RAMCO INSTITUTE OF TECHNOLOGY

DEPARTMENT OF MATHEMATICS
MA8402 PROBABILITY AND QUEUEING THEORY
QUESTION BANK

UNIT I
PROBABILITY AND RANDOM VARIABLES
PART A

1. Given an experiment such that Compute

(a) (b)
Solution:
(a). We know that

We know that

(b). We know that

2. Let A and B be two events such that Compute

Solution:

(a) We know that

⇒
(b) We know that

We know that

3. If is the complementary event of then prove that

Solution:
and are mutually exclusive events, such that

Since it follows that

1
4. If the probability that a communication system will have high fidelity is 0.81 and the
probability that it will have high fidelity and high selectivity is 0.18, what is the
probability that a system with high fidelity will also have high selectivity?
Solution:
If is the event that a communication system has high selectivity and is the event
that it has high fidelity, we have

substitution into the formula yields

5. A bag contains 8 white and 4 black balls. If 5 balls are drawn at random, what is the
probability that 3 are white and 2 are black?
Solution:
Total balls in the bag = 8 + 4 = 12 balls
If 5 balls are drawn, there are 12C 5=792 ways
8 C3 x 4 C2 56 X 6 14
The probability that 3 are white and 2 are black = = =
12 C5 792 33

6. A is known to hit the target 2 out of 5 shots whereas B is known to hit the target 3 out of
4 shots. Find the probability that the target is hit when both of them try.
Solution:

Here

Probability of hit the target is

7. Four cards are to be dealt successively, at random and without replacement from an
ordinary deck of playing cards. Find the probability of receiving a spade, a heart, a
diamond and a club in that order.
Solution:

Required Probability

8. A lot of integrated circuit chips consist of 10 good 4 with major defects and 2 with minor
defects. Two chips are randomly chosen from the lot. What is the probability that at least
one chip is good?
Solution:
P(at least one is good) = P(two of them are good)+P(one is good)

9. State the law of total probability and state under which situation it could be used.
Solution:
If be a set of exhaustive and mutually exclusive events, and is another

event associated with (or caused by) , then

The law of total probability is used when you don't know the probability of an event,
but you know its occurrence under several disjoint scenarios and the probability of

2
 each scenario.
10. Three machines in a certain factory produce 50%, 25% and 25%,
respectively, of the total daily output of electric tubes. It is known that 4% of the tubes
produced one each of machines and are defective, and that 5% of those produced
on are defective. If one tube is picked up at random from a day’s production, calculate
the probability that it is defective.
Solution:
Let be the event that the picked up tube is defective.
Let be the events that the tube is produced on machines
respectively .

11. State Baye’s Theorem.

Solution:
If be a set of exhaustive and mutually exclusive events, and is another

event associated with (or caused by) , then

12. There are 3 true coins and 1 false coins with head on both sides. A coin is chosen at
random and tossed 4 times. If head occurred all the 4 times, what is the probability that
the false coin has been chosen and used?
Solution:

P(the coin is a true coin)=

P(the coin is a false coin)=

Let be the event of getting all heads in 4 tosses

Then

By Baye’s Theorem,

13. If a fair coin is tossed twice, find where denote the number of heads in each
experiment.
Solution:
Let be a random variable denotes the number of heads in three tosses. The probability
mass function is given by
0 1 2

3
14. Let be a discrete A random variable has probability mass function

. Find the cumulative distribution F(x) of X.

Solution:
The probability mass function of is given by

1 2 3 4

The cumulative distribution F(x) of X is defined as

F ( x )=P ( X ≤ x )

1 2 3 4

x +2
15. Check whether the function given by f ( x )= for x=1,2,3,4,5 can serve as the
25
probability distribution of a discrete random variable.
Solution:

x +2
Therefore the given f ( x )= can serve as the probability distribution.
25

16. Test whether can be the probability density function of a

continuous random variable.
Solution:

Therefore given is a pdf.

17. Suppose that a continuous random variable has the probability density function

. Find the value of

Solution:

4
18. A continuous random variable has the probability density function

. Find
Solution:

19. If the probability density function of a random variable is in

find
Solution:

20. The random variable has the pdf . Find

Solution:

21. If the random variable has the distribution function where

is the parameter, then find
Solution:

22. The cumulative distribution function of the random variable has the pdf
. Find such that .
Solution:

5
23. What do you mean by MGF? Why it is called so?
Solution:
The moment generating function of a random variable is given by
As it generates moments, it is called as MGF, moment generating function.

24. A random variable has the probability function Find its moment
generating function.
Solution:

25. Find the probability mass function of if the moment generating function is

Solution:

The coefficient of
The coefficient of

The coefficient of

The coefficient of

The coefficient of

The probability mass function of is given by

1 3 4 5

6
26. If a random variable has the moment generating function , compute

Solution:

27. Let be the moment generating function of a random variable X.

Find E( X) and E ( X 2) .
Solution:

28. Suppose the mgf of a random variable X is of the form

Solution:

29. Let X be a random variable with the moment generating function

Find the mean and variance of X.

Solution:

7
 p et
30. If M X ( t )= is the moment generating function of X, then find the mean and
(1−q et )
variance of X.
Solution:
d
μ'1= M X ( t )|t =0=
dt
d p et
=
| p et
|=
dt (1−q et ) t =0 (1−q et )2 t=0 p
1

| |
2 2 t t
d d pe d pe 1+ q
M X ( t )|t=0 = 2
'
μ2 = = = 2
d t ( 1−q e ) t=0 dt (1−q e ) t =0 p
2 t t 2
dt
' 1
Mean = μ1=
p

()
2
' '2 1+q 1 q
Variance = μ2−μ 1 = − = 2
p
2
p p

31. If is binomially distributed random variable with and , then find

the probability mass function of .
Solution:

Therefore the probability mass function is

32. The mean of Binomial distribution is 20 and standard deviation is 4. Find the parameters
of this distribution.
Solution:
Mean = np=20
Standard deviation = √ npq=4
npq=16
4
Therefore q=
5
4 1
p=1−q=1− =
5 5

8
 1
n= ∗20=100
p
The parameter of the distribution (n , p) is ( 15 , 100 ).

33. What are the limitations of Poisson distribution?

Solution:

34. Suppose that on an average in every three pages of a book there is one typographical
error. If the number of typo graphical error on a single page of a book is a Poisson
random variable. What is the probability of atleast one error on a specific page of a book?
Solution:
Let X be a random variable denotes the number of typographical error in single page.

Given

35. What is meant by memory less property? Which discrete distribution follows this
property?
Solution:
If is a random variable with , then is said to have
memory less property.
Geometric distribution is having this memory less property.

36. If X is a geometric variate, taking values , find

Solution:

37. Balls are tossed at random into 50 boxes. Find the expected number of tosses required to
get first ball in the fourth box.
Solution:

9
 Let be the random variable denotes the number of failures before the first success,

then . In this case mean = . Here . The

expected number of tosses required to get first ball in the fourth box=50.

