Dr. D.

Saravanan, Professor of Mathematics

1
MA2262 PROBABILITY AND QUEUING THEORY

UNIT I RANDOM VARIABLE

Random variable - Probability mass function Probability density functions- Properties Moments
- Moment generating functions and their properties- Binomial, Poisson, Geometric, Negative binomi-
al, Uniform, Exponential, Gamma, Weibull distributions.

!#%
1. 1 a random variable X takes the value 1,2,3,4 such that 2!X1) 3!X2) !X3) 5!X4).
Find the distribution o1 x
2. random variable X has the 1ollowing distribution,
X 0 1 2 3 4 5 6 7
!X) 0 k 2k 2k 3k k
2
2 k
2
7 k
2
k
Find i) the value o1 k ii) ! 1.5 X 4.5 , x ~ 2) iii) the smallest value o1 1or which !X ) ~
iv) 1ind cd1
3. random variable X has the 1ollowing distribution,
X 0 1 2 3 4 5 6 7 8
!X) a 3a 5a 7a 9a 11a 13a 15a 17a
Find ) the value o1 a` ii) !X3) iii) cd1
4. random variable X has the 1ollowing distribution,
X -2 -1 0 1 2 3
!X) 0.1 k 0.2 2k 0.3 3k
Find ) the value o1 k ii) !X2) & ! -2 X 2) iii) cd1 MU
5. continuous #.V x has a !F given by 1x) 3x ) x 1 Find k`such that ! X~ k ) 0.05
6. #.V has the !F

,
|

+
=
otherwise
x if
x
k
x f
0
1
)
2
determine k` and the distribution 1unc-
tion
Dr. D. Saravanan, Professor of Mathematics

2
7. #.V has the !F 1x)

,
|



elsewhere
x kx k
x k
x kx
0
6 4 6
4 2 2
2 0
1ind k` and cd1 1x)
8. #.V has the !F 1x)

,
|
>


2 0
4 2 2
1 0
x
x x
x x
1ind its cd1
9. Find the distribution 1unction o1 a #.V x is given by Fx) 1 1x) e
-x
; x ~0 Find the density
1unction, ! x ~2)
10. %he cd1 o1 the #.V x is given by

,
|
>

3 1
3 2 / 1 ) 3 ) 25 / 3 1
2 / 1 0
0 0
2
2
x
x x
x x
x
Find ! ,X, 1) and ! 1/3
x 4)
11. Find the value o1 k` i1 the !F o1 x is 1x) kx 1-x); 0 x 1.
12. Find the moment o1 the 1ollowing
X 0 2 3 4 6
F 3 7 2 3 5
13. Let k have the probability mass 1unction !k)

,
|
=
otherwise
k
k
0
,... 3 , 2 , 1
6
2 2
6
1ind MGF
14. 1ind the MGF o1 the a #.V. X with !F 1x)

,
|


otherwise
x x
x x
0
2 1 2
1 0
also 1ind
1
2
1
1
, 3 3
15. Let X be a #.V with value -1, 0, 1 such that !X -1)2!X0) !X1). Find the mean o1 2x
5
16. continuous #.V X has the !F 1x) kx
2
e
-x
x ~ 0 Find the r
th
moment o1 X about the origin.
Hence 1ind the mean and variance o1 X
17. continuous #.V X has the !F 1x) k e
-x
x ~ 0 Find the r
th
moment o1 X about the origin.
Hence 1ind the S.
18. For a #.V x with
81
) 2
)
4
+
=
t
x
e
t M , Find ! x 2)
Dr. D. Saravanan, Professor of Mathematics

3
STANDARD DISTRIBUTIONS
PART - A
19. etermine the binomial distribution 1or which mean is 4 and variance 3
20. 6 dice thrown 729 times, how many times do you expect at least 3 dice to show 5 or 6?
21. 6 bombs are dropped 1rom a 1light to hit a target. %he probability o1 hitting is 1/5 . %wo bombs are
required to destroy the building. Find the probability that the building is destroyed.
22. n a long run, 3 vessels out o1 every 10 do not return. 1 10 vessels are out , 1ind the probability
that at least 8 will arrive sa1ely
23. 1 X, Y are independent !oisson variable, then conditional distribution o1 X Y given X is Bi-
nomial distribution.
24. !oisson distribution is an approximation o1 binomial distribution.
25. 1 X is a !oisson variable such that !X 2) 9 !X 4) 90 !X 6) 1ind the variance.
26. %he MGF o1 a #V o1 X is given by
) 1 3
)

