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UNIT:1

RANDOM VARIABLES

m
1.Write the memoryless property of geometric distribution.

co
If X has a geometric distribution, then for any two positive integers ‘m’

and ‘n’ ,

s.
P[X>m+n/X>m] =P[X>n].

2.If X has exponential distribution with parameter α, find the p.d.f of Y =log X.

te
fX(x)= αe  y no
d
fY(y)= FY ( y )
dy
ar
FY(y)=P(Y≤y) =P[log x≤y]
y
=P[X≤ey]= e  e

d y
[ e  e ]
t

fY(y)=
dy
5s

y
= e  e [-αey]
y y
=-αey e  e =α ey e  e -∞<x<∞
w.

3. Define continuous random variable with an example

A random variable X is said to be continuous if it takes all possible values between

certain limits say from real number ‘a’ to real number ‘b’.
ww

Eg: length,pressure,temperature,time.

4. Define : Probability mass function

For a discrete RV X with possible values x1,x2…xn a probability mass function is a

function such that

i) f(xi) ≥ 0

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n
ii)  f (x )  1
i 1
i

m
iii) f(xi)=P(X=xi)

co
5.For a Binomial distribution mean is 6 and SD is 2 .Find the first two terms of the distribution.

Given mean=np=6

Variance=npq=6q

s.
σ= 2  σ2=2  npq=2

1
 6q=2  q=

te
3

p= 2

np=6  . =6  =9
3
no
The probabilitt mass function of a binomial distribution is given by
ar
P(X=r)=nC r p r q nr ,r=0,1,2,3,….n

1 2 1
Hence the first two terms are given by 9C 0 ( ) 9 , 9C 1 ( )( ) 8
3 3 3
t
5s

6.A continuous RV X has p d f given by f(x)=3x2,0≤x≤1 . find K such that P(X>K)=0.05

Given : P(X>K)=P(X≤K)=0.5
w.

k
i.e.,  f ( x)dx  0.5
0
ww

k
 x
2
 
k
dx  0.5  3 x 3 / 3 0  0.5
0

 x3 k
0  0.5

=>K3-0=0.5

=>K3=0.5

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1
=>K= 0.5 3 =0.7937

m
 x 2 / 3;1  x  2

7.Show that the function f(x)=  0; otherwise

co
is a p.d.f

 2

s.
 f ( x)dx   x 2 / 3dx  (1 / 3)[ x 3 / 3]21
 1

=(1/9)(8+1)

te
=9/9=1

Hence f(x) is a p.d.f.

8.If two random variables

no
X and Y have p.d.f f(x,y)= Ke -(2x+y) for x,y>0 .
Evaluate ‘K’.
ar


( 2 x  y )
  ke dxdy  1
0
0


t


2 x
  ke e  y dxdy  1
0
0
5s



K [  e  2 x dx][ e  y dy ]  1
0
0
w.

K [e 2 x / 2][e  y /  1]  1

K[0-(1/2)][0-(1/-1)]=1
ww

K[-1/2][1]=1

i.e,K=-2

9. IF X is a Poisson variate such that E(X2)=6, find E(X)?

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Soln:

We know that E((X)=Var(X)=λ, Given E(X2)=6,

m
Var(X)= E(X2)-[E(X)]2

co
λ =6-λ2

λ2+λ=6

s.
λ2+λ-6=0

(λ+3)(λ-2)=0

te
λ =-3, λ =2

E(X)=λ =2,[since λ >0]

10.If
no
Var(X)=4, find Var(3X+8), where X is a random variable.

Soln:
ar
We know that Var(aX+b) =a2 Var(X)

Var(3X+8)=32Var(X)
t

=9(4)

=36
5s

11.Let X be a random variable with E(X)= 1 and E(X(X-1)=4 find Var (X) and
w.