38. If the probability that a target is destroyed on any one shot is 0.5, find the probability that
it would be destroyed on the 6th attempt.
Solution:
be the random variable denotes the number of failures before the first success,
Let
then . Given

39. If the mgf of a uniform distribution for a random variable X is

Solution:

40. Suppose that X is uniformly distributed over (-a, a) where a>0, determine ‘a’ so that

Solution:

41. A random variable X is uniformly distributed between 3 and 15. Find the variance of X
Solution:

42. A test engineer discovered that the cumulative distribution function of the life time of an

equipment (in years is given by) What is the expected life time of
the equipment?
Solution:

Given

10
 Therefore which is in the form of pdf of exponential distribution.
Hence the mean of exponential distribution (expected life time) is 5 Years.

43. If X is a normal variable with mean 3 and variance 9, find the probability that X lies
between 2 and 5.
Solution:
Given Mean=3 and variance=9

44. If X is a normal variate with mean 1 and variance 4,Y is another normal variate
independent of X with mean 2 and variance 3.What is the distribution of X+2Y?
Solution:

45. If X is normally distributed with mean 8 and standard deviation 4, find

Solution:

11
 PART B
1. In a coin tossing experiment, if the coin shows head, 1 dice is thrown and the result is
recorded. But if the coin shows tail, 2 dice are thrown and their sum is recorded. What is
the probability that the recorded number will be 2?
2. A bag contains 5 balls and it is not known how many of them are white. Two balls are
drawn at random from the bag and they are noted to be white. What is the chance that all
the balls in the bag are white?
3. A bag contains 3 black and 4 white balls. Two balls are drawn at random one at a time
without replacement.
(i) What is the probability that the second ball drawn is white?
(ii) What is the conditional probability that the first ball drawn is white if the second
ball is known to be white?
4. There are 3 boxes containing respectively, 1 white, 2 red, 3 black balls; 2 white, 3 red, 1
black balls; 3 white, 1 red, 2 black balls. A box is chosen at random and from it two balls
are drawn at random. The two balls are 1 red and 1 white. What is the probability that
they came from the second box?
5. A consulting firm rents cars from three rental agencies in the following manner: 20%
from agency D, 20% from agency E and 60% from agency F. If 10% of the cars from D,
12% of the cars from E and 4% of the cars from F have bad tyres.
(i) What is the probability that the firm will get a car with bad tyres?
(ii) Find the probability that a car with bad tyres is rented from agency F.
6. For a certain binary, communication channel, the probability that a transmitted 0 is
received as a 0 is 0.95 and probability that a transmitted 1 is received as a 1 is 0.90. If the
probability that a 0 is transmitted is 0.4, find the probability that (i) a 1 received and (ii) a
1 was transmitted given that a 1 was received.
7. The probability mass function of a discrete random variable is given in the following
table:

-2 -1 0 1 2 3
0.1 k 0.2 2k 0.3 k
Find (1) the value of (2) (3) (4)
8. A random variable X has the following probability mass function
0 1 2 3 4 5 6 7
0 k 2k 2k 3k k 2
2k2 7k + k
2

(1) Evaluate P ( X <6 ) and P (2< X <7 )

1
P ( X≤m )≥
(2) If 2 , find out the minimum value of m.
(3) Determine the distribution function of X.

9. Let be the probability mass function of a random

variable . Compute (1) (2) (3) (4)

10. X is a continuous random variable with pdf given by .

Find the value of a and also the cdf F(x).

12
11. A random variable X has density function . Determine
k and the distribution function evaluate the probability P(X ≥ 0)

12. The p.d.f of a continuous R.V. X is given by

Obtain (i) C.D.F of X, F(x)
(ii)
(iii)

(iv)

13. If the distribution function of a random variable is given by

, find the probability that the random variable will take
on a value between 4 and 5.
14. Let be a continuous random variable with probability function

(1) Find the cumulative distribution of (2) Moment generating function of

(3) (4) and Var (X)

15. Find the MGF and rth moment for the distribution whose pdf is .
Find also standard deviation
16. Find the moment generating function of binomial distribution and hence find the mean
and variance.
17. Let X be a binomial R.V with E(X) = 4 and Var (X) = 3. Find (i) P(X = 5) (ii) M.G.F of X

(iii) (iv)
18. A radar system has a probability of 0.1 of detecting a certain target during a single scan.
Use Binomial distribution to find the probability that the target will be detected at least 2
times in four consecutive scans. Also compute the probability that the target will be
detected at least once in twenty scans.
19. Find the moment generating function of Poisson distribution and hence find the mean and
variance.
20. If is a Poisson variate such that . Find mean and
.
21. An irregular six faced die is thrown and the expectation that in 10 throws it will
give five even numbers is twice the expectation that it will give four even numbers. How
many times in 10,000 sets of 10 throws each, would you expect to it to give even number.
22. The number of monthly breakdowns of a computer is a random variable having a Poisson
distribution with mean equal to 1.8. Find the probability that the computer will

13
 transaction for a month, (i) without a breakdown (ii) with only 1 breakdown (iii) with
atleast 1 breakdown.
23. The probability of an individual suffering a bad reaction from an injection of a certain
antibiotic is 0.001. Out of 2000 individuals, use Poisson distribution to find the
probability that exactly three suffer. Also, find the probability of more than two suffer
from bad reaction.
24. Write down the mgf of a Geometric distribution and hence find Mean and Variance.
25. Suppose the random variable X has a geometric distribution

Determine (1) (2) (3)

Moment generating function M X (t ) of X and hence obtain and
26. The probability of a man hitting a target is ¼. If he fires 7 times, what is the probability of
his hitting the target atleast twice? And how many times must he fire so that the
probability of his hitting the target atleast once is greater than 2/3?
27. Let X be the number of births in a hospital until the first girl is born. Determine the
probability and Distribution function of X. Assume the probability that the baby is a girl
is 0.5.
28. Establish the memory less property of geometric distribution
29. Establish the memory less property of exponential distribution.
30. The time x in hours required to repair a machine is exponentially distributed with

parameter .What is the probability that the repair time exceeds 2 hours?
What is the conditional probability that the repair time takes at least 10 hours given
the duration exceeds 9 hours?
31. The life X in hours of a TV tube of a certain type obeys an exponential distribution
with hrs. Find (1) (2)
(3)
32. Find the moment generating function of a uniform distribution and hence find its mean
and variance.
33. A bus arrives every 20 minutes at a specified stop beginning at 6:40 am and continuing
until 8:40 am. A certain passenger does not know the schedule, but arrives randomly
(uniformly distributed) between 7:00 am and 7:30 am every morning. What is the
probability that the passenger waits more than 5 minutes for a bus?
34. Electric trains in a particular route run every half an hour between 12 midnight and 6
A.M. Using uniform distribution, find the probability of a passenger entering the station
at any time between 1.00 A.M and 1.30 A.M will have to wait at least twenty minutes.
35. Let X be uniformly distributed random variable in the interval (a, 9) and
2
P [ 3< X <5 ]= . Find the constant ‘a’ and compute P [|X −5|<2 ] .
7
36. A R.V. X is uniformly distributed on (-5, 15). Determine (i) C.D.F. of X, F(x)

(ii) (iii) (iv) .

37. Find the MGF of a normal distribution and hence find its mean and variance.
38. In a normal distribution, 7% of the items are under 35 and 89% are under 63. What are
the mean and standard deviation of the distribution?
.

