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UNIT – I
PROBABILITY AND RANDOM VARIABLES

1. Define random variable. [A.U.2010, 2011]

Answer: A random variable is a function that assigns a real number to each outcome in the
sample space for random experiment.

2. Define discrete random variable with an example. [A.U.2008,2009]

Answer: A random variable whose set of possible values is either finite or countably infinite is
called the discrete random variable.

3. What is the probability mass function? [A.U.2011]

Answer: For a discrete random variable ‘X’ with possible values x1 , x2 , x3 , …,xn, a probability
mass function is a function such that a) p(X = xi ) ≥ 0 b) ∑ni=1 p(X = xi ) = 1.

4. Define cumulative distribution function of a discrete random variable. [A.U.2012]

Answer: The cumulative distribution function of a discrete random variable is denoted as F(x) such that
F(x) = P(X < x).

5. What do you mean by the mean of a discrete random variable? [A.U.2010]

Answer: The mean or an expected value of a discrete random variable, is denoted as

  E ( x )   x i P ( xi ) .
i 0
6. Write short notes on probability density function. [A.U.2009, 2010,2011]
∞
Answer: For a continuous random variable ‘X’, a pdf is a function such that a) f(x) ≥ 0 b) ∫−∞ f(x)dx = 1.

7. Define expected value of a continuous random variable.

[A.U.2012]
Answer: The mean or an expected value of a continuous random variable, is denoted as
∞
μ = E(x) = ∫−∞ xf(x)dx.

8.The pdf of a random variable X is f(x) =2x, 0 < x < 1, find the pdf of Y = 3x + 1. [A.U.2012]

y−1 dx 1
Answer: Given Y = 3x + 1, = x, =
3 dy x
2
f(y)= 9 ( y − 1), 1 < 𝑦 < 4.
9. If a random variable X takes the value 1,2,3,4 such that 2P(X = 1) = 3P(X = 2) [A.U.2011,2012]
= P(X = 3) = 5P(X = 4). Find the probability distribution.
k k k
Answer: Let P(X = 3) = k, then P(X = 1) = 2 , P(X = 2) = 3 , P(X = 4) = 5
Since the total probability is 1, we have
30
P(X = 1) + P(X = 2) + P(X = 3) + P(X = 4) = 1. k = 61 .

Therefore Probability Distribution is

X 1 2 3 4
P(x) 15/61 10/61 30/61 6/61

10. Write the relationship between Cumulative distribution function F(x) and
the probability density function f(x) . [A.U. 2011, 2012]
d
Answer: f(x) = F(x).
dx
11. Define Moment generating function. [A.U. 2008, 2009]

∑ Xetx p(x)if X is a discrete random variable

Answer: M(t) = E(etx ) = { ∞
∫−∞ etx f(x)dx if X is a continuous random variable
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12. If the random variable X is uniformly distributed over (-1,1), Find the density function of
𝛑𝐱
y = sin( ). [A.U. 2009, 2010]
𝟐
1
Answer: Since X is uniformly distributed over (-1,1) its p.d.f is f(x) = 2 , −1 < 𝑥 < 1. The
d 1
Probability density function is given by f(y) = [F(y)] = , −1 < 𝑦 < 1.
dy π√1−y2

13. If X is a poisson variate such that P(X = 2) = 9P(X = 4) +90 P(X = 6), Find the variance.
e−λ λx
Answer: We know that P(X = x) = x!
, x = 0,1,2...n and λ>0
e−λ λ2 e−λ λ4 e−λ λ6
2!
= 9 4! + 90 6! ⟹ λ = 1.

14. A continuous random variable ‘X’ has pdf given by 𝐟(𝐱) = 𝟑𝐱 𝟐 , 0≤ 𝐱 ≤ 𝟏. Find ‘a’ such
that 𝐏(𝐱 ≤ 𝐚) = 𝐏(𝐗 > 𝑎).
Answer: f(x) = 3x2
P(x ≤ a) = P(X > 𝑎) = 1 − P(X ≤ a)
a = 0.7937.

15. Write the MGF of binomial distribution. [A.U. 2009, 2010, 2011]
Answer: (q + pet )n .

16. The mean of the binomial distribution is 20 and standard deviation is 4. Find the
parameters of the distribution.
Answer: Given np=20
npq =4  npq=16
16 4 1
Therefore q=  , p=1-q=
20 5 5
n = 100.