Var(2-3x),

Soln:

Given E(X)= 1 and E(X(X-1)=4

ww

E[X(X-1)]=E(X2-X) =E(X2)-E(X)

4=E(X2)-1

E(X2)=4+1=5

Var(X)= E(X2)-(E[X])2 =5-1=4

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Var(2-3X)=(-32) Var(X) [Var (ax  b)  a 2Var ( x) ]

m
=9(4)=36

co
Kxe  x , x  
12.If f(x)=  is a p.d.f of a random variable X. Find K.
 0, otherwise

s.
Soln:

x
For a p.d.f  Kxe dx  1 [ x  0 ]

te



  ex   e  x 
K  x   (1)    1
   1   ( 1 )  0


K  xe  x  e  x 
0 1
no
K[(-0-0)-(-0-1)] =1
ar
K=1
t

13.Is the function defined as follows a density function?

5s

 o; x  2
1
f(x) =  (3  2 x);2  x  4
18
 0; x  4
w.

Soln:

Condition for p.d.f is  f ( x)dx  1
ww



 o; x  2
1
Given f(x) =  (3  2 x);2  x  4
18
 0; x  4

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 2 4 
1
 f ( x)dx  0dx  2 18 (3  2 x)dx  4 0dx

m
co
4 4
1 1 x2 
= 0   (3  2 x)dx  0  3 x  2 
18 2 18  2 2

s.
1

= 181 3x  x 2 
4
2 
18
[(12  16)  (6  4)]

=(1/18)[28-10] =(1/18)(18)=1

te
14. IF the probability that an applicant for a driver’s licence will pass the road test on
any given trial is 0.8, what is the probability that he will finally pass the test on the
no
fourth trial.

Soln;
ar
Then X is a geometric distribution given by

P(X=r)=qr-1p;r=1,2,3,….., 

Here p=0.8 and q=0.2

t

P(X=4)=0.8x(0.2)4-1=(0.8)(0.2)3
5s

=0.8x0.008=0.0064

15. A pair of dice is thrown 4 times. If getting a doublet is considered a success, find
w.

the probability of 2 successes.

Soln:
ww

In a throw of a pair of dice the doublets are (1,1),(2,2),(3,3),(4,4),(5,5)and

(6,6).

P=prob. of getting a doublet=6/36=1/6

and q=1-p = 1-(1/6) =5/6

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x 4 x
1 5
 P(X=x)=4 c x    
6 6

m
2 2
1 5

co
Prob. of 2 successes=P(X=2)=4 c x    
6 6

=6x(1/36)x(25/36)

s.
=25/216

16.The mean and variance of a binomial variate are 8 and 6. Find P(X≥2).

te
Soln:

Mean =8, variance=6

np=8, npq=6
no
npq/np=6/8
ar
=>q=6/8

p=1-q =1-6/8

=2/8
t

 p=1/4, q=3/4
5s

np=8; n(1/4)=8; n=32

P(x)=ncxpx q n-x = 32cx (1/4)x(3/4)32-x

w.

P(x≥2)=1-P(x<2)

=1-[(P(x=0)+P(x=1)]

0 32 1 31
 1 3 1 3 
ww

=1- 32C 0      32C1     

 4 4  4   4  

31 31
 3   3 32  35  3 
=1-       1   
 4  4 4  4  4

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17.X is uniformly distributed with mean 1 and variance 4/3, find P(X<0).

Soln:

m
We are given that mean = 1 =>(b+a)/2=1...(1)

co
Variance =4/3 => (b-a)2/12 =4/3 ...(2)

Solve equations (1) and (2)

s.
(1)=> b+a=2

(2)=> (b-a)2=48/3=16

=>b-a=4

te
=>b=3 and a=-1

 f(x)=1/(b-a) =1/4

1
Hence P(X<0) =  dx 
1
0
no
1
4 4
ar

18.Show that for Uniform distribution f(x)=1/2a, -a<x<a moment generating function
about origin is (sinhat)/at.
t

Soln:
5s

Given f(x)=1/2a; -a<x<a

To prove Mx(t)= (sinhat)/at

w.

We know that moment generating function is

b a
1 1 at at 1  e at  e at 
tx
 e f ( x)dx   e
tx
dx  e e 
  
ww


Mx(t)= a a
2a 2at at  2 

at
 e  at
=
1
sinh at  e  sinh at 
at 2

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19.If the probability that a target is destroyed on any one shot is 0.5, what is the

m
probability that it would be destroyed on 6th attempt?

co
Soln: Given p=0.5; q=1-0.5 =0.5

P(X=r)=qr-1 p

P(X=6)=q5p =(1/2)5.1/2 =1/26

s.
P(X=6)=1/64

te
20.Let one copy of a magazine out of 10 copies bears a special prize following

geometric random distribution. Determine its mean and variance.

