PROBABILITY AND QUEUING THEORY (MA 2262

)
COMMON TO SEMESTER IV (CSE & IT)
MODEL EXAMINATION I
Max Marks: 100
Time : 3 hrs
PART – A (10 X 2=20) Answer All Questions
1. A continuous r.v X has a density function given by ( ) ( ) 1 , 2 5 f x k x x = + < < .
Find ( ) 4 P X < .
2. The number of monthly break downs of a computer is a r.v having a Poisson
distribution with mean equal to 1.8 . Find the probability that this computer will
function for a month (a) without a breakdown (b) with only one breakdown.
3. Comment on the following; “The r.v’s X and Y are independent iff Cov(X,Y) = 0”.
4. If f(x,y) = kye
-x
,x>0, 0<y<2 is the joint pdf of 2 r.v’s X and Y, what is the value of k?
5. Define (a) Markov chain (b) Wide-sense stationary process.
6. Let ( ) { }
; 0 X t t > be a Poisson process with rate ì . Find ( ) ( ) E X t X t t +

, where
0 t >
7. In the usual notation of an M/M/1 queuing system, if 3 ì = /hour and 4 u = /hour, find
( ) 5 P X > where X is the number of customers in the system.
8. Find ( ) P X c n > + for an M/M/C queuing system.
9. State Pollaczek-Khintchine Formula.
10. Define Jackson Networks.
PART-B (5 X 16 = 10) Answer All Questions
11. (a) (i) Let the p.d.f for X be given by ( )
/ 2
1
, 0
2
0 ,
x
e x
f x
otherwise
÷
¦
>
¦
=
´
¦
¹
Find (1)
1
2
P X
| |
>
|
\ .
(2) MGF for X (3) E(X) (4) Var(X)
(ii) The atoms of a radioactive element are randomly disintegrating. If every gram of
this element, on average emits 3-9 alpha particles per second, what is the probability
that during the next second the number of alpha particles emitted from 1 gm is
(a) atmost 6 (b) atleast 2 (c) atleast 3 and atmost 6.
(OR)
(b) (i) A random variable X has the p.d.f.
( )
2 , 0 1
0,
x x
f x
otherwise
< < ¦
=
´
¹
Find (1)
1
2
P X
| |
<
|
\ .
(2)
1 1
4 2
P X
| |
< <
|
\ .
(3)
3 1
/
4 2
P X X
| |
> >
|
\ .
(ii) Write the pdf of Gamma distribution. Find the MGF, mean and variance.
12. (a) (i) Let X and Y have joint p.d.f
X
0 1 2
Y 0
1
Find (1) ( ) 1 P X Y + > (2) the probability mass function ( ) P X x = of the r.v X
(3) ( ) 1/ 1 P Y X = = (4) ( ) E XY .
(ii) Suppose that orders at a restaurant are i.i.d. r.v with mean .8 Rs u = and standard
deviation .2 Rs o = . Estimate (1) the probability that the first 100 customers spend a total
of more than Rs.840 i.e. P( X
1
+X
2
+…+X
100
> 840) (2) P ( 780 < X
1
+X
2
+…+X
100
< 820).
(OR)
(b) (i) Find the coefficient of correlation between production and export using the following
Data. Production (X) : 55 56 58 59 60 60 62
Export (Y) : 35 38 37 39 44 43 44
0.1 0.4 0.1
0.2 0.2 0
(ii)If the jpdf of the r.vs X and Y is given by f(x,y) =
2, 0 1
0,
x y
otherwise
< < < ¦
´
¹
, find the pdf of the
r.v
X
U
Y
= .
13. (a) (i) Consider a random process X(t) defined by ( ) ( ) cos 1 sin X t U t V t = + + , where U
and V are independent random variables for which
( ) ( ) ( ) ( )
2 2
0; 1 E U E V E U E V = = = = .