17. X is a discrete random variable having the probability mass function

X : -1 0 1 [A.U. 2008, 2010, 2012]
P(X): k 2k 3k. Find P(X ≥ 0).
Answer: we know that 
p(x) 1  k+2k+3k = 1  k= 1/6 , P(X ≥ 0) =2/6+3/6 = 5/6.

18. The random variable X has the probability mass function P(x) = x/15, x = 1,2,3,4,5 and
0 elsewhere. Find P(1/2 < X < 5/2/X > 1).

[A.U. 2007, 2008, 2011]

Answer:
X 1 2 3 4 5
P(x) 1/15 2/15 3/15 4/15 5/15
Therefore P(1/2 < X < 5/2/X > 1) = 1/7

19. A dice is thrown 3 times. If getting a ‘6’ is considered as a success, find the probability
of atleast two successes. [A.U. 2009, 2010, 2012]
Answer: Given p = 1/6, q = 5/6, n = 3,
P(atleast two successes) = 2/27.

20. Define Weibull distribution [A.U. 2010]

x   1
Answer: f(x) = e x , x>0.

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UNIT – II
TWO DIMENSIONAL RANDOM VARIABLES
𝟏
1. If X and Y are random variables having the joint density function f(x , y) = 𝟖 (6 – x - y),
0 < x < 2, 2 < y < 4. Find P(X + Y < 3). [A.U. 2008, 2010, 2012]
1
Answer: Given f(x,y) = 8 (6-x-y),0 < x < 2, 2 < y < 4
3 3 y
1 6y2 6y2 y3 3y2 y3

1 9
P(X + Y < 3) = (6  x  y )dxdy = 8 [18y − 2
− 2
y + 4
− 6
− 2
+ 3
], y varies from
2 0
8
2 to 3 = 5/24.

𝟐. Distinguish between Correlation and regression analysis.

Soln:

Correlation Regression
Correlation means
(i) relationship
1 Regression is a mathematical measure
between two variables. of expressing the average relationship
between the two variables.
Correlation need(ii) not imply cause and Regression analysis clearly indicates
effective relationship between the the cause and effective relationship
variables. between the variables.
Correlation coefficient
(iii) is symmetric Rgression coefficient is not symmetric
i.e., rxy  ryx i.e., bxy  b yx
Correlation coefficient
(iv) is a measure Using the relationship between two
of the direction and the degree of variables we can predict the
linear relationship between two dependent variable value for any
variables. given independent variable value.

3. Define Covariance.
Answer: A measure of association between two random variables obtained as the expected
value of the product of the two random variables around their means.
i.e. Cov(X, Y) = E(XY) − E(X)E(Y).

4. Methods of studying Correlation:

Answer: (i) Scatter diagram method (ii) Graphical method (iii) Rank method (iv) Concurrent
deviation method (v) Karl pearson’s co-efficient of correlation (vi) Method of least squares.

5. Find the acute angle between the two lines of regression. [A.U.2010]
1−r2 σ σ
Answer:tan θ = r
(σ 2x+σy 2 ).
x y

6. State Central limit theorem. [A.U.2010,2011]

Answer: If Xi (i = 1, 2, 3, ....n) be n independent random variables such that E(Xi) = µi and
Var(Xi) =σi2 then under certain general conditions, the random variables Sn = X1 + X2 +....+Xn is
asymptotically normal with mean µ and standard deviation σ where
µ = ∑ni=1 µi and σ2 = ∑ni=1 σi 2.

7. The regression lines of X on Y and Y on X are 𝟓𝐱 − 𝐲 = 𝟐𝟐, 𝟔𝟒𝐱 − 𝟒𝟓𝐲 = 𝟐𝟒 respectively.

Find the means of X and Y. [A.U. 2008,2009]
Answer:

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5 X  Y  22 ____(1)
64 X  45Y  24 ______(2)
Solving (1) and (2) we get X = 6 and Y =8

8. X and Y are independent random variables with variance 2 and 3. Find the variance of 3X+4Y.
Answer: X and Y are independent random variables with variance 2 and 3.
Var(X) = 2, Var(Y) = 3 .Var( 3 X + 4Y ) = 9var(X) + 16 Var(Y) = (9 x 2) +(16 x 3 )= 66 .