14
39. The normal distribution with mean15 and standard deviation 3.5, it is found that 647
observations exceed 16.25. What is the total number of observations in the population?
40. The scores on an achievement test is given to 1,00,000 students are normally distributed
with mean 500 and standard deviation 100. What should the score of a student be to
place him among the top 10% of all students?
41. An electric firm manufactures light bulbs that have a length of life which is normally
distributed with mean μ=800 hours and standard deviation σ =40 hours. Find the
probability that a bulb burns between 778 and 834 hours.
UNIT II
TWO DIMENSIONAL RANDOM VARIABLES
PART A

1. Determine the value of the constant if the joint mass function of two discrete random
variable is given by
Solution:
X
1 2 3
Y
1 3
2
3

2. Find the probability distribution of from the bivariate distribution of given

below:
Y
1 2
X
1 0.4 0.2
2 0.2 0.2
Solution:
2 3 4
Probability

3. Let X and Y have the joint probability mass function

X
0 1 2
Y
0 0.1 0.4 0.1
1 0.2 0.2 0
Find P(X + Y > 1)
Solution:
0 1 2 3
Probabilit
y

P(X + Y > 1) = P(X + Y = 2) + P(X + Y = 3) = 0.3 + 0 = 0.3.

4. The joint pdf of a random variable is given as .

Find the value of .
Solution:

15
5. The joint pdf of a random variable is given as
. Find the value of .
Solution:

6. Suppose that the joint density function is

f (x,y)=¿ { A e −x−y
, 0≤x≤y, 0≤y≤∞ ¿ ¿¿¿ .
Determine A.
Solution:
∞ ∞ ∞ ∞
∫−∞ −∞∫ f ( x, y)dxdy=1⇒∫∫ Ae−x e− y dxdy=1
Since f(x,y) is a joint density function 0 0

( −1e ) dy ⇒ A∫ (e [ ] []
∞ −x y ∞ −y −2 y ∞
e e 1
⇒ A ∫ e− y −y
−e−2 y )dy=1⇒ A − =1 ⇒ A =1⇒ A=2
0 0 0 −1 −2 0 2

7. Find the value of k, if is to be a joint probability density

function.
Solution:
We know that total probability is equal to 1.

Therefore

Put
Therefore, the given integral becomes
k
[ 0−(−1)] [ 0−(−1)] = 1
4

8. Write any two properties of joint cumulative distribution function.

Solution:

16
9. The joint pdf of a random variable is given as
. Find .
Solution:

10. The joint pdf of a random variable is given as .

Find .
Solution:

11. If is the the joint probability density function of (X, Y), find

Solution:

12. Define conditional distribution for two dimension random variables.

Solution:

is called conditional probability function of

given

is called conditional probability function of

given

17
 The collection of pairs is called conditional distribution of
given

The collection of pairs is called conditional distribution of

given

13. The joint pdf of a random variable is given as

. Find .

Solution:

14.
The joint p.d.f of (X,Y) is

. Find P[X+Y≤ 1]
Solution:

[ ]
1 1− y 1 1
1 1 1 y2 1
P[ X +Y ≤1 ]=∫ ∫ dxdy= ∫ (1− y )dy= y− =
0 0 4 40 4 2 0 8
15. The joint p.d.f of two random variables is given by

{
xy
x2 + ; 0< x <1 ; 0< y <2
3
f (x, y) = 0 ; otherwise . Find P(Y<X).
Solution:
1 x

∫∫ f ( x, y ) dydx
P(Y<X) = 0 0
1

( )
x
1
x3 1

( )
1 x x
xy 2
∫ x3( 1 + 16 )
x
∫∫( xy
) ∫ 3
x2 +
3
dydx ∫ x3 y +
6 0
dx x + dx
6 0 =
dx
= 0 0 = 0 = 0 0 0

18
 [ ] ()
1 1 1
7 7 x4
()
∫ x 3 76 dx 6 ∫ x dx = 6 4 = 76 14 = 247
2

= 0 = 0 0

16. The joint pdf of a random variable is given as . Find

the marginal density of .
Solution:

Marginal pdf

17. The joint pdf of a random variable is given as . Find

the marginal density of X.
Solution:

pdf
Marginal

18. The joint pdf of a random variable is given as .

Find the marginal densities.
Solution:
The marginal density function of

The marginal density function of

19. The joint pdf of a random variable is given as

. Find .
Solution:

19
20. If the joint pdf of a random variable is given as . Find
.
Solution:

21. If the joint pdf of a random variable is given as . Find

.
Solution:

22. Define independence of two random variables and

Solution:
Two random variables are said to be independent if and only if
where is the joint pdf of and , is the marginal density of and
is the marginal density of .

23. If and have joint pdf Check whether and

are independent or not.
Solution:

Therefore and are not independent.

24. Let and be two independent random variables with and

Find .

20
 Solution:
.

25. What do you mean by correlation between two random variables?

Solution:
Correlation is the degree of relationship between two random variables.

26. Give any two properties of correlation coefficient.

Solution:
Correlation coefficient lies between -1 and +1
Correlation coefficient is not affected by change of scale.

27. Let (X, Y) be a continuous Bivariate random variable. If X and Y are independent
random variables, then show that X and Y are uncorrelated.
Solution:
If X and Y are independent random variables, then E(XY) = E(X) E(Y).
Cov (X, Y) = E(XY) – E(X) E(Y) = 0.
Correlation coefficient between X and Y = 0.
Therefore X and Y are uncorrelated.

28. In a partially destroyed laboratory record of an analysis of correlation data, the following

results only are legible. Variance of . Regression equations are

What are the mean values of x and y.

Solution:
Since regression line passes through mean

The mean value of x=13 and the mean value of y=17

29. Given the two regression lines find the coefficient of

correlation between and .
Solution:

21
30. When will the two regression lines be (a) at right angles (b) coincident.
Solution:
If , the regression lines are at right angles
If , the regression lines coincide.

31. What is the angle between the two regression lines.

Solution:
σxσy
[ ]
2
1−r
tan θ=
σ 2+ σ 2 r
If θ is the angle between the lines then x y

32. Can y = 5 + 2.8x and x = 3 – 0.5y be the estimated regression equations of y on x

respectively explain your answer.
Solution:
From the given regression lines byx = 2.8 and bxy = -0.5. Therefore byxbxy = -1.4,
which is not possible. So the given is not the estimated regression equations of y on x.

33. Given the random variable with density function . Find the pdf of

Solution:

.
Interval:

22
34. If and , how are the joint probability density function of and
are related?
Solution:
Let the joint pdf of and Y be and the joint pdf of and be .

= where

35. State Central limit theorem.

Solution:
If be a sequence of independent identically distributed random
variables with
and and if , then under
certain general conditions, follows a normal distribution with mean and
variance as n tends to infinity.

