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PANIMALAR INSTITUTE OF TECHNOLOGY DEPARTMENT OF IT
MA6453 PROBABILITY & QUEUEING THEORY

UNIT I
RANDOM VARIABLES AND STANDARD DISTRIBUTIONS
SYLLABUS: Discrete and continuous random variables – Moments – Moment generating
functions – Binomial, Poisson, Geometric, Uniform, Exponential, Gamma and Normal
distributions.
COURSE OBJECTIVE: Know the characteristics of Probability distributions by identifying
the discrete and continuous random variables. The Binomial distribution is used in quality
control of item manufactured by a production line when each item is classified as either defective
or non- defective. The Poisson distribution applies in its own right where the possible number of
discrete occurrences is much larger than the average number of occurrences in a given interval of
time or space. It is also used as a convenient approximation to the binomial distribution in some
circumstances
PART-A
1. If a random variable X takes the values 1,2,3,4 such that P(X=1)=3P(X=2)=P(X=3)=5P(X=4).
Find the probability distribution of X. (Nov. Dec.2012) Solution: Assume P(X=3) = α. By the
  
given equation, XP ) 1( = = 2 XP
) 2( = = 3 XP
)4( = = 5 . For a probability distribution
(and mass function) ∑ =1)(xP
  30
P(1)+P(2)+P(3)+P(4) =1 ++
32 + 5= 1 ⇒
3061  = 1 ⇒  = 61XP )1( = = 15
6
61)3(; XP = = 30
61)2(; XP = = 10 61)4(; XP = = 61
The probability distribution is given by
X
21 3 4 xp)(
15 10 30
6161
6
61612. Let X be a continuous random variable having the probability density
function
xf
)( =
II Year / IV Sem 1
2 Find the distribution function of x.
⎧ │⎨│⎩ ,0 x 3 , x ≥ 1

otherwise Solution:
1 1 3 2 1 x x x F
)(
= ∫
dxxf )( 2 x =
∫ 2
x
dx
⌈│
= │⌊- 1 x
⌉ ││⌋= 1 - 1 x
3. A random variable X has the probability density function f(x) given by
xf
)( =
ecx
⎧ │⎨│⎩ ,0 -
x
x
otherwise, ≥ 0 . Find the value of c and CDF of X. Solution:

∞
) (
∫ dxxf ∞
= 1 ⇒ dxecx -
∫
x
= 1 ⇒ eexc - - [
x
- - x ] ∞
0= 111 ⇒ c ( ) = ⇒ c = 1 0 0 xF ( ) = x
)( =
∫ dxexdxexcdxxf
∫ x x
-
x
=
∫
-
x [
= - eex - x
- - x ] 0
x
= 1 - eex - x - - x 0 0 0 4. A continuous random variable X has the probability density function
f(x) g iven
by cexf ) ( = , -∞ < x <
∞ . Find the value of c and CDF of X. Solution:
- x
∞
∞∞ ∫
dxxf
)(
=
1 ⇒ ∫ dxec - x = xec - x = 1 ∞-
21 ⇒ ∫ d
∞-
0 ∞ ⇒
2
∫
dxec
-
x
0
[
ec - -
= 21 ⇒
x ] ∞ 0
c (
= 1121 ⇒ ) = ⇒ c = 1 2Case
0)(

xi <
xF
( ) =
∫
x
dxxf ) (
∫
x = ecdxecdxec -
x
II Year / IV Sem 2
∫
=
x x = []x
xx
∞- ∞- ∞-
1
∞- ase
= 2e C
)(
0
xii > ()
∫
)(∫ 0 ∫ ∫ =
⎧ ││ │
- - + = ⎛ │⎝2 - - ⎞ │⎠= 1 2⎛ │⎝2 - - ⎞ │⎠ ⎨ │⎩⎛ │⎝-
⎞ │⎠< x xF
=
x
dxxf x
c
x x x
e ecdx ecdx dx x -
∞=
-
∞ -
=
-
∞ +
- 0
= ec
⌈ │⌊x ⌉ │⌋0 - ∞ + ec ⌈ │⌊- - x ⌉ │⌋cec x cc e x e x 0
0 xF )(
= 1
2e
x
, x >
1 22 e
- x , x 0 5.
If a random variable has the probability density xf
=
e
⎧ │⎨│⎩ -
2
x
x ≥ ,0

otherwise. Find the probability that it will take on a value between 1 and 3. Also, find the
probability that it will take on value greater than 0.5.
)(
2,0
Solution:
3
XP
1(
<
= ∫
< )3
dxxf ) ( 1
3
= ∫ 2 dxe -
2 x
1
3 ∞
= ⌈ │⌊- e - 2 x ⌉ │⌋1 = ee - 2 - - 6 XP
)5.0( >
= ∫
dxxf ) ( = ∫ 2 = ⌈ │⌊- ⌉ │⌋5.0
= 1
6. Is the function defined as follows a density function?
⎧ │⎨│⎩( ) >
II Year / IV Sem 3
∞
dxe - x
∞
e - 2 x e - 5.0
2
5.0
,0
x
< 2 xf
)(
=
1 182,23 +
,0
x
≤ x ≤ 4 x 4 Solution:
4∫ d
xxf)( 2
= 4 2
( ) ⌈ │
∫ 1 81 ( 23 ) 23 72+ dxx = │⌊41 + x 2 ⌉
Hence it is density function.

││⌋2 =
7. The cumulative distribution function (CDF) of a random variable X is
- x
XF 0,)1(1)( = - + xex > . Find the probability density function of X. Solution:
f ( x ) = F ′ ( x ) = ( ) ( )
0 - ⌈ ⌊ ( 1 + x ) - e - x + ( 1 ) e - x ⌉ ⌋ = x e - x , x > 0 8. The number
of hardware failures of a computer system in a week of operations has the
following probability mass function: No of failures : 0 1 2 3 4 5 6 Probability : 0.18 0.28 0.25
0.18 0.06 0.04 0.01 Find the mean of the number of failures in a week. Solution:
XE
)(
= ∑ x Px )18.0)(3()25.0)(2()28.0)(1()18.0)(0()( = + + + + )01.0)(6()04.0)(5()06.0)(4(
++=
⎧

⎨⎩0),1(6 xx ,0
92.1 9. Given the p.d.f of a continuous r.v X as follows xf ) ( =
-≤
elsewhere
≤
x 1 .
Find the CDF of X. x Solution: xF
)( = ∫
dxxf )( 0
= x ∫ )_1(6
dxxx = x ∫ 6_6
dxxx 2
00
= ⌈ │⌊23 xx 2
- 3 ⌉ │⌋0
2
x = 23 xx
3
-
10. A continuous random variable X has the probability function xkxf 2),1()( = + ≤ x ≤ 5 .
Find P(X<4). Solution:
4
= ⇒ k ∫ ( )
∫ dxxf 5 2
()
+ dxx
⇒ k ⌈ │⌊
=
2
x 2
52 + 2 ⌉ │⌋1 27
21 = 27 II Year / IV Sem 4
⇒ k 4XP ) 4(
1)( 1 1 1 = ⇒ k =
< = ∫ d xxf ) ( 2
()
() 2
2
41 25( 925 ) 16 27= 272 4∫ 1
+ dxx = 2 2 272
⌈ │
│⌊1
+ x ⌉ ││⌋= - = 11. Given the p.d.f of a continuous R.V X as follows xf ) (

⎧
= ⎨⎩1.025.15.12 ,0
-≤ ≤
x x 5.0 elsewhere Find
P(0.2 < X < 0.3) Solution:
3.0
P
3.0
2.0(
<X )3.0 = )25.15.12( x - 2.0

< ∫
[ ( ) ( ) ] 1875.0
x
dx = ⌈ │⌊5.12 2 2 - 25.1
x ⌉ │⌋2.0 =
2.02.053.03.0525.1
2 3 3- t . Find the mean and

- - 2 + = 12. If the MGF of a continuous R.V X is given by tM X ( ) =
variance of X.
Solution:
M X ( t )
= 3 3 - t
= 1 1 -
3 t = 1 2 3
( ) 2 (
2
)
t t t t
22
( ) =
⎛ │ ⎝ - 3 1 ⎞ │ ⎠ = - + 3 1 + 3 ⎛ │ ⎝ + ⎞ │ ⎠ 3 ⎛ │ ⎝ + ⎞ │ ⎠ ... EX =
coefficient of t 1!
the mean , ( EX
1 3 is ) =
coefficient of 2! =
2! 1 9 t =
2 9
Variance = E ( X
) - E ( X

- 9 2 =
)=
1 9 1 9
13. If the MGF of a discrete R.V X is given by tM X ( )
= 811 ⎛ │⎝21 + e t ⎞ │⎠4

, find the distribution of X.
Solution:
tM X
( ) =
(
e t
1 81 21 +
) 4
= 811 ( 24241 + eCeC 1
( ) + ( ) 24 ( ) 24 ( ) )
t 2
=
+ t
+ t +
t +
t t 2
+ eC 3
t 3
+ eC 4
t 4
1 8
8181
e
24
81e 2
32 16
81e 3 81e 4 By the definition of MGF,
tM t x
X ( ) = ∑ pxpe
)1()0()(
epepepep t 2 t 3 t 4 t
=+ + )2( + )3( + )4(
On comparison with above expansion the probability distribution is
X
0 1 2 3 4 xp) (
1 8
81
24
32
16
8181818114. Find the MGF of the R.V X whose p.d.f is
)( = xf
⎧ │⎨│⎩101
,0
0, elsewhere
< x < 10
. Hence find its mean.
Solution:
tM X
()
∫
= 10
0
1
10
dxe tx
1
= 10

⎛ ││⎝5
II Year / IV Sem 5
e
tx t⎞ ││⎠100 = ⎛ ││⎝10 2 3 │=
1
=
10t - 11
⎛ │ ⎞ │
⎞ ││⎠=10 + 100 !2 + + -
│⎝101 + ⎠Mean coefficien toft 15. Given the probability density
function ( ) 1
2 ,
1000
2
t t t !3 t 1.... =
51
+ t
+ 1000 31
t + ..... f x = k -∞ < x

<∞
, find k and C.D.F. +
x Solution:
∞ ∫
∞- = 1 ⇒ ∞-
dxxf )(
∞ ∫ 1 + k x 2
dx = 1 ⇒ k tan - [
1
x ] ∞
∞-
= 1 ⇒ k [ [ tan - 1
] [
∞ - tan - 1 ∞- ] ] = 1 ⇒
k
⌈ │⌊ 22
)(
+ ⌉ │⌋= 1 ⇒  1 x ∞xF dxxf ∞-
k =
)(
= = ∞- 1 + k x2 dx =

