Maths 2019 Scheme S4 Syllabus Ktustudents - in
Maths 2019 Scheme S4 Syllabus Ktustudents - in
Maths 2019 Scheme S4 Syllabus Ktustudents - in
SEMESTER -4
MATHEMATICS
MATHEMATICS – 4 th semester
(All branches except Electrical, Electronics, Computer science, Information Technology and
Applied Electronics)
Preamble: This course introduces students to the modern theory of probability and statistics,
covering important models of random variables and techniques of parameter estimation and
hypothesis testing. A brief course in numerical methods familiarises students with some
basic numerical techniques for finding roots of equations, evaluationg definite integrals
solving systems of linear equations, and solving ordinary differential equations which are
especially useful when analytical solutions are hard to find.
Course Outcomes: After the completion of the course the student will be able to
CO 1 Understand the concept, properties and important models of discrete random variables
and,using them, analyse suitable random phenomena.
CO 2 Understand the concept, properties and important models of continuous random
variables and,using them, analyse suitable random phenomena.
CO 3 Perform statistical inferences concerning characteristics of a population based on
attributes of samples drawn from the population
CO 4 Compute roots of equations, evaluate definite integrals and perform interpolation on
given numerical data using standard numerical techniques
CO 5 Apply standard numerical techniques for solving systems of equations, fitting curves
on given numerical data and solving ordinary differential equations.
PO 1 PO 2 PO 3 PO 4 PO 5 PO 6 PO 7 PO 8 PO 9 PO 10 PO 11 PO 12
CO 1 3 2 2 2 2 2 1
CO 2 3 2 2 2 2 2 1
CO 3 3 2 2 2 2 2 1
CO 4 3 2 2 2 2 2 1
CO 5 3 2 2 2 2 2 1
MATHEMATICS
Assessment Pattern
End Semester Examination Pattern: There will be two parts; Part A and Part B. Part A
contain 10 questions with 2 questions from each module, having 3 marks for each question.
Students should answer all questions. Part B contains 2 questions from each module of which
student should answer any one. Each question can have maximum 2 sub-divisions and carry
14 marks.
1. Let X denote the number that shows up when an unfair die is tossed. Faces 1 to 5 of
the die are equally likely, while face 6 is twice as likely as any other. Find the
probability distribution, mean and variance of X.
3. X is a binomial random variable ( , )with = 100 and = 0.1. How would you
approximate it by a Poisson random variable?
4. Three balls are drawn at random without replacement from a box containing 2 white,
3 red and 4 black balls. If X denotes the number of white balls drawn and Y denotes
the number of red balls drawn, find the joint probability distribution of (X,Y)
1. What can you say about ( = )for any real number when is a (i) discrete
random variable? (ii) continuous random variable?
MATHEMATICS
2. A string, 1 meter long, is cut into two pieces at a random point between its ends. What
is the probability that the length of one piece is at least twise the length of the other?
3. A random variable has a normal distribution with standard deviation 10. If the
probability that it will take on a value less than 82.5 is 0.82, what is the probability
that it will take on a value more than 58.3?
1. In a random sample of 500 people selected from the population of a city 60 were
found to be left-handed. Find a 95% confidence interval for the proportion of left-
handed people in the city population.
2. What are the types of errors involved in statistical hypothesis testing. Explain the
level of risks associated with each type of error.
3. A soft drink maker claims that a majority of adults prefer its leading beverage over
that of its main competitor’s. To test this claim 500 randomly selected people were
given the two beverages in random order to taste. Among them, 270 preferred the soft
drink maker’s brand, 211 preferred the competitor’s brand, and 19 could not make up
their minds. Determine whether there is sufficient evidence, at the 5% level of
significance, to support the soft drink maker’s claim against the default that the
population is evenly split in its preference.
4. A nutritionist is interested in whether two proposed diets, diet A and diet B work
equally well in providing weight-loss for customers. In order to assess a difference
between the two diets, she puts 50 customers on diet A and 60 other customers on diet
B for two weeks. Those on the former had weight losses with an average of 11 pounds
and a standard deviation of 3 pounds, while those on the latter lost an average of 8
pounds with a standard deviation of 2 pounds. Do the diets differ in terms of their
weight loss?
x 0 0.5 1 1.5 2
4. Find a polynomial of degree 3 or less the graph of which passes thorugh the points
(-1,3), (0,-4), (1,5) and (2,-6)
2. Using the method of least squares fit a straight line of the form = + to the
following set of ordered pairs ( , ) :
(2,4), (3,5), (5,7), (7,10), (9,15)
3. Write the normal equations for fitting a curve of the form = + to a given set
of pairs of data points.
4. Use Runge-Kutta method of fourth order to compute (0.25)and (0.5), given the
initial value problem
′= + + , (0) = 1
Syllabus
Text Books
1. (Text-1) Jay L. Devore, Probability and Statistics for Engineering and the Sciences,
8th edition, Cengage, 2012
2. (Text-2) Erwin Kreyszig, Advanced Engineering Mathematics, 10 th Edition, John
Wiley & Sons, 2016.
Reference Books
1. Hossein Pishro-Nik, Introduction to Probability, Statistics and Random Processes,
Kappa Research, 2014 ( Also available online at www.probabilitycourse.com )
2. Sheldon M. Ross, Introduction to probability and statistics for engineers and
MATHEMATICS
th
scientists, 4 edition, Elsevier, 2009.
3. T. Veera Rajan, Probability, Statistics and Random processes, Tata McGraw-Hill,
2008
4. B.S. Grewal, Higher Engineering Mathematics, Khanna Publishers, 36 Edition, 2010.
Assignments
Assignments should include specific problems highlighting the applications of the methods introduced
in this course in physical sciences and engineering.
3.2 Confidence interval for single mean and single proportions ( large 2
samples)
3.3 Hypothesis testing basics, large sample test for single proportion, 2
single proportion
PART A
(Answer all questions. Each question carries 3 marks)
1. Suppose X is binomial random variable with parameters n = 100 and p = 0.02. Find P(X < 3) using (3)
Poisson approximation to X.
2. The diameter of circular metallic discs produced by a machine is a random variable with mean 6cm (3)
and variance 2cm. Find the mean area of the discs.
3. Find the mean and variance of the continuous random variable X with probability density function (3)
2x − 4,
2≤x≤3
f (x) =
0
otherwise
4. The random variable X is exponentially distributed with mean 3. Find P(X > t + 3|X > t) where t is (3)
any positive real number.
5. The 95% confidence interval for the mean mass (in grams) of tablets produced by a machine is (3)
[0.56 0.57], as calculated from a random sample of 50 tablets. What do you understand from this
statement?
6. The mean volume of liquid in bottles of lemonade should be at least 2 litres. A sample of bottles is (3)
taken in order to test whether the mean volume has fallen below 2 litres. Give a null and alternate
hypothesis for this test and specify whether the test would be one-tailed or two-tailed.
7. Find all the first and second order forward and backward differences of y for the following set of (3)
(x, y) values: (0.5, 1.13), (0.6, 1.19), (0.7, 1.26), (0.8, 1.34)
8. The following table gives the values of a function f (x) for certain values of x. (3)
x 0 0.25 0.50 0.75 1
f (x) 1 0.9412 0.8 0.64 0.5
R1
Evaluate 0
f (x)dx using trapezoidal rule.