Soln:
no
Let p=1/10 and q= 1-p=1-(1/10) =9/10
ar
P(X=r) =q r-1 p =(9/10) r-1 (1/10)

Mean=1/p= 1/(1/10) and variance =q/p2 =(9/10)10 2 =90

t
5s
w.
ww

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UNIT II

m
21. Define Two dimensional random variable.

co
Let S be the sample space .LetX=X(s) and Y=Y(S) be two functions each assigning a real

number to each outcome belongs to S .then (x,y) is a two dimensional random variable.

s.
22. Define the term joint probability mass function.

A function used to calculate probabilities for two or more discrete random variables.

te
23. . Define the term joint probability density function.

no
A function used to calculate probabilities for two or more continuous random variables.

24.Define Marginal probability distribution.

ar
The probability distribution of a random variable obtained from the joint probability distribution

of two or more random variables σ

t

25. Define Covariance.

5s

A measure of association between two random variables obtained as the expected value of the

product of the two random variables around their means; that is

w.

Cov(x,y)=E[XY]-E[X]E[Y]

26. Define regression of y on x. σ

ww

̅
The regression equation of g y on x is =r

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27.What are regression lines?

m
a graphical display of a regression modal usually with the response y on the ordinate and the

co
regression x on the abscissa.

28.Find the acute angle between the two lines of regression.

s.
Angle between the lines is given by

tanθ=

te
29.X and Y are independent random variables with variance2 and3.Find the variance of 3x+4y

Given Var(X) = 2 and Var(Y) = 3

no
consider Var(3x+4y) = 3 Var(X)+ 4 Var(X)
ar
9x2+16x3=18+48=66.

30.State any one form of central limit theorem.

t

Let , ,… be independent, identically distributed Bernoulli’s variates with common

5s

probability of success and let X= ⋯

Thenlim →∞ {( ) ≤ } = Ф( ).
w.

π π
31.If X is uniformly distributed in − , ,find the probability distribution function of y=tanx.
ww

π π
since ‘x’is uniformly distributed in − , ,its pdf isf(x)=
π

The distribution function of Y=F(Y)=P(Y≤ )= ( ≤ )= ( ≤ )

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π π
=∫ ∞ ( ) =∫ π
π
= ( ) π = + , − <
π π

m
π π π
< , tan − < <

co
that is −∞ < <∞

s.
therefore the pdf of Y is given by

f(y)= [ ( )] = , −∞ < <∞

π

te
32.State the equations of the two regression lines.what is the angle between them?

̅
The line of regression of y on x is given by − = … . . (1)

where r is the correlation coefficient, +

no
ar
The line of regression of x on y is given by − ̅= … . . (2)

The angle θ between the two lines of regression (1)&(2) is given by tanθ=
t
5s

33.The two equations of the variables X and Y are x=19.13-0.87y andy=11.64-0.50x. find

the correlation coefficient between X andY.

w.

given that the regression equation of Xon Y is x=19.13-0.87y

therefore the regression coefficient of X on Y is bxy=-0.87

ww

the regression equation of yon x is y=11.64-0.50x.

therefore the regression coefficient of y on x is byx=-0.50

therefore the regression coefficient between X and Y is given by,

r=± = ± (−0.87 (−0.50)

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=±0.6595.

m
co
( )
34.If two random variables X andY have probability density function f(x,y)=k for x,y>0,

evaluate k.

s.
( , ) =1
We know that ∫ ∫
∞ ∞ ( ) ∞ ∞
that is ∫ ∫ k =1⇒ ∫ ∫

te
=1

∞ no ∞
[ ][ ]=1

⇒ [ ]∞ [ ]∞ = 1
ar

k(0- ) (0- )=1

⇒ = −2.
t

35.If the joint pdf of (X,Y) is f(x,y)={ ,0 ≤ , ≤ 2,

5s

{ 0,otherwise

find P (x+y≤ 1)
w.

