Reg. No.

: I I I I I I r I II [J]
I Code: 315-24\
B.E.lB.Tech, DEGREE EXAMINATION, NOVEMBERIDECEMBER 2013 ..
Fourth Semester
Computer Science and Engineering
MA 2262/MA 44/MA 1252/10177 PQ 4011080250008 - PROBABILITY AND
QUEUEING THEORY
(Common to Information Technology)
(Regulation ?008/201O)
Time: Three hours Maximum: 100 marks
1.
2,
3.
4.
5.
6.
7.
8.
(Use of statistical tables may be permitted)
Answer ALL questions.
PART A- (10 x 2= 20 marks)
A coin is tossed 2 times, if 'X' denotes the number of heads, find the probability
distribution of X,
If the probability that a target is destroyed on anyone shot is 0.5, find the
probability that it would be destroyed on 6
th
attempt.
If the joint pdf of the two-dimensional random variable ex, Y) is given by
f(x, y) = Kxy e-(x
2
+
y
'l, x> 0, y>O find the value ofK.
State central limit theorem.
Prove that first' order stationary random process has a constant mean.
Prove that Poisson process is a Markov process.
Define Markovian Queueing Models.
Suppose that customers arrive at a Poisson rate of one per every 12 minutes
and that the service time is exponential at a rate of one service per 8 minutes,
(a) What is the average number of customers in.the system?
(b) What is the average time ofa custqmerspends in' the $ystem?
9. Define series queues,
10. Define open network.
PART B - (5 x 16 = 80 marks)
11.. (a) (i) Find the MGF of the random variable 'X' having the pdf
(8)
(ii)
l
x, for 0 < x<1
f(x)= 2-x, for l<x<2
0, otherwise
A manufacturer of pins knows that 2% of his products are defective.
, If he sells pins in boxes of 100 and guarantees that not more than
4 pins will be defective, what is the probability that a box fail to
meet the guaranteed quality? (8)
Or
(b) (i) 6 dice are thrown 729 times. How many times do you expect atleast
three dice to show a five (or) a six? (8)
(ii) If a continuous RV, X follows uniform distribution in the interval
, (0, 2) and a continuous RV, Y follows exponential distribution with
.parameter A.. Find A. such that P(X < 1) = p(y < 1). (8)
12. (a) (i) Let X and Y be random variables having joint density function
f(x, y) = {t(x
2
+ y2} 0,,; x"; 1, 0 ";y";l
0, elsewhere
Find the correlation co-efficient r xy . (8)
(ii) The joint distribution of X and Y is given by f(x, y) = x ;/ '
,x = 1, 2, 3, y = 1, 2 . Find the marginal dist'ributions.
(8)
Or
(b) (i) Hthe pdf of 'X' is fx (x) = 2x,0 < x < 1; find the pdf of Y = 3X +1.(8)
\
The life time of a certain band of an electric bulb may be considered
as a RV with mean 1200 hand SD 250 h .. Using central limit
theorem, find the probability that the average life time of 60 bulbs
exceeds 1250 h. . . (8)
Prove that the process {X(t)} whose probability distribution given
1
(at)-1 -
..,.--'--'-,'-+'7,1' n - 1, 2, 3, ...
, by p[X(t) = n] = (1 , n = 0 is not stationary.
1 + at
(8)
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(b)
(ii) The TPM of a Markov chain {X,J, n = 1, 2, S,.. having three states
[
0.1 0.5 OAl
1, 2 and :3 is P = 0.6 0.2. 0.2! and the initial distribution is
O.S OA 0.3 J
p(O) = {0.7, 0.2, O.l} find
(1) p [X2= 3]
(2) P [X3 = 2, X
2
= 3, Xl = S, Xo =
Or
(8)
(i) A salesman territory consists of three cities A, Band C. He never
sells in the same city on successive days. If he sells in city A, then
the next day he sells in city B. However if he sells in either B or C
the next day he is twice as likely as to sell in city A as in the other
city. In the long run how often does he sell in each the cities? (8)
(il) Suppose that customers arrive at a bank according to a Poisson
process with mean rate of 3 per minute. Find the probability that
during a timeinterval of two minutes .
