Attribution Non-Commercial (BY-NC)

322 views

Attribution Non-Commercial (BY-NC)

- Mathematical Model for Dynamic Damage Probability of the Repetition Pulse Rate High-energy Laser System
- Portfolio Analysis
- Probability Questions
- Warfare Can Be Calculated
- Markov Analysis
- Predictive Cyber Security
- APIRA 2010 274 Elijido Ten Sustainability and Balanced Scorecard Reporting
- 1995NSMC Discrete
- tmp51A9.tmp
- Rainfall and Temperature Correlation With Crop Yield_ the Case of Asunafo Forest, Ghana
- Markov Chain
- stoch_cmarkov
- Stochastic.ppt
- Yeast Medium Modification
- Maximum Liklihood
- 7-321
- Research Methodology - BMBR5103 - T1
- Jurnal KM Pendekatan Manpro
- Jurnal Nadhifah Salsabila (062) Dan Arivi Nabila (064)
- Mathematical Modeling Using Linear Regresion

You are on page 1of 21

UNIT 1

2 Marks

2. X and Y are independent random variables with variance 2 and 3 . Find the variance of

3X + 4Y.[A.U. April/May ,2003]

3. Let X be a R,V with E(X) = 1, and E(X(X-1)] = 4. Find Var X and Var(2-3X).[A.U.

May,2000]

4. Let X be a R.V taking values –1 , 0 and 1 such that P(X = -1 ) = 2P(X=0) =P(X = 1) .

Find the mean of 2X-5.

5. A continuous random variable X has probability density function given by f(x) = 3x2,

0 ≤X≤ 1. Find K such that P(X > K ) = 0.05(A.U. Model )

6. The p.d.f of a random variable X is f(x) = 2x, 0 < x < 1, find the p.d.f of Y = 3X + 1.

[A.U. A/M 2003]

0, If X ≤ 0

mN/D 2004

8. 2 . Find the first two terms√For a binomial distribution mean is 6 and S.D is

the variance. A/M 2003]

distribution.[A.U.Dec.98]

15. If the random variable X is uniformly distributed over (-1,1), find the density

0, elsewhere

19.The life time of a component measured in hours follows weibull = 0.5. Find mean

liftβ = 0.2, α distribution with parameter time of the component.

40).[ A.U. Nov’07 ,May ‘03]≤ X ≤ =10. Find P(15 σ = 20 and S.D . µ 20. A normal

distribution has mean

16 Marks

May 2000]

0 for x < -3

1 for x 10≥

P( x = -3 ), P( x= 4 )

X: 0 1 2 3 4

P(X) K 3K 5K 7K 9K

0, elsewhere

3.Find the moment generating function of an exponential random variable and hence find

its mean and variance.[ A.U. N/D 2004]

≥ 4. A continuous random variable X has the p.d.f f(x) = Kx2 e-x, X 0. fiind the rth

moment of X about the origin. Hence find mean and variance of X. [ A.U. A/M 2003]

5. If ‘X ‘ has the probability density f(x) = Ke-3x , X > 1 ) and the mean of X. [A.U.

A/M 2004]≤ X ≤ 0 , fiind K , P(0.5

½ e-x/2

f(x) = 0, otherwise

7.Define Binomial distribution, obtain its MFG , mean and variance.[A.U.N?D 2003,A/M

2004]

9. The probability of a bomb hitting a target is 1/5 , Two boms are enough to destroy a

bridge. If six bombs are aimed at the bridge, find the probability that the bridge is

destroyed? [ A.U Dec ‘98]

10. Describe Binomial B(n,p) distribution and obtain the moment generating function.

Hence compute (i) The first four moment and (ii) the recursion relation for the central

moments.[ A.U.A/M 2005]

11. If X and Y are independent poisson random variables, show that the conditional

distribution of X given X+Y is a binomial distribution.[A.U. model]

12. If a random variable X has a negative binomial distribution. Obtain the mean and

variance of X.[A.U. A/M 2004]

13. Describe negative binomial distribution X follows NB( k,p) where X = number of

failures preceding the kth success in a sequence of Bernoulli trials and p = Probability

success. Obtain the MGF of X, mean and variance of X.