1
∫ ∫
[ tan -
x ] ∞-
x
1
= [ [ tan -
∞ ] - [ tan - x ] ] = 
1 ⎛ │⎝2
-
1 1
1 cot
tan 1 x 1 x 
- ⎞ =│⎠ 16. It has been claimed that in 60 % of all solar heat installation the utility bill is
- -
reduced by atleast one-third. Accordingly what are the probabilities that the utility bill will be
reduced by atleast one-third in atleast four of five installations? Solution:
Given n=5, p=60 % =0.6 and q=1-p=0.4
xp
]5[]4[)4(
≥
= xp = + xp =
=
)4.0()6.0(5)4.0()6.0(5
c
4337.0
4
45 - + c 5
=
5 55 -
17. The no. of monthly breakdowns of a computer is a r.v. having poisson distribution with mean
1.8. Find the probability that this computer will function for a month with only one breakdown.
Solution:
xXp ( =
) = e -

x

! x
= 8.1 , xp
, given 
)1( =

= e -8.1
!1 )8.1(
1 = 2975.0
18. In a company 5 % defective components are produced. What is the probability that atleast 5
components are to be examined in order to get 3 defectives? Solution:
To get 3 defectives, 3 or more components must be examined.
p=5 % =0.05, q = 1- p=0.95 and k=success=3
kkkxqpcxxXp (
= )1() = - k
-
1
kxk
-
, = ,...2,1, + + xp
)5(1)5(
≥
=
= - xp <
)4()3(1
-
[ [ x p c = + xp = ] =
)95.0()05.0(3)95.0()05.0(21
- 2
c 2 3
0 + 3
1
] =
00048.01 - = 9995.0 19. A discrete R.V X has mgf
. Find E(x), var(x), and p(x=0).
Solution: Given
We know that mgf of poisson is
Therefore λ = 2. In poisson E(x) = var(x) = λ
∴ xEMean 2)(var)( = x =
xXp
(
=
)
- x
= e 
II Year / IV Sem 6
e -  0
 ! x∴ Xp ) 0( = = !0  = ee = = 1353.0 20. Find the mean and variance of
-  - 2
geometric distribution.
Solution:
The pmf of Geometric distribution is given by
xqpxXp ( = ) = x
- 1
,.....3,2,1, = Mean E ( x ) = ∑
x p ( x ) = ∑
x p q x - 1 = p ∑
∞
∞ x x = 1 x
=
1
q x
- 1 = p ⌈ │ ⌊ 1 q 1 - 1
+ 2 q 2 - 1
+ 3 q
3 -
1
+ .....

⌉ │ ⌋
+ ..... ⌉ │ ⌋
3 q 2
= p ⌈ │ ⌊ 1 + 2 q +
= p [ 1- q ]
2 = p p - 2 = p -
1
= 1 p
2
E ( x ) = ∞ ∑ x = 1 ⌈ │ ⌊ ( x x + ) 1 - ⌉ │ ⌋
1
x x p - q = ∞ ∑ x ( x + 1)

1
p x - q x = 1 - ∞ ∑ =
1 x p x - q x = 1(1 + 1) p q 1 - 1 + 2(2 + 1) pq
2 - 1 + 3(3 + 1) pq
3 - 1 1 p
+ .....
-
= 2 p + 2(3) pq
+ 3(4) 2 pq + ..... 1 p - = ⌈ │ ⌊ 2 p 1 + 6 2 q ⌉ │ ⌋
3 q +
+ .....
1 p
-
= 2 p ⌈ ⌊ 1 - q
- ⌉ ⌋
3 1 p - = 2 p - 3 p 1 p - p
2
Variance
= 2 1 - p
=
xExE
)()(
2
- [ ]
2
= 112
ppp 2
│⎝⎞ ││⎠2
- - ⎛│
= 112 ppp 2 - - 2 =
111 pp
2
-
-= p
p
q
2 = p2 21. Find the MGF geometric distribution.
Solution: The PMF of geometric distribution is given by
eEtMMgf
x
)()(
=
tx
= ∑
xpe t x )( = ∑ ∞ qpe t x x -

1
= ∑ ∞qqpe tx
x - 1
∑
( ) ∑ ( x
=
1
) [
=
( ) ( ) ] [ ( ) ] ( )
-
1
=
1
- qe
t
22. Show that for the uniform distribution xf )(

= < , the mgf about origin is sinh
21 a , - axa <
at at.
Solution: Given xf )(

< MGF
= 21 a , - axa < []
[]
at
atI I Year / IV Sem 7
x
1
p ∞qx =
1
qe t
x
x = p q ∞x =
1
qe t
x = p qqe
t
+ qe t 2
+ qe t 3 + ...
=
p qqe
t
1
+ qe t +
qe t 2 + ... =
pe
t
eEtM
1 - qe t 1 - qe t ∞ a x
)(
=
tx
= ∫
dxxfe e
tx )( ∞- = a ∫ tx a
1 dx 1
2 a =
dxe
2a a∫ tx a
1
= 2
e
a ⌈ │⌊
t ⌉ │⌋at
tx a
- at =
sinh
--- =
1
2
at
ee - = 21
at sinh2
at
23. Define exponential density function and find mean and variance of the same.
Solution: The density function of exponential distribution is given by xexf ) ( =  - x

0, ≥

Mean=
dxxfxxE [ ]
= ∞ ∫
)(

∞
= ∫ dxex
-

x ∞
 
- ∞-
= ∫ dxex  x
= ⌈ │⌊- xe - - ∞  
II Year / IV Sem 8

x
- e   x ⌉ │⌋2 2 1
[]
3
32200 =
0
=


⌈ │⌊0)00( - - ⎛ │⎝- 
1 ⎞ │⎠⌉ │⌋= ⎛ │⎝ 1 │⎞ ⎠∞∞ ∞ ∞ xE
2
=
∫
dxexdxxfx 2 )(

= ∫ 2
-

x
= ∫
-
---│∞- 0
0

= ⌈ │⌊- 2

- ⌉ ⌋=
- 

⌈ │⌊- - - ⎛ │⎝- - ⎞ │⎠ dxex 2

x ex x

2 xe x 2 e x 
 2  3
00)000(

2  ⌉ │⌋= ⎛ │⎝ 22 ⎞ │⎠= ( ) [ ] 2

220 Variance
 2
= xExE 2 - )( 2 = 12
- ⎛ │⎝⎞ │⎠2 =  112

- = 24. State memory less property of exponential distribution.
Solution: If X is exponentially distributed with parameter , then for any two positive
integers ‘s’ and ‘t’ tXPsXtsXP ( > + / > () = > ) .
25. A continuous random variable X that can assume any value between x = 5&2 x = has a
density function given by xkxf ) 1()( = + . Find P(X>4). (Nov/ Dec. 2012)
Solution: Since f(x) is a density function,
5
) 1( + 1
∫ dxxk 2
x
⎛ ││⎝+ 2 2 ⎞ ││⎠52
= ⇒ xk
4 2
22 2= k ⎛ │⎝+ - - ⎞ │⎠= k ⎛ │⎝27 21 27⎞ │⎠= ⇒ k =
5 25 5XP )4(
> = ∫
4
25 16
2 27)1( + dxx
= 272 ⎛ │⎝1 + 2-
11
2⎞ │⎠= 2726. Identify the random variable and name the distribution it follows, from
following statement: “A realtor claims that only 30% of the houses in a certain neighbourhood
appraised at less than Rupees 20 lakhs. A random sample of 10 houses from the neighbourhood
is selected and appraised to check the realtor’s claims acceptable are not”. (Nov/ Dec.
2012)
Solution:
X is a random variable that a house is appraised at less than Rs.20 lakhs. And it follows a
binomial distribution with n = 10, p=0.30 and q=0.70
27. A coin is tossed 2 times, if ‘X’ denotes the number of heads, find the probability
distribution of
X.(Nov./Dec. 2013)
X: No. of heads 0 1 2
⎛
P(X=x) 1 2 1 2 4 2 C 1 │ ⎝ II
Year / IV Sem 9
1 ⎞
2 │ ⎠
2
⎛ 1 ⎞
2 C 2 │ ⎝ 2 2 │ ⎠
28. If the probability that a target is destroyed on any one shot is 0.5, find the probability that it
would be destroyed on 6th attempt. (Nov./Dec.,2013)
6) = q 5 p = (0.5) 6 29. A continuous random variable X has the probability density
P ( X =
function given by f ( x ) = a ( 1 + x 2 ), 2 ≤ x ≤ 5 , Find ‘a’ and P ( X <
4) (May/June 2014)
5
2
2
∫ + x ) dx
⎛ │ ⎝ ⎞ │ ⎠ = a (1 = 1 ⇒ 42 1 ,
a =
P ( X 4) =
< ∫ 4
x 2 ) dx
42 1 (1 + = 63 31
30. For a binomial distribution with mean 6 and standard deviation 2
, Find the first two terms of the distribution. (May/June 2014)
2 1
31. From the given data, n = 9, p =
3 , q = 3 I term:
⎛ 1
9 C 0 │ ⎝ 9
⎞
3 │ ⎠ ; II term:
⎛ 2 ⎞ ⎛ 1 ⎞
9 C 1 │ ⎝ 1 8 3 │ ⎠ │ ⎝ 3 │ ⎠
32. Test whether f ( x ) = ⎧

│ ⎨│⎩
; 1 1
0 x ; - ≤ x ≤
otherwise
probability density function of a continuous random variable
(Nov./Dec.2014) (April/ May 2015)
1 ∫ x dx = - 1
2 ⎛ │ ⎝ x 2
2 ⎞ │ ⎠ 1 0
= 2 ⎛ │ ⎝ 1 2
. Therefore it is a continuous random variable.
⎞ │ ⎠ = 1
33. What do you mean by MGF? Why it is called so? (Nov./Dec.2014)
MGF is a moment generating function which generates all the moments about the origin. It can also be
calculated as a coefficient of trr !and

also by differentiating the MGF with respect to ‘t’ , r times , i.e.
M X
( t ) =
E ( e
tx )
r
′ = ⌈ │ ⌊ dt d r r
M X ( t )
⌉ │ ⌋ t
=
0
34. If the density function of a continuous random variable X is given by
f ( x ) = ⎧ │ │ ⎨ ││⎩ 3 0 ax a a II Year / IV Sem 10

; ; ; 0 ≤ x
2 - ax ; 2 ≤ x
≤ 1 1 ≤ x ≤
≤ 3
then find the value of ‘a’ (April/ May 2015)
otherwise
123
+ ∫ adx
∫ axdx + ∫ ( 3 a - ax ) dx
= 1 012 ⇒ a = 1 2 35.
Suppose that on an average, in every
three pages of a book there is one typographical error. IF the number of typographical errors on a
single page of the book is a Poisson random variable. What is the probability of at least one error
on a specific page of the book? (April/ May 2015)
P ( X ≥
1) = 1 - P ( X < 0) = 1 - e 0! -
1) = 1 - P ( X =
= 1 -
e - 3 36. What are the limitations of Poisson distribution? (April/ May 2015)
Poisson distribution is a limiting case of binomial distribution. When n → ∞ and p → 0 Instead
of Binomial distribution, Poisson distribution will be applied.
37. A continuous random variable X has the probability density function given by f ( x ) = a ( 1
+ x 2 ),1 ≤ x ≤ 5 , Find ‘a’ and P ( X < 4) (Nov./Dec. 2015)