(1) Exactly 4 customers arrive
(2) More than 4 customers arrive
(-3) Less than 4 customers arrive. (8)
14. (a) (i) A T.V. repairman firtds that the time spend on his .job has an
exponential distribution with mean SO minLltes. If he repair :sets in
the order in which they came in and if the. arrival of sets is
approximately Poisson with an average rate of 10 per 8 hour day,
what is the repairman's expected idle time each day? How many \
jobs are ahead of ,average set just brought? (8)
(il) Consider a single server queueing system with Poisson input,
exponential service times. Suppose the mean arrival Tate is
-3 calling units per hour, the expected service time is 0.25 hours and
the maximutn permissible number calli:ng units .ir:, the system is
tvc,o. Find the steady state probability distribution of the number of
calling units in the system and the expected number of calling units
in the system. (8)
(b) (i)
Or
A telephone exchange has two long distance operators. It is
observed that, during the peak load long distance calls arrIve in a
Poisson fashion at an average rate of 15 per hour. The length of
service on these calls is approximately exponentially distributed
with mean length 5 minutes.
3 :31524
15. (a)
Find;
(1) The probability a subscriber will have to wait for long distance
call during the peak hours of the deW
(2) If the subscribers v:iJ wait and arc serviced in turn, what is
the expected waiting time? (8)
(ii) Customers arrive at a :oa:es counter manned by a single person
according to a Poisson process with mean rate of 20 per hour. The
time required to serve a customer has an exponential distribution
with a mean of 100 seconds. Find the average waiting time of a
(i)
customer.
(8)
A car wash facility operates with only one bay. Cars arrive
according to a Poisson distribution with mean of 4 cars per hour
and may wait in the factory's parking lot if the bay is busy. The
parking lot is large enough to accommodate any number of cars. If
the .service time for a car has uniform distribution between 8 and
12 mihutes Find:
(1) The average number of cars waiting in the parking lot and
(2) The average waiting time of a car in the parking lot. (8)
(il) There are two salesmen in a ration shop one incharge of billing and
receiving payment and the other incharge of weighing and
delivering the items. Due to limited availability of space, only one
customer is allowed to enter the shop, that too when the billing
clerk is free. The customer who has finished his billing job has to
wait there until the delivery section becomes free. If customers
arrive in acccrdance with a Poisson process at rate 1 and the service
times of two clerks are independent and have exponential rate of
3 and 2 find
(1) The proportion of customers who enter the ration shop.
(2) The average number of customers in the shop
(-3) The average amount of time that an entering customer spends
. in the shop. (8)
Or
(b) (i) Derive Pollaczek - Khintchi:le formula.
(8)
(ii) 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 tJ:_e shop? Also find the average time a
customer must wait for serv;.ce. (8)
i
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f
60
Reg.No:1 TTITl-I'1
Question Paper Code: 21524J
B.E.!B.Tech. DEGREE EXAMINATION, MAYIJUNE 2013.
Fourth Semester
Computer Science and Engineering
MA 22621MA 441MA 1252/10177 PQ 4011080250008 - PROBABILITY AND
QUEUEING THEORY
(Common to Information Technology)
(Regulation 2008/2010)
Time: Three hours Maximum: 100 marks
1.
2.
3.
4.
5.
6.
7.
8.
9.
Answer ALL questions.
PART A- (10 x 2 = 20 marks)
If X and Yare two independent random variables with variances 2 and 3,
find the variance of 3X + 4Y .
State memory less property of exponential distribution.
If the joint pdf of (X, Y) is given by f(x,y) = 2, in 0 OS; x < y OS; 1 , find E(X).
State Central limit theorem.
Define wide sense stationary process.
If the transition probability matrix (tpm) of a Markov chain is find the
2 2
steady state distribution of the chain,
What are the characteristics Qf system?
What is the probability that a customer has to wait more than 15 minutes to
get his service completed ina MIMII queuing system, if A = 6 per hour and
j.l = 10 per hour?
State Pollaczek-Khinchine formula.
10. Define closed network of a queuing system.
11. (a) . (i)
(ii)
(b) (i)
(li)
61
PART B - (5 x 16 = 80 marks)
A continuous random variable has the pdf f(x) = hx4 ,-1 < x < O.
Find the value ofh and also p{ X >( -i)j X J} . (8)
Find the moment generating function of Uniform distribution.
Hence find its mean and variance. (8)
Or
Find the moment generating function and rth moment for the
distribution whose pdf is f(x) = Ke-
x
,0 OS; x OS; w. Hence find the mean
and variance. (8)
In a large consignment. of electric bulbs, 10 percent are defective.