14. Let ‘X’ be a uniform random variable over 90,1) . Determine the moment generating

function of X and hence find variance of X . Given that ‘X’ is a uniform random variable

over (0,1) . Hence its p.d.f is given by f(x) = 1/1-0 =1 , 0 < x < 1.

15. Let Y = X2 , find the p.d.f of Y if X is a uniform random variable over (-1,2).

16. If a poisson variate X is such that P( X =1) = 2P(X = 2). Find P( X = 0) and var(X) .

If X is a uniform random variable in [-2,2] , find and E[Y]. X the p.d.f of Y =

17. If x is a uniform random variable in the interval (-2,2) find the p.d.f of Y = X2

[A.U.A/M 2005]

18. Find the moment generating function of an exponential random variable and hence

find its mean and variance.[A.U. N/D 2004]

19. If X and Y are independent exponential distributions with parameter 1, find the pdf of

U = X –Y. [A.U. Model]

20. The daily consumption of milk in excess of 20,000 gallons is = 3000 . The city has

aθ approximately exponentially distributed with daily stock of 35,000 gallons. What is

the probability that of two days selected at random, the stock is insufficient for both days.

[ A.U.A/M 2003]

21. Obtain the moment generating funtion of a Gamma variable X. Hence or otherwise

calculate the mean and variance of X.

UNIT 2

2 Marks

1.The joint pdf of two random variables X and Y is given by fxy(x,y) = 1/8x(x-y) ; 0 < x

< 2; -x < y <x and otherwise fin fy/x = (y/x)[A.U.model

2. State the basic properties of joint distribution of (X,Y) when X andY are random

variables.[A.U.A/M 2005]

4.If X and Y are random variables having the joint density function f(x,y) = 1/8(6-x-y) ,

0< x <2, 2 < y <4, find P(X+Y<3)[A.U.A/M 2003]

5.Find the marginal density function of X, if the joint density function of two continuous

random variable X and Y is

1≤ y ≤ x ≤ f(x) =2(2-x-y), 0

0 , Otherwise

f(x,y) = 2, 0< x < 1; 0< y < x <1.

0, otherwise

f(x,y) 0≥ 0, Y≥ = e-(x+y) X

0, otherwise

8. Find ‘K ‘ if the joint probability density function of a bivariate random variable (X,Y)

is given by

0, otherwise

10. The two equations of the variables X and Y are x = 19.13 –0.87 y and y = 11.64 –

0.50 x. Find the correlation co – efficient between X and Y .[AU, May ‘99]

11.Find the acute angle between the two lines of regression [A.U A/M 2003]

and X on Y respectively? Explain your answer.

13.The tangent of the angle between the lines of regression of y on x y , find the

correlation coefficientσ x = ½ σ and x on y is 0.6 and between x and y.

14. Two random variables X and Y are related as Y = 4X+9 . Find the coefficient

between X and Y[ A.U. 2007]

15.State the equations of the two regression lines. What is the angle between them.[ A.U

N/D 2003]

16.If X and Y are linearly related find the angle between the two regression lines.[A.U

A/M 2004]

17.X and Y are independent random variables with variance 2 and 3 . Find the variance

of 3X + 4Y .[A.U.A/M 2003]

18. State the central limit theorem for independent and identify distributed random

variables.[ A.U A/M 2005]

16 Marks

P(x,y) 0 1 2

marginal PMF X and Y , P(X

f(x,y) 0≥ 0, Y≥ = e-(x+y) X

0, otherwise

f(x,y) = 0 , otherwise

0 , otherwise

Find the (i) P( X < Y∩1 < 3 ) (ii) P ( X + Y < 3 ) (iii) P ( X < 1/Y < 3 ) [ A.U A/M 2003

