Roll No.

QUESTION PAPER CODE: X10662

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1. Let A and B be two events such that P (A) = , P (B) = and P (A ∩ B) = . Compute
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P (B/A) and P (Ā ∩ B).
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2. The p.d.f. of a random variable X is f (x) = e−|x| , −∞ < x < ∞. Find E(X).
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3. The joint p.d.f. of the random variable (X, Y ) is given as

 1
 xe−y , y > 0, 0 < x < 2
f (x, y) = 2 .


0, otherwise

Calculate the marginal p.d.f. of X.

4. Show that the correlation coefficient , ρXY , of the random variables X and Y lies between
−1 and 1.

5. Define (i) Markov Chain and (ii) Wide-sense stationary process.

6. Let {X
 n ; n ≥ 0}be a Markov chain having state space S = {1, 2} and one-step TPM
0 1
P =  . Find the stationary probabilities of the Markov chain.
1/2 1/2

7. In an M/M/1/∞/F CF S queueing system, the arrival rate λ = 3 customers/minute and

8. In an M/M/c/N/F CF S queueing system, write the expressions for P0 and PN .

9. An M/D/1 queue has an arrival rate of 10 customers per second and a service rate of 15
customers per second. Calculate the mean number of customers in the system.

10. Consider a two-system random Markovian queueing network with customer arrival rate
λ = 2/minute and service rate µ1 = 4/minute at station 1 and service rate µ2 = 5/minute
at station 2. Compute the probability that both the servers are idle.

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 PART-B (5×16=80 Marks)
11. (a) (i) Of three types of spark plugs, 6% of Type A spark plugs are defective, 4% of Type
B spark plugs are defective, and 2% of Type C spark plugs are defective. A spark
plug is selected at random from a batch of spark plugs containing 50 Type A plugs,
30 Type B plugs, and 20 Type C plugs. The selected plug is found to be defective.
What is the probability that the selected plug was of Type A? (8)
( ) ( )x−1
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(ii) Let P (X = x) = , x = 1, 2, 3, . . ., be the probability mass function of
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a random variable X. Obtain (A) P (X > 5), (B) the moment generating function,
MX (t), of the random variable X and (C) E(X) and V ar(X). (8)

(OR)
(b) (i) The p.d.f. of a continuous random variable X is given as

 1
 , −3 ≤ x ≤ 3
f (x) = 6 .


0, otherwise
Find (A) P (−2 < X < 0), (B) Cumulative distribution function, F (x) and (C)
E(X) and V ar(X). (8)
(ii) Let X be an exponential random variable with E(X 2 ) = 1/2. Obtain (A) E(X) and
V ar(X), (B) Moment generating function, MX (t) and (C) P (X > 3/X > 1). (8)

12. (a) (i) The joint p.d.f. of the random variable (X, Y ) is given as
 −(x+y)
 ke , 0≤y≤x≤∞
f (x, y) .

0, otherwise
Find (A) the value of k, (B) the marginal p.d.f.s of the random variables X and Y ,
(C) the conditional p.d.f. f (x/y) of X given Y = y. (8)
(ii) The joint p.m.f. of discrete random variable (X, Y ) is given as
P (X = −1, Y = 0) = 1/8, P (X = −1, Y = 1) = 2/8, P (X = 1, Y = 0) = 3/8 and
P (X = 1, Y = 1) = 2/8. Compute the correlation coefficient, ρXY of X and Y . (8)

(OR)
(b) (i) Two randon variables X and Y have joint p.d.f.

 5 2
 x y, 0 < y < x < 2
f (x, y) 16 .


0, otherwise
(A) Find the marginal p.d.f.s of the random variables X and Y , (B) Obtain the
conditional p.d.f. f (x/y), of X given Y = y, (C) Are the random variables X and
Y independent? Justify. (8)

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 (ii) The joint p.d.f. of the random variable (X, Y ) is given as
 −(x+y)
 e , x > 0, y > 0
f (x, y) .

0, otherwise

U
Find the p.d.f. of random variables U = X + Y and V = . (8)
V

13. (a) (i) Consider a random process {X(t); −∞ < t < ∞} defined by X(t) = U cos t +
V sin t, where U and V are independent random variables, each of which assumes
the values −2 and 1 with probabilities 1/3 and 2/3, respectively. Show that
{X(t); −∞ < t < ∞} is wide-sense stationary. (8)
(ii) Let {Xn : n ≥ 0} be a Markov chain having state space S = {1, 2, 3} and one-step
TPM  
3 1
 4 4 0 
 
 
 1 1 1 
P =  4 2 4 .

 
 
 3 1 
0
4 4
(A) Draw a transition diagram between for this chain, (B) Is the chain irreducible.
Justify your answer, and (C) Is the state-3 ergodic? Explain. (8)

(OR)

(b) (i) State the postulates of the Poisson process and obtain the probability distribution
for that. Is the Poisson process stationary? Justify your answer. (8)

(ii ) Let {Xn ; n = 0, 1, 2, 3 . . .} be a Markov chain having state space S = {1, 2, 3} with
one-step transition probability matrix
 
1 0 0
 
 
 1 1 1 
P = 
 4 2 4 
 
0 0 1

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and initial distribution P (X0 = i) = , 1 = 1, 2, 3. Compute
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(A) P (X3 = 1, X2 = 1, X1 = 1, X0 = 2) and
(B) P (X2 = 1, X1 = 1/X0 = 1).
(8)

14. (a) (i) In an M/M/1/∞/F CF S queueing system, if λ = 10 and µ = 15, compute (A) Lq ,
(B) Ws , (C) P3 and(D) probability that an arriving customer has to wait in the
queue. (8)

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 (ii) 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
λ
rate of the customers as λn = , n =, 0, 1, 2, . . . , where n ≥ 0 is the number of
n+1
customers in the system. (8)

(OR)

(b) (i) A car servicing station has 2 bays where service can be offered simultaneously.
Because of space limitation, only 4 cars can wait in the queue. The arrival pattern
is Poisson with 12 cars per day. The service time in both the bays is exponentially
distributed with µ = 8 cars per day per bay. Find the average number of cars in
the service station, the average number of cars waiting for service and the average
time a car spends in the system. (8)

(ii) For an M/M/2/∞ FCFS queueing system, derive the system of differential-difference
equations for the system size probabilities. Under steady-state condition, obtain
the steady-state probabilities of the system size and the mean number of customers
in the system. (8)

15. (a) Discuss an M/G/1/∞ FCFS queueing system and derive the P-K mean value formula
for the system size. Deduce also the mean number of customers in the system for an
M/M/1/∞ FCFS queueing model from the P-K mean value formula. (16)

(OR)

(b) Derive the system of differential-difference equations for the joint probabilities of the
system size of two-stations tandem queueing system. Under the steady-state condi-
tions, determine the steady-state probabilities of the system size and hence obtain the
expected number of customers in the system and the mean waiting time of a customer
in the system. (16)

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