A random sample of 20 is taken for inspection. Find the probability
that (1) all are good bulbs (2) at most there are 3 defective bulbs
(3) exactly there are 3 defective bulbs. (8)
12. (a) (i) The joint probability density function of a two-dimensional
random variable (X,Y) is f(x,y)=.!.(6-x-y),0<x<2,2<y<4.
8
Find (1) P(X<lnY<3) (2) P(X+Y<3) (3) p(X <1/Y <3). (8)
(ii) If X and Y each follow an exponential distribution with parameter
. I' and are independent, find the pdf of U = X - Y. (8)
Or
(b) (i) The marks obtained by 10 students in Mathematics and Statistics
are given below. Find the correlation coefficient between the two
subjects. . (8)
Marks in mathematics 75 30 60 80 53 35 15 40 38 48
Marks in statistics '85 45 54 91 58 63 35 43 45 44
(ii) A distribution with unknown mean j.l has variance equal to 1.5.
Use 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. (8)
13. (a) (i) Show that the process X(t) = A cos.At + B sin At is wide sense
stationary, if E(A)=E(B)=0,E(A
z
)=E(B
2
) and E(AB)=O, where
A and B are random variables. (8)
(ii) A 'gambler has Rs 2. He bets Re. 1 at a 'time and wins Re; 1 with
probability Yz . He stops' playing if he loses Rs. 2 or wins Rs. 4 ..
(1) What is the tpm of the related Markov chain? (2) What is the
. 'probability that he has lost his II,loney at the end of 5 plays? (8)
Or
2 21524
82
(b) (i) Find the nature of the states of the Markov chain with the tpm
[
0 1 0]
P = tot (8)
1 0
(ii) Prove that the difference of two independent Poisson processes is
not a Poisson process. (4)
(iii) Prove that 'the Poisson process is a Markov Process. (4)
14. (a) (i) Derive (1) L" average number of customers in the system (2) Lq,
average number of customers in the queue for the queuing model
(MIM/1): (NIFIFO). (8)
(ii) 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 time all the typists will be
busy? What is the average number of letters waitbg to be typed?
(Assume Poisson arrival.s and exponential service times) (8)
Or
(b) Customers arrive at a one man barber shop according :0 a Poisson
process with a mean inter arrival time of 20 minutes. Customers spend
an average of 15 minutes in the barber chair. The service time is
exponentially distributed. If an hour is used as a unit oftime, then
(i) What is the probability that a customer need not wait for a hair
cut?
(ii) \Vhat is the expected number of customer in the barber shop and in
the queue?
(iii) How much time can a customer expect to spe:J.d in the barber shop?
(Iv) Find the average time that a customer spend in the queue.
(v) Estimate the fraction of the day that the ctlstomer wili be idle?
(vi) What is the probability that there will be 6 or more customers:)
(vil) Estimate the percentage of customers who have to wait prior to
getting into the barber's chair. (16)
15. (a) Automatic car wash facility operates with only one bay. Cars arrive
according to a 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 L"L
q
, W, and W
q
(16)
Or
3 21524
. .,
63
(b) Consider a system of two servers where customers from outside the
system arrive at sever 1 at a Poisson rate 4 and at server 2 at a Poisson
tate 5. The oervice rates for server 1 and 2 are 8 and 10 respectively.
A customer.upon completion of s(;rvice at server 1 is likely to go to server
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, L, and W ~ (16)
-!>
4 21524
Reg. No. : I' 1 1 1-] 1
Question Paper Code: 11487
B.E.lB.Tech. DEGREE EXAlVIINATION, NOVEMBERIDECEMBER 2012.
Fourth Semester
Computer Science and Engineering
MA 2262/1S14041MA 441MA 1252/10177 PQ 401/0S025000S - PROBABILITY AND
QUEUING THEORY
(Common to Information Technology)
(Regula tion 200S)
Time: Three hours Maximum: 100 marks
1.
2.
3.
4.
5.
Statistical Tables may be permitted.
Answer ALL questions.
PART A- (lO x 2 = 20 marks)'
A continuous random variable X that can assume any value between x = 2 and
x =5 has a density function given by f(x) = k(l + x). Find P(X < 4).
Identify the random variable and name the. distribution it follows, from the
following statement:
"A realtor claims that only 30% of the houses in a certain neighbourhood, are
appraised at less than '{ 20 lak,hs. A random sample of 10 houses from that
neighbourhood is selected and appraised to check the realtor's claim is
acceptable are not". '
When will the two regression lines be (a) at right angles (b) coincident?