9. The minimum and maximum values of the correlation coefficient are ----- and -----.
Answer: Maximum value = -1, Minimum value = 1 .

10. The following table gives the joint probability distribution of X and Y. Find the
(a) marginal density function of X, (b) marginal density function of Y.

Y/ X 1 2 3 P(Y=yj)
1 0.1 0.1 0.2 0.4
2 0.2 0.3 0.1 0.6
P(X=xi) 0.3 0.4 0.3 1

Answer: P(y = 1) = 0.4 and P(y = 2) = 0.6. P(x = 1) = 0.3, P(x = 2) = 0.4, P(x = 3) = 0.3.

11. If X & Y are independently related, find the angle between the two regression lines.
Answer: Y = a + bYX . X , X = d + bXY . Y [A.U. 2010, 2012]
1−(bYX .bXY )
θ= .
bYX +bXY

12. If X and Y be integer valued random variables with P(X = m,Y = n) = q2 pm+n-2, n,m=1,2,3… and
p + q = 1. Are X and Y independent? [A.U. 2010 2011]
Answer: yes.

13. When we say the two random variables are said to be orthogonal?
Answer : If the Correlation of two random variables are zero then the random variables are said
to be orthogonal.

14. State the equations of the two regression lines. [A.U. 2012]
σ
Answer: The line of regression of Y on X is given by y - y̅ = r. Y (x − x̅)
σX
Where r is the correlation coefficient, σX and σY are standard deviations.
σ
The line of regression of X on Y is given by x - x̅ = r. σX (y − y̅).
Y

15. If there is no linear correlation between two random variables X and Y, then what can
you say about the regression lines?. [A.U. 2011]
Answer: When there is no linear correlation between X and Y,i.e., when rXY = 0,
the equations of the regression lines become y = y̅andx = x̅ which are at right angles.

16. The two equations of the variables X & Y are X = 19.13 – 0.87Y and Y = 11.64 – 0.50X.
Find the correlation coefficient between X & Y. [A.U. 2011]
Answer: 𝛔𝐗𝐘 = −𝟎. 𝟖𝟕 𝐚𝐧𝐝 𝛔𝐘𝐗 = −𝟎. 𝟓𝟎
r = √σXY σYX ⇒ √(−0.87)(−0.50) ⇒ 0.6595.

17. Write the properties of correlation coefficient. [A.U. 2010]

Answer: i) Correlation coefficient does not exceed unity.
ii) When r = 1 the correlation is perfect and positive.
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iii) Two independent variables are uncorrelated.

18. Give a real life example for each of positive correlation and negative correlation.
[A.U.2010, 11, 12]
Answer: Examples for positive correlation:
a) The heights and weights of a group persons and b) Income and expenditure.
Examples for negative correlation:
a)Price and demand of a commodity and b) The correlation between volume and pressure of
a perfect gas.

UNIT – III
RANDOM PROCESSES

1. Define a wide sense stationary process. [A.U.2008,2009]

Answer: A random process {X(t)} is called WSS if mean is a constant and the auto correlation
depends only on the time difference.

2. Define a Markov chain.

Answer: If X(t) is a Markov process which posses Markov property which takes only discrete
values whether t is continuous or discrete is called Markov chain.

3. State any two properties of Poisson process.

Answer: 1) The Poisson process is a Markov process.
2) The sum of two independent Poisson processes is a Poisson process.

4. Prove that the difference of two independent Poisson processes is not a Poisson
process.
Answer: Let X(t) = X1(t) – X2(t), E[X(t)] = E[X1(t)] – E[X2(t)]  E[X(t)] = (λ1– 2)t ,
E(X2(t)] ( λ1 − λ2 )(t) − ( λ1 − λ2 )2 t 2  the difference of two independent Poisson
processes is not a Poisson process.

5. State the postulates of a poisson process. [A.U. 2009, 2007, 2004]

Answer: Let X (t) = number of times an event A say, occurred upto time ‘t’ so that the sequence
{X(t), t ∈ [0, ∞]} forms a poisson process with parameter λ .
i) Events occurring in non-overlapping intervals are independent of each other
ii) P[X(t) = 1 for t in (x,x+h)] = h +o(h)
iii) P[X(t) = 0 for t in (x,x+h)] =1 - h +o(h)
iv) P[X(t) = 2 or move for t in (x,x+h)] = o(h)

6. Define Strict Sense Stationary processes.

Answer: A random process is called SSS if all its finite dimensional distributions are invariant
under translation of time parameter.