23
 PART B
1. Given is the joint distribution of X and Y.
X
0 1 2
0 .02 .08 .10
Y
1 .05 0.2 .25
2 .03 .12 .15
Obtain (i) Marginal distribution and
(ii) the conditional distribution of X given Y = 0.
2. Given is the joint distribution X and Y is given by
Find the marginal distribution of X,
conditional distribution of Y, conditional distribution of X given Y = 2, and conditional
distribution of Y given X = 1.
3. Two random variables X and Y having joint density function

Find the marginal densities of X and Y. Also find the conditional density functions.
4. X and Y are two random variables having joint density function

,
Find (i) P ( X <1∩Y <3 ) (ii) P ( X +Y <3 ) (iii) P ( X <1/Y <3 )

5. The joint pdf of X and Y is given by

6. If the joint pdf of the two random variables X and Y be ,

Find

7. If the joint pdf of X and Y is .

Find

8. The joint pdf of X and Y is . Find the probability that

both random variables will take on values less than 1.

9. The joint pdf of X and Y is . Determine (i) the value of C

(ii) conditional pdf of X given Y (iii) E(XY)

24
10. Two random variables and have the following joint probability density function
. Determine the conditional probability density function
of given and given .
11. The joint probability density function of a two dimensional random variables (X , Y) is
x
given by f ( x , y )= ( 1+3 y ) ,0< x<2 , 0< y <1. Find
2
4
(i) conditional probability density function of given and given .
(ii) P [0.25 < X < 0.5 / Y = 0.33].
12. The joint density function of a random variables X and Y is

. Find . Are X and Y independent?

Justify your answer.
13. Let the joint probability mass function of the random variables (X, Y) be

Find (i) the marginal probability mass functions of X and Y (ii) (iii)
(iv) Are the random variables X and Y independent?
14. The joint pdf of X and Y is given by . Find . Also
prove that X and Y are independent.
15. The joint density function of a random variables X and Y is

Find (i) the value of C

(ii) Are the random variables X and Y independent?
16. Let X and Y be discrete random variables with joint probability mass function

Compute the correlation coefficient of X and Y.

17. The joint density function of a random variables X and Y is
. Find the and conditional density
function
18. Let X, Y be random variables such that E ( X ) =1, E ( Y )=2 , Var ( X )=6 ,Var ( Y )=9 and the
−2
correlation coefficient ρ XY = . Calculate:
3
(i) The covariance Cov(X, Y) of X and Y
(ii) E(XY)
(iii) E( X 2) and E(Y 2)

19. The joint pdf of two variables X and Yis

f ( x,y )=¿ { x+y,0<x<1, 0<y<1¿¿¿¿ .
Find the correlation coefficient between X and Y.

25
20. The joint probability density function of a two dimensional random variables (X , Y) is
1
given by f ( x , y )= ( x+ y ) , 0< x <1 , 0< y <2. Find the correlation coefficient. Also find the
3
equation of two regression lines.
21. (X, Y) is a two dimensional random variable uniformly distributed over the triangular
4
y= x
region R bounded by y = 0, x = 3, and 3 . Find COV (X, Y).

22. The joint pdf of two variables (X, Y) is . Prove that X and
Y are uncorrelated.
23. If X, Y and Z are uncorrelated random variables with 0 means and standard deviations 5,
12 and 9 respectively and if U = X+Y and V = Y+Z find the correlation coefficient
between U and V.
24. A statistical investigator obtains the following regression equations in a survey
. Here X = age of Husband, Y = age of Wife. Find
(i) Mean of X and Y.
(ii) Correlation coefficient between X and Y.
(iii)
25. The regression lines between two random variables X and Y is given by
, Find the mean values of X, mean value of Y and the
coefficient of correlation between the two variables.
26. Given that X = 4Y + 5 and Y = kX + 4 are regression lines of X on Y and Y on X
1 1
respectively. Show that 0 ≤ k ≤ . If k = , find the means of X and Y and the correlation
4 16
coefficient r XY .
27. If X and Y each follow an exponential distribution with parameter 1 and are independent,
find the pdf of U = X – Y.
28. If X and Y are independent random variables each normally distributed with mean zero

and variance , find the density function of .

29. The joint pdf of X and Y is given by , find the probability

density function of
30. The joint pdf of X and Y is given by , find the probability

density function of
31. If and follows the exponential distribution with parameters 2 and 3 respectively and
are independent, find the probability density function of U = X + Y.

32. Let (X,Y) be a two-dimensional continuous random variable having the joint density

function

. Determine the joint p.d.f. of the random variables

2 and and hence obtain the marginal p.d.f. of U.
U =X V = XY
.

26
33. Two random variables X and Y have the following joint probability density function

. Find the pdf of the random variable U = XY

34. A distribution with unknown mean µ has variance equal to 1.5. Use the central limit
theorem to find how large a sample should be taken from the distribution in order that the
probability will be at least 0.95 that the sample mean will be within 0.5 of the population
mean
35. The lifetime of a certain brand of an electric bulb may be considered a random variable
with mean 1200h and standard deviation 250h. Find the probability, using central limit
theorem, that the average lifetime of 60 bulbs exceeds 1250h.

UNIT III
RANDOM PROCESSES
PART A
1. What is random process? When do you say a random process is a random variable?
Solution:
A random process is a collection of random variables which are functions of
real variable . Here .
If is fixed, is a random variable.

2. The random process is given by where is a RV

with . Is the process stationary?
Solution:
. Therefore the
random process is not stationary.

3. Write the classification of random processes.

Solution:
1. Continuous random process
2. Continuous random sequence
3. Discrete random process
4. Discrete random sequence

4. Prove that the first order stationary random process has a constant mean.
Solution:
Consider a first order stationary process at two different times with
.

5. The random process X(t) is defined as X ( t )=e− B|t|, where B is a random variable
uniformly distributed over [0, 2]. Is X(t) a first order stationary?
Solution:

27
 X(t) is not a first order stationary.

6. Define kth order stationary process. When will it become a strict sense stationary
process?
Solution:
If the joint distribution of is same as that of
then the process is called kth order stationary
process.
By choosing , for all , we will make kth order stationary process as a strict
sense stationary process

7. Define Strict Sense and Wide Sense Stationary process.

Solution:
Strict Sense Stationary process: A random process is called a Strict Sense
Stationary process if all its finite dimensional distributions are invariant under
translation of the time parameter.
Wide Sense Stationary process: A random process is called a Wide Sense
Stationary process if its mean is constant and auto correlation function depends only
on the time difference.

8. Consider a random process where is a real constant and is

uniformly distributed in . Show that is not wide sense stationary.

Solution:

Therefore is not wide sense stationary.

9. A random process has the autocorrelation function . Find the mean

square value of the process.
Solution:

The mean square value of the process=

28
10. Find the variance of the stationary process whose auto correlation function is

given by .
Solution:

11. Define Markov process.

Solution:
A random process in which future value depends only on the present value and not on
the past values, is called a Markov process
.
12. What do you mean by homogeneous Markov chain?
Solution:
If the one step transition probability does not depend on the step, then the Markov
chain is called a homogeneous Markov chain.

13. Define Markov Chain and one- step transition probability.

Solution:
If for all
th
en the process , is called a Markov Chain.

The conditional probability is called one-step transition

probability from state to .

14. State Chapman-Kolmogrov theorem.

Solution:
If is a transition probability matrix (tpm) of a homogeneous Markov chain, then the
n-step tpm is equal to .