9. Explain the principle of least squares for determining a line of best fit to a given data (3)
10. Given the initial value problem y0 = y + x, y(0) = 0, find y(0.1) and y(0.2) using Euler method. (3)
MATHEMATICS
PART B
(Answer one question from each module)
MODULE 1
11. (a) The probability mass function of a discrete random variable is p(x) = kx, x = 1, 2, 3 where k is (7)
a positive constant. Find (i)the value of k (ii) P(X ≤ 2) (iii) E[X] and (iv) var(1 − X).
(b) Find the mean and variance of a binomial random variable (7)
OR
12. (a) Accidents occur at an intersection at a Poisson rate of 2 per day. what is the probability that (7)
there would be no accidents on a given day? What is the probability that in January there are at
least 3 days (not necessarily consecutive) without any accidents?
(b) Two fair dice are rolled. Let X denote the number on the first die and Y = 0 or 1, according as (7)
the first die shows an even number or odd number. Find (i) the joint probability distribution of
X and Y, (ii) the marginal distributions. (iii) Are X and Y independent ?
MODULE 2
13. (a) The IQ of an individual randomly selected from a population is a normal distribution with mean (7)
100 and standard deviation 15. Find the probability that an individual has IQ (i) above 140 (ii)
between 120 and 130.
(b) A continuous random variable X is uniformly distributed with mean 1 and variance 4/3. Find (7)
P(X < 0)
OR
14. (a) The joint density function of random variables X and Y is given by (7)
e−(x+y) ,
x > 0, y > 0
f (x, y) =
0
otherwise.
MODULE 3
15. (a) The mean blood pressure of 100 randomly selected persons from a target population is 127.3 (7)
units. Find a 95% confidence interval for the mean blood pressure of the population.
(b) The CEO of a large electric utility claims that 80 percent of his 1,000,000 customers are very (7)
satisfied with the service they receive. To test this claim, the local newspaper surveyed 100
customers, using simple random sampling. Among the sampled customers, 73 percent say they
are very satisfied. Based on these findings, do you think that the CEO is making a false claim
of high satisfaction levels among his customers? Use a 0.05 level of significance.
OR
Page 2 of 4
MATHEMATICS
16. (a) A magazine reported the results of a telephone poll of 800 adult citizens of a country. The (7)
question posed was: ”Should the tax on cigarettes be raised to pay for health care reform?”
The results of the survey were: Out of the 800 persons surveyed, 605 were non-smokers out of
which 351 answered ”yes” and the rest ”no”. Out of the remaining 195, who were smokers, 41
answered ”yes” and the remaining ”no”. Is there sufficient evidence, at the 0.05 significance
level, to conclude that the two populations smokers and non-smokers differ significantly with
respect to their opinions?
(b) Two types of cars are compared for acceleration rate. 40 test runs are recorded for each car and (7)
the results for the mean elapsed time recorded below:
Sample mean Sample standard deviation
Car A 7.4 1.5
Car B 7.1 1.8
determine if there is a difference in the mean elapsed times of the two car models at 95%
confidence level.
MODULE 4
17. (a) Use Newton-Raphson method to find a non-zero solution of x = 2 sin x. Start with x0 = 1 (7)
(b) Using Lagrange’s interpolating polynomial estimate f (1.5) for the following data (7)
x 0 1 2 3
y = f (x) 0 0.9826 0.6299 0.5532
OR
18. (a) Consider the data given in the following table (7)
x 0 0.5 1 1.5 2
f (x) 1.0000 1.0513 1.1052 1.1618 1.2214
Estimate the value of f (1.80) using newton’s backward interpolation formula.
R1 2
(b) Evaluate 0 e−x /2 dx using Simpson’s one-third rule, dividing the interval [0, 1] into 8 subinter- (7)
vals
MODULE 5
19. (a) Using Gauss-Seidel method, solve the following system of equations (7)
20x + y − 2z = 17
3x + 20y − z = −18
2x − 3y + 20z = 25
(b) The table below gives the estimated population of a country (in millions) for during 1980-1995 (7)
year 1980 1985 1990 1995
population 227 237 249 262
Plot a graph of this data and fit an appropriate curve to the data using the method of least
squares. Hence predict the population for the year 2010.
OR
Page 3 of 4
MATHEMATICS
20. (a) Use Runge-Kutta method of fourth order to find y(0.2) given the initial value problem (7)
dy xy
= , y(0) = 1
dx 1 + x2
Take step-size, h = 0.1.
(b) Solve the initial value problem (7)
dy
= x + y, y(0) = 0,
dx
in the interval 0 ≤ x ≤ 1, taking step-size h = 0.2. Calculate y(0.2), y(0.4) and y(0.6) us-
ing Runge-Kutta second order method, and y(0.8) and y(1.0) using Adam-Moulton predictor-
corrector method.
****
Page 4 of 4
MATHEMATICS
MATHEMATICS – 4
Preamble: This course introduces students to the modern theory of probability and statistics,
covering important models of random variables and analysis of random processes using
appropriate time and frequency domain tools. A brief course in numerical methods
familiarises students with some basic numerical techniques for finding roots of equations,
evaluating definite integrals solving systems of linear equations and solving ordinary
differential equations which are especially useful when analytical solutions are hard to find.
Course Outcomes: After the completion of the course the student will be able to
CO 1 Understand the concept, properties and important models of discrete random variables
and, using them, analyse suitable random phenomena.
CO 2 Understand the concept, properties and important models of continuous random
variables and, using them, analyse suitable random phenomena.
CO 3 Analyse random processes using autocorrelation, power spectrum and Poisson process
model as appropriate.
CO 4 Compute roots of equations, evaluate definite integrals and perform interpolation on
given numerical data using standard numerical techniques
CO 5 Apply standard numerical techniques for solving systems of equations, fitting curves
on given numerical data and solving ordinary differential equations.
PO 1 PO 2 PO 3 PO 4 PO 5 PO 6 PO 7 PO 8 PO 9 PO 10 PO 11 PO 12
CO 1 3 2 2 2 2 2 1
CO 2 3 2 2 2 2 2 1
CO 3 3 2 2 2 2 2 1
CO 4 3 2 2 2 2 2 1
CO 5 3 2 2 2 2 2 1
MATHEMATICS
Assessment Pattern
End Semester Examination Pattern: There will be two parts; Part A and Part B. Part A
contain 10 questions with 2 questions from each module, having 3 marks for each question.
Students should answer all questions. Part B contains 2 questions from each module of which
student should answer any one. Each question can have maximum 2 sub-divisions and carry
14 marks.
1. Let X denote the number that shows up when an unfair die is tossed. Faces 1 to 5 of
the die are equally likely, while face 6 is twice as likely as any other. Find the
probability distribution, mean and variance of X.
4. Three balls are drawn at random without replacement from a box containing 2 white,
3 red and 4 black balls. If X denotes the number of white balls drawn and Y denotes
the number of red balls drawn, find the joint probability distribution of (X,Y)
1. What can you say about ( = )for any real number when is (i) a discrete random
variable? (ii) a continuous random variable?
2. A string, 1 meter long, is cut into two pieces at a random point between its ends. What
is the probability that the length of one piece is at least twice the length of the other?