A small college has 90 male and 30'female professors. An ad-hoc committee of
5 is selected at random to unite the vision and mission of the college. If X and Y
are the number of men and women in the committee, respectively, what is the
joint probability mass function of X and Y? '
If N(t) is the Poisson process, then what can you say about the time we will
wait for the first event. to occur? and the time we will wait for the nth event to
occur?
86
,1\
.i
k
6.
7.
S.
9.
Is Poisson process stationery? Justify.
What is the probability that a customer has to wait more than 15 minutes to
get his service completed in a MIMII queuing system, if ), = 6 per hour and
f.1 = 10 per hour?
Give a real life situation in which (a) customers are considered for service with
last in first out queue discipline (b) a system with infinite number of servers.
Consider a tandem queue with 2 independent Markovian servers. The
situation at server 1 is just as in an MIMl1 model. What will be the type of
queue in server 2? Why?
10. State Jackson's theorem for an open network.
PART B - (5 x 16 = SO marks)
11. (a) (i) If the random variable X takes the values 1, 2, 3 and 4 such that
2P(X = 1) = 3P(X = 2) = P(X = 3) = 5P(X = 4), then find the
probability distribution and cumulative distribution function of X.
(S)
(ii) Find the MGF of the binomial distribution and hence find its mean.
(S)
Or
(b) (i) If the probability that an applicant for a driver's licence will pass
the road test on any given trial is O.S, what is the probability that
he will finally pass the test (1) on the 4th trial (2) in fewer than
4 trials? (S)
(ii) The number of monthly breakdowns of a computer is a random
variable having a Poisson distribution with mean equal to I.S. Find
the probability that this computer will function for a month
(1) without a breakdown (2) with only one breakdown. (S)
12. (a) (i) Obtain the equations of the lines of regression from the following
data: (S)
X: 1 2 3 4 5
Y: 9 S 10 12 11
2
6
13
7
14
11487
(ii)
(b) (i)
(ii)
13. (a) (i)
The joint pdf of random variable X and Yis given by
(x, y) = {).x/;
o .
Osxsys1
otherwise.
(1) Determine the value of ,1..
(2) Find the marginal probability density function of X. (8)
Or
Let X" X
2
, ... X
lOO
be independent identically distributed'
random variables with j..I=2
P(192 < Xl + X
2
+ ... + X
lOo
< 210).
and
2
:;-
4
Find
(8)
The regression equation of X and Y is 3 y 6x + 108 = O. If the mean
value of Y is 44 and the variance of X were th of the variance of
16 .
Y. Find the mean value of X and the correlation coefficient. (8)
A fair die is tossed repeatedly. The maximum of the first 'n'
outcomes is denoted by X
n
. Is {Xn: n = 1; 2, ... } a Markov chain?
Why or why not? If it is a Markov chain, calculate its transition
probability matrix. Specify the classes. (8)
(ii) An observer at a lake notices that when fish are caught, only 1 out
of 9 trout is caught after another trout, with no other fish between,
whereas 10 out of 11 non trout are caught following non-trout, with
no trout between. Assuming that all fish are equally likely to be
caught, what fraction of fish in the lake is trout? (8)
(b) (i)
Or
The following is the transition probability matrix of a Markov chain
with state space {I, 2, 3, 4, 5}. Specify the classes and determine
which classes are transient and which are recurrent. (8)
(0 0 0 0 1
pol!
1/3 0 2/3 0
0 1/2 0 1/2
0 0 0
0 2/5 0
3 11487
g "(
, i
(ii) For an English course, there are four popular textbooks
the market. The English department of an institution ailows if,
faculty tc teach only from t.hese textbooks. Each year, Prof. Rose
Mary 0' Donoghue adopts t.he same book she was using t.he
previous year with prJbability 0.61. The probabilities of her
changing to any of the other 3 books are equaL Find the proportion
of years Prof. 0' Donoghue uses each book. (8)
14. (a) Obtain the steady state probaCilities of birth-death process. Also draw
15.
(b)
the transition graph. (16)
Or
At a port there are 6 unloading berths and 4 unloading crews. VVhen all
the berths are full, arriving ships are diverted to an overflow facility
20 kms down the river. Tankers arrive according to Poisson process with
a mean of 1 every 2 hrs. It takes for an unloading crew, on the average,
1011's to unload a tanker, the unloading time following an exponential
distribution. Find
(i) how may 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?