7. State Chapman – Kolmorgow theorem .

(n)
Answer: If ‘p’ is the tpm of a homogeneous Markov chain, then the n-step tpm P(n) is equal to Pn, [Pij ] =
n
[Pij ] .

8. Define I & II order stationary Process [A.U.2009]

Answer: I Order Stationary Process: A random process is said to be stationary to order one
if is first order density function does not change with a shift in time origin.
i.e., fx(x1,t1) = fx(x1,t1+  )) , for any time t1 and any real number  , E[X(t)] is constant.
II Order Stationary Process: A random process is said to be stationary to order two if its
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second-order density functions does not change with a shift in time origin.
i.e., fx(x1,x 2 :t1,t2) = fx(x1,x2: t1+  , t2+  )) , for any time t1,t2 and any real number  .
0 1
9. If the transition probability matrix of a markov chain is  1 1  find the
 
2 2
steady-state distribution of the chain. [A.U.2008,2009]
0 1 
Answer: By the property p    (1 ,  2 )  1 1  = (1 ,  2 )  2 = 1 and
  2
2 2
 1 2
1 + 2 =  2 and take 1   2  1 , 1 = &  2 = .
2 3 3
10. Prove that a first order stationary process has a constant mean.
Answer: Let us consider a random processes X(t) at two different times t1 and t2,
 
E[X(t1)] =  xf ( x, t1 )dx & E[X(t2)] =

 xf ( x, t

2 )dx
 
Let t2 = t1+c , E[X(t2)] =  xf ( x, t1  x)dx =  xf ( x, t1 )dx = E[X(t1)] .
 
11. Consider the random process X(t) = cos(t+φ) where φ is a random variable with
density function f(φ) = 1/π, - π/2 < φ < π/2, check whether the process is
stationary or not. [A.U.2008, 2009]

 2
1 2 cos t
Answer: E[X(t)] =  x(t ) f ( )d =  cos(t   )
  
d =

,

2
E[X(t)] is not a constant  X(t) is not a stationary.

12. Show that the random process X(t) =Asin(t+φ), where A and  are constants,
φ is random variable uniformly distributed in (0, 2𝛑) is first order stationary.
 2
1
Answer: E[X(t)] =  x(t ) f ( )d =  A sin( wt   )
 2
d =0, E[X(t)] is a constant . X(t) is a stationary.
0

13. Define Ergodic process. [A.U.2008,2009]

Answer: A random process with time averages equal to ensemble averages is called as
Ergodic process .

14. Define irreducible Markov chain? [A.U. 2009]

Answer: If Pij (n) ≥ 0 for some n and for all i and j, then every state can be reached from
any other state. When this condition is satisfied, the Markov is said to be irreducible.
The tpm of an irreducible chain is an irreducible matrix.

15. Show that the auto correlation function of a stationary process {X(t)} is a even
function.
Answer: RXX ( )  E[ X (t ) X (t   )] ,
Replace  by -  ,
RXX ( )  E[ X (t ) X (t   )]
Put t   = t1  t = t1 +  , RXX ( )  E[ X (t1 ) X (t1   )] = RXX ( ) .
Hence RXX ( ) is a even function.

16. When is a Poisson process said to be homogenous?

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Answer: The rate of occurrence of the event  is a constant, then the process is
called a homogenous Poisson process.

17. If the customers arrive at a bank according to a Poisson process with a mean rate
of 2 per minute, find the probability that, during a 1- minute interval no
customer arrives. [A.U.2008,2009]
e  t ( t ) x e 2 (2) 0
Answer: Given   2 & t  1, p[ X (t )  x]   p[ X (t )  0]   e 2 .
x! 0!

18. When are the process {X( t)} & { Y( t)} said to be jointly stationary in the wide
sense?
Answer : Two random process {X( t)} & { Y( t)} are said to be jointly stationary in the wide
sense, if each process is individually a WSS process and RXX (t1 , t2 ) is a function of (t2-t1)
only.

