Book of syllabus for probability queuing theory Anna university

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Book of syllabus for probability queuing theory Anna university

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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.

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.

0, otherwise

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

= 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) =

Find the PDF and mean of X

Ans: PDF

;

Mean =

xf ( x)dx

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

Find k such that

Ans: Given (1)

When

1

k

f ( x)dx 0.05

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

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

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 )

Ans: Given

(1)

Now,

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

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.

Solution:

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

x

QUESTION BANK II - CSE

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

PART-C (8MARK)

(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?

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].

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

QUESTION BANK II - CSE

29. If X is uniformly distributed in , then find the probability density function

of

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.

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

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.

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

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

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

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

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)

The regression coefficient of X on Y is

(4)

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.

otherwise, is to be the joint density function.

Ans: Since is a p.d.f, we have

f ( x, y ).dxdy 1

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

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:

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.

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.

and

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

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

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).

QUESTION BANK II - CSE

Y X

1 2 3 4 5 6

0 0 0

2 0

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

.

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.

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

-1 0 1

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

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)

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

the random processes {X(

X t 2 xf ( x, t 2 )dx

the random processes {X(

Let

X t 2 xf ( x, t1 c)dx

=

xf ( x, t1 )dx

and hence

= X t1

Thus X t 2 = X t1

i.e., Mean of the random process

= Mean of the random processes

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

QUESTION BANK II - CSE

=0 (1)

( ) [{X (10) X (6)} ]

2 2

[ (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

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

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

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.

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

value of c

Solution:

1 1

c (1 x)(1 y )dxdy 1; c 4

0 0

Solution:

Cov(X,Y) = E[XY] E[X]E[Y]=2 Var (X)

20. When is random process said to be ergodic?

Solution:

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

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?

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 .

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

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

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

Is the process first order stationary?

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

.

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

in

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?

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)

at n 1

, 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.

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:

0 1 2

0 11 11

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

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

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

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

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).

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.

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

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

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.

Solution: 1. Open Networks

2. Closed Networks

3. Mixed Networks

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

Solution:

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

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?

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.

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.

ii.

iii.

iv. Expected time a customer spends in the system.

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