15. What do you mean by an absorbing state?

Solution:
is called an absorbing state if
State

16. A gambler has Rs. 2. He bets Re. 1 at a time and wins Re. 1 with probability . He
stops playing if he loses Rs. 2 or wins Rs. 4. What is the transition probability matrix
of the related Markov chain?
Solution:

State space=

29
 Transition probability matrix (TPM) is

17. State any two properties of Poisson process.

Solution:
The Poisson process is a Markov process.
Sum of two Poisson process is a Poisson process.
The interval between two successive occurances of a Poisson process with parameter

has an exponential distribution with mean

18. Is Poisson process stationary?

Solution:
Mean of the Poisson process= which depends on . So Poisson process is not
stationary.

19. Prove that Poisson process is a Markov process.

Solution:

20. Derive the autocorrelation function for the Poisson process with mean rate
Solution:

30
21. If is the Poisson process, then what can you about the time we will wait for the
first event to occur? And the time we will wait for the nth event to occur?
Solution:
First event to occur follows exponential distribution
nth event to occur follows Erlang distribution

22. Check whether the Markov chain with transition probability matrix
is irreducible or not?
Solution:

Assume states as 0,1,2

Therefore the given Markov chain is irreducible.

23. If the transition probability matrix (tpm) of a Markov chain is , find the
steady state distribution of the chain.
Solution:
Let the steady state probability distribution be

24. Let { X n ; n ≥ 0 } be a Markov chain having state space S = {1, 2} and one step TPM

. Find the stationary probabilities of the Markov chain.

Solution:

31
 Let the stationary probabilities be

25. Let { X n ; n ≥ 0 } be a Markov chain having state space S = {1, 2} and one step TPM

. Find the stationary probabilities of the Markov chain.

Solution:
Let the stationary probabilities be

26. Suppose the customers arrive at a bank according to a Poisson process with a mean
rate of 3 per minute. Find the probability that during a time interval of 2 minutes
exactly 4 customers arrive.
Solution:
Given .

32
27. A radioactive source emits particles at a rate of 5 per min. In accordance with Poisson
process. Each particle emitted has a probability 0.6 of being recorded. Find the
probability that 10 particles are recorded in 4 min. Period.
Solution:
Let be the number of particles recorded in time interval
Given

33
 PART B

1. Define Random Process. Specify the four different types of Random Process and give
an example to each type.
2. A Random Process has the Probability distribution

Show that the Process is evolutionary.

3. If the process where and are independent random variables with

and , find and . Is the

process stationary?

4. Given a random variable with density function and another random variable
uniformly distributed in and independent of and
P.T.{X(t)} is a WSS Process
5. Show that the random process is WSS, if are
constants and is uniformly distributed RV in .
6. Show that the random process is WSS if A and B are
random variables such that E ( A )=E ( B ) =0 , E ( A )=E ( B ) and E (AB) = 0.
2 2

7. A random process is given as wher U is a random variable

with E(U) = 0 and Var(U) = 3, V is a random variable with E(V) = 0 and Var(V) = 4,
1 −π 3π
is a constant and is a random variable with p.d.f. f ( θ )= , ≤ θ≤ . It is
2π 2 2
further assumed that U, V and are independent random variables. Is the process
X(t) stationary in the wide-sense? Explain.
8. A random process has sample function of the form where is
a constant. A is a random variable that has magnitude of +1 and -1 with equal
probability and θ is a random variable that is uniformly distributed over [0, 2π].
Assume that the random variables A and θ are independent. . Is the process X(t)
stationary in the wide-sense? Explain.
9. Consider a random process , where is a random variable such
1
that P ( ∅=0 )=P ( ∅=π )= . Determine (i) E ¿ (ii) E( X 2 ( t ) )
2
(iii) R XX (t , t+ τ) . Is the process X(t) wide-sense stationary? Justify.
10. Prove that the random process X(t) and Y(t) defined by
are jointly wide sense stationary
if A and B are uncorrelated zero mean random variables with the same variance.
11. If X(t) is wide sense stationary process with auto correlation R ( τ ) =A e−α|τ|, determine
second order moment of the random variable X(8) – X(5).

34
12. Consider a random process where X(t) is wide sense
stationary random process, is a random variable independent of X(t) and is
distributed uniformly in is constant. Prove that Y(t) is WSS.

13. Given a random variable Y with characteristic function and a

random process defined by , show that {X(t)}is stationary in the
wide sense if .
14. For a random process is uniform random variable in the interval –1
to +1. Check whether the process is wide sense stationary or not.
15. Derive the probability distribution function of Poisson process and hence find mean
and variance.
16. Let X(t) and Y(t) be two independent Poisson processes with parameters ❑1 and ❑2
respectively. Compute (i) P(X (t)+Y (t)=n), n=0 , 1 ,2 , …
(ii) P(X ( t )−Y (t )=n) , n=0 , ± 1, ± 2 ,…
17. If and are independent Poisson process, then show that is a Poisson
process
18. Let N(t) be a Poisson Process with rate . For s < t, Show that

.
19. If {N(t)} is a Poisson Process then prove that the auto correlation coefficient between

N(t) & N(t + s) is .

20. Find the mean and auto correlation functions of Poisson Process.
21. State Poisson Postulates for a Poisson Process. Show that the counting Process {N(t)}

follows a Poisson distribution with

22. On the average a submarine on portal sights 6 enemy ships per hour. Assuming that
the number of ships sighted in a given length of time is a Poisson variate. Find the
probability of sighting 6 ships in the next half-an- hour, 4 ships in the next 2 hours
and atleast 1 ship in the next 15 minutes.
23. If customers arrive at a counter in accordingly with Poisson process with a mean rate
of 3 per minute, find the probability the interval between 2 consecutive arrival is
1. more than 1 minute
2. between 1 minute and 2 minute
3. 4 minute or less
24. Suppose arrival of calls at a switch board is modelled as a Poisson process with the
rate of calls per minute being . What is the probability that a number of calls
arriving in a 10 minutes interval is less than 3?
25. Consider a Markov chain with 3 states and transition probability matrix

. Find the stationary probabilities of the chain.

35
26. Consider a Markov chain with 3 states and transition probability matrix

. Show that the chain is irreducible. Find the period and stationary
distribution.
27. Classify the states of the Markov chain for the one step transition probability matrix

( )
0 1 0
P = 1/2 0 1/2 with state space S = {1, 2, 3}.
0 1 0
28. Let { X n ; n ≥ 0 } be a Markov chain having state space S = {1, 2, 3} and one step TPM

( )
3 /4 1/4 0
P = 1 /4 1 /2 1/ 4 . (i) Draw a transition diagram for this chain. (ii) Is the chain
0 3/4 1/ 4
irreducible? Explain. (iii) Is the state-3 ergodic? Explain.
29. Let { X n ; n ≥ 0 } be a Markov chain having state space S = {1, 2, 3} and one step TPM

( )
0 1 0
P = 1/2 0 1/ 2 . (i) Draw a transition diagram (ii) Is the chain irreducible?
1 0 0
Explain. (iii) Is the state-2 ergodic? Explain.
30. 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 derives one day, then the next day he is just as likely to
drive again he is to travel by train. Now suppose that on the first day of the week, the
man tossed a coin and drove to work if and only if a head appeared. Find (i) The
probability that he takes train on 2nd day (ii) The probability that he travel by train in
long run.
31. Three boys A, B and C are throwing a ball to each other ‘A’ always throw the ball to
‘B’ and ‘B’ always throws the ball to ‘C’ but ‘C’ is just as likely to throw ball to ‘B’
as to ‘A’. Show that the process is Markovian. Find the transition matrix and classify
the states.