19. Define Markov process . [A.U.2011]

Answer: A random process {X(t)} is said to be Markovian if
P[X(tn+1)≤xn+1/ X(tn) = xn ,X(tn+1) =xn-1 ... X(t0)=x0] = P[X(tn+1)≤xn+1/ X(tn) where t0≤ t1≤ t2≤...≤ tn ≤tn+1.
20. Define transition probability matrix. [A.U.2011]
Answer: When Markovian chain is homogeneous,the one step transition probability is denoted
by pij .The matrix P=( pij) is called (one-step) transition probability matrix(tpm). The tpm of
a Markov chain is a Stochastic matrix
(i) pij≥ 0
(ii)∑ pij=1 .

UNIT-IV
QUEUEING MODELS

1. Define various distributions in arrival and service mechanism.

Answer: For arrival :Poisson distribution [A.U.2010 ]
For service:Exponential distribution .

2. What are the basic charecteristics of queueing process? [A.U.2010]

Answer:
1)Arrival pattern of customers
2)Service pattern of servers
3)Number of service channels
4)System capacity
5)Queue discipline .

3. Write Kendal’s notation and explain. [A.U. 2011]

Answer: Kendal’s (a/b/c) : (d/e) called notation where
a → probability law for arrival time
b → probability law according to which the customers are being served.
c → number of service stations
d → the maximum number allowed in the system
e → queue discipline .

4. State arrival pattern. [A.U. 2010]

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Answer : The arrival pattern is measured by mean arrival rate or inter arrival time.Usually the process is
assumed to be a poisson process.The arrival rate follows a poisson process and hence it is denoted by λ .

5. Write the formula for effective arrival rate of Queueing Model(M/M/1): (N/FCFS).
[A.U.2011]
Answer:Effective arrival rate = Service rate * (1- P0) =μ (1- P0) .

6. 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 4 trains find the probability that the yard is empty.
[AU April/May 2011]
Answer: Model: (M/M/1): (N/FCFS)
Arrival rate λ = 1/15 per min
Service rate μ = 1/33 per min
Capacity N = 4
ρ = 33/15 = 2.2
1 
Probability that the yard is empty (P0) =
1   N 1
1  2 .2
= = 0.237 .
1  2 .2 5

7. What do you mean by transient state and steady state queueing system ?
[A.U. 2010]
Answer: If the charecteristics of a queueing system are independent of time , the system is
said to be in steady state. Otherwise it is said to be in transient state.

8. For (M/M/1): (∞/FCFS) write down the Little’s formula. [A.U. 2010 ]
 
Answer: (i)Ls= = λ Ws =Lq +
  
1 1
(ii) Ws = = Wq + = Ls/λ
  
2
(iii) Lq= = λ Wq
 

(iv) Wq = .
 (   )

9. If λ = 1/13 and μ = 1/4 in a (M/M/1): (∞/FCFS) find the expected number of customers in the
system.
Answer: Given λ = 1/13 and μ = ¼
 1 / 13
Ls= = = 4/9 .
  (1 / 4)  (1 / 13)

10. Write down the formula for probability of n customers in the system in birth and death
queueing model. [A.U. 2010]
0 1 2 
Answer: pn= ....... n 1 p0 .
1  2  3 n

11. In the usual notation M/M/1 queueing system , if λ = 12 per hour and μ = 24 per hour
find the average number of customers in the system.
[A.U.2010]
Answer: Given λ = 12 per hour and μ = 24 per hour

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
Ls =
 
12
= =1
24  12

12. Write the formula for average waiting time of customers in the system of queueing
model(M/M/c): (∞/FCFS)
1  c 1 
Answer: Ws = ( ) P0 +
c!c   
(1  ) 2
c
13. What is the total queue length in M/M/1? [A.U.2010]
 2
Answer: Lq= ,where  is the arrival rate and μ is the service rate.
 
14. Define M/M/2 queue model .Why the notation M is used ? [A.U.2010]
Answer: In queueing model,if the number of servers are 2 then it is called M/M/2 queueing model.The
notation M is specified to specify the Markovian model or memoryless property of the exponential
distribution.

15. Arrival at the telephone booth are considered to be poisson with an average time of 12
between one arrival and the next.The length of the phone call is assumes to be
distributed exponentially with mean 4 mins.Find the average number of persons
waiting in the system.