5
2
1
∫ a (1 + x ) dx
= 1 ⇒ 136 3 P ( X
a = 4) =
< ∫
14
x 2
136 3 (1 +
=
) dx 18 34
38. What is meant by memory less property? Which discrete distribution follows this property?
(Nov./Dec. 2015)
If X is continuously distributed random variable, then for any two positive integers‘s’ and ‘t’
tXPsXtsXP ( > + / > () = > ) .Geometric distribution follows memory less property.
39. Let X be the random variable which denotes the number of heads in three tosses of a fair
coin.
Determine the probability mass function of X? (Nov./ Dec. 2015)
X: No. of heads 0 1 2 3
⎛ 1 ⎞
P(X=x) 1 3 1 2 8 3 C 1 │ ⎝ II
Year / IV Sem 11 3
2 │ ⎠
⎛ 1 ⎞
3 C 2 │ ⎝ 3 2 │ ⎠
⎛ 1 ⎞
3 C 3 │ ⎝ 3 2 │ ⎠
3
40. A continuous random variable X has a pdf given by f ( x ) = 4 (2
x - x ), 0 < x <
2
2 .
Find P( X>1) (Nov./Dec. 2015)
2
2
1
⎛ │ ⎝ ⎞ │ ⎠ = P
( X 1) =
> ∫ 3 4 (2 x - x ) dx
= 1 2 41.
Let X be a discrete random variable with
pmf P ( X = x ) = 10x , x =
1,2,3,4
, Compute P ( X < 2 ⎞ │ ⎠ ( May/ June 2016)
and E⎛ │ ⎝ X
3)
Ans:
X: 1 2 3 4
p ( x
): 10 1 2 3 4 10 10 10
P ( X
< 3) = 2 ⎞ │ ⎠ = ∑
10 1 + 10 2 = 0.3 E ⎛ │ ⎝ X
2 x p ( x ) = ⎛ │ ⎝ 1 2 1 10 1 2 10 ⎞⎛ ││ ⎠⎝ 3 3 4 4 2 10 2 10 ⎞ │ ⎠ + ⎛ │ ⎝ ⎞ │

⎠ + ⎛ │ ⎝ ⎞⎛
││ ⎠⎝ ⎞
M t
│ ⎠ + ⎛ │ ⎝ ⎞⎛ ││ ⎠⎝ ⎞ │ ⎠ 42. If a random variable X has the moment generating function X( )
= 3 , Compute
3 - t E ( X
2
) (May/ June 2016)
M X ( t ) = 3 3 - t
t t t
= ⎛ │ ⎝ 1 - 3 ⎞ │ ⎠ - 1 = 1 + 3 + ⎛ │ ⎝ 3 ⎞ │ ⎠ 2 + ..... = 1 + t ⎛ │ ⎝ 2
2
2
t
1 3 ⎞ │ ⎠ + 2! ⎛ │ ⎝ 9

2 ⎞ │ ⎠ + ... Coefficient of t 2!
=
E ( X)
E ( X
2 ) =

2 9 PART-B

1. A random variable X has the following probability distribution:
X=x -2 -1 0 1 2 3
P(x) 0.1 k 0.2 2k 0.3 3k
(i) Find k, (ii) Evaluate XP ( < )2 and P ( - 2 < X <
)2 , (iii) Find the PDF of X a nd
(iv) Evaluate the mean of X (AP) (Nov/Dec 2011) (May/ June 2016)
2. A random variable X has the following probability distribution:
X=x -2 -1 0 1 2 3
P(x) 0.1 K 0.2 2K 0.3 3K
Find K, P ( - 2 < x < )2 , mean of X . (AP) (May/Jun 2009)
3. A random variable X has the following probability function
X=x 0 1 2 3 4 5 6 7 P(x) 0 k (i) Find the value 2 k 2 k 3 k k 2 of k , (ii) Evaluate XP 2 ( k 2< )6 7 ,
II Year / IV Sem 12
k
k XP 2 ( +
≥ )6 , (iii) If cXP ( ≤ ) > 1 2, find the minimum value of c . 4.
(iv) P (1.5 < X <
4.5/ X >
2) If X
92 ) = (AP)(April/May XP ( = 904 ) + 2012)(April/
is a Poisson variate such that XP ( =
May 2015)
)6 . Find (i) Mean and XE (
XP ( = ) , (ii) XP ( ≥ ).2 (AP)(April/May 2012)
2
5. In a continuous distribution, the probability density is given by kxxf 0 ),2()( = - x <
x <
.2 Find
k, mean, variance and the distribution function. (AP) (May/Jun 2007) 6. The sales of a
convenience store on a randomly selected day are X t housand dollars, where X is
a random variable with a distribution function of the following form:
xF
)(
=
⎧ │││ ││
⎨ │⎩1 0
x
xxk
2
2 4(
x
<
1 -
0 0 ≤x <
1) ≤ x < 2 otherwise S
2 uppose that this convenience store’s total sales on any given day
are less than $2000.
(a) Find the value of k, ( b) Let A and B be the events that ‘tomorrow the store’s total sales
are between 500 and
1500 dollars, and over 1000 dollars,’ respectively. Find P(A) a nd P(B).
(c) Are A and B independent events? (U) (Nov/Dec 2007) 7. A random variable X has the pdf xf
⎧
⎨⎩,0
)( =
< <
0,2 x x 1 otherwise
find (a) XP ⎛ │⎝< 1 2⎞ │⎠(b)

1
P ⎛ │⎝ 4< X 1 2II Year / IV Sem 13
<
⎞ │⎠(c)
⎛ │││
P
│⎝X >
3 4
X
>
1 ⎞ │││
2 │⎠(AP) (Nov/Dec 2008)
8. If
xp
)( =
⎧ │⎨│⎩0,0 xxe x
-
< 2
x 2
0, ≥ .Show that p(x) i s a pdf and also find F(x) ( AP) (May/Jun 2009)
9. If the cumulative distribution function of a RV X is given by
xF
)( =
⎧ │⎨│⎩1 ,0
4
- x 2
, x
)3 (b) XP ( 4 < < )5 (c) XP ( ≥ )3 (AP) (Apr/May 2008) 10. If the
≤ 2 x > 2 find (a) XP ( <
density function of a continuous random variable X is given
by
xf ) (
=
⎧ ││ │
⎨ │⎩3 ax
a
0,
-
≤ x ≤ 1 1
≤ x ≤ 2 axa 2 ≤ 3 o otherwise F
x ≤ inda. Find the cdf of X . (AN) (Nov/Dec 2008)
11. The distribution function of a random variable X is given by xF 0;)1(1)( = - + xex - x ≥ .
Find the density function, mean and variance of X .(AP) (Nov/Dec 2010) 12. If X i s a random
variable with a continuous distribution function )(xF , prove that
has a uniform distribution in (0, 1). Further if
)(xFY =
= ⎧ │⎨│⎩)( - ≤ ≤ 3 otherwise
1 2),1( 1 ,
9.2 .(AP)
find the range of Y c orresponding to the range 1.1 ≤ x ≤
13. The (DF) cumulative distribution function (cdf) of a random variable X is given by
Find the pdf of X and evaluate XP (

)1≤ and P ( 1 3< X < ) 4 using both pdf and cdf (PDF).
(U)(May/June2007, (Nov/Dec 2011)
Xf
x x 0
< xF
)(
=
⎧ │││ ││
⎨ │⎩1 3,1
0,0
x
- 2x x
0,
< 1
(
25≥ 3 ≤ ,3 x - x 22 )
1 2≤ x < 3
14. The probability function of an infinite discrete distribution is given by jXP ( =
) = 1 2j ; j = ,...,2,1 ∞ . Verify that the total probability is 1 and find the mean and variance of
the distribution. Find also evenisXP ( ), XP ( ≥ )5 and isXP ( divisible by ).3 (AP) (Nov/Dec
2011) 15. Find the moment –generating function of the binominal random variable with
parameters m a nd p a nd hence find it mean and variance. (AN) (April/May 2011)(April/ May
2015) 16. Find the moment generating function of an exponential random variable and hence
find its
mean and variance.(AN)(April/May 2012)(May/ June 2014) 17. Find the moment generating
function of the geometric random variable with the pdf xpqxf ) ( = x - 1 ,....3,2,1, = and hence
obtain its mean and variance. (May/Jun 2007)(April/ May 2015) (AN) 18. Derive mean and
variance of a Geometric distribution. Also establish the forgetfulness property
of the Geometric distribution. (AN)(April/May 2011) 19. Describe the situations in which
geometric distribution could be used. Obtain its MGF. (AN)
(April/May 2010) 20. By calculating the MGF of Poisson distribution with parameter , prove
that the mean and variance of the Poisson distribution are equal. (AN) (April/May 2010)(May/
June 2014) 21. Define Weibull distribution and write its mean and variance. (R)(April/May
2011) 22. Define Gamma distribution and find its mean and variance. (AN)(Nov/Dec 2011)
23. If the density function of X equals xf
( ) =
⎧
⎨⎩Ce 0
-
2

0 < x <
II Year / IV Sem 14
)2 . (AP) (April/May 2010)
x 0 < ∞ . FindC . What is XP ( >
24. A discrete RV has moment generating function
tM 1 3
( ⎛
X)
= │⎝ 4+
e
4 t
⎞ │⎠5
. Find )XE ( , X
Var ( )
and XP ( = )2 .( AP) (Apr/May 2008) 25. If the moments of a random
variable X are defined by XE ( ) = ,..3,2,1;6.0 r = show that

r
,4.00 ) = XP ( = ,6.01 ) = XP ( ≥ 02 ) = . (AN)(Nov/Dec

XP ( = 2008) 26. A coin having
probability p of coming up heads is successively flipped until the r head appears. Argue that X ,
th
n ) = ( n - ) 1 C r - 1 p r q
with probability P ( X =
the number of flips required will be n , rn ≥
n - r , n ≥ r .(AN)(April/May 2010) 27. A coin is tossed until the first head occurs. Assuming
that the tosses are independent and the probability of a head occurring is ‘p’. Find the value
of ‘p’ so that the probability that an odd number of tosses required is equal to 0.6. Can
you find a value of ‘p’ so that the probability is 0.5 that an odd number of tosses are required?
(U)(Nov/Dec 2010) 28. The time (in hours) required to repair a machine is exponentially
2. What is the probability that the repair time exceeds h2 ?
distributed with parameter  = 1
What is the conditional

probability that a repair takes at least 10 h given that its duration exceeds
h9 . (AP)
(Nov/Dec 2010) 29. Suppose that telephone calls arriving at a particular switchboard follow a
Poisson process with an average of 5 calls coming per minute. What is the probability that up to
a minute will elapse unit 2 calls have come in to the switch board? (AP)(April/May 2011) 30. A
machine manufacturing screws is known to produce 5% defective. In a random sample of 15
screws, what is the probability that there are
(i) exactly 3 defectives (ii) not more than 3 defectives (AP)(Nov/Dec 2008) 31. Out of 800
families with 4 children each, how many families would be expected to have
(i) 2 boys and 2 girls (ii) at least 1 boy (iii) at most 2 girls (iv) Children of both sexes. Assume
equal probabilities for boys and girls. (AP)(May/Jun 2009)
32. The mileage which cars owners get with a certain kind of certain kind of radial tire is a
random variable having an exponential distribution with mean 40,000 k m. Find the probabilities
that one of these tires will last
(i) At least 20,000 km (ii) At most 30,000 km. (AP)(April/May 2015) 33. The number of
monthly breakdown of a computer is a random variable having a Poisson distribution with mean
equal to 1.8. Find the probability that this computer will function for a month
(i) without a breakdown (ii) with only one breakdown (iii)With at least one break down (AP)
(May/Jun 2007), (Nov. /Dec.2012) 34. Experience has shown that while walking in a certain
park, the time X (in minutes) between
seeing two people smoking has a density function of the form xf
)( =

