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'
. Find
( ) P X Y 1 + <
.
6. Find the marginal density function of X and Y if
( ) ( )
2
f x, y 2x 5 y ,0 x 1,0 y 1
5
+
7. Define Covariance.
8. The two equations of the variables X and Y are
x 19.3 1.87 y
and
y 11.64 0.50x
. Find the correlation coefficient between X and Y.
9. Define discrete random process with an example.
10. If the transition probability matrix is
0 1
1 1
2 2
1
1
1
]
, find the limiting distribution of the
chain.
11. What will be the superposition of ' n' independent Poisson processes with
respective average rates
1 2 n
, , ...,
?
12.Give an example of Markov process.
13.Define Kendals notation.
14. What is the probability that a customer has to wait more than 15 minutes to get
his service completed in
( M / M / 1) : ( / FCFS )
queue system if
6
per hour and
10
per hour ?
15. What is the effective arrival rate for
( M / M / 1 ) : ( 4 / FCFS )
queueing model when
2
and
5
.
16. Draw the state transition diagram for
M / M / C
queueing model.
17.Define flow balance equation of open Jackson network.
18.What are the characteristics of Queueing network?
19.Write a note on Closed Jacksons network.
20. Define series queues with blocking.
PART-B Answer ANY FIVE Questions (5 X 12 =
60)
21. A random variable X has the following probability distribution
:
( ) :
x
p x
0
0
1
k
2
2k
3
2k
4
3k
2
5
k
2
6
2k
2
7
7k k +
. Find (a) the value of k,
(b) Evaluate
( ) ( ) P X 6 , P X 6 <
(c) If ( )
1
P X C
2
>
find the minimum
value of C.
(d) Evaluate
( ) P 1.5 X 4.5 X 2 < < >
(e) Find
( ) ( ) ( ) P X 2 , P X 3 , P 1 X 5 < > < <
22. a) Suppose the joint probability density function is given by
( )
, 0 x, y 1 6
x y
f x, y 5
, otherwise
0
2
_
+
'
,
'
.
Find the marginal and conditional PDF of X and Y. Are X and Y independent?
(6 Marks)
23. Given a random variable Y with characteristic function
( ) w E e
iwy
1
]
and a
random process defined by
( ) ( ) X t cos t y +
, show that
( ) { }
X t
is stationary in the
wide sense of
( ) ( ) 1 2 0
.
24. a) The process { } X( t ) whose probability distribution under certain conditions
is given by
{ }
n 1
n 1
( at )
,n 1,2,..
( 1 at )
P X( t ) n
at
,n 0
( 1 at )
'
'
.Find
var( X )
and
var(Y )
and also find
covariance and correlation between X and Y.