=
t
e
x
e t M
Find ! x 1)
27. t is known that 5 o1 the books o1 a certain bindings have de1ective bindings. Find the probabili-
ty that 2 o1 100 books bound o1 this binding will have de1ective
28. certain rare blood type can be 1ound in only 0.05 o1 people. 1 the population o1 a randomly
selected group is 3000. What is the probability that at least two people in the group have this rare
blood type?
29. radioactive source emits on the average 2.5 particles per second. Find the probability that 3 or
more particles will be emitted in the interval o1 4 seconds.
30. radioactive source emits on the average 10 particles per min. in according to the !oisson law.
Each particle emitted has a probability o1 2/5 being recorded. Find the probability that 4 particles rec-
orded in a min period
31. From an arbitrary deck o1 52 cards, we draw cards at random with replacement and successively
until an ace is drawn. What is the probability that at least10 draw are needed
32. 1ather asks his sons to cut their background lawn. Since he does not speci1y o1 three sons is to
do so the job, each boy tosses a coin to determine odd person, what must cut lawn. n the case that all
these get heads or tail, they continue tossing until they reach a decision. i) 1ind the probability that
they reach a decision in less than n` tosses ii) what is minimum number o1 tosses required to reach a
decision with probability 0.95
Dr. D. Saravanan, Professor of Mathematics

4
33. woman and her husband want to have 95 chance 1or atleast one boy and atleast one girl. What
is the minimum number o1 children they should plan to have? assume that equal probability 1or gend-
er o1 child
34. li1e time o1 chips manu1actured by a semiconductor manu1acturer are approximately normally
distributed with mean 5x10
6
hours and variance 5x10
5
hours main1rame manu1acturer requires at
least 95 o1 a batch should have a li1e time greater than 4x10
6
will the deal be made?
35. %he time required to repair a machine is exponentially distributed with parameter 1/3. What is
the probability that the repair time exceeds 3 hours.
36. %he daily consumption o1 milk in excesses o1 20000 gallon is approximately exponentially distri-
buted with 7 3000. %he city has a daily stock o1 35000 gallons. What is the probability that o1 two
days selected at random the stock is in su11icient 1or both days.
37. the mileage which a car owner get with a certain kind o1 radial tyre is a #.V having exponential
distribution with mean 40000 km. Find the probability that one o1 these tyres will last 1) at least
20000km 2) at most 30000km
38. 1 the time % is required to repair o1 a component is exponentially distributed with . What is
the 1) probability that repair time will exceed 2 hours 2) conditional probability that repair time
takes atmost 10 hours given that its duration exceeds 9 hours?
39. n a certain city, the daily consumptions o1 electric power in millions o1 kilowatt-hours can be
treated as a #.V having an Erlang distribution with parameter ; k 3. 1 the power plant o1 this
city has a daily capacity o1 12 million kilowatt hours. What is the probability that this power supply
will be inadequate on any given day?
40. %he li1e time o1 a component measured in hours is Weibull distribution with parameter - 0.2,
. 0.5 Find the mean li1etime o1 the component
FUNCTIONS OF RANDOM VARIABLE
41. %he p.d.1. o1 x be
|
,
|
>
>
=

0
0
0
)

forsome
otherwise
x e
x f
x

42. Using method o1 distribution 1unction calculate !F o1 Y
3 2
x
43. Let Y e
x
1ind the p.d.1. o1 y i1 x is a uni1orm #.V. over 0,1)
44. Let Y x
2
Find the p.d.1. o1 y i1 x is a uni1orm #.V. over -1,2)
45. %he p.d.1. o1 a #.V x is 1x) 2x ) x 1 Find the p.d.1. o1 1) Y 3x 1 2) Y 8 X
3