⎧
⎨⎩ 0
II Year / IV Sem 15
xe -
x
>
x 0 otherwise
.
(a) Calculate the value of . (b) Find the distribution function of X . (c) What is the probability
that Jeff, who has just seen a person smoking, will see another
person smoking in 2 to 5 minutes? In atleast 7 minutes? (AP) (Nov/Dec 2007) 35. Let the
random variable X follows binomial distribution with parameter n and p. Find
(1) probability mass function of X (2) moment generating function (3) mean and variance of X
(AP)(Nov/Dec 2006) 36. The number of personal computers (PC) sold daily at a Computer
world is uniformly
distributed with a minimum of 2000 PC and a maximum of 5000 PC. Find
(i) the probability that daily sales will fall between 2,500 and3,000 PC. (ii) What is the
probability that Computer world will sell at least 4000 PCs? (iii)What is the probability that
Computer world will sell exactly 2500 PCs?
(AP) (Nov/Dec 2006) 37. Define the probability density function of normal distribution and
standard normal distribution.
Write the important properties of this distribution. (R)(Nov/Dec 2006) 38. An electrical firm
manufactures light bulbs that have a life, before burn out, that is normally
distributed with mean equal to 800 hours and a standard deviation of 40 hours. Find
(i) the probability that a bulb burns more than 834 hours. (ii) the probability that the bulb burns
between 778 and 834 hours. (AP) (Nov/Dec 2006) 39. The lifetime X in hours of a component is
modeled by a Weibull distribution with  = 2 . Starting with a large number of components, it is
observed that %15 of the components that have lasted 90 hrs fail before 100 hrs. Find the
parameter  .(AP)(May/Jun 2007) 40. A die is cast until 6 appear. What is the probability that
it must be cast more than 5 times?
(AP) (Nov/Dec 2008) 41. Let X be a RV with XE ( ) 1= and XXE ( ( - 41 ) ) = . Find Var ⎛
X
Year / IV Sem 16 ⎞ │⎠)32(, Var - X (AP)
│⎝ 2 II (Apr/May 2008)

42. If X is a continuous RV with pdf
⎧ ││ │
⎨ │⎩x
0
≤ x < 1 xf
)( =
-
2
≤ < find the cumulative
0
otherwise
3
distribution function )xF ( o f X a nd use it to find P ⎛ │⎝ 2< X
< 5

2⎞ │⎠(AP)(Apr/May 2008). 43. If a RV X h as geometric distribution, i.e., xpqxXP ( = ) =

x - 1
3,2,1, = where
< 1 show that )xXPyXyxXP ( >
,1 - pop <
q= + > ) = ( > (AP)(Apr/May 2008)
44. Let the pdf for X be given by
= ⎧ │⎨│⎩≥ 3

2)1( x 1 x 2 xf )(

0, 1 2xe - x 2
2. 0
otherwise
Find (i) XP ⎛ │⎝> 1
2⎞ │⎠, (ii) Moment generating function for X (iii) XE ( Var( X )
) (iv)
⎧
(AP)(Apr/May 2008) 45. If the probability density of X is given by = ⎨⎩xf 0

- <<
otherwise )( )1(2
x for 0 x 1 (i) Show that []
2
XE r

)2)(1( (ii)
=
Use this result to evaluate +xE
rr + [ + ( 12 ) ] (AP)(Nov/Dec 2006)
2
46. A random variable X has density function given by

kxf
)(
=
1
⎧ │⎨│⎩0
kx
0 < < otherwise

Find mgf, rth moment, mean, variance (AP)(Nov/Dec 2006)
47. Let the random variable X assume the value ‘r’ with the probability law: rpqrXP ( = ) = r - 1
,..3,2,1, = Find the moment generating function and hence its mean and variance. (AN)(May/Jun
2006) 48. Find the moment generating function of a normal distribution. (AN) (May/Jun 2006)
49. The pdf of samples of the amplitude of speech wave forms is found to decay exponentially at
the rate  so the following pdf is proposed. Cexf )( = -  x , -∞ < x ∞< . Find the constant C and
< ) a nd E(X). (AP) (Apr/May 2008)
also XP ( 
50. If X is uniformly distributed over 0),,( -  > , find  so that
(i) XP ( > 1 ) = 1

3(ii) XP ( < The lifetime of a TV
1 ) = XP ( > )1 (AP) (Nov/Dec 008) 51.
tube (in years) is an exponential random variable with mean 10. What is
the probability that the average lifetime of a random sample of 36 TV tubes is at least 0.5
(AP) (Nov/Dec 2007) 52. The atoms of radioactive element are randomly disintegrating. If every
gram of this element, on average, emits 3.9 alpha particles per second, what is the probability
that during the next second the number of alpha particles emitted from 1 gram is (i) at most 6 (ii)
At least 2(iii) at least 3 and at most 6 (AP)(Nov/Dec 2007) 53. Starting at 5.00am every half hour
there is a flight from San Francisco airport to Los Angeles International Airport. Suppose that
none of these planes is completely sold out and that they always have room for passengers. A
person who wants to fly to L.A. arrives at the airport at a random time between 8.45 a.m., and
9.45., am. Find the probability that she waits (i) At most 10 minutes (ii) At least 15 minutes (AP)
(Nov/Dec 2007) 54. A man with ‘n’ k eys wants to open his door and tries the keys independently
and at random. Find the mean and variance of the number of trials required to open the door if
unsuccessful keys are not eliminated from further selection. (AN) (Nov/Dec 2007) 55. Write the
pdf of Gamma distribution. Find the MGF, mean and variance. (May/Jun 2007) 56. In a certain
city, the daily consumption of electric power in millions of kilowatt hours can be treated as a
2and v =
random variable having Gamma distribution with parameters  = 1 3 . If the
power
plant of this city has daily capacity of 12 million kilowatt-hours, what is the probability that this
power supply will be inadequate on any given day. (AP)(April/May 2012) 57. A continuous
random variable has the pdf kxxf ) ( = 4 1, - < x < 1 , Find the value of k and also
⎛ │ 1 -
XP │⎝⎛ │⎝> - 2 ⎞ │⎠X <
41
⎞ │
│⎠(AP) (May/ June 2013) 58. Find the moment generating function of uniform distribution
and hence find its mean and
variance. (AN) (May/ June 2013) 59. Find the moment generating function and rth moment for
the distribution whose pdf is Kexf ) ( = - x 0,

∞ . Hence find the mean and variance. (AN)
≤ x ≤
(May/ June 2013)
II Year / IV Sem 17
60. In a large consignment of electric bulb, 10 % are defective. A random sample of 20 is taken
for inspection. Find the probability that (1) all are good bulbs (2) atmost there are 3 defective
bulbs (3) Exactly there are 3 defective bulbs(May/ June 2013) (AP) 61. If a random variable X
takes the values 1,2,3,4 such that P(X=1) = 3P(X=2) = P(X=3) =
5P(X=4). Find the probability distribution of X. (AP)(Nov. Dec.2012). 62. Find the MGF of the
binomial distribution and hence find its mean? (AN)(Nov/ Dec. 2012)
63. If the probability that an applicant for a driver’s license will pass the road test on any
trial is 0.8, what is the probability that he will finally pass the test (1) on the4th trial (2) in fewer
than 4 trials? (AP) (Nov./ Dec.2012)
64. Find the MGF of the random variable ‘X’ having the pdf
II Year / IV Sem 18
⎧
, f ( x ) = │ ⎨│⎩
x for < x
0,2 - otherwisex
,0
<
1 for 1 < x
< 2
(AP) (Nov./Dec.2013) 65. A manufacturer of pins knows that 2% of his products are defective.
If he sells pins in boxes of 100 and guarantees that not more than 4 pins will be defective, what is
the probability that a box fail to meet the guaranteed quality? (AP)(Nov./Dec.2013) 66. 6 dice
are thrown 729 times. How many times do you expect atleast three dice to show a five or a Six?
(AP)(Nov./Dec.2013) 67. If a continuous RV X follows uniform distribution in the interval (0,2)
and a continuous RV, Y follows exponential distribution with parameter  such that P ( X < 1)
= PY ( < 1) (AP)
(Nov./Dec.2013) 68. Suppose that a trainee soldier shoots a target in an independent fashion. IF
the probability that the target is shot on any one shot is 0.7. (1) What is the probability that the
target would be hit on tenth attempt? (2) What is the probability that it takes him less than 4
shots? (3) What is the probability that it takes him an even number of shots? (AP)(May/
June2014) 69. Trains arrive at a station at 15 minutes intervals starting at 4 a.m. If the passenger
arrive at a station at a time that is uniformly distributed between 9.00 and 9.30, find the
probability that he has to wait for the train for (1) less than 6 minutes (2) more than 10 minutes
(AP)(May/ June 2014)
70. If
f ( x ) = ⎧│ ⎨ │⎩
0 xe ; - x x 2
2
0
< , x ≥
0 then
show that f ( x ) is a pdf and find F(x) (AP)(Nov./Dec.2014)
71. Find the MGF of a poisson random variable and hence find its mean and variance (AN)
1
(Nov./Dec.2014) 72. A random variable X takes the values -2,-1, 0 and 1 with probabilities 8 ,
1 1
8 , 4 and