Derive Pollaczek-Khinchin formula for M/G/1 queue.
Or
(16)
(16)
Cb) (i) Consider a two stage tandem queue with external arrival rate A. to
node '0'. Let Po and j..Il 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
equations. (8)
(ii) 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 from outside at server 2. Inter' arrival times 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, 3/4 of the customer complete service and 114 return to
server 1. Find the expec:ed no. of customers at each server. Find
the average time a customer spends in the system. (8)
4
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7
1..1 <:)
Reg. No. : IT I I I I I
Paper Code: 10397
B,E.lB,Tech, DEGREE EXAMINATION, MAYIJUNE 2012.
Fourth Semester
Computer Science and Engineering
MA 2262/1814041MA 441MA 1252/10177 PQ 401/080250008 PROBABILITY AND
QUEUING THEORY
(Common to Information Technology)
. (Regulation 2008)
Time: Three hours Maximum: 100 marks
Statistical Tables may be permitted.
Answer ALL questions.
(10 x 2 = 20 marks)
1. Check whether the following is a probability density function or not:
(x) = {/l e-.!x x 0, /l> 0
o elsewhere.
2. If a random variable has the moment generating function given by
M x(t) = _2_ , determine the of X.
2-t
3. The regression equations of X on Yand Yon X are respectively 5x - Y = 22 and
64 x - 45 Y = 24 . Find the means of X and Y.
4. State Central limit theorem.
5. Define Wide sense stationary process.
6. If the initial state probability distribution of a Markov chain is p(O) = [% ]
and the transition probability matrix of the chain is [ 0 1], find the
1/2 1/2
probability distribution of the chain after 2 steps.
7. State Little's formula for a (M/M/1): (GD/N /(0) queuing model.
8. Define steady state and transient state in Queuing theory.
9. When a MIGl1 queuing model will become a classic MIMl1 queuing model?
10. State Pollaczek-Khintchine formula for the average number of customers in a
MIG I 1 queuing model.
11. (a)
(b)
118
PART B - (5 x 16 = 80 marks)
(i) A random variable X has the following probability function:
X: 0 1 2 3 4 5 6 7
P(X) : 0 k 2h 21< 3k k
2 2 k2 7h
2
+h
(1) Find the value of k.
(2) Evaluate P(X < 6), P(X 6).
(3) If P (X,,; c) >.!. find the minimum value of c.
2
(8)
(ii) Find the moment generating function of an exponential random
variable and hence find its mean and variance. (8)
Or
(i) If X is a Poisson variate such that
P(X = 2) = 9 P(X = 4) +90 P(X =6). Find
(1) Mean and E(X2)
(2) P(X 2). (8)
(ii) In a certain city, the daily consumption of electric power in millions
of kilowatt hours can be treated as a random variable having
Gamma distribution with parameters /l =.!. and v = 3 . If the power
2
plant of this city has a daily capacity of 12 millions kilowatt-hotH's,
what is the probability that this power supply will be inadequate on
any given day? (8)
12. (a) (i) Let X and Y be two random variables having the joint probability,
function (x, y) = hex + 2y) where x and y can assume only the
integer values 0, 1 and 2. Find the marginal and conditional
distributions. (8)
(ii) Two random variables X and Y have the joint probability density
function '
(X,y)={C(4-X-
y
), 0,,;x";2, 0,,;y,,;2
0, elsewhere.
Find cov (X, Y) . (8)
Or
(b) (i)' Two dimensional random variable (X, Y) have the joint probability
density function
(x,y) = 8xy, 0 < x < y < 1
= 0, elsewhere.
(1) Find p(X <).
(2) Find the marginal and conditional distributions.
(3) Are X and Y independent? (8)
(ii) Suppose that in a certain circuit, 20 resistors are connected in
series. The mean and variance of each resistor are 5 and
0.20 respectively. Using Central limit theorem, find the probability
that the total resistance of the circuit will exceed 98 ohms assuming

2 10397
13
(a) (i)
(ii)
(b) (i)
(ii)
14. (a) (i)
(ii)
l
I
11'7
The process {X(t)} whose distribution undcr:ertain
condition is given by
(at)"-!
P[X(t) = n.] I n = 1,2,3,
(1 + at)"+
at
n = O.
