DEPARTMENT OF MATHEMATICS

FACULTY OF ENGINEERING AND TECHNOLOGY

SRM UNIVERSITY

MA1014- PROBABILITY AND QUEUING THEORY

SEMESTER lV ACADEMIC YEAR: 2015-2016
LECTU.RF S.CH.EME / PLAN

The objective is to impart students of Engineering and Technology, the concepts of statistical techniques on
probability to apply them for solving real world problems.

The list of instructions (provided below) may be followed by a faculty relating to his/her own schedule
includes warm-up period, controlled/free practice, and the respective feedback of the classes who handle.
The lesson plan has been formulated based on high quality learning outcomes and the expected outcomes
are as follows

Each subject must have a minimum of 56 hc rrs, which in turn, 45 hours for lecture and rest of the hours for
tutorials. The faculty has to pav more attentlr n in tnsrstrng the stuclents to have 95 yo
% class attenda
attenclance.
Lect. Lesson schedule Learning outcomes Cumulative
No hour(s)
UNIT-I: P & Random Variables
L 1.1 o Introduction to probability 1

concepts, axioms, theorems Students will demonstrate

L1.2 . Conditional probability, knowledge & be able to examine 2
Multiolication theorem. and understand & use basic
11 3 . Tutorial-review probability 3
L1.4 . Characteristics of random variables 4
Students will be able characterize
- Discrete case probability models using
11.5 . Characteristics of random variables probability mass (density)
5
- Continuous case _ functions & cumulative
L1 6 . Moments _ distribution functions
6
L1 . Expectation, variance, covariarrce
L1 8 . Moment generating functions _ 8
L1 . Function of random variable _ I
L 1 10 . Chebychev's inequality - proof _ 10
L.1.11 . Applications of Chebychev's 11
inequality _
L.1.12 o Tutorial 12
COMME NCEMENT OFCYCLE TEST - I : Date: 24.02.2016

utilT-tr f heoretical Distri butions

L21 . Discrete distribution: Binomial 13
distribution - MGF. Mean. Variance
L22 . Applications of Binomial distribution 14

L2.3 . Poisson distribution - MGF, Mean. 15

Variance Students will be introduced to the
L2.4 . Applications of Poisson distribution techniques of developing discrete & 16
continuous probability distributions and
L25 . Geometric distribution - MGF,
its applications
17
Mean, Variance
L2.6 . Applications of Geometric 18
distribution
L2.7 . Uniform distribution - MGF. Mean. 19
Variance & aoplications
L28 . Continuousdistribution: Exponential 20
distribution - MGF. Mean. Variance

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 L2.9 . Applications of Exponential 21
distribution
L2.10 . Normal distribution - MGF, Mean, 22
Variance
L2 11 . Applications of Normal distribution z5

L.212 . Tutorial 24

COMMENCEMENT OFCYCLE TEST _ II Date: 23.03.2016

UNIT-lll Testing of Hypothesis

13.1 . Introduction to sampling Students will be able to formulate 25

distributions null & alternate hypothesis,
L3.2 . Large sample tests - Test for a identify type | & type ll errors 26
specified mean
13.3 o Test for the difference of means Students know how to use the 27

. test statistic, critical value 28

134 Small sample tests -'t'test for a
specified mean
. 't' test for the difference of means
Students know to draw
29, 30
135
13.6
inferences by correctly
L3.7 . 't' test for the paired observations formulating a decision rule for 31
testing a hypothesis
L3.B . F test - Test of significance of the 32,33
139 difference between population
variances
13 10 . Chi square test for goodness of fit 34

13.1 '1
. Chi square test for independence 35
of attributes
L.3.12 . Tutorial 36
SURPRISE TEST
UNIT-IV : Properties of Queueing Theory
L4.1 . Introduction to Markovian queueing 37
models
L42 . Steady state distribution Students should be able to
.
3B
Understand the terminology &
L4.3 . Single server modelwith infinite nomenclature appropriate to 39
system capacity queueing theory
. Demonstrate knowledge and
L4.4 . Characteristics of the model (M/M/1) understanding of various
40,41
L4.5 : (-/FIFO) queueing models
14.6 . Single server modelwith finite . Describe applications of 42
system capacity queueing theory to practical
L4.7 . Characteristics of the model (M/M/1) problems 43,44
14.8 . (k/FrFo)
149 .
Applications of queueing theory to 45
Computer Science & Engineering
1.4.10 . Tutorial 46
UNIT-V Markov Chains
15.1 . lntroduction to Markov process 47

L52 . Markov chain one step & n-step 4B

transition probability, tpm
15.3 . Chapman Kolmogorov theorem 49

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154 . Applications on Chapman Students should be able to analyse the 50
Kolmoqorov theorem behavior of various Markov chains
15.5 . Transition probability - Applications 61

15.6 . Limiting distributions - Applications 52,53

L57
15.8 . Classification of states of a Markov 54, 55
15.9 chain - Applications
1.5.10 . Tutorial 56

MODEL EXAM COMMENCEMENT 25.04.2016 (Duration: 3 Hours)

LAST WORKING DAY : 11.05.2016

COMMENCEMENTOFUNIVERSITYTHEORY EXAMINATIONS 16.05.2016

References:
. Veerarajan T., Probability, Statistics and Random Processes, Tata McGraw Hill,lst Reprint 20Q4.
. S.C. Gupta and V.K. Kapoor, Fundamentals of Mathematical Statistics, 9th extensively revised
edition, Sultan Chand & Sons, 1999.
. Trivedi K S, " Probability and Statistics with reliability, Queueing and Computer Science
Applications",Prentice Hall of lndia,New Delhi, 1984
. Gross.D and Harris.C.M. "Fundementals of Queuing theory", John Wiley and Sons, 1985.
. Allen.A.O., "Probability Statistics and Queuing theory",Academic Press, 1981 .

Web-based resources
http.//en.wi ki pedia. orq/wi ki/probqbi ityandstatistics
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ht"tp : //e n. wi k i ped i a. o rq/U/i ki/q ueu ginq theo ry

h ti p : //e n wi k i pe d i a. o rq/wi k i/m a rkov- p ro ce
. ss
lnternal marks Total: 50
Internal marks split up: Cycle Test 1: 10 Marks Model Exam. 20 Marks

Cycle Test 2: 10 Marks Surprise Test: 5 marks

Attendance: 5 marks

Co-ordinator, MA1014
Assistant Professor, S G Professor & Head/Dept. of Mathematics
Department of Mathematics Email. hod.maths@ktr.srmuniv.ac.in
balaii. n@ktr.srmuniv.ac. in

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