Ma 1252. Probability and Queueing Theory: Unit I Random Variables Part-A
Ma 1252. Probability and Queueing Theory: Unit I Random Variables Part-A
X: -1 0 1 2 3
P(x) 2k 3k 4k 6k 2 4k 2
24. suppose that a bus arrives at a station every day between 10.00 a.m. and 10.30
a.m, at random. Let X be the arrival time ;find the distribution function of X and
sketch its graph.
PART - B
1. A random variable X has the following probability distribution
X=x 0 1 2 3 4 5 6 7
2 2
P(x) 0 k 2k 2k 3k K 2k 7k2+k
15.A fair coin is tossed three times. Let X be the number of tails appearing.
Find the probability distribution of X. And also calculate E(X).
16.If the moments of a random variable X are defined by E(X r ) 0.6; r = 1,2,3,....
Show that P(X=0) = 0.4, P(X=1) = 0.6; P(X 2) = 0
5
1 3 t
17.A discrete R.V. X has moment generating function M x (t ) e
4 4
Find E(X), Var.(X) and P(X=2).
18.The pdf of the samples of the amplitude of speech wave forms is found to decay
exponencially at rate , so the following pdf is proposed
f(x) = C e- ¦x¦
, 1
x< .Find C and E(X).
1
19.Let X be a R.v. with E(X) =1 and E(X(X-1)) = 4.Find Var(X/2) and Var(2-3X)
2(1-x) 0<x<1
20. If the probability density of X is given by f(x)=
0 otherwise
2
(1)Show that E(X r ) (2) Use this result to evaluate E[(2X+1) 2 ]
(r+1) (r+2)
1
0<x<k
21.A random variable X has density function given by f(x)= k
0 otherwise
Find (1) mgf (2) r th moment (3) mean (4) variance
22 . Let the random variable X assume the value r with the probability law
P ( X r) = q r-1p r = 1,2,3,........ Find the moment generating function
and hence find mean and variance.
23.The pdf of a continuous RV X is given by f(x)=kx(2-x), 0≤x≤2.Find k,mean variance
and rth moment about origin.
24.For the following density function f ( x) ae x : x ,find
i) the value of „a‟ii)mean
25.Find M.G.F of poisson distribution .Hence find mean variance of the distribution.
26.Find the MGF of poisson distribution. If X and Y are independent poisson variates,
using MGF ,prove that X+Y is also a poisson variate.
27.Suppose that X is a negative binomial random variable with p=0.2 and r=4.
Determine the mean of X .
28.The time between process problems in a manufacturing line is exponentilally
distributed with a mean of 30 days. What is the expected time until the fourth
problem?
29.Obtain the MGF of Exponential distribution.From the M.G.F. ,find the mean and
variance and rth moment about origin.
30.The time in minutes that a girl speaks over phone is a r.v. X with pdf
x/5
f(x) =A e , x>0. Find the probability that she uses phone
(i) for atleast 5 minutes
(ii) for atmost 10 minutes and
(iii) between 5 and 10 minutes. 3% of the electric light bulbs manufactured by a
company are found to be defectives. In a sample of 100 such bulbs, find the
probability that (i)all are good (ii) atleast 3 defectives
(iii) exactly 2 defectives (iv) atmost 4 defectives
31.Experience has shown that while walking in a certain park, the time X(in mins.)
between seeing two people smoking has a density function of the form
xe-x x>0
f(x)=
0 otherwise
(1) Calculate the value of (2) Find the distribution function of X (3)What is
the probability that Jeff,who has just seen a person smoking, will see
another person smoking in 2 to 5 minutes? In atleast 7 minutes?
32.Define Geometric distribution If the probability that an applicant for a drivers licence
will pass the road test on any given trail is 0.8,what is the probability that he will
finally pass the test:i)on the fourth trail ii)in fewer than 4 trails.
33.Derive the MGF of Gamma distribution and hence prove its additive property.
34.Define Gamma distribution Obtain the mean and variance of Gamma distribution.
36.Each of the 6 tubes of a radio set has a life length (in years) which may be considered
as a random variable that follows a Weibull distribution with parameters α=25 and β=2.
If these function independently of one another, what is the probability that no tube will
have to be replaced during, the first 2 months of service?
UNIT –II TWO DIMENSIONAL RANDOM VARIABLES
Part A
1..Compute the value of C, if the joint density of (X,Y) is given by
P(x,y)=C(x+2y) , x:0,1 &2, y: 0,1 &2
2..Determine the value of C such that the function f(x,y)= cxy , 0<x<3 and 0<y<3
Satisfies the properties of a joint probability density function
3.The joint pdf of the random variable (X,Y) is given by
2 2
f(x,y)=k xy e-(x +y ) ;x>0,y>0 .Find the value of k.
3 2
2 xy y ,x 0, y 0
4.Let X and Y be continuous RV with jpdf. f(x,y)= 2
0, elsewhere
Find P (X+Y <1).
( x y)
1 e , ifx 0, y 0
5..For >0 , let F(x,y)= Cheak whether F can be the joint
0, elsewhere
probability distribution function of two random variables X and Y.
20. Discuss the pure birth process and obtain its probabilities , mean and variance.
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UNIT-V NON-MARKOVIAN QUEUES AND QUEUE
NETWORKS
PART-A
1.When the service is constant,give the reduced form of P-K formula?
2. Define a two stage series queue.
3. Define closed queueing networks
4. Write Pollaczek-Khintchine formula and explain the notations.
6. Define open Jackson networks.
PART-B
1. In a network of three service stations S1,S2,S3 customers arrive at S1,S2,S3 from outside
in accordance with poisson process having rates 5,10,15 resp., The service times at the
3 stations are exponential with respective rates 10,50,100. A customer completing
service S1 is equally likely to (i) go to S2 (ii) go to S3 (iii) leave the system .A
customer departing from service at S2 always goes to S3. A departure from service at
S3 is equally likely to go to S2 or leave the system.
(1) What is the average number of customers in the system , consisting of all the three
stations? (2) What is the average time a customer spends in the system?
2.. Derive Pollaczek-Khinchine formula .
3.. A one-man barber shop takes exactly 25 minutes to complete one hair-cut. 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? Also find the average time a customer must wait for service
4.. Automatic car wash facility operates with only one boy. 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 boy 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 and the queue
(2) Mean waiting time in the system and queue
5.. A patient who goes a single doctor clinic for a general check-up has to go
through 4 phases .The doctor takes on the average 4 minutes for each for each
phase of the check-up and the time taken for each phase is exponentially
distributed .If the arrivals of the patients at the clinic are approximately Poisson
at the average rate of 3 per hour, what is the average time spent by a patient
(i) in the examination? (ii) waiting in the clinic?
6.Discuss series queues. 7. Discuss open Jackson networks.
8. Discuss closed Jackson networks.
9.In an ophthalmic clinic , there are sections one section for assessing the power
approximately and the other for final assessment and prescription of glasses. Patients
arrive at the clinic in a poison fashion ant the rate of 3 per hour .The assistant in the
first section takes nearly 15 minutes per patient for approximate assessment of power
and the doctor in the second section takes nearly 6 minutes per patient for final
prescription .If the service times in the two sections are approximately exponential, find
the probability that there are e patients in the first section and 2 patients in the second
section. Find also the average number of patients in the clinic .Assume that enough
space is available for the patients to wait in front of both sections.
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