Dr. D. Saravanan, Professor of Mathematics

5
46. Let the p.d.1. o1 x be 1x)
|
,
| >
=

otherwise
x e
x f
x
0
0
) Using the trans1ormation Y XbX and Z
e
x

47. 1 X is a normal #.V with mean zero and variance 9
2
Find p.d.1 o1 Y e
x

48. Let x be a #.V with p.d.1

,
|

=
otherwise
x
x
x f
0
2 1
15
4
)
3
Find the p.d.1. o1 Y e
x
& W x-1)
2

49. Let M
x
t)
t 1
1
t 1 be the m.g.1 o1 the #.V. Find the m.g.1. o1 Y 2X 1
50. 1 x is uni1ormly distributed in )
2
,
2

6 6
Find the p.d.1 o1 y tan x
UNIT II TWO DIMENSIONAL RANDOM VARIABLES
oint distributions Marginal and conditional distributions - Covariance Correlation and regres
sion 1ransformation of random variables Central limit theorem

PART A
1. e1ine joint probability density 1unctions o1 a 2- random variables.
2. e1ine marginal density 1unctions o1 a 2- random variables.
3. e1ine conditional density 1unctions o1 a 2- random variables.
4. What is the condition 1or two variables to be independent.
5. Given joint pd1, f(x,y) cx(x-y), 0 x 2 , -x y x. Evaluate c.
6. %he joint pd1 o1 random variables x, y is given by f(x,y)
|
,
|
elsewhere
x y x xy
, 0
0 ; 1 0 , 8
.
Find the marginal density 1unction o1 x.
7. 1 the joint pd1 o1 a two dimensional random variables x,y is given by
f(x,y)
|
,
|
elsewhere
y x y x k
, 0
4 2 , 2 0 ); 6
. Find ! x 1, y 3).

8. 1 f(x,y)

,
|
+
elsewhere
y x y x
, 0
1 0 , 1 0 );
2
3
2 2
, 1ind 1x/y).
Dr. D. Saravanan, Professor of Mathematics

6
9. Find the value o1 k i1 1x,y) k1-x)1-y) 1or 0 x, y 1 is to be a joint density 1unction.

PART B
10. %he input to a binary communication system, denoted by random variable X, takes on one o1 two
values 0 or 1 with probabilities / and / respectively. Because o1 errors caused by noise in the sys-
tem, the output Y di11ers 1rom the input occasionally. %he behaviour o1 the communication system
is modeled by the conditional probability ! Y 1 / X 1) / and ! Y 0 / x 0) 7/8. Find i) !
Y1) ii) !Y0) and iii) ! X 1/ Y 1).
11. 3 balls are drawn at random without replacement 1rom a box containing 2 White , 3 #ed & 4
Black balls. 1 X denots the number o1 white balls drawn and Y denotes the number o1 red balls
drawn, 1orm the joint probability distribution o1 X,Y).
12. %he joint probability mass 1unction o1 X and Y is given as
3 . 0 14 . 0 06 . 0 2
06 . 0 2 . 0 08 . 0 1
02 . 04 . 0 1 . 0 0
2 1 0
.
ompute the marginal probability mass 1unctions X and Y. lso, 1ind ! X 1, y 1) and check
whether the variables are independent.
13. onsider the discrete random variables X and Y with the joint pm1 as shown below:
8 / 1 16 / 1 16 / 1 2
8 / 1 16 / 1 8 / 1 1
8 / 1 16 / 1 8 / 1 1
16 / 1 16 / 1 16 / 1 2
1 0 1 /

. re X and Y independent? re they uncorrelated?
14. 1 the joint pd1 o1 a 2 rv x,y) is given by 1x,y)

,
|
+
elsewhere
y x
xy
x
, 0
2 0 , 1 0 ;
3
2
.
Find i) ! X ~ ) ii) ! Y X) iii) ! Y / X ).
15. %he joint pd1 o1 random variables x, y is given by f(x,y)
|
,
|
elsewhere
x y x xy
, 0
0 ; 1 0 , 8
.
i) Find the conditional density 1unctions . ii) Find ! Y 1/8 / X ) iii) heck the in-
dependency.
Dr. D. Saravanan, Professor of Mathematics

7
16. 1 f(x,y)

,
|
+
elsewhere
y x y x
, 0
1 0 , 1 0 );
5
6
2
, obtain the marginal densities o1 x and y. Hence or oth-
erwise 1ind ! / y / ).
17. Given f(x,y)