(1) Find the auto-covariance function of X(t)
(2) Is X(t) WSS? Explain your answer.
(ii) The t.p.m of a Markov chain { }, 1, 2, 3,.....
n
X n = having 3 states 1,2 and 3 is
0.1 0.5 0.4
0.6 0.2 0.2
0.3 0.4 0.3
P
| |
|
=
|
|
\ .
and the initial distribution is (0.7,0.2,0.1)
Find (1) { }
2
3 P X = (2) { }
3 2 1 0
2, 3, 3, 2 P X X X X = = = =
(OR)
(b) (i) A man either drives a car or catches a train to go to office each day. He never goes
2days in a row by train but if he drives one day, then the next day he is just as likely to
drive again as he is to travel by train. Now suppose that on the first day of the week, the
man tossed a fair die and drove to work iff a 6 appeared. Find
(1) The probability that he takes a train on the 3
rd
day.
(2) The probability that he drives to work in the long run.
(ii) Discuss the pure birth process and hence obtain its probabilities, mean and variance.
14. (a) (i ) Discuss the M/M/1 queuing model with finite capacity and obtain its steady state
probabilities and the mean number of customers in the system.
(ii) A petrol pump has 2 pumps. The service times follow the exponential distribution with
a mean of 4 mins and cars arrive for service in a Poisson process at the rate of 10
cars /hr. Find the probability that a customer has to wait for service . What is the
probability that pumps remain idle?
(OR)
(b) (i) A concentrator receives messages from a group of terminals and transmits them
over a single transmission line. Suppose that messages arrive according to a Poisson
process at a rate of one message every 4 milliseconds and suppose that message
transmissions times are exponentially distributed with mean 3 milliseconds. Find the mean
number of messages in the system and the mean total delay in the system. What
percentage increase in arrival rate results in doubling of the above mean total delay?
(ii) Find the probability distribution of birth and death process.
15. (a) (i) Automatic car wash facility operates with only one bay. Cars arrive according to a
Poisson process, with mean of 4 cars per hour and may wait in the facility’s parking lot if
the bay is busy. If the service time for all cars is constant and equal to 10 min, determine
(1) mean number of customers in the system, L
S
. (2) mean number of customers in the
queue (3) mean waiting time in the system (4) mean waiting time in the queue.
(ii) For a 2-stage (service point) sequential queue model with blockage, compute
s
L and
1 2
, 1, 1 2
S
W if and ì u u = = =
(OR)
(b) (i) Find the steady state probabilities of Series queues with blocking .
(ii) There are 2 salesmen in a supermarket. Out of the 2 salesmen, one is incharge of
billing and receiving payment while the other salesmen is incharge of weighing and
delivering the items. Due to lack of space, only one customer is allowed to enter the shop,
only if the billing clerk is free. The customer who has finished his billing job has to wait
until the delivery section becomes free. If customers arrive according to a Poisson process
at rate 1 per hr and the service times of 2 clerks are independent and have exponential rates
of 3 per hr and 2 per hr. find
1. The proportion of customers who enter the supermarket.
2. The average number of customers in the supermarket.
3. The average amount of time a customers spends in the shop.
PROBABILITY AND QUEUING THEORY( MA 2262)
COMMON TO SEMESTER IV (CSE & IT)
MODEL EXAMINATION II
Max Marks: 100
Time : 3 hrs
PART – A (10 X 2=20) Answer All Questions
1. For ( ) ( ) / /1 : / M M FIFO · model, write down the Little’s Formula.
2. What is the probability that a customer has to wait more than 15 minutes to get his
service completed in a ( ) / /1 M M queuing system, if 6 ì = per hour 10 u = per hour?
3. One percent of jobs arriving at a computer system need to wait until weekends for
scheduling, owing to core-size limitations. Find the probability that among a sample of
200 jobs there are no jobs that have to wait until weekends.