P(x+y≤ 1) = ∫ ∫ ( , ) =∫ ∫
ww

= ∫ [ ] = ∫ (1 − ) = ( − )

=
1− − (0 − 0) = = .

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36. Write a note on Central limit theorems.

m
The simplest form of the central limit theorem states that the sum of n independently distributed

random variables will tend to normally distributed as n becomes large. It is necessary and sufficient

co
condition that more of the variances of the individual random variables are large in comparison to

their sum. There are more general forms of the central theorem that allow infinite variances and

s.
correlated random variables and there is a multivariate version of the theorem.

37.Find the covariance of the two RV’s whose p.d.f is given by f(x,y)={2 for x>0,y>0,x+y>0,0

te
otherwise

E(xy)=
no
F(x)=2(1-x),x>0
ar
F(y)=2(1-y),y>0

E(X)= ; E(Y)=
t

Cov(xy)=E(XY)-E(X)E(Y)
5s

= - = = =-0.3611.
w.

38.State the basic properties of joint distribution of (X,Y)when X and Y are

random variables.
ww

(i) , (-∞, −∞) = 0; , (-∞, ) = 0 and , ( , −∞) = 0

(ii) , (∞, ∞) = 1

(iii) ) , ( , )- ) , ( , )+) , ( , )− , ( , )

=P{ < ≤ ; < ≤ }≥ 0.

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39. Show that Cov(X,Y)≤Var(x). Var(x)

Let X and Y be two random variables. For any real number a,

m
E{[a(( − ) − ( − )] } .

co
E[ ( − ) -2a(X- ) (Y- )+ ( − ) ]≥ 0

( − ) -2aE[(X- ) (Y- )]+ ( − ) ]≥ 0

s.
Var(X)-2aCov(x,y)+Var(y) ]≥ 0

This is a quad in’ a’ and is always non negative so the discreminent must be

te
non negative.

Therefore [ ( , )] ≤ ( ) ( ).

no
40.Cenral limit theorem(Lindberg-Levy’s Form):

If
ar
, ,… ℎ

E( )=µ and Var( ) = , i=1,2,3,….n and if

= + +
t

⋯+ , ℎ ,,’ " with

mean n µ and variance n as “n” tends to iinfinity.
5s
w.
ww

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Unit-III

m
41. Define a stationary process.

co
A random process X(t) is said to be stationary in the strict sense if its statistical characteristics do not

change with time.

s.
E[X(t)]=constant

V[x(t)]=constant

te
42. State the four types of a stochastic processes.

(i)

(ii)
no
Discrete time,discrete state random process.

Discrete time,continuous state random process.

(iii) continuous time,discrete state random process.

ar
(iv) continuous time, continuous state random process.
t

43.Give an example for a continuous time random process.

5s

If both X and t are continuous the random process is called as continuous random process.

Example: If X(t) represents the maximum temperature at a place in the interval (o,t) {X(T)} is continuous
random process.
w.

44. Define wide sense stationary random process.

A random process X(t) is said to be wide sense stationary if its mean is constant and its autocorrelation
ww

depends only on time difference

(i)E[x(t)]=constant

(ii) R (t,t+τ)=R (τ)

XX XX

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45. Define ergodic process.

A random process X(t) is called ergodic if its ensemble averages are equal to approximate time averages.

m
co
(i)x(t) is wss

(ii)
lim →∞ ∫ ( ) ( + ) = ( )

s.
46.Give an example of an ergodic process.

te
(i) A M orkov chain finite state space.

(ii) A stochastic process X(t) is regodic if its time average tends tobthe ensemble average as T
→ ∞.
no
47.What is a Markov chain? When can you say that Markov chain is homogeneous

If P{X =a /X =a ,X =a ,….X =A }
n n n-1 n-1 n-2 n-2 0 0
ar
= P{X =a /X =a } for all n
n n n-1 n-1

ten the process Xn;n=1,2,3,… are called as markov chain.Here a ,a ,a ,…a are called the states of the
1 2 3 n
t

morkov chain.
5s

48.Given that the auto correlation function for a stationary ergodic process with no periodic components is
w.