,
|
+
elsewhere
y x y x
, 0
1 0 , 1 0 ); 2
3
2
, i) 1ind marginal densities o1 X and Y ii) ondi-
tional density X given by Y y and ! X / Y ).
18. 1 f(x,y)
|
,
| > >
+
elsewhere
y x e
y x
, 0
0 , 0 ,
)
, 1ind i) ! X 1) ii) ! X Y 1).
19. %he joint density 1unction o1 2 random variables X, Y) is given by f(x,y)

,
|

elsewhere
y x xy
, 0
2 1 ,
9
8
. Find the marginal density 1unctions o1 X and Y. Find also the conditional densi-
ty 1unction o1 Y given Xx and the conditional density 1unction o1 X given Y y.
20. %he joint pd1 is given by f(x,y)

,
|

+ +
+ +
elsewhere
y x
y x
y x
, 0
0 , 0 ;
) 1 ) 1 2
) 1 9
4 4
. Find the marginal dis-
tributions o1 x and y and the conditional distribution o1 y 1or Xx.
21. %he joint density 1unction is given by 1x,y) 2, 0 x y 1, 1ind the marginal and conditional
density 1unction. re X and Y independent?
22. Let the joint density 1unction o1 random variables X and Y be given by 1x,y)

,
|
>

elsewhere
y x e y
x
, 0
2 0 , 0 ;
2
1
. Find the marginal density 1unctions o1 X and Y.
23. 1 the joint pd1 o1 a two dimensional random variables x,y is given by
f(x,y)
|
,
| >

elsewhere
x x e
x x
, 0
0 , 0 ; 6
2 1
3 2
2 1
. Find the probability that the 1irst random variable will take on a
value between 1 and 2 and the second random variable will take on a value between 2 and 3. lso
1ind the probability that the 1irst random variable will take on a value less than 2 and the second ran-
dom variable will take on a value greater than 2.
24. 1 the joint pd1 o1 a two dimensional random variables x,y is given by
Dr. D. Saravanan, Professor of Mathematics

8
f(x,y)
|
,
|
elsewhere
y x y x k
, 0
4 2 , 2 0 ); 6
. i) Find the value o1 k. ii) ! X Y 3) iii) ! X
1/ Y 3 ).
25. Let the conditional pd1 o1 X and Yy be given by 1x/y)

,
|

+
+

elsewhere
y x e
y
y x
x
, 0
0 , 0 ;
1
.
Find !X 1 / Y 2).
CORRELATION AND REGRESSION
PART A
26. Write the regression equations.
27. Write the expression 1or acute angle between two lines o1 regression.
28. !rove that -1 p 1.
29. !rove that i1 the variables are independent , then they are uncorrelated.
30. 1 the variables are uncorrelated, are they independent? Justi1y your answer.


PART B
31. alculate the correlation coe11icient 1or the 1ollowing height in inches) o1 1ather X) and their
sonsY) X : 65 66 67 67 68 69 70 72 Y : 67
68 65 68 72 72 69 71.
32. %he joint probability mass 1unction o1 X & Y is given below, 1ind the correlation coe11icient

8
2
8
2
1
8
3
8
1
0
1 1 /

33. 1 the joint density 1unction o1 X,Y) is given by 1x,y)2-x-y, o x,y 1. Find correlation coe11i-
cient
34. Let X be a #V with mean value is 3 &Variance is 2. Find the second moment o1 X about the ori-
gin. nother #V Yis de1ind by Y-6x22. Find the mean value o1 Y and the correlation o1 X &Y.
35. 1 the joint p.d.1 o1 X,Y) is given by . 1 , 0 ), 3 ) , + = y x y x xy y x f Veri1y that
24
11
) )
)
= = E