MATHEMATICS
3. A random variable has a normal distribution with standard deviation 10. If the
probability that it will take on a value less than 82.5 is 0.82, what is the probability
that it will take on a value more than 58.3?
2. How are the autocorrelation function and power spectral density of a WSS process are
related to each other?
3. Find the power spectral density of the WSS random process ( ), given the
autocorrelation function ( ) = 9 | |
x 0 0.5 1 1.5 2
4. Find a polynomial of degree 3 or less the graph of which passes through the points
(-1, 3), (0,-4), (1,5) and (2,-6)
MATHEMATICS
Course Outcome 5 (CO5):
2. Using the method of least squares fit a straight line of the form = + to the
following set of ordered pairs ( , ) :
(2,4), (3,5), (5,7), (7,10), (9,15)
3. Write the normal equations for fitting a curve of the form = + to a given set
of pairs of data points.
4. Use Runge-Kutta method of fourth order to compute (0.25)and (0.5), given the
initial value problem
= + + , (0) = 1
Syllabus
Module 1 (Discrete probability distributions) 9 hours
(Text-1: Relevant topics from sections-3.1-3.4, 3.6, 5.1)
Discrete random variables and their probability distributions, Expectation, mean and
variance, Binomial distribution, Poisson distribution, Poisson approximation to the binomial
distribution, Discrete bivariate distributions, marginal distributions, Independent random
variables, Expectation (multiple random variables)
Text Books
1. (Text-1) Jay L. Devore, Probability and Statistics for Engineering and the Sciences,
8th edition, Cengage, 2012
2. (Text-2) Oliver C. Ibe, Fundamentals of Applied Probability and Random Processes,
Elsevier, 2005.
3. (Text-3) Erwin Kreyszig, Advanced Engineering Mathematics, 10 th Edition, John
Wiley & Sons, 2016.
Reference Books
1. Hossein Pishro-Nik, Introduction to Probability, Statistics and Random Processes,
Kappa Research, 2014 ( Also available online at www.probabilitycourse.com )
2. V.Sundarapandian, Probability, Statistics and Queueing theory, PHI Learning, 2009
3. Gubner, Probability and Random Processes for Electrical and Computer Engineers,
Cambridge University Press,2006.
4. B.S. Grewal, Higher Engineering Mathematics, Khanna Publishers, 36 Edition, 2010.
Assignments
Assignments should include specific problems highlighting the applications of the methods introduced
in this course in physical sciences and engineering.
PART A
(Answer all questions. Each question carries 3 marks)
1. Suppose X is binomial random variable with parameters n = 100 and p = 0.02. Find P(X < 3) using (3)
Poisson approximation to X.
2. The diameter of circular metallic discs produced by a machine is a random variable with mean 6cm (3)
and variance 2cm. Find the mean area of the discs.
3. Find the mean and variance of the continuous random variable X with probability density function (3)
2x − 4,
2≤x≤3
f (x) =
0
otherwise
4. The random variable X is exponentially distributed with mean 3. Find P(X > t + 3|X > t) where t is (3)
any positive real number.
5. Give any two examples of a continuous time discrete state random processes. (3)
6. How will you calculate the mean, variance and total power of a WSS process from its autocorrelation (3)
function?
7. Find all the first and second order forward and backward differences of y for the following set of (3)
(x, y) values: (0.5, 1.13), (0.6, 1.19), (0.7, 1.26), (0.8, 1.34)
8. The following table gives the values of a function f (x) for certain values of x. (3)
x 0 0.25 0.50 0.75 1
f (x) 1 0.9412 0.8 0.64 0.5
R1
Evaluate 0
f (x)dx using trapezoidal rule.
9. Explain the principle of least squares for determining a line of best fit to a given data (3)
10. Given the initial value problem y0 = y + x, y(0) = 0, find y(0.1) and y(0.2) using Euler method. (3)
PART B
(Answer one question from each module)
MODULE 1
MATHEMATICS
11. (a) The probability mass function of a discrete random variable is p(x) = kx, x = 1, 2, 3 where k is (7)
a positive constant. Find (i)the value of k (ii) P(X ≤ 2) (iii) E[X] and (iv) var(1 − X).
(b) Find the mean and variance of a binomial random variable (7)
OR
12. (a) Accidents occur at an intersection at a Poisson rate of 2 per day. what is the probability that (7)
there would be no accidents on a given day? What is the probability that in January there are at
least 3 days (not necessarily consecutive) without any accidents?
(b) Two fair dice are rolled. Let X denote the number on the first die and Y = 0 or 1, according as (7)
the first die shows an even number or odd number. Find (i) the joint probability distribution of
X and Y, (ii) the marginal distributions. (iii) Are X and Y independent ?
MODULE 2
13. (a) The IQ of an individual randomly selected from a population is a normal distribution with mean (7)
100 and standard deviation 15. Find the probability that an individual has IQ (i) above 140 (ii)
between 120 and 130.
(b) A continuous random variable X is uniformly distributed with mean 1 and variance 4/3. Find (7)
P(X < 0)
OR
14. (a) The joint density function of random variables X and Y is given by (7)
e−(x+y) ,
x > 0, y > 0
f (x, y) =
0
otherwise.
MODULE 3
15. (a) A random process X(t) is defined by X(t) = Y(t) cos(ωt + Θ) where Y(t) is a WSS process, ω is (7)
a constant and Θ is uniformly distributed in [0, 2π] and is independent of Y(t). Show that X(t)
is WSS
(b) Find the power spectral density of the random process X(t) = a sin(ω0 t + Θ), ω0 constant and (7)
Θ is uniformly distributed in (0, 2π)
OR
16. Cell-phone calls processed by a certain wireless base station arrive according to a Poisson process
with an average of 12 per minute.
(a) What is the probability that more than three calls arrive in an interval of length 20 seconds? (7)
(b) What is the probability that more than 3 calls arrive in each of two consecutive intervals of (7)
length 20 seconds?
MODULE 4
Page 2 of 3
MATHEMATICS
17. (a) Use Newton-Raphson method to find a non-zero solution of x = 2 sin x. Start with x0 = 1 (7)
(b) Using Lagrange’s interpolating polynomial estimate f (1.5) for the following data (7)
x 0 1 2 3
y = f (x) 0 0.9826 0.6299 0.5532
OR
18. (a) Consider the data given in the following table (7)
x 0 0.5 1 1.5 2
f (x) 1.0000 1.0513 1.1052 1.1618 1.2214
Estimate the value of f (1.80) using newton’s backward interpolation formula.
R1 2
(b) Evaluate 0 e−x /2 dx using Simpson’s one-third rule, dividing the interval [0, 1] into 8 subinter- (7)
vals
MODULE 5
19. (a) Using Gauss-Seidel method, solve the following system of equations (7)
20x + y − 2z = 17
3x + 20y − z = −18
2x − 3y + 20z = 25
(b) The table below gives the estimated population of a country (in millions) for during 1980-1995 (7)
year 1980 1985 1990 1995
population 227 237 249 262
Plot a graph of this data and fit an appropriate curve to the data using the method of least
squares. Hence predict the population for the year 2010.
OR
20. (a) Use Runge-Kutta method of fourth order to find y(0.2) given the initial value problem (7)
dy xy
= , y(0) = 1
dx 1 + x2
Take step-size, h = 0.1.