1 + at
Show that {X(t)} is not stationary. (8)
A salesman territory consists of three cities A, Band C. He never
sells in the same city on successive days. If he sells i.n city-A, then
the next day he sells in city-B. However if he sells in either city-B or
city-C, the next day he is twice as likely to sell in city-A as in the
other city. In the long run how often does he sell in each of the
cities? (8)
Or
The transition probability matrix of a Markov chain {X,,},
[
0.1 0.5 0.4]-
n. = 1, 2, 3,. having three states 1, 2 and 3 is P =, 0.6 0.2 0.2
0.3 0.4 0.3
and the initial distribution is p(O) = (0,7,0.2,0.1). Find
(1) P[X
2
= 3]
(2) P [X3 = 2, X
2
= 3, Xl = 3, Xo = 2]. (8)
Suppose that customers arrive at a bank according to Poisson
process with mean rate of 3 per minute. Find the probability that
during a time interval of two minutes
(1) exactly 4 customers arrive
(2) greater than 4 customers arrive
(3) fewer than 4 customers arrive. (8)
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 came in and if the arrival of i3ets is
approximately Poisson with an average rate of 10 ,Jer 8 hour day.
Find
(1) the repairman's expected idle time each day
(2) how many jobs are ahead of average set just bought? (8)
A supermarket 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:
(1)
(2)
(3)
What is the probability of having to wait for service?
What is the expected percentage of idle time for each girl?
What is the expected length of customer's waiting time?
Or
(8)
3 10397
(b) (i)
(ii)
15. (a) (i)
(ii)
(b) (i)
(ii)
118
Trains arrive at the every J.5 minutes and the service time is
33 minutes. If the capacity of the yard is limited to 5 tra'.ns,
find the probability that the yard is empty and ehe average number
of trains in the system. given that the inter arrival time ,md service
time are following exponential distribution. (8)
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? (8)
Automatic car wash facility operates with only one bay. Cars arrive
according to a Poisson distribution with a mean of 4 cars per hour
and may wait in the facility's parking lot if the bay is busy. The
parking lot is large enough to accommodate any number of cars. If
the service time for all cars is constant and equal to 10 minutes,
determine
(1) mean number of customers.in the system L,
(2) mean number of customers in the queue Lq
(3) mean waiting of a customer in the system W,
(4) mean waiting tiDE' of a customer in the. queue
(8)
An average of 120 students arrive each hour (inter-arrival times 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 expcnential with the following mean times :
counter 1, 20 secondo; counter 2, 15 seconds and counter 3,
12 seconds. On the average how many students will be present in
the controller's office. (8)
Or
Derive the P-I( formu:a for the (M/Gil): (GD/w/w) queueing model
and hence deduce that with the constant service time the
P-K formula reduces to L where f.1=_1_ and
. '2(1-p) E(T)
,1.
p =_. (10)
f.1 .
For a open queueing network with three nodes 1, 2 and 3, let
customers arrive froo outside the system to node j according to a.
Poisson input process with parameters Ii and let Pij denote the
proportion of cllstomers departing from faciiity i to facility j. Given
(11' 1'2' IS) = (1,4, 3) and
(0 O.G 031
Pij = 1
0
.
1
0 0.3J
\0.4 0.4 ()
determine the average arrival rate )'j to the node j for j = 1, 2, 3.
4
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Reg. No. :1 r-"-1 - - - - - - . - - . - - - - r - - . - ~ ~ I - I
r Question Paper Code: 60431
B.E.IB.Tech. DEGREE EXAMINATION; MAY/JUNE 2012.
Fourth Semester
Computer Science and Engineering
MA 12521MA 1252 A - PROBABILITY AND QUEUEING THEORY
(Regulation 2004)
(Common to B.E. (Part-Time) Third Semester Regulation 2005)
Time : Three hours Maximum: 100 marks
1.
2.
3.
4.
5.
6.
Answer ALL questions.
PART A- (10 x 2 = 20 marks)
A lot contains 12 items, of which 4 are defective .. Three. items are drawn at
random from the lot, one after the other. Find the probability that all three are
non defective.
Find the second central moment of following distribution:
x: 1 3 4 5
[{xl: 0.4 0.1 0.2 0.3
The random variable X has the exponential distribution with parameter 2.
Find the probability that X is not smaller than 3.
State the memoryless property of Geometric distribution.
If the joint probability density function of (X,Y) is given by
f(x,y) = 24y(l-x), 0:0; y:O; x:O; 1, find E[XYJ.