4. A fast food chain finds the average time customers have to wait for service is seconds.
If the waiting time can be treated as an exponential random variable, what is the
probability that a customer will have to wait more that 5 minutes, given that already he
waited for 2 minutes?
5. The joint pdf of 2 random variables X and Y is
( ) ( ) , , 0 2,
0,
f x y cx x y x x y x
elsewhere
= ÷ < < ÷ < <
=
Evaluate c.
6. Let (X,Y) be a two dimensional random variable. Define covariance of (X,Y). If X
and Y are independent, what will be the covariance of (X,Y)?
7. Define a Markov chain and give an example.
8. If the transition probability matrix of a Markov chain is
0 1
1/ 2 1/ 2



, find the limiting
distribution of the chain.
9. In the usual notation of an M/M/1 queuing system, if 12 ì = per hour and 24 u = per
hour, find the average number of customers in the system.
10. Write Pollaczek-Khintchine formula and explain the notations.
PART-B ( 5 X 16 =80) Answer All Questions
11. (a) (i) The number of monthly breakdowns of a computer is a random variable having
a Poisson distribution with mean equal to 1.8. Find the probability that this computer
will function for a month.
(1) without a breakdown
(2) with only one breakdown and
(3) with atleast one break down.
(ii) The life time X in hours of a component is modeled by a Weibull distribution with
2 | = . Starting with a large number of components, it is observed that 15% of the
components that have lasted 90 hrs. fail before 100 hrs. Find the parameter o .
(OR)
(b) (i) Find the mgf of ( )
1
, 1, 2, 3,...
x
f x pq x
÷
= = and hence obtain its mean and
variance.
(ii) In a continuous distribution, the probability density is given by
( ) ( ) 2 , 0 2 f x kx x x = ÷ < < . Find k , mean, variance and the distribution function.
12. (a) (i) The joint density function of the random variable (X,Y) is given by
( ) , 8 , 0 1, 0
0,
f x y xy x y x
elsewhere
= < < < <
=
Find the (1) marginal density of Y (2) condition density ( ) / P X Y y = and
(3)
1
2
P X
| |
<
|
\ .
(ii) Calculate the correlation coefficient for the following data:
X: 65 66 67 67 68 69 70 72
Y: 67 68 65 68 72 72 69 71
(OR)
(b) (i) If X and Y are independent exponential random variables each with parameter 1 ,
find the pdf of U = X-Y.
(ii) State central limit theorem in Lindberg-Levy’s form. A random sample of size 100 is
taken from a population whose mean is 60 and variance is 400. Using central limit
theorem, with what probability can we assert that the mean of the sample will not differ
from 60 u = by more than 4? Area under the standard normal curve from 0 to 2 is 0.4772.
13. (a) (i) At the receiver of an AM radio, the received signal contains a cosine carrier
signal at the carrier frequency
0
e with a random phase that is uniformly distributed
over ( ) 0, 2t . The received carrier signal is ( ) ( )
0
cos X t A t e u = + . Show that the process
is second order stationary.
(ii) Assume that a computer system is in any one of the three states: busy, idle and under
repair respectively denoted by 0, 1, 2. Transition probability matrix is
0.6 0.2 0.2
0.1 0.8 0.1
0.6 0 0.4
P


=



. Find out the 3
rd
step transition probability matrix. Determine the
limiting probabilities.
(OR)
(b) (i) Queries presented in a computer data base are following a Poisson process of rate
6 ì = queries per minute. An experiment consists of monitoring the data base for m
minutes and recording N(m), the number of queries presented.
(1) What is the probability that no queries in a one minute interval?
(2) What is the probability that exactly 6 queries arriving in one minute interval?
(3) What is the probability of less than 3 queries arriving in a half minute interval?
(ii) Three boys A, B and C are throwing a ball to each other. A always throws the ball to
B and B always throws the ball to C, but C is just as likely to throw the ball to B as to A
show that the process is Markovian. Find the tpm and classify the states.