1
2 respectively.
Find and draw the probability distribution function (AP)(Nov./Dec.2014) 73. In
a normal distribution, 31% of the items are under 45 and 8% are over 64. Find the mean and
variance of the distribution. (AP)(Nov./Dec.2014)
74. The distribution function of a random variable X is given by F ( x ) = 1 - (1 + xe ) - x , x ≥ 0 .
Find
the density function, mean and variance of X. (AP) (April/May 2015) 75. Messages arrive at a
switch board in a poisson manner at an average rate of six per hour. Find the probability for each
of the following events: (1) exactly two messages arrive within one hour.(2) no message arrives
within one hour (3) Atleast three messages arrive within one hour (AP)(April/ May 2015) 76.
The peak temperature T, as measured in degrees Fahrenheit, on a particular day is the Gaussian
(85,10) random variable. What is P(T>100), P(T<60) and P ( 70 ≤ T ≤ 100) (AP) (April/ May
2015)
77. The CDF of the random variable of x is given by
II Year / IV Sem 19
⎧F ( x ) = │ ││ ⎨││ │⎩
, x 1 2 x >
1, 0 x + , < 0
0 ≤ x
≤ 1 2
Draw the graph of
⎛ 1 1 ⎞
1 2 CDF.
Compute P ( X > 1 4 ), P
│⎝ 3≤ X ≤ 2 │ ⎠ (AP)(April/
May 2015) 78. Ten
percent of the tools produced in a certain manufacturing company turn out to be defective. Find
the probability that in a sample of 10 tools chosen at random, exactly 2 will be defective by using
(1) binomial distribution (2) The Poisson approximation to the binomial distribution. (AP)
(Nov/Dec. 2015) 79. The number of typing mistakes that a typist makes on a given page has a
Poisson distribution with a mean of 3 mistakes. What is the probability that she makes (1)
exactly 7 mistakes? (2) fewer than 4 mistakes? (3) no mistakes on a given page? (AP) (Nov/Dec.
2015) 80. The lifetime X of particular brand of batteries is exponentially distributed with a mean
of 4 weeks. Determine (1) the mean and variance of X (2) what is the probability that the battery
life exceeds 2 weeks? (3) Given that the battery has lasted 6 weeks, what is the probability that it
will last at least another 5 weeks? (AP) (Nov/Dec. 2015) 81. Find the moment generating
function of N ),(  2 normal random variable and hence determine
the mean and variance. (AN) (Nov/Dec. 2015) 82. A component has an exponential time to
failure distribution with mean of 10,000 hours.
(1) The component has already been in operation for its mean life. What is the probability that
it will fail by 15,000 hours? (Nov/Dec. 2015) (2) At 15,000 hours the component is still in
operation. What is the probability that it will
operate for another 5000 hours? (AP) (Nov/Dec. 2015) 83. The average percentage of marks of
candidates in an examination is 42 with a standard deviation of 10. If the minimum mark for pass
is 50% and 1000 candidates appear for the examination, how many candidates can be expected to
get the pass mark if the marks follow normal distribution? If it is required, that the double the
number of the candidates should pass, what should be the minimum marks for pass? (AP)
(Nov/Dec. 2015)
84. A continuous random variable X has the pdf f ( x ) = kx 3 e - x , x ≥ 0 . Find the rth moment
about
the origin, moment generating function, mean and variance of X. (AP) (Nov/Dec. 2015) 85. Let
X be a continuous random variable with pdf f ( x ) = xe - x , x >
0 , find (i) the cumulative
distribution function of X (ii) Moment generating function of X (iii) P(X<2) (iv) E(X) (AP)
(May/ June 2016)
86. Let P ( X
= x ) = ⎛ │ ⎝ II
Year / IV Sem 20
3414
⎞⎛ ││ ⎠⎝ 1 , 1,2,3... ⎞ │ ⎠ x
- x
= be
the probability mass function of a random variable
X, Compute (1) P(X>4) (2) P(X >4/ X>2) (3) E(x) (4) Var (X) (AP) (May/ June 2016)
87. Let X be a uniformly distributed random variable over [-5, 5], Determine (1) P(X<=2)
(2) P ( X >
2) , (3) Cumulative distribution function of X, (4) Var(X). (AP) (May/ June 2016)
Find the moment generating function of Poisson distribution with parameter and hence prove
that the mean and variance of the Poisson distribution are equal. (AN) (May/ June 2016)
(Nov/Dec. 2015)
COURSE OUTCOME: Acquire skills in handling one random variable and functions of
random variables.
UNIT – II TWO DIMENSIONAL RANDOM VARIABLES
SYLLABUS: Joint distributions – Marginal and conditional distributions – Covariance –
Correlation and Linear regression – Transformation of random variables.
COURSE OBJECTIVE: Know the fundamental concepts of joint, marginal and conditional
distributions to understand covariance and correlation. Have an ability to design a model or a
process to meet desired needs within realistic constraints such as environmental conditions
PART–A 1. Define joint probability density function of two random variables X andY .
If ( )YX , is a two dimensional continuous random variable such that
dx dx dy dy
xP ⌈ │⌊- ≤ +
2 ≤ xX 2 , y - 2 ≤ yY
≤ + 2 ⌉ │⌋= dydxyxf ( , ) , then )yxf ( , is called
( )YX , , provided )y xf ( , satisfies the following conditions

the joint pdf of
( yxfi
) ( 0,
) ≥
Ryxallfor ( , ) ∈
( d ydxyxfii
) ∫∫( ,
) = 1 R
2. State the basic properties of joint distribution of ( )YX , where X a nd Y a re random variables.
Statement: Properties of joint distribution of ( )YX , are
( Fi
) [ ∞-
0,
= xF [ , ∞- ] F and [ ∞
y ] = - 1, ∞ ] = ( y aFybFyYbXaPii
) [ <
< ,
( , ) - ( , )
≤ ] = ( cxFdxFdYcxXPiii
) [ ≤
,
[ , ] - [ , ]
< < ] = ( caFcbFdaFdbFdYcbXaPiv
) [ <
< ,
[ , ] - [ , ] - [ , ] + [ , ]
< < ] =
( ofspoAtv
) int
continuity yxfof ( , , ) ∂
2
)yxf ( , 3. Can the joint distributions of two random variables X and Y b e got if their
F ∂ yx ∂ =
marginal
distributions are random? Solution: If the random variables X and Y a re independent then the
joint distributions of two random variables can be got if their marginal distributions are known.
4. Let X and Y b e two discrete random variable with joint pmf
yYxXP
[ =
, ⎧ │⎨│⎩0
= ] =
yx
+ 182
x y
2,1;2,1, = , otherwise = . Find the marginal pmf of X a nd ]XE [ . ?
Solution:
The joint PMF of ( )YX , is given by
Marginal pmf of X is
3 5
XP [ = 1 ] = 18 + 18
8
= 18
= 94
, XP
[ = 2 ] = 184 + 186
10
=
18= 5 9XE [ ] = ∑ ( 1 ) ⎛ │⎝94 ⎞ +│⎠( 2 ) ⎛ │⎝II Year / IV Sem 21 5 9⎞ =│⎠4

xpx ( ) =
+ 10
9
=
, = ] = 2 nm + - 2
Let X a nd Y be integer valued random variables with pqnYmXP [ =
9 14 9. 5.
,2,1,, mn = .......... .. and qp +
1= . Are YandX i ndependent?
Solution:
12
1
3
4 5
18182
6
1818
The marginal PMF of X is
xp
()
= ∑
∞
pq 2
nm +
- 2 = ∑ ∞ pqppq 2
m
- 1 n - 1 = 2
m - 1 ∑ p
∞ n - 1 n
1 =
pq 2
m
-
1 [ 1
n
=
1 + ppp + ]
2 + 3 + ......... = pq 2 n
=
1 m - 1 ( 1 - p ) - 1 =
pqqpq
2
m
- 11 - = m - 1 The marginal PMF of Y i s

yp
()
= ∑
∞
pq 2
nm
+- 2 = ∑ ∞ pqppq 2 m
- 1 n - 1 = 2
n - 1 ∑ p ∞ m - 1 m
=
1
[ 1
m
=
1
......... ] =
( 1 ) =
pqqpq
2
n
= n - 1 pqpqpqypxp ( ) ( ) = . =
- 11 -
m - 1 n - 1 2 nm +
- 2
= ]nYmXP [ =
= Therefore YandX a re
independent random variables.
6. The joint probability density function of the random variable ( )YX , is given by
( , ) ( ) 0,0, II Year / IV Sem 22
m
1 =
pq 2
n
- 1 2 + 3 + = pq 2 n - 1 - p - 1 eyxkyxf =
+ ppp + - yx 22 + yx >
> . Find the value of k. (Nov./Dec.2013)
Solution:
Given )yxf ( , is the joint pdf , we have
∫∫ dydxyxf
( , ) = 1 put tx = ∫∫ 2
∞∞
eyxk - ( yx 2 2 + ) dydx =

1
2 dtdxx = 0 0 ∞ ∞ dydxeeyxk ∫ ∫
- x
2 - y 2
= 1
00
dt

dxx = 2∞ eyk ⌈ │⌊∞
∫ 0 - y 2
∫ 0
dydxex - x 2 ⌉ │⌋= 1

txwhen = 0 ,0 = and txwhen ∞= , ∞= ∞ eyk ∫

0 - y
2⌈ │⌊∞
∫ e
0 - t
1 k 2 ∞ ∫ey - y 2 ( - e - t )
dt 2 ⌉ │⌋dy =
∞ 0 dy = 1 0
=
2 2 k 2 typut 2
= ∞ ∫
k ∞ ey - y +
dtdyy
∫ dy = e - t 0 2 0
= ⇒
dt 2 1 k 4 ( e )
- t
∞ 0 = ⇒
10 + ) = ⇒ k 4 = 1 ⇒
1 k 4 ( 1
=
k 4 .
7. The joint PDF of the random variable ( )YX , is ( ) = ⎧ ⎨⎩II Year / IV Sem 23
( 10 ) 1 dyy
=dt 2 tywhen
=0,0
( + )
= and tywhen ∞= , ∞=
<<<<
otherwise yxf , yxk
0
y 0 ;20, x , 2
.
Find the value of k .
Solution:Given )yxf ( , is the joint pdf , we have

( ) =
⇒ 2 2( + ) = ⇒ 0
0
⌈ │
│⌊
⎛ │
│⎝ ∫∫
dydxyxf
,
1 ∫∫ dydxyxk 1 k ∫ 20
x
2 2 ⎞ ││⎠0
2+ ( ) = [ ( ) ( ) ] ( )
2 ( ) 2 2 1 1 8xy 0 2 ⌉ ││⌋dy 1 22⇒
k
∫
∫
02 - + y 0 2 - dy = 1 ⇒ k 22 + dyy =
1 0
0
⇒
yk
⌈ │ ⎛ │
│⌊+ │⎝20
y ⎞
│
│⎠0
2⌉ 8.
││⌋2 = ⇒ k = The joint pdf of the random variable ( )YX , is ( ) = ⎧ ⎨⎩yxf yxc
0
<<<<
otherwise , 0;20,
x y , 2 . Find the value
of c .
Solution:
Given )yxf ( , is the joint pdf , we have

∫∫ dydxyxf
( , ) =
⎛ │
│⎝2221 dydxyxc 1 yc 0
⇒
∫∫ = ⇒ ∫
0
x
⎞ ││⎠ 2
⇒
2= ∫ ( - ) = dy 1
2 0 2 yc 0 2 dy 1 0
⇒ 2
c
⌈ │ y
│⌊ 2 2
1
⇒ c = ⇒ c = 49.
⌉ ││⌋2141 0 = If two random variables YandX have probability density function
)yxkyxf ( , ) = ( 2 + for
20 ≤ x ≤ and 30 ≤ y ≤ . Evaluatek .
Solution: Given )yxf ( , is the joint PDF, we have
=
⌈
⇒+=⇒
│ ⎛ │
│⌊ │⎝⎞ ││⎠= II Year / IV Sem 24
+ ⌉ ││⌋ ∫ ∫∫
2
dydxyxf
( ,
) 1 3 ∫∫ dydxyxk ( 2 )
2 0 0
1 3k ∫ 0
x
2 2
2 0
xy ( )
20 dy
1 ⇒
k
3 ( 24 + dyy ) 0
⌈ │
= 1 ⇒ yk │⌊4 ( ) 30 + 2 ⎛ ││⎝⇒
⎞ │
+ = ⇒ = ⇒ = y 2 2 │⎠30
⌉ ││⌋= 1 k [ 1912 ] 121 k k 1 2110. If the function xyxcyxf (
, ) = ( 10,10,11 - )( - ) < < < y < is to
be a density function, find the value
of c.
Solution:
Given )yxf ( , is the joint PDF, we have
∫∫
dydxyxf
( ,
) =
1 ⇒ 1∫∫ 1dydxyxc ( 1 1 - )( - ) 1= 1 ⇒ c ∫∫ ( 1 - dydxxyyx - + )
1
= 1 0
0
1
⇒
xc
∫
()()
0
⇒
⌈ │ ⌈ │ 1
│⌊ │⎝ 2(
│⌊10 - ⎛│ ) 1
1 ⎛ │
221 1 241 4 1 4 ⎞ ││⎠- │⎝1- 0 yc
y ⎞ │
│⎠10
⎛ │ c
⌉ ││⌋+ herefore the value of c i s 4=c
│⎝=⇒ c ⌈ │⌊- ⌉ │⌋=⇒ = ⇒ c = = ∫∫ T
11. Find the marginal density functions of YandX i f yxf ( , ) = 52 0,10,52 xyx + ) ≤ ≤ ≤ y ≤ .
( 1
Solution:
Marginal density of X is
()()()()
5 ⎞ │ x
2 52 2 │⎠ 2 2 yxy
10
x
10 2
2 ⌉ ││⌋dy 1 ⇒
c
10⌈ │⌊1
y
2 ⌉ │⌋dy =
2- y +
-1 1 ⇒ c 10
y
1 12 0 =
4 510,1 ⎛ │⎝1 22- ⎞ │⎠dy = ∫
⌈ │ ⎛ │ ⎞ │
= += │⌊│+ │⎝ │⎠dyyxfxf X ,
∫
2 150
⌉ │ 2 2
⌋x x x 52 dyyx 5 yx 10
5
y 2 12 0
= ⌈ │⌊+ ⌉ │⌋= + ≤ ≤ Marginal density of Y i s