R(τ)=25+ find the mean variance of the process{X(t)}.

ww

By the property of the auto correlation function.

=
⃐ lim →∞ 25 +

⃐ = 25

⃐ =5

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again by the property of the auto correlation we have

E[

m
(t)]=R(0)

co
=(25+

at = 0 , 29

var[x(t)]=E[ ( ) − { [ ( )]}2

s.
29-25=4.

49. Give an example of Markov process

te
Let X(t) =number of births upto time “t” so that the sequence{X(t),tЄ[0,∞ ) forms a pure birth

process.Then it forms a morkov process since the future is independent of the part given the current state.
no
50. What is meant by steady state distribution of Markov?

If a homogeneous Markov chain is regular then everysequence of state probability distributions

ar
approaches a unique fixed disrribution of the Markovchain. Ie, lim →∞ =∏

where ( ) ={ , , … . } and ∏={∏ , ∏ ,….∏ } is the t.p.m of the regular Markov chain and
t

∏={∏ , ∏ ,….∏ } is the steady state distribution then ∏p=∏ and ∏ ∏ ⋯.∏ = 1.
5s

51. What will be the superposition of n independent poission process with respective average

rates λ , ….λ ?
w.

The superposition of n independent poission process with average

ratesλ , ….λ
ℎ ℎ rateλ ⋯. λ
.

52.State any two properties of a poission process.

ww

The poission process is a Markov process:

(i) The poission process possesses the Markov property.

(ii) Sum of two independent poission process is a poission process
(iii) Difference of two independent poission processes is not a poission process.

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53.Write down the relation satisfied by the steady state distribution and the tpm of a regular

Markov chain.

m
co
If ∏={∏ , ∏ ,….∏ } is the steady state distribution of the chain whose tpm is the order
square mtrix p, then ∏p=∏.

s.
54.Whenis a stochastic matrix?when is it said to be regular?

te
In a square matrix the sum of all the elements of each row is 1,is called a stochastic matrix.
stochastic matrix p is said to be regular if all the elements of (for some positive integer n)
are positive.
no
55.Check whether the following matrix is stochastic? A=
0 1
Is it a regular matrix?

1
ar
row sum=0+1=1

= + =1
t

the given matrix is a stochastic.

5s

0 1 0 1
=AXA= =

( )
All the entries of are positive.
w.

Therefore given matrix is regular.

ww

56. When a markov chain is completely specified?

A Morkov chain is completely specified when the initial probability distribution and the tpm

are given.

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57.Define irreducibleMarkov chain?And state Chapman Kolmogorow theorem.

m
( )
If >0 for some n andfor alli&j,hen everystate can be reached from every other

co
state.when this condition is satisfied the markov chain is soid to be irreducible.The tpm of an
irreducible chain is an irreducible matrix.

Champman-Kolomogorov theorem:

s.
( )
If ‘p’ is the tpm of a homogeneous markov chain, then the n-step tpm is equal to .

58. Define Markov chain and one –step transition prpbability.

te
Let X(t) be a Markov process which possseeMorkov property which takes only discrete values
whether t is discrete or continuous is called as markov chain.

When an experiment is conducted the state of morkov chain are denoted by

no
, , ,…. ).

probability that the step trial of reaching the state from the state are denoted by [n-
ar
1,n]=[p{ = / }]
t

59.State the postulates of a poission process.

5s

Let x(t)=number of times an event A say,occurred upto time ‘t’ so that the sequence {X(t),t [0,∞)} forms a

poission process with parameter λ.

w.

(i)Events occurring in non –overlapping intervals are independentof each other.

(ii)p[x(t)=1 for t in (x,x+h]= λh + o(h)

(iii) p[x(t)=0 for t in (x,x+h]=1 − λh + o(h)

ww

(iv) p[x(t)=2 for t in (x,x+h]= o(h).