14. (a)(i) Arrivals at a telephone booth are considered to be Poisson with an average time of
12 min. between one arrival and the next. The length of a phone call is distributed
exponentially with mean 4 minutes
(1) What is the average number of customers in the system?
(2) What fraction of the day the phone will be in use?
(3) What is the probability that an arriving customer have to wait?
(ii) There are three 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.
(1) What is the probability that no letters are there in the system?
(2) What is the probability that all the typists are busy?
(3)
(OR)
(b) (i) Explain an M/M/1, finite capacity queuing model and obtain expressions for the
steady state probabilities for the system size.
(ii) 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.
(1) What is the probability that an arriving patient will not wait?
(2) What is the effective arrival rate?
15. (a) (i) State and prove Pollaczek-Khinchine formula.
(ii) For a 2 stage (service point) sequential queue model with blockage, compute the
average number of customers in system and the average time that a customer has to
spend in the system, if 1 ì = ,
1 2
2 1 and u u = =
(OR)
(b) (i) In a big factory, there are a large number of operating machines and two sequential
repair shops, which do the service of the damaged machines exponentially with
respective rates of 1/hour and 2/hour. If the cumulative failure rate of all the machines in
the factory is 0.5 / hour, find(i) the probability that both repair shops are idle, (ii) the
average number of machines in the service section of the factory and (ii) The average
repair time of a machine.
(ii) Consider a system of two servers where customers from outside the system arrive at
server 1 at a Poisson rate 4 and at server 2 at a Poisson rate 5. The service rates 1 and 2
are respectively 8 and 10. A customer upon completion of service at server 1 is equally
likely to go to server 2 or to leave the system (i.e.,P
11
= 0, P
12
= 1/2); whereas a departure
from server 2 will go 25 percent of the time to server 1 and will depart the system
otherwise (i.e.,P
21
= 1/4, P
22
= 0). Determine the limiting probabilities, L and W.

Due to lack of space. only one customer is allowed to enter the shop. Now suppose that on the first day of the week. If the service time for all cars is constant and equal to 10 min.y) =  . 3. (ii) There are 2 salesmen in a supermarket.p. Suppose that messages arrive according to a Poisson process at a rate of one message every 4 milliseconds and suppose that message transmissions times are exponentially distributed with mean 3 milliseconds. The average number of customers in the supermarket. The proportion of customers who enter the supermarket.2. LS.2  and the initial distribution is (0. (2) mean number of customers in the queue (3) mean waiting time in the system (4) mean waiting time in the queue.3   (1) P  X 2  3 (2) P  X 3  2..vs X and Y is given by f(x. (a) (i) Consider a random process X(t) defined by X  t   U cos t  V  1 sin t . Find the mean number of messages in the system and the mean total delay in the system. otherwise X r. 0  x  y  1 (ii)If the jpdf of the r. (2) The probability that he drives to work in the long run. with mean of 4 cars per hour and may wait in the facility’s parking lot if the bay is busy.2.. .7. mean and variance.3. find the pdf of the  0. only if the billing clerk is free. X 0  2 (OR) (b) (i) A man either drives a car or catches a train to go to office each day.0. if   1. (ii) The t. determine (1) mean number of customers in the system. (1) Find the auto-covariance function of X(t) (2) Is X(t) WSS? Explain your answer. The customer who has finished his billing job has to wait until the delivery section becomes free.4   0.. where U and V are independent random variables for which E U   E V   0. (a) (i) Automatic car wash facility operates with only one bay. If customers arrive according to a Poisson process at rate 1 per hr and the service times of 2 clerks are independent and have exponential rates of 3 per hr and 2 per hr.6  0.v U  .m of a Markov chain  X n  . Find (1) The probability that he takes a train on the 3rd day.2 0.. find 1.. n  1. Find the probability that a customer has to wait for service .3  Find 0. (a) (i ) Discuss the M/M/1 queuing model with finite capacity and obtain its steady state probabilities and the mean number of customers in the system. He never goes 2days in a row by train but if he drives one day. Cars arrive according to a Poisson process. one is incharge of billing and receiving payment while the other salesmen is incharge of weighing and delivering the items. 