⌈ │
│⌊⎛ ││⎝│II Year / IV Sem 25
= ∫ + =
= ∫ ⇒
dxyxfyfY
( ) ( , ) 2 51( 52 dxyx

) 0
⌉ │ x
⎞ ││⎠1+ ⌋y y y 2 52 2
2 0
5 xy ( ) 10
⇒=
52 [ 51 + 2 5+ 10,2 ≤ ≤ 12. If YandX h ave joint pdf (
] = ) = ⎧ ⎨⎩+ < < otherwise yxf , xyx

< <
10,10; y ;0
. Check whether YandX a re

independent.
Solution:
dyyxfxf X
( ) = ∫ ( ,
) = ∫ 1 ( yxdyyx + ) = ( ) 0
⎛│ y
+ │⎝2 ⎞ ││⎠10
(
1 210,< x <
= x + ) ( , ) ( ) 2 ( ) 1 0
2 10
1dxyxfyfY
+ 0
∫ dxyx
= ∫ =
= ⎛ ││⎝11
x
210, 2 ⎞ ││⎠0 + xyfxf X (
+ < y <
yxy = ) . Y ( ) =
1 1
⎛ │⎝+ 2⎞ │⎠⎛ │⎝y +
yx
2⎞ =│⎠xy + 22 + + 1 4≠ )yxfyx +
≠ ( , Therefore YandX a re not independent variables.
13. If YandX a re random variables having the joint density function
yxf ( , ) = 1 8( 6 - xyx - ) 4 2,20, < < < y < , find +YXP [ ]3< . Solution:

+ Y < 3 ] =
P [ X
∫∫
f ( x ,
y )
dx dy
= 1 8 ∫ 33 - ∫ y ( 6 - x - y ) dx dy = 1 8 3 ∫
( 6 ) ( )
3 0 2 0 2 ⌈ │ │ │ │ ⌊ - y x - y - 2 2 3 0 ( )()()()
()
()
()()()()
⎛ │ │ │ ⎝ x ⎞ │ │ │ ⎠ - y ⌉ │ │ │ │ ⌋
dy
1 3 8 6 3 1 2 3 1 8 3 18 9 2 1 2
3 2 2 2 1 8 18 2 3 9 2 = ∫ ⌈ │ ⌊ - y - y - - y 2
⌉ │ ⌋ dy
= ∫
⌈ │ ⌊ - y + y - - y ⌉ │ ⌋
dy
= ⌈ │ │ │ │ ⌊ 3 3
1 3 3 3
3 2 3 2
22
1 8 18 3 2 9 2 9 4 1
3 27 8 1
6 0 1 1 8 18 45
19 2 3 1
5 6 24
y
32- ⎛ │ │ │ ⎝ y y y ⎞ │ │ │ ⎠ + ⎛ │ │ │ ⎝ ⎞ │ │ │ ⎠ - ⌈ │ │ │ ⌊ - - ⌉ │ │ │ ⌋ ⌉ │ │ │ │ ⌋ = ⌈ │ ⌊ - - - + - + - ⌉ │ ⌋ = ⌈ │ ⌊ - + - ⌉
│⌋
=
14. Let YandX b e continuous random variable with joint pdf
yxyxf X Y ( , ) = 3 2 ( + ) 10,10, < x < < y < . Find )yxf ( . Solution:dxyxfyf
2 2 YX Y
3 3
( ) = ∫ ( , ) = 2∫ ( dxyx 2 + 2 =
)
⌈ │ x
32 │⌊⎛ ││⎝ ⎞ ││⎠+ xy ( 1
)0
3
⌉ ││⌋= 2⌈ │⌊II Year / IV Sem 26
1 3
3+ y 2 ⌉ │⌋=
(
2y 2 + 1 2( ) ()
)
13 10 0
yxf
YX =
yxf yf
Y
,
3
=
23
( 2⎛ │⎝yx y 2
+
1
+ 32 ⎞ │⎠ )
=
yx
y 2
+ 1
2 +
.
32
, ) = - yxyx - 0; ≤ < ≤ 1 , find ]XE [ .

15. If the joint pdf of ( )YX , is given by yxf ( 2
Solution:
[ ] ( ) y
[ ] y ( )
1
1
e random variable with joint density function
32424816. Let YandX b
( ) = ⎧ ⎨⎩≤ ≤ ≤ ≤ otherwise
XE
11
=
∫∫
dydxyxfx ,
= ∫∫ d ydxyxx 2 - - = ∫∫ 2 dydxxyxx - 2
- 0 0
00
1
=
⌈ │
0 │⌊∫
2
x
⎛ ││⎝ 2 2
⎞ ││⎠0 y
x
- ⎛│
│⎝ 3
⎛ │
3 ⎞ ││⎠0 y - y │⎝y yy dy
y dyy y y ==
x ⎞ │
-== 22 │⎠0
⌉ │
y ∫
│⌋dy =
10 ⎛ ││⎝3
2
- 23

- 3 ⎞ ││⎠= ∫
10 ⎛ │⎝2
5
-
63 ⎞ │⎠= ⎛│
│⎝3 3 0
1
5 ⎛ │ ⎞ │
4 10 ⎞ ││⎠- 46 │⎝│ ⎠yxf XY , 10,10;4
xyx ,0
y . Find ]YXE [ .
Solution:[ ] ( ) ( )
4 4
3 33111111XYE
=
∫∫
,
dydxyxfxy
4 4
= ∫∫ d ydxyxxy = ∫∫ d ydxyx 2 2
4
= ∫ y 2 0
0
4
1 ⎛ │
3394 . │⎝=
⎛ │
= │⎝⎞
x ⎞ │
││⎠= ⎛ │⎝ 33 │⎞ │⎠= ⎠dy 1∫
dyy
2y 3 10 0 17.
Let YandX b e any two random variables and ba, be constants. Prove that
bYXaCov ( , ) =
ab cov ( )YX , Solution: ]YEXEXYEYXCov ( ,
) = [ ] - [ ] [
bYEaXEbYaXEYbXaCov
( ,
) =
[ ] - [ ] [ ] =
YEXEXYEabYEbXEaYXEab
[ ] - [ ] [ ] = [ ( ) - ( ) ( ) ] =
)YXCovba
( ,
XCov ( , .
, find )Y
18. If Y - = 32 X +
Solution:( ) [ ] [ ] [ ]
[ [ ( ] ) [ ] [ ] ] [ ] ( [ ] ) [ X EXE [ [ YEXEXYEYXCov

,
=-=
XXE
- 32 + - XEXE - 32 + = XEXEXXE
- 2
2
+ 3 - - 2 + 3 -=
2
XE 2 + 3 XEXE [ -=
]
2
2
] - ( [ ] ] ) + ] 2 = ( [ ] ) - 3 XE [ - 2 XVar ] 19.
2 2
If X has mean 4 independent, find
1
1 + 9 while 2 - )5 .
XXVar a nd variance ( 2
II Year / IV Sem 27
X 2has
mean 2- and variance 5 and the two are
Solution:Given XE

[ 1 ] = ,4 XVar
[ 2 ] - = ,2 XVar [ 2 ] =
[ 1 ] = 9 XE 5 XXVar ( 2 1 + 2 - 45 ) = XVar 1 + XVar 2 =
41536594 ( ) + = + = 20. Find the acute angle between the two lines of regression.
Solution:
The equations of the regression lines are
ryy
-

=
 1
xy ( x x - ) - -- -- -- -- -- ( )
rxx

- = x y ( y y - ) - -- -- -- -- -- ( )2Slope of line ( )1 is rm 1 = 
y xSlope of line ( )2 is m
2 y xr 
=  is the acute angle between the two lines, then
If
tan
=
mm
1
1- 2 + mm
21
=
r
 y
x -


1
y

. xr
( r
2
1
) y
+
=
r x1


2
x2 xr
-
+=
( 1
r
2

)
y
rxxr
( 1
)
(  2
+ where a and b are real constants,

+ y 2 21. If YandX a re random variables such that bXaY =
)
show
that the correlation co-efficient )YXr ( , between them has magnitude one. Solution:
()
Correlation co-efficient ( )
YX
II Year / IV Sem 28
-
- +2
= - yxr 2
x

r
y
xy

x
2 y 2 
YXr , =
YXCov  , bXaEXEbXaXEYEXEXYEYXCov
( ,

) = [ [ ] - [ ] ] [ ] = [ [ ] ( ( + ) - [ ] ) [ ] [ + ] ] = XEXEa

[ [ [ ] [ ] - ( [ ] ] ) ]
2 2
aXVara
= ( [ ] ) [ ] =  X 2  Y =
bXEaXEXbXaE
2
+-+=
EYE
XEbXEaXEbXEa 2 + - 2 - 2 = Y [ ] - ( [ ] ) =
2 2
( + ) ] - ( baXE [ + ] ) = X
baXE [ 2
aE [ + 2 bXEabXab +
2
] - ( [ ] + ) = XEa [ ]
22 2 2 2 2
+ 2 XEabXEab [ ] + 2 - 2 ( [ ] ) 2 - 2 bXEab [ ] - 2 =
XEXEa 2
[ [ ] - ( [ ] ) ] = aXVara = 
2 2 2 2
X
2
Therefore a Y =
X and
YXr ( ,
) =
a 
X
.

a
1 = Therefore, the correlation co-efficient )YXr ( , between them has magnitude one.
X2 X
22. If X and Y are two independent random variables with variances 2 and 3, find the variance of
3X+4Y (May/ June 2013)
Solution: Var (3 X + 4 Y ) = 9 Var ( X ) + 16 Var ( Y ) = 9(2) + 16(3) = 66 23. If the joint pdf of
(X,Y) is given by yxf 0,2),( = ≤ yx ≤ ≤ 1 , Find E(X) (May/ June 2013)
Solution:
The marginal density function of X is xf
1
)(
=
∫
dyyxf ),( = )1(2 - x x
XE
11
)(()(