(b) Solve the initial value problem (7)
dy
= x + y, y(0) = 0,
dx
in the interval 0 ≤ x ≤ 1, taking step-size h = 0.2. Calculate y(0.2), y(0.4) and y(0.6) us-
ing Runge-Kutta second order method, and y(0.8) and y(1.0) using Adam-Moulton predictor-
corrector method.
****
Page 3 of 3
MATHEMATICS
Prerequisite: The topics covered under the course Discrete Mathematical Structures (MAT
203 )
Course Outcomes: After the completion of the course the student will be able to
Explain vertices and their properties, types of paths, classification of graphs and
CO 1
trees & their properties. (Cognitive Knowledge Level: Understand)
Demonstrate the fundamental theorems on Eulerian and Hamiltonian graphs.
CO 2
(Cognitive Knowledge Level: Understand)
Illustrate the working of Prim’s and Kruskal’s algorithms for finding minimum cost
CO 3 spanning tree and Dijkstra’s and Floyd-Warshall algorithms for finding shortest
paths. (Cognitive Knowledge Level: Apply)
Explain planar graphs, their properties and an application for planar graphs.
CO 4
(Cognitive Knowledge Level: Apply)
Explain the Vertex Color problem in graphs and illustrate an example application
CO 6
for vertex coloring. (Cognitive Knowledge Level: Apply)
MATHEMATICS
Mapping of course outcomes with program outcomes
PO PO PO PO PO
PO 2 PO 3 PO 4 PO 7 PO 10 PO 11 PO 12
1 5 6 8 9
CO 1 √ √ √ √ √
CO 2 √ √ √ √ √ √
CO 3 √ √ √ √ √ √
CO 4 √ √ √ √ √ √
CO 5 √ √ √ √ √
CO 6 √ √ √ √ √ √
Assessment Pattern
Understand 30 30 30
Apply 40 40 40
Analyse
Evaluate
Create
MATHEMATICS
Mark Distribution
Attendance : 10 marks
First Internal Examination shall be preferably conducted after completing the first half of the
syllabus and the Second Internal Examination shall be preferably conducted after completing
remaining part of the syllabus.
There will be two parts: Part A and Part B. Part A contains 5 questions (preferably, 2
questions each from the completed modules and 1 question from the partly covered module),
having 3 marks for each question adding up to 15 marks for part A. Students should answer
all questions from Part A. Part B contains 7 questions (preferably, 3 questions each from the
completed modules and 1 question from the partly covered module), each with 7 marks. Out
of the 7 questions in Part B, a student should answer any 5.
End Semester Examination Pattern: There will be two parts; Part A and Part B. Part A
contain 10 questions with 2 questions from each module, having 3 marks for each question.
Students should answer all questions. Part B contains 2 questions from each module of which
student should answer anyone. Each question can have maximum 2 sub-divisions and carries
14 marks.
MATHEMATICS
Syllabus
Module 1
Module 2
Eulerian and Hamiltonian graphs : Euler graphs, Operations on graphs, Hamiltonian paths
and circuits, Travelling salesman problem. Directed graphs – types of digraphs, Digraphs and
binary relation, Directed paths, Fleury’s algorithm.
Module 3
Trees and Graph Algorithms : Trees – properties, pendant vertex, Distance and centres in a
tree - Rooted and binary trees, counting trees, spanning trees, Prim’s algorithm and Kruskal’s
algorithm, Dijkstra’s shortest path algorithm, Floyd-Warshall shortest path algorithm.
Module 4
Connectivity and Planar Graphs : Vertex Connectivity, Edge Connectivity, Cut set and Cut
Vertices, Fundamental circuits, Planar graphs, Kuratowski’s theorem (proof not required),
Different representations of planar graphs, Euler's theorem, Geometric dual.
Module 5
Text book:
Reference Books:
2. Is it possible to construct a graph with 12 vertices such that two of the vertices have
degree 3 and the remaining vertices have degree 4? Justify
3. Prove that a simple graph with n vertices must be connected, if it has more than
(n − 1)(n − 2)
edges.
2
4. Prove the statement: If a graph (connected or disconnected) has exactly two odd degree,
then there must be a path joining these two vertices.
1. Define Hamiltonian circuit and Euler graph. Give one example for each.
3. Prove that a connected graph G is an Euler graph if all vertices of G are of even degree.
4. Prove that a graph G of n vertices always has a Hamiltonian path if the sum of the degrees
of every pair of vertices Vi, Vj in G satisfies the condition d(Vi) + d(Vj) =n−1
Course Outcome 3 (CO3):
1. Define edge connectivity, vertex connectivity and separable graphs. Give an example for
each.
2. Prove that a connected graph with n vertices and e edges has e − n + 2 edges.
3. Prove the statement: Every cut set in a connected graph G must also contain at least one
branch of every spanning tree of G.
4. Draw the geometrical dual (G*) of the graph given below, also check whether G and G*
are self-duals or not, substantiate your answer clearly.
1. Show that if A(G) is an incidence matrix of a connected graph G with n vertices, then
rank of A(G) is n−1.
2. Show that if B is a cycle matrix of a connected graph G with n vertices and m edges, then
rank B = m−n+1.
3. Derive the relations between the reduced incidence matrix, the fundamental cycle matrix,
and the fundamental cut-set matrix of a graph G.
4. Characterize simple, self-dual graphs in terms of their cycle and cut-set matrices.
1. Show that an n vertex graph is a tree iff its chromatic polynomial is P n(λ) = λ(λ − 1)n−1
QP
Code : Total Pages: 4
1 Construct a simple graph of 12 vertices with two of them having degree 1, (3)
three having degree 3 and the remaining seven having degree 10.
2 What is the largest number of vertices in a graph with 35 edges, if all (3)
vertices are of degree at least 3 ?
3 Define a Euler graph. Give an example of Eulerian graph which is not (3)
Hamiltonian
4 Give an example of a strongly connected simple digraph without a directed (3)
Hamiltonian path.
5 What is the sum of the degrees of any tree of n vertices? (3)
6 How many spanning trees are there for the following graph (3)
MATHEMATICS
7 Show that in a simple connected planar graph G having V-vertices, E-edges, (3)
and no triangles E <= 3V - 6.
8 Let G be the following disconnected planar graph. Draw its dual G*, and the (3)
dual of the dual (G*)*.
9 Consider the circuit matrix B and incidence matrix A of a simple connected (3)
graph whose columns are arranged using the same order of edges. Prove that
every row of B is orthogonal to every row of A?
10 A graph is critical if the removal of any one of its vertices (and the edges (3)
adjacent to that vertex) results in a graph with a lower chromatic number.
Show that Kn is critical for all n > 1.