E E
Dr. D. Saravanan, Professor of Mathematics

9
36. 1 the joint density o1 X&Y is given by

,
|

+
=
elsewhere
y x
y x
y x f
, 0
2 0 , 1 0 ,
3
) , .Obtain the re-
gression lines.
37. %wo independent random variables X and Y are de1ined such that
|
,
|
=
|
,
|
=
otherwise
y by
y f
otherwise
x ax
x f
, 0
1 0 , 4
)
, 0
1 0 , 4
) . !rove that U XY and V X-Y
are uncorrelated.
38. X,Y) is a 2- random variable uni1ormly distributed over the triangular region # bounded by
y0, x3 and y 4x/3, 1ind the p
xy
.
39. Let the joint pd1 o1 X,Y) be given by
|
,
| + > >
=
elsewhere
y x y x y x
y x f
, 0
1 , 0 , 0 , 6
) , . re X and Y
independent? Obtain the regression lines.
40. Let the random variables X & Y have joint pd1
|
,
| +
=
elsewhere
y x y x
y x f
, 0
1 0 , 1 0 ,
) , . Find the
correlation coe11icient.
41. statistical investigator obtains the 1ollowing regression lines 2x3y 5; 4y3x 7. Find i)
p
xy
ii)
y x,
iii) 9
y
i1 9
x
2.5
42. Find p i1 1 0 ), 1 24 ) , = x y x y y x f . Find p
xy.

43. 1 x,y&z are uncorrelated with zero means , standard deviations 5,12,9 respectively and i1 u 2x -
3y, v y z 2, 1ind p
uv
.
44. Given two random variables X and Y that have joint pd1
|
,
| > >
=
+
elsewhere
y x e x
y x f
y x
, 0
0 , 0 ,
) ,
)
.
Find the regression equation Y on X.
45. 1 the two dimensional random variable X,Y) is uni1ormly distributed over # , where
= 0 , 1 / ) ,
2 2
> + = y y x y x R Find correlation coe11icient .
TRANSFORMATIONS OF RANDOM VARIABLES
PART A
46. 1 X and Y are independent random variables having probability density 1unctions f(x) e
-x
, x ~ 0
and f(y) e
-y
, y ~ 0, 1ind the probability density 1unction o1 U .
Dr. D. Saravanan, Professor of Mathematics

10
47. 1 X and Y are independent random variables having variances 2 and 3 respectively, 1ind the va-
riance o1 3x4y.
48. 1 X and Y are independent random variables having identical uni1orm distributions over -1,1),
1ind the density 1unction XY.
PART B
49. %he joint pd1 o1 X, Y is given by f(x,y) e
-(xy)
, x ~ 0, y ~ 0. Find the pd1 o1 u xy)/ 2.
50. 1 X and Y are independent random variables each 1ollowing N0,2). Find pd1 o1 z 2x 3y.
51. Let X and Y be positive independent random variables with identical pd1 e
-x
, x ~ 0 and e
-y
, y ~ 0.
Find the joint pd1 o1 U XY and V X / Y.
52. 1 the joint pd1 o1 two random variables X and Y given by
|
,
| +
=
elsewhere
y x y x
y x f
, 0
1 , 0 ,
) , . Find
the pd1 o1 i) U XY ii) U XY
53. 1 X and Y each 1ollow exponential distribution with parameter 1 and are independent 1ind the pd1
o1 U X Y.
54. 1 X and Y are independent random variables having densities
) ) ), ) y U e y f x U e x f
y

= = . Find pd1 o1 Z X / Y.
55. 1 X and Y are independent random variables with identical uni1orm distributions in 0, a), 1ind
the density 1unction o1 Z X Y.
CENTRAL LIMIT THEOREM
PART A
56. State the two di11erent 1orms o1 entral limit theorem .
57. 1 X
i
, i 1 to 20 are independent ,uni1ormly distributed &identical variables , how are the ran-
dom variables

=
20
1 i
i
and are distributed?
PART B
58. !rove entral limit theorem.
59. random sample o1 size 100 is taken 1rom population whose mean is 60 and variance 400. Us-
ing L% what probability can we assert that the mean o1 the sample will not di11er 1rom 3 60 by
more than 4 ?
Dr. D. Saravanan, Professor of Mathematics

11
60. 1 V
i
, 1,2,.,20 are independent noise voltages received in an adder and V is the sum o1 the
voltages received, 1ind the probability that total incoming voltage V exceeds 105 using L%. s-
sume that each o1 the random variables V
i
is uni1ormly distributed over 0, 10 ).
61. distribution with unknown mean 3, has the variance equal to 1.5 . Use L% to 1ind how large
a sample should be taken 1rom the distribution in order that the probability will be atleast 0.95 that the
sample mean will be within 0.5 o1 the population mean.
62. 1 X
1
,. X
2
,..,X
n
are !oisson variables with parameter 2. Use L%, to estimate !120 S
n

160 ) where S
n
X
1
X
2
..X
n
and n 75.
UNIT III MARKOV PROCESS AND MARKOV CHAIN

Classification -stationary process Markov process - Poisson process Markov chains - 1ransi
tion probability Limiting distribution.

