution of given below:

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE

Y X
1 2 3 4 5 6

0 0 0

2 0

Find the marginal distributions, conditional distribution of X given Y=1 and


conditional distribution of Y given X=0

33. Find the covariance of X and Y, if the random variable (X,Y) has the joint p.d.f
) and , otherwise

34. The joint p.d.f of two dimensional random variable

(X,Y) is given by and otherwise.

Find the densities of X and Y, and the conditional densities and


.

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.

36. Given the joint probability density function of (X,Y)


e x y , x 0, y 0
f x, y Find the marginal densities of X and Y. Are X and
0 elsewhere
Y independent?
37. Find the correlation between X and Y if the joint probability density of X and Y is
2 for x 0, y 0, x y 1
f x, y
0 : elsewhere

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

39. Let the joint probability distribution of X and y be given by

-1 0 1

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE

-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

PART-A (ONE MARK)

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)

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
11. Prove that a first order stationary process has a constant mean.
Ans : Let us consider a random process {X(t)} at two different times and .

X t1 xf ( x, t1 )dx

) is the density function of


the random processes {X(

X t 2 xf ( x, t 2 )dx

) is the density function of


the random processes {X(
Let

X t 2 xf ( x, t1 c)dx


=

xf ( x, t1 )dx

is the first order stationary


and hence
= X t1
Thus X t 2 = X t1
i.e., Mean of the random process
= Mean of the random processes

12. State the postulates of a Poisson process.


Ans: If X (t) represents the number of occurrences of a certain event in (0,t), then the discrete random
process {X(t)} is called the Poisson Process, provided the following postulates are satisfied.
(i) P[1 occurrence in
(ii) P[0 occurrence in
(iii) P[2 or more occurrences in
(iv) X (t) is independent of the number of occurrences of the event in any interval prior (or) after the
interval (0,t).
(v) The probability that the event occurs a specified number of times in ( , +t) depends only on t,
but not on .
(vi)
13. When is random process said to be mean ergodic?
Ans: Let {X(t)} be random process with constant mean and let be its Time averave. Then {X(t)} is
mean ergodic if
Var =0

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

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE

=0 (1)
( ) [{X (10) X (6)} ]
2 2

{ 2 (10) 2 (6) 2(10)(6)}


[ (a b) 2 a 2 b 2 2ab]
( 2 (10)) ( 2 (6)) 2( (10) (6))
( 2 (10)) ( 2 (6)) 2C 0v(10,6)

Var 2
2

(2 (10)) ( 2 (6)) 2C 0v(10,6) -0 [From (1)]


Cov(10,10) Cov(6,6) 2Cov(10,6)
10 6
16 16 32e
U sin gCovt1 , t 2 16e t t
1010
C 0v(10,10) 16e

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

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE

2
cos t
1

d [Using (1)

2

[ 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

16. Define a wide sense stationary process.


Ans: A random process {X(t)} is called a weakly stationary process or covariance stationary process or
wide-sense stationary process if its mean is a constant and the autocorrelation depends only on the time
difference.
i.e., {X(t)} = constant and
E[X(t)X(t+ )] = depends only on t.

17. Define a Markov chain and give an example.


Ans: Let {X(t)} be a Markov process which possess Markov property and which takes only discrete
values whether t is discrete or continuous. Then {X(t)} is called as Markov Chain.
Mathematically, we define the Markov Chain as follows.
If X n a n / X n1 a n1 , n2 a n2 ,.... 0 ao
n a n / n1 a n1 for all n
Then the process , is called as Markov Chain
Here are called states of the Markov Chain

18. If the function to be a density function, find the


value of c
Solution:
1 1
c (1 x)(1 y )dxdy 1; c 4
0 0

19. If find the cov (X,Y).


Solution:
Cov(X,Y) = E[XY] E[X]E[Y]=2 Var (X)
20. When is random process said to be ergodic?
Solution:

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
All time and ensemble averages are interchangeable.

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

Show that X(t) is wide sense stationary.

22. A random process has sample functions of the form where


is constant. A is a and is a random variable that is uniformly distributed
between 0 and 2 Assume that the random variables A and are independent. Is
X (t) is a mean-ergodic process?

23. If {X(t)} is a Gaussian process with and


C t1 , t 2 16e
t1 ,t 2
, find the probability that
(2)
(3)

24. Prove that the interval between two successive occurrences of a Poisson process
with parameter has an exponential distribution with mean .

40. Show that random process is wide-sense stationary, if A


and are constants and is a uniformly distributed in .
41. The process {X (t)} whose probability distribution under certain conditions is
at n 1
, n 1,2,..
1 at n 1
given by PX t n Find the mean and variance of the
at
1 at , n0

process. Is the process first order stationary?

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

the process first order stationary?

44. If the WSS process {X(t)} is given by where is


uniformly distributed over prove that {X(t)} is correlation ergodic.

45. (i) If the process is a Poisson process with parameter , obtain


Is the process first order stationary?