= xdxxfx =
∫ ∫0
1
II Year / IV Sem 29 )1)(2( 324. When will the two regression lines be (A) at right angles
- dxx =
(b) coincident? (Nov./ Dec. 2012)
0 , the regression line will be at
1± , the regression lines will coincide. If r =
Solution: If r =
right angle to each other.
25. A small college has 90 male and 30 female professors. An ad-hoc committee of 5 is selected
at random to unite the vision and mission of the college. If X and Y are the number of men and
women in the committee, respectively. What is the joint probability mass function of X and Y?
(Nov./ Dec. 2012)
X=No. of men Y= No. of
female
Probability
X=5, Y=0 = 5 C
5 ⎛ │⎝129 ⎞ │⎠5 X=4, Y=1 = 5 C

9
4 ⎛ │⎝12 ⎞ │⎠4
⎛ │⎝123 ⎞ │⎠1 X=3, Y=2 = 5 C

9
3 ⎛ │⎝12 ⎞ │⎠3
C
⎛ │⎝123 ⎞ │⎠2 X=2, Y=3 = 5
9
2 ⎛ │⎝12 ⎞ │⎠2
⎛ │⎝123 ⎞ │⎠3 X=1, Y=4 = 5 C

9
1 ⎛ │⎝12 ⎞ │⎠1
⎛ │⎝123 ⎞ │⎠4 X=0, Y=5 = 5 C
9
0 ⎛ │⎝12 ⎞ │⎠0
⎛ │⎝123 ⎞ │⎠5 26. Find the value of ‘k’ if the joint density function of (X, Y) is given by f ( x , y
) = k ( 1 - x ) (1 - y ), 0 < x <
4,1 < y < 5 (May/ Nov. 2014)
45
∫∫ k (1 - x )(1
- y ) dxdy
01= 1 ⇒ 32 1 27. Given the joint probability density function
k =
1
of (X,Y) as f ( x , y ) = 6 ,0 2,0 < y < 3 Determine the marginal density. (May/June
< x <
2014)
f ( y ) =
= 1 3 ; 3 f ( x ) =
1 6 dx
∫ 20
∫ 0
II Year / IV Sem 30 1 = 1 2 28.

6 dy The joint pdf of a two dimensional random variable (X,Y) is
given by
f ( x , y ) = ⎧ ⎨⎩ kxe 0,
otherwise y , 0 ≤ x ≤ 2,
-
y ≥
0 Find the value of ‘k. (April / May 2015)(Nov./Dec.2014)
⎛
2 ∞ ∫∫ - 0 0 = │ ∫ 0 2
⎝
⎞⎛ ⎞
││ ⎠⎝ 0 ∞ ∫ - │ ⎠ kxe y dydx

k xdx e y dy

1 ⇒
= k
= 1 2 29.
In a partially destroyed laboratory record of an analysis of correlation data, the
following results only are legible: Variance of x = 9; Regression equations are 8 X - 10 Y +
66 =
0 and 40 X - 18 Y - 214 = 0 . What are the mean values of X and Y?
8 10
(April/ May 2015) Solving the equations X - Y
66
+ =
0
40 X - 18 Y
- 214 =
0 Mean value of X is 13 and the mean value of Y is 17. 30. The joint probability mass function
of a two dimensional random variable (X,Y) is given by
p ( x , y ) = k ( 2 x +
3 y ) ; x = 0,1,2; y = 1,2,3. Find the value of k. (April/ May 2015)
XY
012
1 3k 5k 7k 2 6k 8k 10k 3 9k 11k 13k
72 1 31. What do you mean by correlation between two random vairble ? (April/ May
k=
2015)
When the random variables X and Y are correlated, the correlation coefficient between X and Y
lies between -1 and +1 If the correlation coefficient is 0, then the random variable are
uncorrelated. If the correlation coefficient is -1, the random variables are negatively correlated. If
the correlation coefficient is +1, the random variables are positively correlated. 32. Given the
two regression lines 3 X + 12 Y = 19 and 3 Y + 9 X =
46 , Find the coefficient of
correlation between X and Y ? (Nov./Dec. 2015)
b ⎛ 1 ⎞ b ⎛ 1 ⎞
From the first equations yx = - │ ⎝ 4 │ ⎠ and from the second equation xy = - │ ⎝ 3 │ ⎠
 = ± b b = - 1 = -
Then the correlation coefficient between x and y is xy xy yx
12 0.08 33. The
joint probability density function of bivariate random variable (X,Y) is given by f ( x , y ) = 4 xy
,0 < x < 1,0 < y < 1 , Find P ( X Y+
< 1) (Nov./Dec. 2015)
11
-
P ( X
+ Y <
1) =

x
∫∫
dy 0 0
4 xy
dx
= 1 6 34.
Determine the value of the constant ‘c’ if the joint density function of two discrete
random
variables X and Y is given by p ( m , n ) = cmn , m = 1,2,3 and n = 1,2,3 (Nov./Dec. 2015) 35.
49
The lines of regression in a bivariate distribution are X + 9 Y = 7, and Y + 4 X =
3 , Find the
correlation coefficient? (Nov./Dec. 2015)
36. Comment on the statement: “If COV(X,Y)=0,then X and Y are uncorrelated”. (Nov./ Dec.2014)
Since X and Y are uncorrelated, the correlation coefficient between them is zero. Therefore x and Y are
1
independent random variables. 37. The joint pdf of RV (X,Y) is given as f ( x , y ) = x ,0 < y <
x ≤

1 , Find the marginal pdf of Y.
(May/ June 2016) 1 f y ( y ) = ∫

y
= log ⎛ │ ⎝ 1 y
1 x dx
II Year / IV Sem 31 ⎞ │ ⎠ 38.
Let X and Y be two independent random variables with Var (X)=9,
Var(Y)=3, Find the Var(4X-2Y+6) (May/ June 2016) Var (4 X - 2 Y + 6) = 1 6 Var ( X ) + 4 Var
( Y ) -
16cov( X , Y ) = 16(9) + 4(3) - 0 = 144 + 1 2 =
156
PART-B
1. Let X andY h ave the joint pdf
Y
X
012
0 0.1 0.4 0.1
1 0.2 0.2 0
Find
(i) +YXP ( )1> (ii) the probability mass function )xXP ( =
of the RV X ( iii) YP ( = 1 X = )1
(iv) XYE ( ) (AP)(Apr/May 2008) 2. The joint density function of the random variable( )YX, is
given by
⎧ ⎨
yxf ) ,(= ⎩0,8 ,0
< < < <
xy elsewhere x 0,1 xy (i) Find the marginal density ofY (ii) Conditional density of X Y =
y (iii) XP ⎛ │⎝< 1 2II Year / IV Sem 32 ⎞ │⎠(AP)(May/Jun 2007) 3.

The joint probability density
function of a two dimensional random variable( )YX, is given by
xyyxf
),(
⎛
= 2 + x 8 2 0; ≤ x ≤ 0,2
≤ y ≤ 1 Compute XP ( ,1 ) YP 1 2, P
│││ 1
│⎝X <
1 ⎞ │││
2 │⎠,
⎛ │⎝<
) ( , ( + )1 ) ≤ .
1 2> ,1 ⎞ │⎠( <
(AP) (May/Jun 2009) (Nov/Dec 2007) 4. Given yxcxyxf )(),( = - , 0 < x < 2 , - x yx < < and ‘0’
elsewhere. Evaluate ‘c’ find
)xf X ( and )yfY ( (AP)(Nov/Dec 2010) 5. In producing gallium – arsenide microchips, it is
known that the ratio between gallium and arsenide is independent of producing a high percentage
of workable water, which are main components of microchips. Let X denote the ratio of gallium
to arsenide andY denote the percentage of workable micro wafers retrieved during a 1 hour
period. X andY a re independent random variables with the joint density being known as
= ⎧ │⎨│⎩> ⎛ │⎝< ⎞ │⎠> Y +
< < < < otherwise

YP X YXPYXP 2
how that )YEXEXYE (
yxf y S ) = ( ) ( . (AP)(Nov/Dec 2006)
6. Given the joint density function
x
=
y
)31( ),(
4 0 x 0,2 1 0
yxf
⎧ │⎨│⎩+
2
< < < y < , Find the marginal elsewhere densities yhxg )(,)( and the conditional density yxf )/( and
x
evaluate xP ⌈ │⌊
y
)31( ),(
4 0 x 0,2 1 0
1
4< < 1
23/1/ Y ⌉ │⌋(AP)(Apr/May2011) 7. The joint pmf of( )YX, is given by xyxkyxp
=
Find all the marginal and conditional probability distributions. Also
.3,2,1;2,1,0),32(),( = + = y =
find the probability distribution of( )YX + . (AP)(Nov/Dec

2007) (Nov/Dec 2011)
8. Let X and Y b e two random variables having the joint probability function yxkyxf ) .32(),( = +
where x a nd y c an assume only the integer values 0, 1 and 2. Find all the marginal and
conditional distributions. (AP)(April/May 2012)
9. If the joint density of XX 1 , 2 is
given by xxf

),( 21
=
⎧
⎨⎩6 0
e -
23
otherwise
xx 1 - 2
xfor 1
> >
0,0 x 2 find the
probability density of XXY = 1 +

2 . (AP)(Nov/Dec
2006) 10. Let X a nd Y b e independent random
variables, both uniformly distributed on (0, 1). Calculate
the probability density of YX + . (AP)(April/May 2010) 11. Two random variables X a nd Y have
xy
the joint density function xyxf XY ),( = 2 + 3 0 0,1 ≤ y ≤
≤ x ≤ 2 . Find the conditional density
functions. Check whether the conditional density functions are valid. (AP)(Nov/Dec 2006) 12.
Suppose that X and Y a re independent non-negative, continuous random variables having
densities )xf X ( a nd )yfY ( r espectively. Compute ]YXP [ <
(AP)(April/May 2010)
13. The joint density of X and Y i s given by
yxf
),( =
II Year / IV Sem 33
⎧ │⎨│⎩1
2ye -
xy
∞ 0,
0 < x < < y < 2 . 0
alculate the conditional density of X g iven Y 1= . (AP)(April/May 2010) 14.
otherwise C
Determine whether the random variables X and Y a re independent , given their joint
probability density function as
=
⎧ │⎨│⎩+ ≤ ≤ ≤ ≤ otherwise
yxf
xy
x x y 0
2
(April/May 2011) 15. Can Y = 5.03,8.25 + XX =

- Y be the estimated regression equations ofY o n
X and X on
Y respectively? Explain your answer with suitable theoretical arguments.
(AP)(Nov/Dec 2007) 16. Two random variables X andY h ave the following joint probability
density function
⎧ ⎨ - - ≤
= ⎩ otherwise
≤ ≤ ≤
yx 0 x 0,1 y 1 Find
),( 3 , 0 0,1 2 yxf 0 ),( 2
(a) Marginal probability density functions of X andY ( b) Conditional density functions (c) XVar (
) and )YVar ( . (AP)(May/June 2006) 17. Two random variables X a ndY have the following
joint probability density function
⎧ ⎨ -- ≤ ≤ ≤ ≤
⎩yxc 0 ),( 4(
yxf = 0) x 0,2 y 2 elsewhere
Find )YX, cov ( . Find the equations of two

lines of regression.(AP)(Apr/May 2012) (Nov/Dec. 2015)
0 and e - y , y
18. If X and Y a re independent random variables with pdf’s e- x , x ≥
YXX + and
≥ 0 respectively, find the density functions of U = YXV = + . Are U a nd V
independent?(AP) (Nov/Dec 2011) 19. Let( )YX, be a two dimensional non negative continuous
random variable having the joint
density yxf
),(
=
⎧ │⎨│⎩4 0
xye -
( yx
22
II Year / IV Sem 34 ≥ Find the density function of YXU =

elsewhere + ) 0,0, yx ≥
+ 2 (AP) (May/Jun 2006) 20. Two dimensional random variable ( )YX, have the joint
2
probability density function
⎧ ⎨ < << 1

yxf = yx
⎩0 xy 1 (i) Find XP
elsewhere),( 0,8 ⌈ │⌊< 2 Y
< 1
4⌉ │⌋, (ii) Find the marginal and conditional distributions. (iii) Are X and Y i ndependent.
(AP)(April/May 2012) 21. If the joint probability density of XX 1 , 2 is given by
xxf