0, otherwise

6. Find the marginal density function of X , if the joint density function of two continuous

random variable X and Y is

f(x,y) 1≤ y ≤ x ≤ = 2 ( 2-x –y ), 0

0 , otherwise

7. If X,Y and Z are uncorrelated RV’s with zero mean and S.D 5, 12 and 9 respectively,

and if U = X + Y and V = Y + Z , find the correlation coefficient between U and V .[ A.U

Model]

8. Find the covariance of the two random variables whose p.d.f is given by [A.U. May

2000]

f(x,y)=

0, otherwise

9.Calculate the correlation co-efficient for the following heights ( in inches) of fathers X

their sons Y .[A.U. N/D 2004]

X: 65 66 67 67 68 69 70 72

67 68 65 68 75 72 69 71

0 , otherwise

f( x) 1≤ x ≤ = 4ax , 0

0 , otherwise

13. The random variable [X,Y ] has the following joint p.d.f

f(x,y) = 2≤ y≤ n 2 and 0≤ x ≤ ½ (x + y ) , 0

0, otherwise

14 . Find the Cor ( x,y ) for the following discrete bi variate distribution

X 5 15

10 0.2 0.4

20 0.3 0.1

15. Find the coefficient of correlation and obtain the lines of regression from the data

given below: [A.U. N/D 2003]

X 62

64 65 69 70 71 72 74

Y 126

125 139 145 165 152 180 208

16.Following table gives the data on rainfall and discharge in a certain river. Obtain the

line of regression of y on x . [A.U. May,99]

17. For the following data find the most likely price at Madras corresponding to the price

70 at Bombay and that at Bombay corresponding to the price 68 at Madras.

Madras Bombay

Average price 65 67

S.D of price

0.5 3.5

S.D of the difference between the price at Madras and Bombay is 3.1?

18.If X and Y are independent random variables each normally 2 , find the density

functionσ distributed with mean zero and variance tan-1 (Y/X ). [A.U. Dec 03]ϕ X2 +

Y2 and √of R =

19.If X and Y are independent random variables each following N(0,2) , find the

probability density function of Z = 2X + 3Y . [A.U A/M 2003]

20. A random sample of size 100 is taken from a population whose mean is 60 and the

variance is 400 . Using CLT , with what probability can = 60µ we assert that the mean

of the sample will not differ from by more than 4 ?(A.U. A/M 2003)

UNIT 3

2 Marks

0.4 0.6 0 0

0.3 0.7 0 0

0001

is it irreducible ? If not find the class. Find the nature of the states. [A.U. A/M 2004]

3.Define Markov chain and one – step transition probability [A.U A/M 2004]

4. What is a Markov chain? When can you say that a Markov Chain is homogeneous?

[A.U .N/D 2004]

5. Find the nature of the states of the Markov chain with the transition probability matrix

[A.U N/D 2004]

010

½0½

010

[A.U .N /D 2003]

1≥ 8. Find the invariant probabilities for the Markov chain { Xn ; n } with state space S

={ 0,1} and one – step TPM . P = 1 0

½½

10. What will be the superposition of ‘n’ independent poisson n?[A.U N/D 2004]λ 2,

…,λ 1, λ processes with respective average rates

11. Define poisson random process. Is it a stationary process Justify the answer?[A.U

May 1999]

12.Let A = 0 1

13. If the customers arrive at a counter in accordance with a Poisson Process with a mean

rate of 3 per minute, find the probability that the interval between 2 consecutive arrivals

is

14.A radar emits particles at the rate of 5 per minute according to Poisson distribution.

Each particles emitted has probability 0.6. Find the probability that 10 particles are

emitted in a 4 minute period.[A.U. June ’05 ,Dec ‘07]

16 Marks

1. Prove that a first order stationary random process has a constant mean

[A.U Model]

2. Give an example of stationary random process and justify your claim.[A.U N/D 2005]

3. ) is wideθ t + ω Show that the random process X( t) = A cos ( sense stationary if A &