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
46. Prove that a random telegraph signal process is a Wide Sense
Stationary Process when a is a random variable which independent of X(t),
assumes values -1 +1 with equal probability and R XX t1 , t 2 e
2 t1 ,t 2
.

47. Examine whether the random process is a wide sense


stationary if A and are constants and is uniformly distributed random variable
in

48. Assume that number of messages input to a communication channel in an interval


of duration t seconds, is a Poisson process with mean =0.3. Compute
(1) The probability that exactly 3 message will arrive during 10 second interval.
(2) The probability that exactly 3message arrivals in an interval of duration 5
seconds is between 3 and 7.

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?

50. The transition probability matrix of a Markov chain having 3


0.1 0.5 0.4

states 1,2, and 3 is P = 0.6 0.2 0.2 and the initial distribution is

0.3 0.4 0.3
. Find (1) and
(ii)

51. Define a stationary stochastic process. If is a process with


at n 1

, n 1,2....
1 at n 1
probability distribution. Pt n
at
1 at , n0

Verify whether {X(t)} is a stationary process.

52. Write a detailed note on Normal process.

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.

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
3. Customers arrive at one man barder shop according to a poisson process with a mean interarrival of 12
min. Customers spend an average of 10 min . in the barder chair. Find
a). 4/5 b). 5/6 c).7/9
4.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. Find
a). 4/5 b). 5/6 c).3/2
5. Wq =----
a).Expected time a customer spends in the system. b). A customer spends c). maximum time
6. Mean arrival rate is ------
a). b). D c).E
7. 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. Find
a). 4/5 b). 5/6 c).3/2
8. If Ws=
a). b). a).
9. If Wq = a). b). a).
10. Find a). b). a).
1 2 3 4 5 6 7 8 9 10
a a B c a A b a b a

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:

00ss n-1 n n+1


0 1 2
0 11 11

2. Define Littles formula.


Solution: A liter:
1 p
(i ) Ws (i ) Ls
1 p
1 (ii ) L p Ls p
(ii ) Wq Ws 1
(iii ) Ws Ls
(iii ) Ws
1
(iv ) Lq Wq (iv ) Wq Lq

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

4. Obtain the variance of queue length for the [M/M/1] : [ model.


2
Solution: Lq [ mean= variance in Poisson distribution]

5. Give the formulas for the waiting time of a customer in the queue in the system for the

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
[M/M/1] : [ model.
1
Solution: (i)Wq (ii )Ws

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

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
with a mean of 6 min. and cars arrive for service in a Poisson process at the rate of 30
cars per hour.
(1) What is the probability that an arrival would have to wait in line?
(ii) Find the average waiting time in the queue, average time spent in the system and
average number of cars in the system.
(iii) For what % of time would a pump bed idle on an average?

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

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
thought to be exponentially distributed with a mean of 30 hr. The shop always has
enough of a work backlog to ensure that all robots in operating condition will be working.
The repair time for each service is thought to be exponentially distributed with a mean of
3 hr.
The shop manager wishes to know the average number of robots operational at any given,
time, the expected downtime of a robot the requires repair, and the expected percentage
of idle time of each repairer.

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).

10. Wq= a). b). a).

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.

3. What do you mean by regeneration points in (M/G/1) model?


Solution: The point at which the unit completes his service and leaves the system.

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
4. Write down the Pollaczek-Khintchine transform formula.
1 p 1 s B s
Solution: V s
B s s

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

6. What do you mean by M/G/1 queue.


Solution: In the M/G/1 Queueing system under study, we consider a single-server queueing
system with infinite capacity, Poisson arrivals and general service discipline. The model has
arbitrary service time, and it is not necessary to be memoryless. Ie. It is not exponential. Note:
M/G/1 is a non.Markovian Queueing model.

7. Write classification of Queueing Networks.


Solution: 1. Open Networks
2. Closed Networks
3. Mixed Networks

8. State arrival theorem.


Solution: 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 are only
m-1 customers

9. Distinguish between open and closed network.


Solution:

Open network Closed network

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

10. Give any two examples for series queuing situations.


Solution:
a) A master health check-up programmed in a hospital where a patient has to undergo a series
of tests.
b) An admission process in a school where the student has to visit a series of officials.
c) Manufacturing or assembly line process.
d) Registration process in university.
e) Clinic physical examination procedure.

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?

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
If the average service time is cut to 8.0 minutes, with a standard deviation of 6.0 minutes, how
much reduction will occur, on average, in the delay of getting served?

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.

Mr.P.ARUL ASST.PROFESSOR/ S&H


QUESTION BANK II - CSE
i. What fraction of the time is server 1 idle?
ii. Find the expected number of customers at each server.
iii. Find the average time a customer spends in the system.
iv. How would the answers to parts (i)-(iii) change if server 2 could server only an average of
20 customers per hour?

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.

i. The total arrival rate at each facility


ii.
iii.
iv. Expected time a customer spends in the system.

Mr.P.ARUL ASST.PROFESSOR/ S&H