36
 UNIT IV
QUEUEING MODELS
PART A
1. Define Markovian Queueing Models
Solution:
Queueing models having both inter arrival time and service time which are
exponentially distributed are called Markovian Queueing Models.

2. What do the letters in the symbolic representation of a queueing

model represent?
Solution:
a-Inter arrival time distribution
b-Service time distribution
c-Number of servers
d-Capacity of the system
e-Queue discipline

3. What are the characteristics of a queueing system?

Solution:
Input pattern, Service pattern, Queue discipline and System capacity.

4. What is meant by transient state in Queueing theory?

Solution:
If the characteristics of a queueing system are dependent of time , then the system is
said to be in transient state.

5. Define Traffic intensity

Solution:
Traffic intensity is the ratio of arrival rate to service rate.

6. State the relationship between expected number of customer in the queue and in the
system.
Solution:

where

7. What is the probability that a customer has to wait more than 15 minutes to get his
service completed in a queueing system, if

Solution:

37
8. In an ( M / M /1/∞): FCFS queueing system, the arrival rate is λ=3 customers/minute
and utilization ratio ρ=0.5. Find Ls and W s
Solution:
Given λ=3 and ρ=0.5
ρ 0.5
We know that Ls = = =1
1− ρ 1−0.5
1 1 1
and W s= L s= 1=
λ 3 3

1
9. In an ( M / M /1/∞): FCFS queue, the service rate μ= /minute and waiting time in the
3
queue qW =3 minute, compute the arrival rate, λ .
Solution:
1
Given μ= and W q =3
3

We know that q W =
1
L =
λ q λ s
1
( L −ρ ) =(1 λ
− ) (
λ 1
=
λ2
= )
λ μ−λ μ λ (μ−λ) μ ( μ−λ) μ
λ

λ 9λ
3= =
( )
1
3
−λ
1 ( 1−3 λ )
3
1−3 λ=3 λ
6 λ=1
1
λ= /minute
6

10. A super market has a single cashier. During peak hours customers arrive at a rate of
20 per hour. The average number of customers that can be serviced by the cashier is
24 per hour. Calculate the probability that the customer is idle.
Solution:
Model .

11. Suppose that customers arrive at a Poisson rate of one per every 12 minutes and that
the service time exponential at a rate of one service per 8 minutes. What is the
average number of customers in the system? What is the average time a customer
spends in the system?
Solution:
Model .

38
12. Arrivals at telephone booth are considered to be Poisson with an average time of 10
minutes between one arrival and the next. The length of the phone call is assumed to
be distributed exponentially with a mean of 3 minutes. What is the average length of
the queue that forms from time to time?
Solution:
The average length of the queue that forms from time to time= Average number of

customers in non-empty queue= .

13. What is the steady state condition for queueing model?
Solution:

where

14. State Little’s formula for the queueing model .

Solution:

15. Which queues is called to be the queue with discouragement?

Solution:
and queue models are queue with discouragement. In
general, queues with balking are queues with discouragement.

16. Draw the state transition diagram of a queueing model.

Solution:

39
17. State Little’s formula for
Solution:

18. A petrol pump station has 4 pumps. The service time follows the exponential
distribution with a mean of 6 minutes and cars arrive for service in a Poisson process
at the rate of 30 cars per hour. For what percentage of time would a pump be idle on
an average?
Solution:
Model
Given

Traffic intensity= .

Fraction of time the pump will be idle on an average= hour

19. Write the steady state equation in

Solution:
For this model

Using the above in steady state probability equation

We get

20. What are the values of and for the queueing model
when .
Solution:

21. What is the effective arrival rate for when ?

Solution:

40
 Effective arrival rate=

Therefore, effective arrival rate= per unit time.

22. 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.

Solution:
Model

23. For an queueing system, write the expression for

and .
Solution:

24. Define (i) Balking and (ii) Reneging (iii) Jockeying of the customers in the queueing
system.
Solution:
Balking: A customer decides not to enter the queue upon arrival is balking.
Reneging: The A customer may enter queue but after a time lose patience and decide
to leave is reneging.
Jockeying: customers switch between queues if they think they will get served faster by so
doing.

41
 PART B
1. Define birth and death process. Obtain the steady state Probabilities. How it could be
used to find steady state solution of the M/M/1 model?
2. Calculate any four measures of effectiveness of M/M/1 queueing model.
3. For the (M/M/1): (FCFS/ / ), derive the distribution of waiting time in the system
4. For an M/M/1 balking queue, derive the steady state probabilities of the system size
by assuming that the service rate as μn=μ ,n=1 ,2 , 3 , … and the arrival rate of the
λ
customers as λ n= n=1 ,2 , 3 , … where n is the number of customers in the system
n+1
5. Show that for a single server queueing system with Poisson input and exponential
service times, the probability that exactly n calling units in the queueing system is

, where is the traffic intensity. Also, find the expected number

of units in the system.
6. Customers arrive at one-man barber shop according to a Poisson fashion with a mean
inter arrival time of 12 minutes. Customers spend an average of 10 minutes in
barber’s chair. (i) What is the expected number of customers in the barber shop and in
the queue? (ii) Calculate the percentage of time an arrival can walk straight into the
barber’s chair without having to wait? (iii) How much time can a customer expect to
spend in the barber’ shop? (iv)What is the probability that the waiting time in the
system is greater than 30 minutes?
7. Arriving at a telephone booth are considered to be Poisson distribution, with an
average time of 10 minutes between one arrival and the next. The length of phone call
assumed to be distributed exponentially with mean 3 minutes. What is the probability
that a person arriving at the booth will have to wait? And what is the average length
of the queues that form from time to time.
8. Cars arrive at a petrol pump, having one petrol unit, in Poisson fashion with an
average of 10 cars per hour. The service time is distributed exponentially with mean
of 3 minutes. Find average number of cars in the system, average waiting time in the
queue, average queue length, the probability that the number of cars in the system is 2
9. The petrol station has one petrol pump. The cars arrive for service according to a
Poisson process at a rate of 0.5 cars per minute and the service time for each car
follows exponential distribution wit rate of 1 car per minute. Compute
(i) The probability that the pump station is idle
(ii) The probability that 10 or more cars are in the system
(iii) The mean number Ls of cars in the system
(iv) The mean waiting time W q in the queue and the mean waiting time W s in the
system.
10. If a people arrive to purchase cinema tickets at the average rate of 6 per minute, it
takes an average of 7.5 seconds to purchase a ticket. If a person arrives 2 min before
the picture starts and if its takes exactly 1.5 min to reach the correct seat after
purchasing the tickets, (i) Can he expect to be seated for the start of the picture?
(ii) What is the probability that he will be seated for the start of the picture? (iii) How
early must he arrive in order to be 99% sure of being seated for the start of the
picture?
11. A T. V. repairman finds that the time spent on his job has an exponential distribution
with mean 30 minutes. If he repair sets in the order in which they come in and if the
arrival of sets is approximately Poissonwith an average rate of 10 per 8 hour day. Find
(i) the repairman’s expected idle time each day. (ii) how many jobs are ahead of
average set just brought?