2. Y 13. (ii) A petrol pump has 2 pumps.2 and 3 is  0. (ii) Discuss the pure birth process and hence obtain its probabilities. X 1  3. compute Ls and WS . The service times follow the exponential distribution with a mean of 4 mins and cars arrive for service in a Poisson process at the rate of 10 cars /hr. Out of the 2 salesmen. 15. having 3 states 1. What is the probability that pumps remain idle? (OR) (b) (i) A concentrator receives messages from a group of terminals and transmits them over a single transmission line. then the next day he is just as likely to drive again as he is to travel by train. 1  1 and 2  2 (OR) (b) (i) Find the steady state probabilities of Series queues with blocking . (ii) For a 2-stage (service point) sequential queue model with blockage. The average amount of time a customers spends in the shop. X 2  3. 2.1  P   0. E U 2   E V 2   1 .0. 14.5 0.4 0. What percentage increase in arrival rate results in doubling of the above mean total delay? (ii) Find the probability distribution of birth and death process.1) 0. the man tossed a fair die and drove to work iff a 6 appeared.

y   cx  x  y  .. For  M / M /1 :   / FIFO  model. 6. 0  x  2. what will be the covariance of (X. If the waiting time can be treated as an exponential random variable. Find k . and hence obtain its mean and variance. elsewhere Evaluate c.Y) be a two dimensional random variable. owing to core-size limitations.PROBABILITY AND QUEUING THEORY( MA 2262) COMMON TO SEMESTER IV (CSE & IT) MODEL EXAMINATION II Max Marks: 100 Time : 3 hrs PART – A (10 X 2=20) Answer All Questions 1. 2. (a) (i) The joint density function of the random variable (X. 2. (OR) (b) (i) Find the mgf of f  x   pq .Y)? 7. . the probability density is given by f  x   kx  2  x  . If X and Y are independent. 0  y  x x 1  0. Find the probability that this computer will function for a month. (a) (i) The number of monthly breakdowns of a computer is a random variable having a Poisson distribution with mean equal to 1. what is the probability that a customer will have to wait more that 5 minutes.8. One percent of jobs arriving at a computer system need to wait until weekends for scheduling. (ii) The life time X in hours of a component is modeled by a Weibull distribution with   2 .Y).  x  y  x  0. given that already he waited for 2 minutes? 5. What is the probability that a customer has to wait more than 15 minutes to get his service completed in a  M / M /1 queuing system. Find the parameter  . find the pdf of U = X-Y. (1) without a breakdown (2) with only one breakdown and (3) with atleast one break down.. 0  x  2 . 9. 4. find the limiting 1/ 2 1/ 2  distribution of the chain.Y) is given by f  x. 1   0 8. if   12 per hour and   24 per hour. In the usual notation of an M/M/1 queuing system. if   6 per hour   10 per hour? 3. Let (X. x  1. PART-B ( 5 X 16 =80) Answer All Questions 11. mean. Define a Markov chain and give an example. elsewhere (2) condition density P  X / Y  y  and Find the (1) marginal density of Y 1  (3) P  X   2  (ii) Calculate the correlation coefficient for the following data: X: 65 66 67 67 68 69 70 72 Y: 67 68 65 68 72 72 69 71 (OR) (b) (i) If X and Y are independent exponential random variables each with parameter 1 . write down the Little’s Formula. 12. fail before 100 hrs. If the transition probability matrix of a Markov chain is   . 0  x  1. The joint pdf of 2 random variables X and Y is f  x. (ii) In a continuous distribution. 10. A fast food chain finds the average time customers have to wait for service is seconds. Define covariance of (X. variance and the distribution function.3. Write Pollaczek-Khintchine formula and explain the notations. Find the probability that among a sample of 200 jobs there are no jobs that have to wait until weekends. Starting with a large number of components. y   8 xy. find the average number of customers in the system.. it is observed that 15% of the components that have lasted 90 hrs.