Part A
1. State the 1our types o1 stochastic processes
2. Give an example 1or continuous time random process
3. e1ine stationary process
4. Give an example o1 Markov process
5. e1ine Markov process
6. When are the processes jointly WSS
7. State the postulates o1 !oisson process
8. Find the invariant probability 1or markov chain | X
n
; n ~ 1| with state space S 0,1} and one
step %!M

2 / 1 2 / 1
0 1
.
9. onsider a markov chain with %!M

1 0 0 0
3 . 0 1 . 0 4 . 0 2 . 0
0 0 7 . 0 3 . 0
0 0 6 . 0 4 . 0
s it irreducible? 1 not , 1ind the
classes. Find the nature o1 states
Dr. D. Saravanan, Professor of Mathematics

12
PART - B
10. raining process is considered as two state markov chain. 1 it rains, it is considered to be state 0
and i1 does not rain, the chain is in state 1. the %!M is de1ined as !

8 . 0 2 . 0
4 . 0 6 . 0
Find the probability
that it will rain 1or 3 days 1rom today assuming that it will rain a1ter 3 days. ssuming the initial
probabilities o1 state 0 and state 1 as 0.4 , 0.6 respectively
11. person owning a scooter has the option to switch over to scooter, bike, or car next time with
probability o1 0.3, 0.5.0.2). i1 the %!M is

5 . 0 25 . 0 25 . 0
3 . 0 5 . 0 2 . 0
3 . 0 3 . 0 4 . 0
What are the probabilities vehicles re-
lated to his 1ourth purchase?
12. %he %!M o1 X
n
} n 1,2,3 states 1,2,3 is

3 . 0 4 . 0 3 . 0
2 . 0 2 . 0 6 . 0
4 . 0 5 . 0 1 . 0
and p
0)
0.7, 0.2, 0.1 )
Find ! X
2
3) , p X
2
3, X
1
3 , X
0
2 )
13. Find the steady state prob. o1 the chain given the %!M is

7 . 0 2 . 0 1 . 0
4 . 0 1 . 0 5 . 0
3 . 0 6 . 0 1 . 0

14. 1 the taxi arrive at a taxi stand 1rom 2 directions independently according to the !oisson law with
mean rate o1 arrival 2 per 20 min and 4 per 15min. Find the probability that a person will have to wait
1or more than 5 min to catch a taxi
15. e1ine a random process. Explain the classi1ication o1 #andom !rocesses Give example
16. erive the !oisson Law
17. %wo random process Xt) os Wt B sin Wt & Yt) B cos Wt sin Wt where & B are
uncorrelated random variables with zero mean and equal variance and W is a constant, heck Wheth-
er the processes are jointly WSS
18. State and prove the properties o1 !oisson process
19. %he process Xt) whose probability under certain conditions is given
Dr. D. Saravanan, Professor of Mathematics

13
by
0
) 1
)
, 3 , 2 , 1
) 1
)
} )
1
1
=
+
=
+
= =
+

n
at
at
n
at
at
n t P
n
n
S.% it is not a stationary
20. Suppose that a customer arrive at a bank according to !oisson process wit a mean rate 3 per min.
Find the probability that during a time interval o1 2 min:
a) Exactly 4 customers arrive
b) More than 4 customers arrive.
21. Let X t) a cos WtY)} be a random process where Y and W are independent random varia-
ble. Further the characteristic 1unction o1 Y satis1ies 1) 2) 0. While the density 1unction
1w) o1 w satis1ies 1w) 1-w). S.% X t) is a WSS
22. Find the mean and autocorrelation o1 !oisson process.
23. 1 Xt) cos t B sin t; t > 0 } is a random process where & B are independent N0,9
2
)
random variables, examine the stationary o1 Xt).
24. Let Xt); t > 0 }be a random process where Xt) total number o1 points in the interval 0,t)
K,
|
,
|

