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202psqt Index

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202psqt Index

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aanandhvenkat
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Master of Computer

Applications
MCA

II SEMESTER

202 – Probability, Statistics &


Queuing Theory

SCHOOL OF DISTANCE EDUCATION


ANDHRA UNIVERSITY
VISAKHAPATNAM - 530 003
All copyrights and privileges reserved by the School of
Distance Education. No part of the publication may be
reproduced in any form without the prior permission of the
copyright owner. Information relating to various courses may
be obtained from the office of the School of Distance
Education, Andhra university, Visakhapatnam - 530 003.

SCHOOL OF DISTANCE EDUCATION


ANDHRA UNIVERSITY
VISAKHAPATNAM
AUTHORS

Prof. B. Appa Rao


Dept of Commerce & Management Studies
Andhra University
Visakhapatnam.

K. B. D. Sobha Rani
M.B.A, M. Phil, PGDCRS, [Link].
Teacher Associate
Dr. B.R Ambedhkar P.G. Centre
Andhra University Campus
Etcherla.

A. V. Rao
M.B.A,
Teacher Associate
Andhra University Campus
Vizianagaram.

iii
CONTENTS
Chapter. No Particulars [Link].

01. Probability ................................................................................................................ 01

02. Probability Laws ....................................................................................................... 16

03. Bayes’ Theorem ....................................................................................................... 24

04. Random Variables and Probability Distributions ..................................................... 28

05. Joint Probability and Mass Distribution Function .................................................... 41

06. Mathematical Expectations and Moments ............................................................... 65

07. Discrete Distributions ............................................................................................ 103

08. Binomial Distribution .............................................................................................. 111

09. Poisson Distribution ............................................................................................... 121

10. Negative Binomial Distribution ............................................................................... 128

11. Continuous Distribution ......................................................................................... 145

12. Normal Distribution ................................................................................................ 196

13. Multi Variate Analysis : Correlation ....................................................................... 209

14. Regression Analysis : Least Squares Method ...................................................... 232

15. Relationship between Correlation and Regression coefficients .......................... 247

16. Solved Problems in Correlation and Regression Analysis ................................... 261

17. Sampling and Sampling Distribution ..................................................................... 299

18. Point and Interval Estimates of Averages and Proportion of small samples ....... 313

19. Point and Interval Estimates of Averages and Proportion of Large Samples ..... 322

20. Testing of Hypothesis – Concepts ......................................................................... 330

21. One Sample Tests (Large & Small) ....................................................................... 336

22. Two Sample Tests (Large & Small) ....................................................................... 347

23. Chi - Square Distribution ....................................................................................... 365

iv
[Link] Particulars [Link].

24. Solved Problems in Estimates and Tests of Significance ..................................... 374

25. Queuing Theory ..................................................................................................... 406

26. Queuing Theory Models - I .................................................................................... 426

27. Queuing Theory Models II M/M/C : Beta Model / FIFO ........................................ 440

28. M/M/C : N/FIFO : N - Model Case Studies ............................................................ 464

29. Summary of Probability .......................................................................................... 496

30. Solved Problems in Probability .............................................................................. 510

v
SYLLABUS
MCA 202 Probability, Statistics & Queuing Theory

Probability: Definitions of probability, Addition theorem, Conditional probability,


Multiplication theorem, Bayes theorem of probability and Geometric [Link] variables
and their properties: Discrete Random variable, Continuous Random variable, Probability
Distribution joint probability distributions their properties,Transformation variables, Mathematical
expectations, probability generating functions. Probability-Distributions Discrete distributions:
Binomial,Poisson Negative binominal distributions&their properties. (Definition, mean, variance,
moment generating function, Additive properties, fitting of the distribution.) Continuous distributions:
Uniform,Normal, exponential distributions & their [Link] Analysis: Correlation,
correlation coefficient, Rank correlation, Regression Analysis, Multiple Regression, Attributes,
coefficient of Association, c2test for goodness of fit, test for independence. Estimation: Sample,
populations, statistic, parameter, Sampling distribution, standard error, unbiasedness, efficiency,
Maximum .likelihood. estimator, notion&[Link]: Formulation of
Null hypothesis, critic al region, level of significance, power of the test. Small Sample Tests :
Testing equality of .means, testing equality of variances, test of correlation coefficient, test for
Regression Coefficient. Large Sample tests: Tests based on normal distribution

Queuing theory :
Queue description, characteristics of a queuing model, study state solutions of M/M/1:A
Model, M/M/1; N Model, M/M/C: Model, M/M/C:N Model Case Studies.

TextBooks :
Probability &Statistics for Engineers and Scientists, Walpole, Myers, Myers, [Link]
[Link], Statistics &Random Processes [Link] TMGH.

Reference Book :
Probability & Statistics with Reliability,Queuing &ComputerApplications, Kishor [Link],
PHI 1999.

*** ***

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