’ is uniformalyθ are constant and ‘ω ).[A.U. N/D , 2003 ,2005]π distributed random

variable in ( 0, 2

P=¾¼

½½

½½

5. Find P(n) for the homogenous Markov chain with the following transition

6.A man either drives a car or catches a train to go to office each day. He never goes 2

days in a row by train but if he drives one day, then the next day he is just as likely t drive

again 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 if and only if a ‘ 6’ appeared. Find (1) the probability

that he takes a train on the third day . (2) the probability that he drives to work in the long

run.[A.U. A/M 2003]

7.Define a Markov chain (MC) . Explain: (i) How you would clarify the states and

identify different classes of a MC. Give an example t each class. [A.U. N/D 2004]

8.State the postulates of a poisson processes. State its properties and establish the additive

property for the poisson process.[A.U.N/D 2004]

9.The inter arrival time of a poisson process (i.e., ) the interval λ between two successive

occurrence of a poisson process with parameter has and exponential distribution with

mean 1/ [A.U A/M 2004 ,2005]λ

2004,N/D 2003]

11.If the number of occurrence of an event E is an interval of length t is a poisson process

{X (t) } with pararmeter and if eachλ occurrence of E has a constant. Probability P of

being recorded and the recordings independent of each other, then the number N9t) of the

recorded occurrences in t is also poisson process with parameter .[A.U.A/M 2004]λ

Find the mean and autocorrelation of the poisson process.[A.U A/M 2003]

12.Derive the distribution of poisson process and find its mean and variance.[A.U model]

13Prove that the difference of two independent poisson processes is not a poisson

process.[A.U N/D 2003]

and hence find its mean it poisson process stationary? Explain. [A.U .A/M 2005]λ 14.

Derive poisson process with rate

UNIT 4

2 Marks

1. What is the prob that a customer has to unit more than 15 min. to get his service =10

perµ = 6 per hour and λ completed in a M/M 1 queueing system, if hour?

2. What is the prob. That a customer has to wait more than 15 minutes =λ /FIFO) queue

system if ∞to get his service completed in ( M/M1) : ( =10 per hour?µ 6 per hour and

3. /FIFO) model, write down the little’s formula.[A.U A/M 2003]∞For (M/M/1) : (

4. Consider an M/M/1 queueing system. Find the probability that at least ‘n’ customers in

the system.[A.U. Model]

5. Consider an M/MC queueing system. Find the probability that an arriving customer is

forced to join in the queue.[A.U Model,A.U.A/M 2005]

an M/M/1 queueing system. If

7. ? FCFS queue , P = 0.6 .What is the probability that the queue contains 5 or more

customers?[A.U.N/D 2005]∞In a given M/M/1 /

8. In a telephone booth the arrivals are on the average 15 per hours. A call on the average

takes 3 minutes. If there are just one phone ( Poisson and Exponential arrival), find the

expected number of customer in the booth and the idle time of the booth.

16 Marks

1. What is the average length of the queue, that forms from time to time [A.U. N/D

2004]

1. 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.

[A.U .N/D2004]

(i) What fraction of the time all the typists will be busy?

(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?

3.A bank has 2 letters working on savings 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. What would be the effect on the

average waiting tine for the customers if each teller could handle both withdrawals and

deposits? What could be the effect, if this could only be accomplished by increasing the

service time to 3.5 min? [A.u.A/M 2003]

1. A car servicing station has 2 boys where service can be offered simultaneously.

Because of space limitations, only 4 cars are accepted for servicing. The arrival

pattern is possion with12 cars per day. The service time in both the boys is

exponentially distributed with m =8 cars per day. Find the average number of cars

in the service station, the average number of cars waiting for service and the

average time a car spends in the system.[A.U.A/M2005]

2. A 2-person barbershop has 5 chairs to accommodate waiting customers. Potential

customers, who arrive when all 5 chairs are full leave without entering barber

shop [[. Customers arrive at the average at the average rate of 4 per hour and

spend an average of 12 min. in the barber’s chain compute P0,b P1,P7,and E(W).