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60.Define poission random process.Is it stationary process.Justify the answer.

m
If x(t) represents the number of occurenhces of a certain event in (0,t).then the discete randomprocess
{X(t)} is called the poission process ,rovided that the following postulates are satisfied.

co
(i)p[1 occurrence in (t,t+△ )= λ △ + 0(△ )

(ii) p[0occurrence in (t,t+△ )=1 − λ △ + 0(△ )

s.
(iii) p[2 or more occurrence in (t,t+△ )= 0(△ )

te
(iv)X(t) is independent of the number of occurrences of the event in any interval prior and after the interval(0,t)

(v)The probability that the event occurs a specified number of times in

( , ) , .
no
t ar
5s
w.
ww

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UNIT:4

QUEUEIING THEORY

m
61. What are the of a basic characteristics queuing system?

co
The basic characteristics of a queuing system are

Arrival pattern of customers

s.
Service pattern of servers

Queue discipline and

te
System capacity

62.what are the basic characteristics queuing process

no
The basic queuing process describes how customers arrive at and proceed

Through the queuing system. This means that the basic queuing process describes the operation
ar
of a queuing system

a) The calling population

b) The arrival process
c) The queue configuration
t

d) The queue discipline and

e) The service mechanism
5s

63. Define Little’s formula

E(Ns)=λ/(μ-λ)=λE(Ws)
w.

E(Nq)=λ2/μ(μ-λ)=λE(Wq)

E(Ws)=E(Wq)+1/μ
ww

E(Ns)=E(Nq)+λ/μ

64.What is the probability that a customer has to wait more than 15 min to get his service
completed in (M/M/1): (∞:FIFO) queue system if λ=6/hr and μ=10/hr

Given Probability that a waiting time of a customer in the system exceeds t

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is = e-(μ-λ)t

m
=e-(10-6)1/4
=e-1

co
=0.3679
65.In the usual notation of an M/M/1 queueing system , if λ=12/hr and µ=24/hr find the average number

s.
of customers in the system

Given λ=12 and µ=24

te
Ls=λ/(µ-λ)

=12/(24-12)=1

no
66.Suppose that customers arrive at a poisson rate of 1/every 12 min and that the

service time is exponential at a rate of 1 service per 8 min . what is

ar
a)The average no.of customers in the system?

b) The average time a customer spends in the system?

t

Given λ=1/12 and µ=1/8

5s

ρ=λ/µ

=(1/12)/(1/8)
w.

=2/3

a) average no.of customers in the system is

ww

Ls= ρ/(1-ρ)

=(2/3)/(1-(2/3))

=2

b) average time a customer spends in the system is

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Ws=Ls/λ

m
=2/(1/12)

co
=2(12)=24min

s.
67.In a given (M/M/1):(∞/FIFO) queue ρ=0.6 what is the probability that the

queue contains 5 or more customers?

te
The probability that the queue contains 5 or more customers is

P(N≥5)=ρ5
= (0.6)
=0.0778
no
68.Consider an M/M/1 queueing system. If λ=6 and μ=8 . Find the probability of
atleast 10 customers in the system .
ar

Given λ =6 and μ =8

ρ=λ/μ =6/8
t

=3/4
5s

=0.75

The probability of atleast 10 customers in the system is

P(N≥10) = ρ10
w.

=(0.75)10

=0.0563
ww

69. Consider an M/M/1 queueing system . Find the probability that there are atleast n
customers in the system .

The probability that there are atleast n customers in the system is

given by

P(N≥n) = ∑∞ k

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= ∑∞ ( | ) ( 1 − ⟨ | ⟩)

=∑∞ (1 − ) where ρ=λ/μ

m
=∑∞ (1 − ) + −

co
P(N≥n) =(1-ρ)ρn ∑∞ −

=(1-ρ) ρn (1/(1-ρ) )

s.
=ρn

=(λ/μ)n

te
70. If people arrive to purchase cinema tickets at the average rate of 6 / minute , it
takes an average of 7.5 seconds to purchase a ticket . If a person arrives 2 minutes before
the picture. Starts and it its takes exactly 1.5 minute to reach the correct seat after
purchasing the tickets . Can he expect to be seated for the start of the picture .

Given λ=6/min.
no and μ =1/7.5 /sec.

= 1/7.5 ×60 /mins.

ar
= 8 /min.

Ws =1/(μ-λ)

=1/(8-6 )
t

=1/2 min.
5s

probability of total waiting time required to purchase the ticket and to reach the
seat .