PART B
Answer any one Question from each module. Each question carries 14 Marks
11 a) Prove that for any simple graph with at least two vertices has two vertices of (6)
the same degree.
b) Prove that in a complete graph with n vertices there are (n-1)/2 edge disjoint (8)
Hamiltonian circuits and n >= 3
OR
OR
MATHEMATICS
etermine whether the following graphs G1 = (V1, E1) and G2 = (V2, E2) are isomorphic
12. a) D
12 a) Determine whether the following graphs G1 = (V1, E1) and G2 = (V2, E2) are (6)
or not. Give justification. (6)
isomorphic or not. Give justification.
b) P b) that
rove Prove that a graph
a simple simplewith n vertices
graph with nand k components
vertices and k components
can have atcan have
most at (n-(8)
(n-k)
k+1)/2 edges.
most (n-k) (n-k+1)/2 edges (8)
13Leta)S bLet
13. a) e a Ssetbeofa 5set
elements. Construct
of 5 elements. Construct whose
a graphaGgraph G vertices are subsets
whose vertices of S of size
are subsets (8)
2 and twoofsuch
S ofsubsets are two
size 2 and adjacent
such in G if they
subsets are disjoint.
are adjacent in G if they are disjoint. (8)
i. Drawi.theDraw G.graph G.
graphthe
ii. How ii.
many edges
How manymust musttobeG added
be added
edges to order
in ordertoforGGin have afor
Hamiltonian
G to havecycle?
a
b) Let G be a graph with exactly
Hamiltonian two connected components, both being Eulerian. What is
cycle?
theb)
minimum
Let G number of edges
be a graph withthat need totwo
exactly be added to G to
connected obtain an Eulerian
components, graph? (6)
both being
Eulerian. What is the minimum number of edges that need to be added to G (6)
to obtain an Eulerian graph?
OR
14. a) Show that a k-connected graph with no hamiltonian
OR cycle has an independent set of size
14k +a)1. Show that a k-connected graph with no hamiltonian cycle has an (8)
(8)
b) independent set of size k + 1. (6)
i.b) Let Gi.beLet
a graph
G bethat has exactly
a graph twoexactly
that has connected
two components, both being both
connected components,
Hamiltonian
beinggraphs. Find thegraphs.
Hamiltonian minimumFindnumber of edgesnumber
the minimum that oneofneeds to that
edges add to
G to obtain
oneaneeds
Hamiltonian
to add tograph.
G to obtain a Hamiltonian graph. (6)
ii. For which
ii. Forvalues
which n the graph
of values n (hyper-cube
of n Qthe on n vertices)onis nEulerian.
graph Qn (hyper-cube vertices) is
Eulerian.
15 a) A tree T has at least one vertex v of degree 4, and at least one vertex w of (5)
degree 3. Prove that T has at least 5 leaves.
MATHEMATICS
b) Write Dijkstra’s shortest path algorithm. (9)
Consider the following weighted directed graph G.
Find the shortest path between a and every other vertices in G using
Dijkstra’s shortest path algorithm.
OR
16 a) Define pendent vertices in a binary tree? Prove that the number of pendent (5)
vertices in a binary tree with n vertices is (n+1)/2.
b) (9)
Write Prim’s algorithm for finding minimum spanning tree.
Find a minimum spanning tree in the following weighted graph, using
Prim's algorithm.
Determine the number of minimum spanning trees for the given graph.
MATHEMATICS
17 a) i. State and prove Euler's Theorem relating the number of faces, edges and (9)
vertices for a planar graph.
ii. If G is a 5-regular simple graph and |V| = 10, prove that G is non-planar.
b) Let G be a connected graph and e an edge of G. Show that e is a cut-edge if (5)
and only if e belongs to every spanning tree.
OR OR
18 a) 18. a) State
State Kuratowski's
Kuratowski's theorem,
theorem, andituse
and use it to show
to show thatgraph
that the the graph G below
G below is notis not
(9)planar.
Draw
planar. G on
Draw the the
G on plane without
plane edges
without crossing.
edges YourYour
crossing. drawing should
drawing use the labelling of
should
thelabelling
use the vertices of
given.
the vertices given. (9)
b) Let G
b) be
LetaGconnected graph graph
be a connected and e and
an edge of G.ofShow
e an edge that that
G. Show e belongs to ato a(5)
e belongs loop if and
loop if only
and only if e belongs
if e belongs to notospanning
no spanning
tree.tree. (5)
19 a) 19.
Define the circuit
a) Define matrix
the circuit B(G)Bof
matrix a connected
(G) graphgraph
of a connected G with n vertices
G with and and
n vertices e (7)
e edges with
edgesanwith an example.
example. Prove Prove that
that the theofrank
rank of is
B(G) B(G) is .e-n+1
e-n+1
b) Give
(7) the definition of the chromatic polynomial PG(k). Directly from the (7)
definition, prove
b) Give the that theofchromatic
definition polynomials
the chromatic of P
polynomial
and
WGn(k) Cn satisfy
. Directly fromthe
the definition,
identity PWnthat
prove (k) =the
k Pchromatic polynomials of Wn and Cn satisfy the identity PWn(k) = k PCn-1
Cn-1 (k – 1).
(k – 1). (7)
OR
OR
20 a) Define the incidence matrix of a graph G with an example. Prove that the (4)
20. a) of
rank Define the incidence
an incidence matrixmatrix
of a connected G with
of a graphgraph an nexample.
with Prove
vertices is n-1. that the rank of an
incidence matrix of a connected graph with n vertices is n-1. (4)
b) (10)
i. A graph G has chromatic polynomial PG(k) = k4-4k3+5k2-2k. How many vertices
and edges does G have? Is G bipartite? Justify your answers.
MATHEMATICS
b) i. A graph G has chromatic polynomial PG(k) = k4-4k3+5k2-2k. How
many vertices and edges does G have? Is G bipartite? Justify your
answers.
ii. Find a maximum matching in the graph below and use Hall's theorem
to show that it is indeed maximum.
(10)
****
Assignments
No. of
No Topic
Lectures
2. Incidence and Degree – Isolated vertex, pendent vertex and Null graph 1
4. Isomorphism 1
7. Connected graphs. 1
1. Euler graphs 1
2. Operations on graphs 1
8. Fleury’s algorithm 1
1. Trees – properties 1
2. Trees – properties 1
6. Counting trees 1
8. Prim’s algorithm 1
9. Kruskal’s algorithm 1
3. Fundamental circuits 1
4. Fundamental circuits 1
5. Planar graphs 1
6. Kuratowski’s theorem 1
8. Euler's theorem 1
9. Geometric dual 1
4. Chromatic polynomial 1
5. Matching 1
6. Covering 1
MATHEMATICS – (4 th semester)
Preamble: This course introduces students to the modern theory of probability and statistics,
covering important models of random variables and techniques of parameter estimation and
hypothesis testing. This course introduce fundamental concepts in Graph Theory, including
properties and characterisation of Graph/Trees and Graph theoretic algorithms, which are
widely used in Mathematical modelling and has got applications across Information
Technology
Course Outcomes: After the completion of the course the student will be able to
CO 1 Understand the concept, properties and important models of discrete random variables
and, using them, analyse suitable random phenomena.
CO 2 Understand the concept, properties and important models of continuous random
variables and, using them, analyse suitable random phenomena.
CO 3 Perform statistical inferences concerning characteristics of a population based on
attributes of samples drawn from the population
CO 4 Understand the basic concept in Graph theory, Understand planar graphs and it’s
properties. Demonstrate the knowledge of fundamental concepts of matrix representation
of graphs, Apply fundamental theorems on Eularian graphs and Hamiltonian graphs.