Answer: Model : (M/M/1): (∞/FCFS)

 = 1/12 per min  =1/4 per min

Ls= = 0.5 = 1(app) customer .
 
16. If there are two servers in an infinite capacity Poisson queue system with  = 10 per
min  =15 per min,what is the percentage of idle time for each server?
Answer:  = 10 per min  =15 per min

P(Server is idle ) = 1 –( λ/c μ) =2/3

Percentage of idle time = 66.66 % .

17. Write any four postulates of birth and death process.

Answer: If X(t) =n (n>0)
(i)P[1 birth in (t, t+∆t]=λn(t) ∆t+ o(∆t)
(ii) P[0 birth in (t, t+∆t]=1 –λn(t) ∆t +o(∆t)
(iii) P[2 or more births in (t, t+∆t]=o(∆t)
(iv)Births occurring in (t, t+∆t) are independent of time since last birth .

18. State the various disciplines in queuing model.

Answer: (i)FCFS-First Come First Served
(ii)LCFS : Last Come First Served
(iii)SIRO : Service In Random Order
(iv)GD : General Discipline.

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19. What is the average waiting time of a customer in the 3 server infinite capacity Poisson
queue if he happens to wait, given that λ=6 per hour and μ=4 per hour?
Answer: Given: λ=6 per hour and μ=4 per hour10 min
Wq =10 mins .

20. What is the probability that an arrival to infinite capacity 3 server infinite capacity
Poisson queue with λ/sμ =2/3 and P0=1/9 enters the service without waiting?
Answer: Given: λ/sμ =2/3 and P0=1/9
Probability that an arrival enters without waiting = 5/9.

UNIT V
ADVANCED QUEUEING MODELS
1. Give an example for a Non-Markovian queueing model. [A.U. 2011]
Answer : Non-Markovian model is [(M/G/1) : (∞/GD)] where M indicates the number of arrivals in time
t which follows a Poisson Process, G indicates that the service time follows a general distribution and GD
indicates general queue discipline.

2. What do you mean by M/G/1 queue? [A.U. 2010]

Answer : M/G/1 queue is a Non-Markovian model where M indicates the number of arrivals in time
which follows a Poisson Process.

3. Write the Pollaczek-Khintchine formula. [A.U. 2011]

 [Var(T )  ( E (T )) ]
2 2
Answer : The Pollaczek-Khintchine formula is Ls  E (T )  .
2(1  E (T ))
4. Define Pollaczek-Khintchine formula for average queue length.

2 2   2
Answer : Average queue length = .
2(1   )

5. In an M/G/1 model if  = 5 minutes, µ = 6 minutes and  = 1/20. Find the value of Ls .

Answer : Given  = 5 minutes, µ = 6 minutes and  = 1/20.

 5
 
 6
2 2   2
We know that Ls   
2(1   )
1 25

5 16 36
=   3.103
6 1
2( )
6

6. M/G/I queueing system is Markovian. Comment on this statement .

Answer : In queueing Systems, number of customers follows an exponential distribution and
hence it is a Markov Process whereas in M/G/1 queueing system when more general service
times are allotted. [A.U. 2010]
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7. Given that the service time is Erlang with parameters m and µ. Show that the Pollaczek-
m(1  m) 
2
Khintchine formula reduces to Ls = m + . [A.U. 2011]
2(1  m )
Answer : If the average service time follows Erlang then
m
E (T ) 

m
Var (T ) 
2
PK formula is
2 [Var (T )  ( E (T )) 2 ]
Ls  E (T ) 
2(1  E (T ))
m m2
2 [  ]
m 2 2
= ( )
 2[1  
m
]