= 1/2 + 3/2
w.

=4/2

=2 min.
ww

71.In the usual notation of an M/M/1 queueing system if λ =3 / hr and μ =4/hr .Find
P(X≥5) Where X is the number of customers in the system .

Given λ =3 and μ =4

Ρ =λ/μ

=3/4

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P(x≥5) =ρ5

m
= ( )

co
72. Find P(x≥c+n) for an M/M/C queueing system

P(X≥c+n)=((λ/μ)c (λ/μc) kP0/c!(1-λ/μc)

 c 1 
P0=1/  (1 / n!)(  )n  [(  )c / c!(1  (  ))]

s.
When
 n0   

73.Customers arrive at the first class ticket counter of a theatre at rate of 12/hr. there
is 1 clerk servicing the customer at the rate of 30/hr. What is the prpbability that

te
there is no customer at the counter

Given λ=12,µ=30

Ρ= λ/μ =12/30
no
probability that there is no customer at the counter is P0= 1-ρ

=1-(12/30)
ar

=18/30=0.6

74.If λ/(sµ)=2/3 in a M/M/C queueing system find the average no.of customers in
t

the non-empty queue

Given λ/(sµ)=2/3
5s

Lw= [λ/(sµ)]/[1- λ/(sµ)]

=(2/3)/(1-(2/3))
w.

=(2/3)/(1/3)=2

75.In (M/M/1):(∞/FIFO) model if λ=3/hr,µ=4/hr and P0 =0.28 what is the

effective arrival rate of a customer
ww

given λ=3/hr,µ=4/hr and P0 =0.28

λ’=µ(1- P0) =4(1-0.28)=2.88/hr

76.In(M/M/1):(3/FIFO) if the traffic intensity is 1, what is the average no.of customers

in the system?

Given k=3, Ρ= λ/μ =1

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i.e,λ=µ

Ls=k/2 if λ=µ

m
=3/2=1.5

co
77.Given that if λ=6/hr,µ=4/hr What is the average waiting of a customer in the
queue for the model (M/M/3):(∞/FIFO) if he happends to wait?

given λ=6/hr,µ=4/hr and s=3

s.
E(Wq/Ws>0)=1/(µs-λ)

=1/[(4)(3)-6]

te
=1/(12-6)

=1/6/hr
no=(1/6)(60) min

=10min

78.If λ=4/hr,µ=12/hr in an (M/M/1):(4/FIFO) queueing system, find the probability

ar
that there is no customers in the system. If λ=µ , what is the value of this
probability?

given λ=4,µ=12 and k=4

t

P0 =1/(k+1)
5s

=1/(4+1)

=1/5 if λ=µ
w.

P0 =[1 -(λ/μ )]/[1-(λ/µ)k+1] If λ≠µ

=[1-(4/12)]/[1`-(4/12)4+1] If λ≠µ

=[8/12]/[1-(4/12)5]
ww

=0.669

79.What is the probability that an arrival to an infinite capacity 3 server Poisson

queue system with λ/(cµ)=2/3 and P0 =1/9. Find, will have to wait?

Given λ/(cµ)=2/3 , c=3, P0 =1/9

=> λ/( 3µ)=2/3

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=> λ/μ =2

Probability that an arrival has to wait

m
P[N≥c]= (λ/μ)c P0/[c!(1-(λ/μc))]

co
= [23(1/9)]/3![1-(2/3)]

=[8/9]/[6(1/3)]

s.
=4/9

80.In a 3 server infinite capacity Poisson queue system with λ/(cµ)=2/3 find P0 ?

Given λ/(cµ)=2/3 , c=3,

te
=> λ/( 3µ)=2/3

=> λ/μ =2 λ/(cµ)=2/3 , c=3,

no
 c 1 
P0=1/  (1 / n!)(  )n  [(  )c / c!(1  (  ))]
 n0   
ar
 2 
=1/  1 / n!(2)n  [23 /(3!(1  (2 / 3))]
 n0 

=1/[1+2+(4/2)+(8/6(1/3))]
t

=1/[5+4 ]
5s

=1/9.
w.
ww

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Unit V

m
Non-Markovian queues and queue network

co
81.State arrival theorem.