PO 1 PO 2 PO 3 PO 4 PO 5 PO 6 PO 7 PO 8 PO 9 PO 10 PO 11 PO 12
CO 1 3 2 2 2 2 2 1
CO 2 3 2 2 2 2 2 1
CO 3 3 2 2 2 2 2 1
CO 4 3 2 2 2 2 2 1
CO 5 3 2 2 2 2 2 1
MATHEMATICS
Assessment Pattern
End Semester Examination Pattern: There will be two parts; Part A and Part B. Part A
contain 10 questions with 2 questions from each module, having 3 marks for each question.
Students should answer all questions. Part B contains 2 questions from each module of which
student should answer any one. Each question can have maximum 2 sub-divisions and carry
14 marks.
1. Let X denote the number that shows up when an unfair die is tossed. Faces 1 to 5 of
the die are equally likely, while face 6 is twice as likely as any other. Find the
probability distribution, mean and variance of X.
3. X is a binomial random variable 𝐵(𝑛, 𝑝)with 𝑛 = 100and 𝑝 = 0.1. How would you
approximate it by a Poisson random variable?
4. Three balls are drawn at random without replacement from a box containing 2 white,
3 red and 4 black balls. If X denotes the number of white balls drawn and Y denotes
the number of red balls drawn, find the joint probability distribution of (X,Y)
1. What can you say about 𝑃(𝑋 = 𝑎) ↑for any real number 𝑎when 𝑋is a (i) discrete
random variable? (ii) continuous random variable?
2. A string, 1 meter long, is cut into two pieces at a random point between its ends. What
is the probability that the length of one piece is at least twice the length of the other?
MATHEMATICS
3. A random variable has a normal distribution with standard deviation 10. If the
probability that it will take on a value less than 82.5 is 0.82, what is the probability
that it will take on a value more than 58.3?
1. In a random sample of 500 people selected from the population of a city 60 were
found to be left-handed. Find a 95% confidence interval for the proportion of left-
handed people in the city population.
2. What are the types of errors involved in statistical hypothesis testing? Explain the
level of risks associated with each type of error.
3. A soft drink maker claims that a majority of adults prefer its leading beverage over
that of its main competitor’s. To test this claim 500 randomly selected people were
given the two beverages in random order to taste. Among them, 270 preferred the soft
drink maker’s brand, 211 preferred the competitor’s brand, and 19 could not make up
their minds. Determine whether there is sufficient evidence, at the 5% level of
significance, to support the soft drink maker’s claim against the default that the
population is evenly split in its preference.
4. A nutritionist is interested in whether two proposed diets, diet A and diet B work
equally well in providing weight-loss for customers. In order to assess a difference
between the two diets, she puts 50 customers on diet A and 60 other customers on diet
B for two weeks. Those on the former had weight losses with an average of 11 pounds
and a standard deviation of 3 pounds, while those on the latter lost an average of 8
pounds with a standard deviation of 2 pounds. Do the diets differ in terms of their
weight loss?
1. How many edges are there in a graph with ten vertices each of degree six?
( )( )
2. Prove that a simple graph with n vertices must be connected, if it has more than
edges
3. Prove that a connected graph G is an Euler graph if all vertices of G are of even degree.
4. Use Kuratowski’stheorem to determine whether K4,4 is planar.
3. Using graph model, how can the final exam at a university be scheduled so that no student has
two exams at the same time?
4. Explain Prim’s algorithm and use it to find the minimum spanning tree for the graph given
below
Syllabus
Trees-rooted trees, Properties of trees-level, height, balanced rooted tree, Spanning tree- basic
theorems on spanning tree ( DFS, BFS algorithms and it’s applicationsomitted), Minimum
spanning tree, Prim’s algorithm and Kruskal’s algorithm(proofs of algorithms omitted)
(9 hours)
Text Books
1. (Text-1) Jay L. Devore, Probability and Statistics for Engineering and the Sciences,
8th edition, Cengage, 2012
2. (Text-2) Kenneth H Rosen, Discrete Mathematics and it’s applications, Tata Mc
Graw Hill, 8 th Edition,
Reference Books
1. Hossein Pishro-Nik, Introduction to Probability, Statistics and Random Processes,
Kappa Research, 2014 ( Also available online at www.probabilitycourse.com )
2. Sheldon M. Ross, Introduction to probability and statistics for engineers and
scientists, 4th edition, Elsevier, 2009.
3. T.Veera Rajan, Probability, Statistics and Random processes, Tata McGraw-Hill,
2008
4. Ralph P Grimaldi, Discrete and Combinatorial Mathematics, An applied Introduction,
4th edition, Pearson
th
5. C L Liu, Elements of Discrete Mathematics, Tata McGraw Hill, 4 edition,2017
Assignments
Assignments should include specific problems highlighting the applications of the methods introduced
in this course in physical sciences and engineering.
3.2 Confidence interval for single mean and single proportions ( large 2
samples)
3.3 Hypothesis testing basics, large sample test for single mean, single 2
proportion
4.4 Path, cut set, cut edges, Connectedness of directed and undirected 2
graphs ,path isomorphism
4. The random variable X is exponentially distributed with mean 3. Find 𝑃(𝑋 > 𝑡 + 3|𝑋 >
𝑡) where t is any positive real number. (3)
5. The 95% confidence interval for the mean mass (in grams) of tablets produced by a machine
is [0.56 0.57], as calculated from a random sample of 50 tablets. What do you understand
from this statement? (3)
6. The mean volume of liquid in bottles of lemonade should be at least 2 litres. A sample of
bottles is taken in order to test whether the mean volume has fallen below 2 litres. Give a
null and alternate hypothesis for this test and specify whether the test would be one-tailed or
two-tailed. (3)
7. Draw the graph represented by the following adjacency matrix
1 2 1
2 0 0 (3)
0 2 2
8. Give an example of a graph which has a circuit that is (i) Eularian but not
Hamiltonian(ii)Hamiltonian but not Eularian (iii) neither Eularian nor Hamiltonian
(3)
9. Find the value of 𝜒 (𝐾 )
(3)
MATHEMATICS
10. How many non isomorphic spanning tree does 𝐾 have ?. Justify your answer
(3)
11. (a) Verify that 𝑝(𝑥) = , 𝑥 = 1, 2, 3is a probability distribution. Find (i) 𝑃(𝑋 ≤
2) (ii) 𝐸[𝑋] and (iii) 𝑣𝑎𝑟(𝑋). (7)
(b) Find the mean and variance of a binomial random variable (7)
OR
12. (a) Accidents occur at an intersection at a Poisson rate of 2 per day. What is the
probability that there would be no accidents on a given day? What is the probability that in
January there are at least 3 days (not necessarily consecutive) without any accidents?
(7)
(b) Two fair dice are rolled. Let X denote the number on the first die and Y = 0 or 1,
according as the first die shows an even number or odd number. Find (i) the joint
probability distribution of X and Y, (ii) the marginal distributions. (iii) Are X and Y
independent? (7)
MODULE 2
13. (a) The IQ of an individual randomly selected from a population is a normal distribution
with mean 100 and standard deviation 15. Find the probability that an individual has IQ (i)
above 140 (ii) between 120 and 130. (7)
(b) A continuous random variable X is uniformly distributed with mean 1 and variance
4/3. Find P(X < 0) (7)
OR
14. (a) Determine the value of c so that 𝑓(𝑥, 𝑦) = 𝑐𝑥𝑦 for 0 < 𝑥 < 3, 0 < 𝑦 < 3 and
𝑓(𝑥, 𝑦) = 0 otherwise satisfies the properties of a joint density function of random
variables X and Y. Also find 𝑃(𝑋 + 𝑌 ≤ 1). Are X and Y independent? Justify your
answer (7)
(b) The lifetime of a certain type of electric bulb may be considered as an exponential
random variable with mean 50 hours. Using central limit theorem, find the approximate
probability that 100 of these electric bulbs will provide a total of more than 6000 hours of
burning time. (7)
MODULE 3
15. (a) The mean blood pressure of 100 randomly selected persons from a target population is
127.3units. Find a 95% confidence interval for the mean blood pressure of the population.