3. Obtain the expressions for steady state probabilities of M/M/C queueing system.

[A.U 2004]

4. Derive the formula for:

(2) Average waiting time of a customer in the queue for (M/M/1): (¥/FIFO)

1. Explain the model (M/M/S): (¥ /FIFO), (ie.,) multiple sever with infinite capacity.

Derive the average number of customers in the queue (i.e., average queue length:

Lf ).[A.U.A/M 2004]

2. Automatic car wash facility operates with only one buy cars arrive according to a

Poisson distribution, with a 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 Ls, Lf,Ws and Wf.[A.U.A/M 2004]

3. A petrol pump station has 2 pumps. The service times follow the exponential

distribution with mean of 4 minutes and cars arrive for service is a Poisson

process at the rate of 100 cars per hour. Find the probability that a customer has to

wait for service. What is the probability that the pumps remain idle?[A.U 2005]

4. In a given M/M/1 queueing system the average arrivals is 4 customers per minute.

r=0.7 What are

2. 2. Mean number of customers Lq in the system.

3. 3. Probability that the server is idle.

4. 4. Mean waiting time Ws in the system.[A.U 2005]

UNIT 5

2 Marks

waiting.[A.U.2004]

4.Write down Pollaczek – Khintchine formula [A.U N/D 2003]

every 40 minutes, how long on the average a customer spends in the shop? Also find

16 Marks

one per every 10 minutes and the service time is an exponential random variable

with mean 8 minutes. Find the average number of customer Ls , the av erage waiting

time a customer spends in the shop Ws and the average time a customer spends in

2.Find the MGF of the binomial distribution and hence find its mean and

variance.[A.U.A/M 2004]

4.Automataic car wash facility operates with only one Bay. Cars arrive according t 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,

of one per every 10 minutes, and the service time is an exponential random variable

6.A patient who goes to a single doctor cline for a General check – up has to go

through 4 phases. The doctor takes on the average 4 minutes for each phase of the

check – up and the time taken for each phase is exponentially distributed of the

arrivals of the poisson at the average rate of 3 per hour, what is the average time

7.A car wash facility operates with only one bay. Cars arrive according to a poisson

distribution with a mean of 4 cars per hour and may wait in the facility’s parking

lot is the bay is busy. The parking lot is large enough to accommodate any number

of cars. Find the average number of cars waiting in the packing lot, if the time for

(ii) A normal distribution with means 12 minutes and S.D 3 minutes.

0.2, 0.6 and 0.2.

- Mathematical Model for Dynamic Damage Probability of the Repetition Pulse Rate High-energy Laser SystemUploaded byAnonymous 7VPPkWS8O
- Portfolio AnalysisUploaded bys
- Probability QuestionsUploaded byahmadnawaaz
- Warfare Can Be CalculatedUploaded byibshadownet
- Markov AnalysisUploaded byIcha Hadiqah
- Predictive Cyber SecurityUploaded byCS & IT
- APIRA 2010 274 Elijido Ten Sustainability and Balanced Scorecard ReportingUploaded bycharme4109
- 1995NSMC DiscreteUploaded byAnonymous 8erOuK4i
- tmp51A9.tmpUploaded byFrontiers
- Rainfall and Temperature Correlation With Crop Yield_ the Case of Asunafo Forest, GhanaUploaded byellamike22
- Markov ChainUploaded byCannot Sleep
- stoch_cmarkovUploaded byMesumbe Paul Akwe
- Stochastic.pptUploaded byEjaz Ahmad
- Yeast Medium ModificationUploaded byRachel Hechanova
- Maximum LiklihoodUploaded byWaqar Asmat
- 7-321Uploaded byRadenko Vujicic
- Research Methodology - BMBR5103 - T1Uploaded byBoy
- Jurnal KM Pendekatan ManproUploaded byFadhila Khairunnisa
- Jurnal Nadhifah Salsabila (062) Dan Arivi Nabila (064)Uploaded byNadhifa Sangir
- Mathematical Modeling Using Linear RegresionUploaded byIrinel Ionut
- Spring2010.8.pdfUploaded byLuis Alberto Fuentes
- activity 1 reflectionUploaded byapi-229410609
- Basics of Data Analysis Notes 2Uploaded bySattwik Suman Das
- 155220Uploaded byAndreea Zaharniciuc
- Social media tourist - 150.xlsxUploaded byDhanraj Venugopal
- Qmm Group5 cUploaded bybhaumik
- Stat Paper for 2 YearUploaded byfazalulbasit9796
- Super premio Novel de Jarbard de fisica cuantica super avansadisima con esto viajas en el tiempo como los avenyers en EndgameUploaded byxXxBITCHES_on_My_DiCkXxX
- Kahulugan Ng KulturaUploaded bymelissa melancolico
- Session 13-14- Discriminant Analysis-RTE-For Class AssignmentUploaded byAniket