Statement:
In the closed network system with m customers, the system as seen by

s.
arrivals to server j is distributed as the stationary distribution in the same network system
when there are only m-1 customers.

te
82What is mean by queue network.

Solution:
A network of queues is a collection of service centres, which represent system
no
resources, and customers, which represent users are transactions.

83What do you mean by M/G/1 queue.

Solution:
ar
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
t

not expantial.

84. What do you mean by bottleneck of a network.

5s

Solution:
As the arrival rate λ in a 2-state tandem queue model increases, the node with
the longer value of ρi =µ will introduce instability. Hence the node with the longer
w.

value of ρi is called the bottleneck of the system.

85.What do you mean by series queue with blocking?

ww

Solution:
This is a sequential queue model consisting of two service points S1 and S2 , at
each of which there is only one server and where no queue is allowed to format either
point.

86.Define a two stage tandem queues.

Solution: Series Queues (or) Tandem queue.

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Consider a two-server system in which customers arrive at a poisson rate λ at server 1.
After being served by server1 they then join the queue infront of server2. We suppose

m
there is infinite waiting space on both servers. Each server serves one customers at a time
with server I taking an exponential time with rate µi for a service, i=1,2, … Such a

co
system is called a tandem or sequential system.

Server 1 server 2

s.
87 .State Burkes’s theorem used in queueing theory.

te
Solution:

For an M/M/S queueing system, the output (departure) process is also Poisson
With the same rate λ as the input (arrival) process in the steady-state, where s≥1.
no
88.Write down the (flow balance) traffic equations for an open Jackson network.

Solution:
ar
Jackson’s flow balance equations for this open model are
λj = rj +∑ P ij,, j = 1,2, …,k

89.Write down the flow balance equations for a closed Jackson network.
t

Solution:
5s

λj = ∑ P ij,, j = 1,2, …,k

w.

90.Draw the state transition diagram of a two-stage sequential queue model with blocking
for the stage 2.
ww

m-1, m,

n+1 n+1
µ1

µ2

m-1, λ λ m+1
m,n
n n

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m
µ2

co
m,

s.
n-1

te
91.Define closed queueing Network.

Soln: no
Closed Networks: In a closed queueing Network, jobs neither enter nor depart from the
network.If the network has multiple job classes then it must be closed for each class of jobs.

92.Define Open queueing Network

ar

Soln:

An Open queueing Network is characterised by one or more sources of job arrivals and
t

corresponding one or more sinks that absorb jobs departing from the network.If the network has
Multiple job classes then it must be open for each class of jobs.
5s

93.State Pollaczek-Khintchine formula.

Soln:
w.

If the T is the random service time, the average number of customers in the system.

[ ( ) ( )]
Ls=En= ( )+
[ ( )
ww

94. write down the little formula for P-K

Soln:
]
1. Ls = +
( )
]
2. Lq = ( )
3. Ws=

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4. Wq=

m
95.Consider a service facility with two sequential stations with respective service rates of 3/min

co
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 stage Tandem queue?

Soln:

s.
Given: =2, =3, =4

The average service time of the system

te
= +
= +
= /min
no
96. Write down the characteristics of Jackson network

Soln:
1. Arrivals from outside through node ‘i’ follow a poisson process with mean arrival rate
“ri’’.
ar

2. Service times at each channel at node i are independent and exponentially distributed
with parameter .
t

3. The Probability that a customer who has completed service at node ‘i’ will go to next
to node ‘j’ is Pij.
5s

97.Write classification of Queueing Networks.

Soln:
w.

1. Open Network

2.Closed Networks

3.mixed Networks
ww

98.M/G/1 queueing system is Markovian. Comment on this statement.

Soln:

M/G/1 queueing system is a non-Markovian queue model. Since the service time

Follows general distribution.

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99.Write the formula for steady-state joint probability for m and n customers in the nodes S1

and S2 respectively for 2-stage series queue model.

m
Soln:

co
P(m,n) = 1− 1− for m,n≥ 0.

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

s.
Soln:

The point at which the nth unit completes service and leaves the systems.

te
no
t ar
5s
w.
ww

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