42
12. A library wants to improve its service facilities in terms of the waiting time of its
borrowers. The library has two counters at present and borrowers arrive at Poisson
distribution with arrival rate 1 every 6 minutes and service time follows exponential
distribution with a mean of 10 minutes. The library has relaxed its membership rules
and substantial increase in the number of borrowers is expected. Find the number of
additional counters to be provided if the arrival rate is expected to be twice the present
value and average waiting time of the borrowers must be limited to half the present
value.
13. Derive the steady state system size probabilities for a (M / M /C/∞/ FCFS) queueing
model and hence obtain the mean number of customers in the system.
14. A petrol pump station has 4 pumps. The service times follow the exponential
distribution with a mean of 6 mins and cars arrive for service in a Poisson process at
the rate of 30 cars per hour
Compute (i) the probability that an arrival would have to wait in the system
(ii) the average waiting time in the queue
(iii) the mean number Ls of cars in the system
15. A super market has 2 girls running up sales at the counters. If the service time for
each customer is exponential with mean 4 minutes and if people arrive in Poisson
fashion at the rate of 10 per hour, find the following: (i) what is the probability of
having to wait for service? (ii) what is the expected percentage of idle time for each
girl (iii) what is the expected length of customer’s waiting time?
16. There are three 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, what fraction of
times all the typists will be busy? What is the average number of letters waiting to be
typed? And what is the probability that a letter will take longer than 20 minutes
waiting to be typed and being typed?
17. Consider a single server queuing system with Poisson input, exponential service
times. Suppose the mean arrival rate is 3 calling units per hour, the expected service
time is 0.25 hour and the maximum permissible calling units in the system is two.
Derive the steady-state probability distribution of the number of calling units in the
system, and then calculate the expected number in the system.
18. The local one person barber shop can accomadate a maximum of 5 people at a time
( 4 waiting and 1 getting hair cut). Customer arrive according to a Poisson distribution
with mean 5 per hour. The barber cuts hair at an average rate of 4 per hour.
(exponential service time). (i) What percentage of time is the barber idle? (ii) What
fraction of potential customers are turned away? (iii) What is the expected number of
customers waiting for a hair cut? (iv) How much time can a customer expect to spend
in the barber shop?
19. Customers arrive at a one window drive-in-bank according to a poison distribution
with mean 10 per hour. Service time per customer is exponential with mean 5
minutes. The space in front of the window, including that for the serviced car can
accommodate a maximum of three cars. Other cars can wait outside this space. (a)
what is the probability that an arrival drive directly in to the space front of the
window. (b) What is the probability that an arriving customer will have to wait
outside the indicated space?
20. If for a period of 2 hours in a day (8A.M-10A.M) trains arrive at the yard every 20
minutes but the service time is 36 minutes, calculate for the period (a) the probability
that the yard is empty (b) the average number of train at the yard . Line capacity of the
yard is limited to 4 trains only.

43
21. 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 5 trains, find the probability that the yard is
empty and the average number of trains in the system, given that the inter-arrival time
and service time are following exponential distribution.
22. At a Port there are 6 unloading berths and 4 unloading crews. When all the berths are
full, arriving ships are diverted to an overflow facility 20 km down the river. Tankers
arrive according to Poisson process with mean of 1 every two hours. It takes for an
unloading crew, on the average, 10 hours to unload a tanker, the unloading time
following an exponential distribution. Find (i) how many tankers are at the port on the
average? (ii) how long does a tanker spend at the port on the average? (iii) What is the
average arrival rate at the overflow facility?
23. Derive the steady state system size probabilities for a (M / M /1/N /FCFS ) queueing
model and hence obtain the mean number of customers in the system
24. Patients arrive at a clinic according to Poisson distribution at a rate of 3 patients per
hour. The waiting room does not accommodate more than 6 patients. Examination
time per patient is exponential with a mean rate of 4 per hour.
(i) Find the effective arrival rate at the clinic
(ii) What is the probability that an arriving patient will not wait?
(iii) What is the expected waiting time W s in the system?
25. Patients arrive at a clinic according to Poisson distribution at a rate of 30 patients per
hour. The waiting room does not accommodate more than 14 patients. Examination
time per patient is exponential with a mean rate of 20 per hour.
(i) Find the effective arrival rate at the clinic
(ii) What is the probability that an arriving patient will not wait?
(iii) What is the expected waiting time until a patient is discharged from the clinic?
26. Let there be an automobile inspection situation with three inspection stalls. Assume
that cars wait in such a way that when a stall becomes vacant, the car at the head of
the line pulls up to it. The station can accommodate almost four cars waiting at one
time. The arrival pattern is Poisson with a mean of one car every minute during the
peak hours. The service time is exponential with a mean of 6 minutes. Find the
average number of customers in the system during peak hours, the average waiting
time and the average number per hour that cannot enter the station because of full
capacity.

44
 UNIT V
ADVANCED QUEUEING MODELS
PART A
1. What do you mean by Non-Markovian Queueing model?
Solution:
In Non-Markovian Queueing model, either inter arrival time or service time follows
other than exponential distribution.

2. State the steady state probability of the finite source queueing model represented by
.
Solution:

3. What do the letters in the symbolic representation of a queueing model

represent?
Solution:
M- Inter arrival time is exponentially distributed
G- Service time is General distribution
1-Single server

4. When a queueing model will become a classic model?

Solution:
If the general service time distribution is replaced by Exponential service time
distribution then model becomes model.

5. queueing system is Markovian. Comment on this statement.

Solution:
queueing system is Non - Markovian. Since the service time follows
general distribution.

6. What do you mean by regeneration points in model?

Solution:
The point at which the nth unit completes its service and leaves the system.

7. Write down Pollaczek-Khintchine formula.

Solution:

45
 , where be the continuous random variable
denoting service time and number of arrivals in time follows Poisson process with
parameter .
8. State Pollaczek-Khintchine formula for the average number in the system in a
queueing model and hence derive the same when the service time is

constant with mean .

Solution:

, where be the continuous random variable

denoting service time and number of arrivals in time follows Poisson process with
parameter .

When T is constant, and .

9. Find the length of the queue for an if and

10. An queue has an arrival rate of 10 customers per second and a service rate of
20 customers per second. Compute the mean number of customer in the system.
Solution:

46
11. An queue has an arrival rate of customers is 1/6 per minute and the server
takes exactly 4 minutes to serve a customer. Calculate the mean number of customer
in the system.
Solution:

12. What do you mean by in the queueing model?

Solution:
represents the Erlang distribution for service time with phases.