 2 m (1 m ) 
= m  2[1 m ] , where  .
m

8. A one man barber shop takes exactly 25 minutes to complete one haircut. If customers arrive at
the barber shop in a Poisson fashion at an average rate of one every 40 minutes, how long on the
average a customer spends in the shop? [A.U. 2010]
Answer : Since the service time T is a constant = 25 minutes, T follows a probability distribution with E
(T) = 25, Var(T) = 0.
  = 1 for every 40 minutes
= 1/40 per minute
By Pollaczek – Khintchine formula,
2 [Var (T )  ( E (T )) 2 ]
Ls  E (T ) 
2(1  E (T ))
25 (1 / 40) 2 [0]25 2
1
25 625
=    1600
15
40 1 40 2( )
2(1  25) 40
40
25 625 4 5 25
=   = 
40 1600 3 8 48
55
= .
48
By Little’s Formula
55
Ls 55
Ws   48   40 = 45.8 minutes.
 1 48
40
9. Define Series queues. [A.U. 2011]
Answer : A Series queue model or a tandem queue model is one in which
(i)Customers may arrive from outside the system at any node and may leave the system from any
node.
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(ii)Customers may enter the system at some node, transverse from node to node in the system and
leave
the system from node not necessarily following the same order of nodes and
(iii)Customers may return to the nodes previously visited, skip some nodes and even choose to
remain
in the system for ever.
Answer: (a) 0.48 (b) 0.1368 hours .

10. What do you mean by bottleneck of a network? [A.U. 2010]

Answer : In two state tandem queue if the arrival rate increases, then the facility or node with
larger value of  = /  will cause instability and so this node is called a bottleneck of a
network.

11. Give any two examples for series queueing situations. [A.U. 2011]
Answer : (i)A registration process for the admission into a university where the applicant must
visit a series if desks such as advisor, cashier, department etc.
(ii)A Physical examination for a patient where the patient undergoes through a series of stages lab tests,
electrocardiogram, chest X-ray, etc .

12. Define a two-stage series queue. [A.U. 2010]

Answer:Consider a two stage(service) queueing system in which customers arrive from
outside at a Poisson rate  to S1. After being served at S1, then they join the queue in front on
S2. After getting the service at S2, then they leave the system. ?Here we are assumed that there
is infinite waiting(queueing space) at each service point. Each server serves one customer at a
time and the service times at S1 and S2 follow distributions with parameters 1 and 2
respectively.

13. Write classification of queueing networks. [A.U. 2010]

Answer : (i)Open Networks (ii)Closed Networks

14. Define an Open Jackson network. [A.U. 2010]

Answer : An open Jackson Network is a system of K service stations where station I has the
following characteristics
(i)An infinite queue capacity
(ii)Customer arrive at station i from outside the system according to poisson process with parameter ai
(iii)Ci servers at station i with an exponential service time distribution with parameter I
(iv)Customers completing service at station i next go to station j with probability Pij

15. Write down any two characteristics of Jackson networks.

Answer : (i)Arrivals from outside through node I follow a Poisson process with mean
arrival rate ri (ii) Service time at each channel at node I are independent and exponentially
distributed with parameter µi.
16. Define Closed queueing network. [A.U. 2010]
Answer : Cases for which ri = 0 for all i (i.e., no customers may enter the system from
outside ) and rio = 0 for all i (i.e., no customer may leave the system ) are known as Closed
Jackson Networks .

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17. Distinguish between /open and closed networks. [A.U. 2010]
Answer:

Open networks C Closed Networks

1. A queueing network is said to be open
if customers may enter from outside
circulate among the service centres and
then leave the system
2.FFor an open network arrival pattern of
customers is necessary
1.A queueing network is called closed if no
customers may enter the system from outside
and no customer may leave the system
2. For a closed network the number of
customer in the network should be specified.

18. Write the flow balance equations of Open Jackson network. [A.U. 2011]
k
Answer : The flow balance equation for open Jackson network is  j  r j   i pij , j  1,2,3...k
i 1

where pij is the probability that a departure from server i joins the queue at server j.
Flow balance equations are also known as Traffic equations.

19. Write the flow balance equations of Closed Jackson network.

k
Answer: The flow balance equation for closed Jackson network is  j   i pij , j  1,2,3.....k
i 1
where pij is the probability that a departure from server i joins the queue at server j.
Flow balance equations are also known as Traffic equations.

20. Consider a series facility with two sequential stations with respective service rates
3/min and 4/min. The arrival rate is 2/min. What is the average service time of the
system, if the system could be approximated by a two sdtage tandom queue?
[A.U. 2011]
Answer :  = 2/min, µ1=3/min, µ2=4/min
Average service time = Ws(station 1) + Ws(station 2)
1 1
=  = 3/2 = 1.5 min .
1    2  
hours .

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