Let X and Y be random variables with the joint distribution given below. Find
the distribution of X and Y.
~ -3
X
2 4
1 0.1 0.2 0.2
3 0.3 0.1 0.1
-----
- - - -
I
.I
13'7
7. Define wide-sense stationary process. Give an example.
8. What is a stochastic matrix? When is it said to be regular?
9.
In the usual notation of a (M \ M \1) : (CD / 00 / 00) queue system if A = :2 per
minute and J.L = per minute, find the average number of customers in the
10 .
system and in the queue.
10. 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.
PART B - (5 x 16 = 80 marks)
11. (a) (i) Two urns contain 4 white, 6 black balls and 4 white, 8 black balls
respectively. One urn is selected at random and a ball is taken out.
It turns out to be white. Find tne-probability tha,t it is from the first
urn.
(il) A random variable X has the following probability distribution :
Find:
(1) K
x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 3K
(2) P(X < 2)
(3) the cumulative distribution of X.
(4) the mean of X.
Or
(b)' (i) If a random variable X has the moment generating function
M x (t) = _3_ , obtain the standard deviation of X. (6)
3 -t
(ii) If M x (t) is the moment generating functions of a random variable
X then find the moment generating function of U = X - E[XJ. (5)
!Jx
(iii) The probability density function of the random variable X follows
the following probability law:
1 (I x - e I)
P(x) = -exp ---- _00 < x < 00
2e e'
Find the moment generating function of X.
(5)
2
60431

12. (a) (i) It is known that the probability of an item produced by a certain
machine will be defective is 0.05. If the p.Toduced items are sent to
the market in packets of 20,find the number of packets containing
at least exactly and at most 2 defective items in a consignment of
1000 packets.
(ii) Find the moment generating function of Gamma distribution.
Or
(b) (i) Find the mean and variance of Normal distribution with
13. (a)
(b)
parameters J1 and (J.
(10)
(ii)
If X has an exponential distribution with parameter 1, find the
pdf of Y = -IX .
(6)
A fair coin is tossed three times. Let X equal 0 or 1 according as a head OT
a tail occurs on the first toss and let Y equal the total number of heads
that occur.
(i)
Find the distributions of X and Y respectiveiy.
(4
(ii)
Find the joint distribution of X and Y.
(6
(iii)
Determine whether X and Yare independent.
(2)
(iv)
Find Cov (X, Y) .
(4)
Or
If (X,Y) is a two-dimensional R-V uniformly distributed over the
triangular region R bounded by y = 0, x = 3 and y = i x . Find
3
(i) the marginal density functions of X and Y.
(ii) the variance of X and Y.
(iii) the correlation coefficient between X and Y.
3
(l0431
138
14. (a) (i) Given a Random Variable X with density (x) and another
variable i(J uniformly iistributed in (-7[, 7[) and independent of
X and Y(t)=acos(Xt+i(J), prove that (yet)) is a wide sen:ce
stationary process.
:b)
15. (a)
(b)
(ii) The three state Markov chain is given by the transition probability
f"
\If
(ii)
(
"
"/
(ii)
o 1 01
. 1 1 1)
matnx "6 2" "3
2 1
3 3
Find the steady state dis tribution of the chain.
Or
If (XU)} is a Poisson process, prove that
P{X(s) = r I X(t) = n} = n (1 - 'where s < t.
Find the mean, variance and autocorrelation of a Poisson process.
A self-service store employs one cashier at its Cow1ter. Nine
customers arrive on an average every 5 minutes while the cashier
can serve 10 customers in 5 minutes. Assuming Poisson distribution
for arrival rate and exponential distribution for service time, find
(ll Average number of customers in the system
(2) Average time a C.lstomer waits before being served.
Repairing a certain type of machine which breaks down in a given
factory consists of 5 basic steps that must be performed
sequentially. The time taken to perform each of the 5 steps is found
to have an exponential distribution with mean 5 minutes and is
independent of other steps. If these machines break down in a
Poisson fashion at an average rate of two per hour and if there is
only one repairman, what is the average idle Lime for each machine
that has broken down?
Or
Ships anive at a port at the rate of one in every 4 hours with exponential
distribution of inter arrival times. The time a ship occupies a berth for
unloading has exponenti21 distribution with an average of 10 hours. If
the average delay of ships waiting for berths is to be kept below 14 hours,
how many berths should be provided at the port?
4 60431