(7)
MATHEMATICS
(b) The CEO of a large electric utility claims that 80 percent of his 1,000,000 customers
are very satisfied with the service they receive. To test this claim, the local newspaper
surveyed 100 customers, using simple random sampling. Among the sampled customers,
73 percent say they are very satisfied. Based on these findings, do you think that the CEO
is making a false claim of high satisfaction levels among his customers? Use a 0.05 level
of significance. (7)
OR
16. (a) A magazine reported the results of a telephone poll of 800 adult citizens of a country.
The question posed was: ”Should the tax on cigarettes be raised to pay for health care
reform?” The results of the survey were: Out of the 800 persons surveyed, 605 were non-
smokers out of which 351 answered “yes” and the rest “no”. Out of the remaining 195,
who were smokers, 41 answered “yes” and the remaining “no”. Is there sufficient
evidence, at the 0.05 significance level, to conclude that the two populations smokers and
non-smokers differ significantly with respect to their opinions?
(7)
(b) Two types of cars are compared for acceleration rate. 40 test runs are recorded for each
car and the results for the mean elapsed time recorded below:
MODULE 4
17. (a) Prove that an undirected graph has an even number of odd degree vertices (7)
(b)Show that a bipartite graph with an odd number of vertices does not have a Hamilton
circuit (7)
OR
18. (a) Show that an edge in a simple graph is a cut edge if and only if this edge is not part of
any simple circuit in the graph. (7)
(b) Use Fleury’s algorithm to find an Euler circuit in the following graph (7)
MODULE 5
MATHEMATICS
19. (a) Prove that a simple graph is a tree if and only if it is connected, but the deletion of any
of it’s edges produces a graph that is not connected (7)(b) Find the minimal
spanning tree for the following graph by Prim’s algorithm (7)
OR
20. (a)Show that a connected bipartite graph has a chromatic number of 2. (7)
(b) Prove that a full m-ary tree with 𝑙 leaves has 𝑛 = vertices and 𝑖 = internal
vertices (7)
---------------------------------------------------------------------------------------------------------------------------------
MATHEMATICS
MAT 212 INTRODUCTION TO CATEGORY L T P CREDIT
STOCHASTIC MODELS BASIC SCIENCE 3 1 0 4
COURSE
Preamble: This course introduces students to the modern theory of probability and its
applications to modelling and analysis of stochastic systems, covering important models of
random variables stochastic processes. These stochastic models have important applications
in engineering and are indispensible tools in reliability theory, queueing theory and decision
analysis.
Course Outcomes: After the completion of the course the student will be able to
PO 1 PO 2 PO 3 PO 4 PO 5 PO 6 PO 7 PO 8 PO 9 PO 10 PO 11 PO 12
CO 1 3 2 2 2 2 2 1
CO 2 3 2 2 2 2 2 1
CO 3 3 2 2 2 2 2 1
CO 4 3 2 2 2 2 2 1
CO 5 3 2 2 2 2 2 1
Assessment Pattern
Attendance : 10 marks
Continuous Assessment Test (2 numbers) : 25 marks
Assignment/Quiz/Course project : 15 marks
End Semester Examination Pattern: There will be two parts; Part A and Part B. Part A
contain 10 questions with 2 questions from each module, having 3 marks for each question.
Students should answer all questions. Part B contains 2 questions from each module of which
student should answer any one. Each question can have maximum 2 sub-divisions and carry
14 marks.
1. Let X denote the number that shows up when an unfair die is tossed. Faces 1 to 5 of
the die are equally likely, while face 6 is twice as likely as any other. Find the
probability distribution, mean and variance of X.
3. X is a binomial random variable 𝐵𝐵(𝑛𝑛, 𝑝𝑝)with 𝑛𝑛 = 100and 𝑝𝑝 = 0.1. How would you
approximate it by a Poisson random variable?
4. Fit a Poisson distribution to the following data which gives the number of days (𝑓𝑓) on
which 𝑥𝑥 number of accidents have occured in an accident-prone highway for a stretch
of 500 days. Fit a Poisson distribution to the data and calculate the theoretical
frequencies.
x 0 1 2 3 4 5 6 7 8
f 56 156 132 92 37 22 4 0 1
MATHEMATICS
Course Outcome 2 (CO2)
1. What can you say about Insert Formula P(X=a)𝑃𝑃(𝑋𝑋 = 𝑎𝑎)for any real number 𝑎𝑎when
𝑋𝑋is a (i) discrete random variable? (ii) continuous random variable?
2. A string, 1 meter long, is cut into two pieces at a random point between its ends. What
is the probability that the length of one piece is at least twise the length of the other?
3. A random variable has a normal distribution with standard deviation 10. If the
probability that it will take on a value less than 82.5 is 0.82, what is the probability
that it will take on a value more than 58.3?
1. Three balls are drawn at random without replacement from a box containing 2 white,
3 red and 4 black balls. If X denotes the number of white balls drawn and Y denotes
the number of red balls drawn, find the joint probability distribution of (X,Y)
3. Random variables 𝑋𝑋 and 𝑌𝑌are independent with 𝑋𝑋 uniformly distributed in (−2,2) and
𝑌𝑌 uniformly distributed in (−1,1). If 𝑈𝑈 = 𝑋𝑋 + 𝑌𝑌 and 𝑉𝑉 = 𝑋𝑋 − 𝑌𝑌find cov(𝑋𝑋, 𝑌𝑌).
2. A random process 𝑋𝑋(𝑡𝑡) is defined by 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎(𝜔𝜔𝜔𝜔 + 𝛩𝛩)where𝑎𝑎 and 𝜔𝜔 are constants and 𝛩𝛩
is uniformly distributed in [0,2𝜋𝜋]. Show that 𝑋𝑋(𝑡𝑡) is WSS
3. Find the mean, variance and total power of the WSS random process 𝑋𝑋(𝑡𝑡), given the
autocorrelation function 𝑅𝑅𝑋𝑋 (𝜏𝜏) = 9𝑒𝑒 −|𝜏𝜏|
3. If 𝑃𝑃is the transition probability matrix of an ergodic chain, what happens to 𝑃𝑃𝑛𝑛 as
𝑛𝑛 → ∞?
4. Give an example of transition probability matrix of a Markov chain in which all states
are periodic of period 3.
MATHEMATICS
Syllabus
Module 1 (Discrete probability distributions)
Discrete random variables and their probability distributions, Expectation, mean and
variance, Binomial distribution, Poisson distribution, Poisson approximation to the binomial
distribution, Geometric distribution, Fitting binomial and Poisson distributions.