The received carrier signal is X  t   A cos 0t    . (OR) (b) (i) Queries presented in a computer data base are following a Poisson process of rate   6 queries per minute. idle and under repair respectively denoted by 0. The service rates 1 and 2 are respectively 8 and 10. find(i) the probability that both repair shops are idle.P11 = 0. Each typist can type an average of 6 letters per hour. compute the average number of customers in system and the average time that a customer has to spend in the system. with what probability can we assert that the mean of the sample will not differ from   60 by more than 4? Area under the standard normal curve from 0 to 2 is 0. B and C are throwing a ball to each other. A customer upon completion of service at server 1 is equally likely to go to server 2 or to leave the system (i.P21 = 1/4. If letters arrive for being typed at the rate of 15 letters per hour. (ii) For a 2 stage (service point) sequential queue model with blockage. which do the service of the damaged machines exponentially with respective rates of 1/hour and 2/hour. (ii) Consider a system of two servers where customers from outside the system arrive at server 1 at a Poisson rate 4 and at server 2 at a Poisson rate 5. Find out the 3rd step transition probability matrix. finite capacity queuing model and obtain expressions for the steady state probabilities for the system size.1 . Determine the limiting probabilities. (1) What is the probability that an arriving patient will not wait? (2) What is the effective arrival rate? 15.(ii) State central limit theorem in Lindberg-Levy’s form. An experiment consists of monitoring the data base for m minutes and recording N(m). 14. If the cumulative failure rate of all the machines in the factory is 0. 13. if   1 . (ii) Patients arrive at a clinic according to Poisson distribution at a rate of 30 patients per hour. 1  2 and 2  1 (OR) (b) (i) In a big factory.. Determine the   0. 2. L and W.2  P   0.1 0. Show that the process is second order stationary. (1) What is the probability that no letters are there in the system? (2) What is the probability that all the typists are busy? (3) (OR) (b) (i) Explain an M/M/1.5 / hour. between one arrival and the next.e. the number of queries presented. (a)(i) Arrivals at a telephone booth are considered to be Poisson with an average time of 12 min.8 0.6 0 0. (a) (i) At the receiver of an AM radio. P12 = 1/2). but C is just as likely to throw the ball to B as to A show that the process is Markovian. Using central limit theorem. (ii) Assume that a computer system is in any one of the three states: busy.4772. A always throws the ball to B and B always throws the ball to C.4    limiting probabilities. Transition probability matrix is 0. 2  .. .e. (1) What is the probability that no queries in a one minute interval? (2) What is the probability that exactly 6 queries arriving in one minute interval? (3) What is the probability of less than 3 queries arriving in a half minute interval? (ii) Three boys A.6 0. (a) (i) State and prove Pollaczek-Khinchine formula. P22 = 0). 1. Examination time per patient is exponential with mean rate of 20 per hour. The waiting room does not accommodate more than 14 patients. the received signal contains a cosine carrier signal at the carrier frequency 0 with a random phase that is uniformly distributed over  0. there are a large number of operating machines and two sequential repair shops.2 0. (ii) the average number of machines in the service section of the factory and (ii) The average repair time of a machine. The length of a phone call is distributed exponentially with mean 4 minutes (1) What is the average number of customers in the system? (2) What fraction of the day the phone will be in use? (3) What is the probability that an arriving customer have to wait? (ii) There are three typists in an office. whereas a departure from server 2 will go 25 percent of the time to server 1 and will depart the system otherwise (i. A random sample of size 100 is taken from a population whose mean is 60 and variance is 400. Find the tpm and classify the states.

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