=
isodd k if
iseven k if
1
1
. Find F o1 Xt). lso i1 !1)!-1) and is inde-
pendent o1 Xt), 1ind the power spectrum o1 Yt) Xt).
25. %wo random process Xt) & Yt) are de1ined by Xt) cos wt B sin wt and Yt) B cos wt
sin wt. Show that Xt) and Yt) are jointly WSS i1 & B are uncorrelated random variables with
zero means and the same variance and W is constant
26. onsider a random process X t) B cos 50t7) where B and 7 are independent random va-
riables. B is a random variable with mean zero and variance 1 7 is uni1ormly distributed in the inter-
val -6,6). Find mean and autocorrelation o1 the process.
27. istinguish SSS & WSS and establish any two results 1or weekly stationary time service involv-
ing auto correlation 1unction.
28. Veri1y the sine wave process Xt) Y coswt where Y is uni1ormly distributed in 0,1) is SSS
process.
29. S.% i1 a random process Xt) is WSS, then it must be covariance stationary.
30. onsider a #.! Yt) Xt) cos wt7) where Xt) is WSS, 7 is random variable independent o1
Xt)and it is uni1ormly distributed -6,6)and w is a constant. !.% Yt) is WSS.
Dr. D. Saravanan, Professor of Mathematics

14
UNIT IV QUEUEING THEORY
Markovian Models - M/M/1, M/M/C, finite and infinite capacity - M/M/" queues - Finite source
model - M/C/1 queue - Pollaczek - Khintchine formula - Special cases.

PART - A
1. n a given M/ M/ 1/ / FFS queue, p 0.6, what is the probability that the queue contains 5 or
more customers?
2. What is the e11ective arrival rate 1or M/ M/ 1/ 4 / FFS queuing model when 2 ,and 3 5
3. e1ine L%%LE`S 1ormula
4. e1ine !ollaczek Khinchin !-K ) 1ormula
5. What are the basic characteristics o1 queuing process?

PART - B
6. ustomer arrives at a repair shop according to a !oisson process at a rate o1 1 per 10 minutes, and
service time is an exponential random variable with 8 minutes.
a. Find the average number o1 customers in the shop.
b. Find the average time a customer spends in the shop
c. Find the average number o1 customer in the queue
d. What is the probability that the service is idle
7. n a given M/M/ queuing system, the average arrival is 4 customers per minute and p 0.7
what are
a. Mean number o1 customer in the system
b. Mean number o1 customers in the queue
c. !rob. %hat the server is idle
d. Mean waiting time in the system
8. %he arrival in a counter in a bank occurs in accordance with a !oisson process at an average o1 8
per hour. %he duration o1 service o1 a customer has exponential distribution with mean o1 6 minutes
1ind the prob. that an arrival
a. Has to wait on arrival
b. Finds 4 customers in the system
c. Has to spend less than 15 min in the bank
Dr. D. Saravanan, Professor of Mathematics

15
9. rrivals at a telephone booth are consider to be !oisson with an average time 12 min. between
one arrival and next. %he length o1 a phone call is assumed to be distributed exponentially with mean
4 min. Find the average number o1 persons waiting in the booth will have to wait in the queue? What
shall be increase in arrival rate in order to justi1y a second booth i1 it is restricted that the waiting time
o1 a customer to make a phone call is less than 5 min? lso estimate the 1raction o1 a day when phone
will be in use.
10. erive the !- K 1ormula
11. Find the average number o1 customers in M / M / 1 / N queuing system when 3
12. Explain M / M/ S: , FFO erive the average number o1 customers in the queue.
13. repairman is to be hired to repair machines which breakdown at an average rate o1 3 per hour.
%he breakdown 1ollows !oisson distribution. Non-productive time have been interviewed One is slow
but cheap while the other is 1ast and expensive. %he slow repairman charges #s. 8 per hour but ser-
vices machines at the rate o1 4 per hour. %he 1ast repairman demands #s 10 per hour and services at
the average rate o1 6 per hour. Which repairman should be hired..
14. On average 96 patients per 24 hour day require the service o1 an emergency clinic. lso on an av-
erage a patient requires 10 minutes o1 active attention. ssume that the 1acility can handle only one
emergency at a time. Suppose that it costs the clinic #s 100 per patient treated to obtain an average
servicing time o1 10 minutes and that each minutes and that each minute o1 decrease in this average
time would cost #s.10 per patient treated. How much would have to be budgeted by the clinic to de-
crease the average size o1 the queue 1rom
3
1
1 patient to patients?
15. duplicating machine maintained 1or o11ice use is operated by an o11ice assistant who earns #s. 5
per hour / job). %he time to complete each job varies according to an exponential distribution with
mean 6 minutes ssume a !oisson input with an average arrival rate o1 jobs per hour. 1 an 8
hour day is used as a base determine the percentage idle time o1 the machine and the average time a
job is in the system. lso 1ind his expected earning per day.
( M / M / S ) : ( / FIFO )
16. petrol pump has 2 pumps. %he service times 1ollow the exponential distribution with mean o1 4
minutes and cars arrive 1or service is a !oisson at the rate o1 10 per hour. Find the prob. that a cus-
tomer has to wait 1or service. What is the probability that the pumps remain idle?
Dr. D. Saravanan, Professor of Mathematics