Text Books
1. SaeedGhahramani, Fundamentals of probability with stochastic processes, Pearson
Education, Third edition, 2012
2. HosseinPishro-Nik, “Introduction to Probability, Statistics and Random Processes”,
Kappa Research, 2014 ( Also available online at www.probabilitycourse.com )
Reference Books
1. Sheldon M Ross, “Introduction to probability models”, Elsavier.
2. Geoffrey R. Grimmett and David R. Stirzaker, “Probability and random processes”,
Oxford University Press
3. Oliver C. Ibe, “Fundamentals of Applied Probability and Random Processes”,
Elsevier, 2005.
4. Sundarapandian, “Probability, Statistics and Queuing Theory”, Prentice-Hall Of India.
MATHEMATICS
Assignments
Assignments should include specific problems highlighting the applications of the methods
introduced in this course in physical sciences and engineering.
3 Joint distributions
4 Stochastic processes
PART A
(Answer all questions. Each question carries 3 marks)
1. Suppose X is binomial random variable with parameters n = 100 and p = 0.02. Find P(X < 3) using (3)
Poisson approximation to X.
2. The diameter of circular metallic discs produced by a machine is a random variable with mean 6cm (3)
and variance 2cm. Find the mean area of the discs.
3. Find the mean and variance of the continuous random variable X with probability density function (3)
2x − 4,
2≤x≤3
f (x) =
0
otherwise
4. The random variable X is exponentially distributed with mean 3. Find P(X > t + 3|X > t) where t is (3)
any positive real number.
5. Let X denote the height (in inches) and Y denote the weight (in pounds) of a randomly chosen (3)
indivdual. If the units of X and Y are changed to centimeters and kilograms respectively, how would
it affect cov(X, Y) and the correlation coefficient ρ(X, Y) ?
6. State giving reasons whether the relation var(X + Y) = var(X) + var(Y) is true for random variables (3)
X and Y.
7. Give an examle of a contiuous time discrete state random process, with non-constant mean function. (3)
9. Consider the experiment of sending a sequence of messages across a communication channel. Due (3)
to noise, there is a small probability p that the message may be received in error. Let Xn denote the
number of messages received correctly upto and including the n-th transmission. Is Xn a Markov
chain ? Justify.
!
0.3 0.7
10. The transition probability matrix of a Markov chain is P = . Find P(X3 = 2|X1 = 1). (3)
0.4 0.6
PART B
(Answer one question from each module)
MODULE 1
11. (a) The probability mass function of a discrete random variable is p(x) = kx, x = 1, 2, 3 where k is (7)
a positive constant. Find (i)the value of k (ii) P(X ≤ 2) (iii) E[X] and (iv) var(1 − X).
(b) Find the mean and variance of a binomial random variable (7)
OR
MATHEMATICS
12. (a) Accidents occur at an intersection at a Poisson rate of 2 per day. what is the probability that (7)
there would be no accidents on a given day? What is the probability that in January there are at
least 3 days (not necessarily consecutive) without any accidents?
(b) A safety engineer feels that 35% of all industrial accidents in her plant are caused by failure of (7)
employees to follow instructions. She decides to look at the accident reports (selected randomly
and replaced in the pile after reading) until she finds one that shows an accident caused by failure
of employees to follow instructions. On average, how many reports would the safety engineer
expect to look at until she finds a report showing an accident caused by employee failure to
follow instructions? What is the probability that the safety engineer will have to examine at
least three reports until she finds a report showing an accident caused by employee failure to
follow instructions?
MODULE 2
and expected value 1. Find the values of a and b. Also find var(X).
(b) The IQ of an individual randomly selected from a population is a normal distribution with mean (7)
100 and standard deviation 15. Find the probability that an individual has IQ (i) above 140 (ii)
between 120 and 130.
OR
14. (a) A continuous random variable X is uniformly distributed with mean 1 and variance 4/3. Find (7)
P(X < 0)
(b) Suppose that the time between customer arrivals in a store is given by an exponential random (7)
variable X, such that the average time between arrivals is 2 minutes. Suppose you walk past the
store and notice its empty. What is the probability from the time you walk past the store, the
store remains empty for more than 5 minutes?
MODULE 3
15. (a) Two fair dice are rolled. Let X denote the number on the first die and Y = 0 or 1, according as (7)
the first die shows an even number or odd number. Find (i) the joint probability distribution of
X and Y, (ii) the marginal distributions. (iii) Are X and Y independent ?
(b) The joint density function of random variables X and Y is given by (7)
e−(x+y) ,
x > 0, y > 0
f (x, y) =
0
otherwise.
Find P(X + Y ≤ 1). Are X and Y independent? Justify.
OR
16. (a) Let X and Y be discrete random variables with joint probability mass function defined by (7)
4,
1
(x, y) ∈ {(0, 0), (1, 1), (1, −1), (2, 0)}
f (x, y) =
0
otherwise
Find cov(X, Y) and interpret the result. Are X and Y independent ?
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MATHEMATICS
(b) The lifetime of a certain type of electric bulb may be considered as an exponential random (7)
variable with mean 50 hours. Using central limit theorem, find the approximate probability that
100 of these electric bulbs will provide a total of more than 6000 hours of burning time.
MODULE 4
17. (a) A stochastic process is defined by S n = S n−1 + Xn (n = 1, 2, . . .) where S 0 = 0 and Xi are (7)
independent random variables each taking values ±1 with equall probability. Write any two
possible realisations of this process. Also find the ensemble mean of the process.
(b) A stochastic process X(t) is defined by X(t) = A cos(ωt) + B sin(ωt) where A and B are inde- (7)
pendent random variables with zero mean and equal variance. Show that X(t) is stationary in
the wide sense.
OR
18. An insurance company models the arrival of insurance claims as a Poisson process with rate 60 per
year.
(a) What is the probability that there are more than 3 claims in a one-month period ? What is the (7)
expected number and variance of the number of claims in a one-month period ?
(b) The company estimates that the probability that an insurance claim is of more than Rs. 10 lakh (7)
is 0.2. What is the probability that there are more than 3 claims with claim amount more than
Rs. 10 lakh during a 4-year period ?(Assume that the claim amounts are independent).
MODULE 5
19. A survey conducted among consumers of two brands (A and B) of toothpastes reveal the following
data; given that a person last purchased brand A, there is a 90% chance that her next purchase will
be again brand A and given that a person last purchased brand B, there is an 80% chance that her
next purchase will be again brand B,
(a) What percent of the consumers surveyed purchase brand A? brand B? (7)
(b) It is estimated that a total of 1.2 crores of tooth paste units (of brand A and B combined) are (7)
purchased every year. On selling one unit of brand A tooth paste, the company earns a profit of
Rs. 2. For Rs. 10 lakhs, an advertising firm guarantees to decrease from 10% to 5% the fraction
of brand A customers who switch to brand B after a purchase. Should the company that makes
brand A hire the advertising firm?
OR
20. (a) State the memoryless property of a Markov chain. Give one example each of a random process (7)
which is (i) a Markov chain (ii) not a Markov chain. In each case justify your claim mathemat-
ically.
(b) The transition probability matrix of a discrete time Markov chain is (7)
0 1 0
P = 0.2 0 0.8
0 1 0
Classify the states as (i) periodic or aperiodic (ii) transient or recurrent. Also check whether the
Markov chain is ergodic.
****
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