- SIC ArchitectureUploaded byCSETUBE
- 2nd Sem CSE R2013 Syllabus - Cse TubeUploaded byCSETUBE
- Semester 1 (R-2013) - Cse TubeUploaded byCSETUBE
- CSE-5th-sem-R2008 SyllabusUploaded byCSETUBE
- anna university branch wise rank list based on April/May 2011 examUploaded byCSETUBE
- Sem 1 SyllabusUploaded byCSETUBE
- Web DesignUploaded byCSETUBE
- Resume XplaonUploaded byCSETUBE
- Sem 3Uploaded byCSETUBE
- sem 3 R8Uploaded byCSETUBE
- mp4Uploaded byCSETUBE
- mp3Uploaded byCSETUBE
- mp2Uploaded byCSETUBE
- mp1Uploaded byCSETUBE
- db5Uploaded byCSETUBE
- db4Uploaded byCSETUBE
- db3Uploaded byCSETUBE
- db2Uploaded byCSETUBE
- db1Uploaded byCSETUBE
- mp5Uploaded byCSETUBE
- da 4Uploaded byCSETUBE
- da 3Uploaded byCSETUBE
- da 2Uploaded byCSETUBE
- da 1Uploaded byCSETUBE
- da 5Uploaded byCSETUBE
- MP & MC 08Uploaded byCSETUBE
- dAA 2008Uploaded byCSETUBE
- DBMS 08Uploaded byCSETUBE

- 201607190935-NABL-141-doc.pdfUploaded byAntmavr
- SPSSOneSampleTTestUploaded byFaisal Rahman
- How to find spouseUploaded byjcbpbayan2056
- chapter 1 - analytical chemistry.pdfUploaded byImanghh
- MATH_F313_1471Uploaded byKoustubh Gupta
- DeVry NR 501 All Assignments – New 2016Uploaded byamybrown
- Yuen 2010 975 Multicriteria & PrioritizationUploaded byEduardo Wanderley
- UUnit4-VMUploaded byPrince Pavan
- History of Math PPTUploaded byAnonymous K8b1TFPyZ
- slws1aUploaded bynoor
- 06 Trigonometric EquationsUploaded byKuldeep Lamba
- Exercises ForecastingUploaded byRyan Lee
- Maths F. Y. B. Sc. & B.a FinalUploaded byKirti Chhaya
- Lecture 9 Non-homogeneous Linear ODE, Method of Undetermined CoefficientsUploaded byRajSarkar
- Statisctics PresentationUploaded bySirwan Hossain
- Indefinite IntegrationUploaded byAditya Bansal
- Advantages of HPLC Over TLCUploaded byKavisa Ghosh
- lab3Uploaded byMark Malupangue
- HW2,ence 611Uploaded byHakan Kaya
- Clotrimazole Vaginal Inserts.pdfUploaded bymary
- Unit 1 SNM- New [Compatibility Mode]Uploaded byadcet
- Mathematica HandoutUploaded byGerson Ruiz
- Lagrange MultipliersUploaded byHsjdyehvevx
- Complex Numbers ExercisesUploaded byVíctor de la Cruz
- geostatisticsUploaded byNemo Pro
- euclidian distance.pdfUploaded byVan Long Vo
- Solution ManualUploaded byAnonymous gZxj89
- Project#2 ReportUploaded bySerhat Can
- HSA Algebra ReviewUploaded byaehsgo2college
- Ying or's ThesisUploaded byWladimir Rondan