16
17. %here are three typists in an o11ice. Each typist can type an average o1 6 letters per hour. 1 letters
arrive 1or being typed at the rate o1 15 lettters per hours, what 1raction o1 time all the typists will be
busy? What is the average number o1 letters waiting to be typed?
18. bank has two tellers working on savings account. %he 1irst teller handles withdraws only. %he
second teller handles deposits only. t has been 1ound that the service time distributions 1or both de-
posits and withdrawals are exponential with mean service time o1 3 minutes per customer. epositors
are 1ound to arrive in a !oisson 1ashion throughout the day with mean arrival rate o1 16 per hour.
What would be the e11ect on the average waiting time 1or the customers i1 each teller could handle
both withdrawals and deposits?
( M / M / S ) : ( N / FIFO )
19. 2 person barber shop has 5 chairs to accommodate waiting customers. !otential customers
who arrive when all 5 cahirs are 1ull leave without entering barber shop. ustomers arrive at the aver-
age rate o1 4 per hour and spend an average o1 12 minutes in the barber`s chair. ompute p
0
, p
7
and
average number o1 customers in the queue.
20. car servicing has 2 boys where service can be o11ered simultaneously. Because o1 space limita-
tion only 4 cars are accepted. %he arrival process is !oisson with 12 cars per day. %he service time in
both the bays is exponentially distributed with 3 8 per day per boy. Find the average number o1 cars
in the service station and average time a car spends in the system.
21. utomatic car wash 1acility operations with only one bay. ars arrive according to !oisson
process, with mean o1 4 cars per hour and may wait in the 1acility`s parking lot i1 the bay is busy. If
the service time for all cars is constant and equal to 10 minutes, determine L
s
, L
q
,W
s
, W
q

22. rrivals at a telephone booths are considered to be !oisson with average time o1 10 minutes be-
tween one arrival and the next. %he length o1 a phone call is assumed to be distributed exponentially
distributed with mean 3 min.
a. What is the probability that a person arriving at the booth will have wait?
b. What is the average length o1 the queue?
23. %he telephone department will install a second booth when convinced that an arrival would ex-
pect to have to wait at least 3 min. For making a phone call by how much, must the 1low o1 arrivals
be increased in order to justi1y a second booth?
24. n a 1actory, the machine broke down on an average rate o1 10 mc. per hour. %he idle time cost o1
a machine is estimated to be #s.20/hr. %he 1actory works 8 hour a day. %he 1actory manager is con-
Dr. D. Saravanan, Professor of Mathematics

17
sidering two mechanics 1or repairing the machines. %he 1irst mechanic takes about 1ive min., on
average, to repair a machine and demands #s.10 per hour. %he second mechanic B takes about 4 min.
1or repairing a machine and demands #s.15 per hour. ssuming that the machines breakdown in
!oisson pattern and the repair rate is exponential, decide which o1 the repair men should be ap-
pointed?
25. Four counters are being run on the 1rontier o1 a country to check the passports o1 the tourists. %he
tourists choose a counter at random. %he arrival is !oisson at a rate and service time is exponential
with parameter /2. What is the steady state average length o1 queue at each counter?
26. super market has two girls attending to sales at the counters. 1 the service time 1or each cus-
tomer is exponential with mean 4 min. and i1 people arrive in !oisson 1ashion 10 per hour.
a) What is the probability that a customer has to wait 1or service?
b) What is the expected percentage o1 idle time 1or each girl?
c) With customer having to wait in the queue, what is the expected length o1 his waiting time?
27. e1ine Kendall`s notation. What are the assumptions are made 1or simplest queuing mode?