13. State Burke’s theorem

Solution:
Burke’s theorem states that for the queueing system, the output process is
also Poisson process with the same rate as the input process in the steady state,
where

14. Consider a tandem queue with 2 independent Markovian servers. The situation at
server 1 is just as in an model. What will be the type of the queue in server
2? Why?
Solution:
model.
The output of model is another model

15. Define Series Queues.

Solution:
A Series queue is one in which customers may arrive from outside the system at any
node and may leave the system from any node.

16. What is meant by queue network?

Solution:
It is a group of inter-connected nodes, where each node represent’s service facility
of some kind with servers at node .

17. Write classification of Queueing Networks.

Solution:
47
 i) Open Network
ii) Closed Network
iii) Mixed Network

18. Distinguish between open and closed queueing network.

Solution:
In open network customers can arrive from outside at any node according to Poisson
process.
In the closed queueing network, jobs neither enter nor depart from the network.

19. Consider a two station tandem Markovian queueing network with customers arrival
rate of λ=2/ minute and service rates μ1=4 /minute at station 1and μ2=6 /minute at
station 2. Compute the waiting time of a customer in the system and the probability
that both the servers are idle.
Solution:
Given λ=2, μ1=4 and μ2=6
1 1 1 1 3
Waiting time of a customer in the system, W s= + = + =
μ 1−λ μ 2−λ 2 4 4

(
The probability that both the servers are idle, P0,0 = 1−
λ
)(
μ1
1−
)
λ
μ2
1
∗2
( )( )
¿ 1−
2
4
2
1− =
6
2
3
=
1
3

20. What do you mean by bottle neck of a network?

Solution:
As the arrival rate in 2-state tandem queue model increases, the node with large

value of introduce instability and this node is called Bottleneck of the network.
21. Write a expression for the traffic equation of the open Jackson queueing network.
Solution:

where

22. State Jackson’s theorem for an open network.

Solution:
of state is equal to the
The joint probability distribution
product of marginal distributions. That is

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 PART B

1. The police department has 5 Patrol cars. A patrol car breaks down and repairs service
one every 30 days. The police department has two repair workers, each of whom takes
an average of 3 days to repair a car. Breakdown times and repair time are exponential.
Determine the average number of patrol cars in good condition. Also find the average
downtime for a patrol car that needs repairs.
2. A Laundromat has 5 washing machines. A typical machine breaks down once every 5
days. A repairer takes an average of 2.5 days to repair a machine. Currently, there are
three repair workers on duty. The owner has the option of replacing them with a super
worker, who can repair a machine in an average of 5/6 day. The salary of the super
worker equals the pay of the three repair workers. Break down time and repair time
that are exponential. Should the Laundromat replace the three repairers with a super
worker?
3. Derive Pollaczek – Khintchine formula for M/G/1 queueing model.
4. Derive Pollaczek – Khintchine formula for the average number of customers in the
M/G/1 Queue. Hence deduce the result for the queues M/D/1 and M/Ek /1 as special
cases.
5. Automatic car wash facility operates with only one bay. Cars arrive according to
Poisson process at the rate of 4 cars per hour and may wait in the facility’s parking lot
if the bay is busy. The service time for all cars is constant and equal to 10 minutes.
Determine
6. A one-man barber shop takes exactly 25 minutes to complete one hair cut. If
customers arrive at the barber shop in 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.
7. Consider a two stage tandem queue with external arrival rate to node ‘0’. Let
be the service rates of the exponential servers at node ‘0’ and ‘1’
respectively. Arrival process is Poisson. Model this system using a Markov chain and
obtain the balance equation
8. A repair facility is shared by a large number of machines for repair. The facility has
two sequential stations with respective rates of service 1 per hour and 3 per hour. The
cumulative failure rate of all the machine is 0.5 hour. Assuming that the system
behaviour may be approximated by a two –station tandem queue. Find (i) the average
number of customers in both station (ii) the average repair time (iii) probability that
both service stations are idle.
9. In a big factory, there are large number of operating machines and sequential repair
shops which do the service of the damaged machines exponentially with respective
1/hour and 2/hour. If the cumulative failure rate of all machines in the factory is 0.5/
hour, find (i) the probability that bot repair shops are idle (ii) the average number of
machines in the service.
10. Patients arrive at a clinic in a Poisson fashion at the rate of 3 per hour. Each arriving
customer has to pass through two sections. The assistant in the first section takes 15
minutes per patient and the doctor in the second section takes nearly 6 minutes per
patient. If the service time in the two sections are approximately exponential, find the
probability that there are 3 patients in the first section and 2 patients in the second
section. Find also the average number of patients in the clinic and the average waiting
time of patients.

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11. Derive the system of differential difference equations for the joint probabilities of the
system size of two station tandem queueing system. Under the steady state conditions,
determine the steady state probabilities of the system size and obtain (i) Expected
number of customers in the system (ii) The mean waiting time in the system.
12. In a factory cafeteria, the customers have to pass through three counters. The
customers buy coupons at the first counter, select and collect the snacks at the second
counter and collect tea at the third counter. The service at each counter takes on an
average, 1.5 minutes, although the distribution of service time is approximately
Poisson at an average rate of 6 per hour. Calculate (i) the average time a customer
spends waiting in the cafeteria (ii) the average time of getting the service (iii) the most
probable time in getting service.
13. An average of 120 students arrive each hour (inter arrival time are exponential) at the
controller office to get their hall tickets. To complete the process, a candidate must
pass through three counters. Each counter consists of a single server, service times at
each counter are exponential with the following mean times: Counter 1, 20 seconds;
counter 2, 15 seconds; and counter 3, 12 seconds. On an average how many students
will be present in the controller’s office.
14. Consider a system of two servers where customers from outside the system arrive at
server 1 at a Poisson rate 4 and at server 2 at a Poisson rate 5. The service rate for
server 1 and 2 are 8 and 10 respectively. A customer upon completion of service at
server is likely to go to sever 2 or leave the system; whereas a departure from server 2
will go 25 percent of the time to server 1 and will depart the system otherwise.
Determine the limiting probabilities .
15. For a open queueing network with three nodes 1,2 and 3, let customers arrive from
outside the system to node j according to a Poisson input process with parameters
and denote the proportion of customers departing from facility i to j. Given

and determine the average arrival rate

to the node j=1,2,3.
16. Consider two servers. An average of 8 customers per hour arrive from outside at
server 1 and an average of 17 customers per hour arrive form outside at server 2. Inter
arrival time are exponential. Server 1 can serve at an exponential rate of 20 customers
per hour and server 2 can serve at an exponential rate of 30 customers per hour. After
completing service at station 1, half the customers leave the system and half go to
server 2. After completing service at station 2, ¾ of the customer complete service
and ¼ return to server 1. Find the expected number of customers at each server. Find
the average time a customer spends in the system.
17. Consider an open queueing network with parameter values shown below:
Facility j i=1 i=2 i=3
j=1 1 10 1 0 0.1 0.4
j=2 2 10 4 0.6 0 0.4
j=3 1 10 3 0.3 0.3 0
18. Write short notes on (i) Series Queues (ii) Open queueing networks (iii) Closed
queueing network
19. Explain how queueing theory could be used to study computer network.
20. Discuss the Jackson open queueing network system and hence obtain the
corresponding product form solution of the system size probabilities.

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