),( 21
=
⎧ ⎨
⎩e 0
-
(
xx
xfor 1
21 + )
> >
0,0 x 2 elsewhere
. Find the probability of
Y =
X 1XX
1
+ 2 (AP)(Nov/Dec 2006) 22. If X a nd Y are independent random variables having density
functions
xf
)(
=
⎧ ⎨
⎩0
,2 e -
2
x
≥
x 0 x
<0 and yf
)(
=
⎧ ⎨ e
⎩,3 0 -
3
y

y≥
0 y<0 respectively, find the density functions YXz = - . (AP)(Apr/May 2011) 23. If the joint
distribution function of X andY i s given by
yxF
),(
=
⎧ ⎨
⎩1( 0
-
e -
x
- > >
1)( e - y ) otherwise yxfor 0,0 (i) Find the marginal densities of X a ndY (ii) Are X andY
independent (iii) Find xP 1 ( < < 1,3 < Y <
)2 (AP)(Nov/Dec 2008)
⎧
24. Let X be a random variable with pdf xf )( = ⎨⎩1 2 e
- x 2
, find the pdf of the RV

2 , -∞ < x < ∞
XY = Compute the co-efficient of correlation between X andY u sing

2 . (AP)(Apr/May 2008) 25.
the following data
(AP)(Nov/Dec 2010)
X 1 3 5 7 8 10
Y 8 12 15 17 18 20
26. If the correlation coefficient is 0, then can we conclude that they are independent? Justify
your
answer through an example. What about the converse? (AN)(April/May 2010)
27. Find the coefficient of correlation between industrial production and export using the
following
data: (AP)(Nov/Dec 2008)
Production( X ) 55 56 58 59 60 60 62
Export(Y ) 35 38 37 39 44 43 44
28. Obtain the equations of the regression lines from the following data, using the method of
least squares. Hence find the coefficient of correlation between X andY . Also estimate the value
38 and the value of X w
ofY when X = 18 . (AP)(May/Jun2009)(April/May 2015)
hen Y =
X 22 26 29 30 31 33 34 35
Y 20 20 21 29 27 24 27 31
29. Calculate the correlation coefficient for the following data: (AP) (May/Jun 2007) (Nov/Dec
2007)
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
30. Find the coefficient of correlation and obtain the lines of regression from the data given
below:
(AP)(Nov/Dec 2006) X 50 55 50 60 65 65 65 60 60 50
Y 11 14 13 16 16 15 15 14 13 13
31. Find the coefficient of correlation and obtain the lines of regression from the data given
below:
(AP)(May/Jun 2006) X 62 64 65 69 70 71 72 74
Y 126 125 139 145 165 152 180 208
1
32. Let the random variable X have the marginal density xf 1 ,1)(= - 2< x <
1
2and let the
conditional density ofY be ( )

II Year / IV Sem 35
xyf =
⎧ ││ │
⎨ │⎩1 1
- < < - < < xyx
<
. Show that the variables are
0
< + ,1 - 1 2< x <
1
yx 01 xx 2uncorrelated. (AP)(May/Jun 2006) 33. Let z b e a random variable with probability
2in the range - 1 ≤ z ≤ 1 . Let the random

density zf )( = 1 variable zX = and the random variable
2 . Obviously X andY a re not independent since YX 2 = . Show, none the less, that X a ndY are
zY =
uncorrelated. (AP) (Nov/Dec 2006)
34. Two random variables X andY a re defined as XY = 94 + . Find the correlation coefficient
between X andY . (AP)(Nov/Dec 2006) 35. If X a ndY are independent exponential random
variables each with parameter 1, find the pdf of
YXU = - . (AP)(May/Jun 2007)(May/ June 2013) (Nov/Dec 2015) 36. If X i s any continuous
⎧
⎨⎩,0
RV having the pdf xf ) ( =
0,2 xx otherwise

<<
1 and eY =
- X , find the pdf of
RV Y . (AP)(Apr/May 2008)
)42 < when the joint pdf of X andY is given by ),(
37. Find YXP ( >
=
⎧
⎨⎩o
-
≥ ≥
)( yx +
0,0, otherwise . Are X andY independent RVs? Explain. And find the pdf of the RV U =
YX (AP)
⎧

(Apr/May 2008)(May/ June 2016) 38. If the joint pdf of the RVs X andY i s given by yxf =
⎨⎩0
II Year / IV Sem 36
< <<
yxg e yx yx 0 1 find the pdf of the
otherwise),( ,1 RV U = YX
(AP)(Apr/May 2008) 39.

The two lines of regression are 108
40
yx
yx -
-
+ 066 0214 =
18 + = .
The variance of X is 9.
Find the mean values of X andY , Correlation coefficient between X a ndY . (AP)(Nov/Dec
2008) 40. For two random variables X andY w ith the same mean, the two regression equations
are baxy = + and dcyx = + . Find the common mean, ratio of the standard deviations and also
b
show that d
-
= 1 1 -a
c. (AP)(Nov/Dec2010) 41.

The joint probability density function of a two dimensional random
variable (X,Y) is
yxf ) ,( = 6 - yx 8
- 0, < x < 2,2
< y <
4 .
Find 1()1( XP < ⋂ Y < ()2()3 YXP + < )3/1()3()3 XP < Y < (AP) (May/ June 2013) 42. The marks
obtained by 10 students in Mathematics and Statistics are given below. Find the correlation
coefficient between the two subjects (AP) (May/ June 2013)
Marks in Mathematics 75 30 60 80 53 35 15 40 38 48
Marks in Statistics 85 45 54 91 58 63 35 43 45 44
43. A distribution with unknown mean  has variance equal to 1.5, Use central limit theorem to
find how large a sample should be taken from the distribution in order that the probability will be
atleast 0.95 that the sample mean will be within 0.5 of the population mean. (AP)
(May/ June 2013)
44. Obtain the equation of the lines of regression from the following data: (AP) (Nov./ Dec.
2012)
X: 1 2 3 4 5 6 7 Y: 9 8 10 12 11 13 14 45. The joint pdf of random variable X and Y is given by
⎧
yxf = ⎨⎩
≤ ≤ ≤
2 yx otherwise (1) Determine the value of  (2) Find the marginal probability density
;0 xy
function of X and Y (3) Find the conditional pdf f(x/y) (AP) (May/ June 2016)(Nov./ Dec.
2012) 46. The regression equations of X and Y is 53 xy - + 0108 = . If the mean value of Y is 44
the variance of Y. Find the mean value of X and the

and the variance of X were 169 th of
correlation coefficient.
(AP) (Nov. / Dec. 2012) 47. Let XX 1 , 2 ,....,
be
X 100 independent
identically distributed random variables with 
= 2 And  2 = 1 192( <

4. Find P XX 1 +
2 + X 100 <
... + )210 . (AP) (Nov./Dec.2012) 54. Let X
and Y be random variables having joint density function
( , ) II
Year / IV Sem 37
3 2( 2 2 ), 0 1, 0 1 0,
1 f x y
),( 0,
= ⎧ │ ⎨│⎩
x + y ≤ x ≤
≤ y ≤ elsewhere
Find the correlation coefficient  xy (AP)
(Nov./Dec.2013) 48. The
joint distribution of X and Y is given by f ( x , y ) = x + 21
y , x =
1,2,3,
y = . Find the
1,2
marginal distributions and conditional distributions. (AP) (Nov./Dec.2013) (Nov/Dec. 2015) 49.
< x < 1 ) , find the pdf of Y= 3X+1 (AP) (Nov./Dec.2013)
If the pdf of ‘X’ is f ( x ) = 2 x , ( 0
50. The joint probability density function of two random variables X and Y is given b f ( x , y )
2 ⎞ │ ⎠ , 0 ≤ x ≤
= 7 6 ⎛ │ ⎝ x 2 + xy 1, 0 ≤ y ≤ 2 , Find the conditional density function of X
given Y and the conditional density function of Y given X (AP)(May/ June 2014) 51. If the
independent random variables X and Y have the variances 36 and 16 respectively. Find
the correlation coefficient r uv , where U =X+Y and V= X-Y (AP)(May/ June, 2014) 52. The
joint probability density function of two random variables X and Y is f ( x , y ) = k ⌈ ⌊ ( x +

y )
- ( x 2 + y 2 ) ⌉ ⌋ , 0 < ( x , y ) < 1 , Show that X and Y are uncorrelated but not independent?
(AP)(May/ June 2014) 53. Calculate the coefficient of correlation for the following data: (AP)
X: 9 8 7 6 5 4 3 2 1 Y: 15 16 14 13 11 12 10 8 9 (Nov./Dec. 2014)
54. IF XX 1 , 2 ,....,
X n are Poisson variates with parameter  = 2 , Use the central limit theorem to
estimate P (120 < S n < 160) where S n = X 1 +
X 2 + , n =
... + X n 75 (AP)(Nov./Dec.2014) 55.
The joint probability density function of a two dimension random variable (X,Y) is given by
f ( x , y ) = xy 2 + x 82
;0 ≤ x ≤ 2; 0 ≤ y ≤ 1 .Compute
⎛ ⎞ ⎛ ⎞
P ( X
> 1), P ( Y
< 1 2 ), P
│⎝X
> 1/ Y
< 1 2 II │⎝Y
Year / IV Sem 38 │ ⎠ , P 1 2 / X
< 1 │
>
,P ( X
< Y ) and
P ( X + Y ≤ 1) (AP)(April/ May 2015) 56. Find the equation of the regression
line Y on X from the following data:
X: 3 5 6 8 9 11 Y: 2 3 4 6 5 8 (AP)(April/ May 2015) 57. Assume that the random variable X
1
and Y have the joint PDF f ( x , y ) = 2 x 3 y ; 0 ≤ x ≤
2; 0 ≤ y ≤ 1 Determine if X and Y are
independent (April/ May 2015) (AP) 58. The joint pdf of the random variable X and Y is
defined as f ( x , y ) = 25 e - 5 y ; 0 < x <
0.2, y >
0 (1) find the marginal PDFs of X and Y (2) what is the covariance of X and Y? (April/ May
2015) (AP) 59. Find the constants k such that f ( x , y ) = k (1 + x ) e - y , 0 < x < 1, y > 0 is the
joint pdf of the continuous random variable (X, Y), Are X and Y independent r.v’s Explain.
(May/ June 2016) (AP) 60. The joint distribution of X and Y is given by f ( x , y ) = x + 32
y , x = 1,2,
y = 1,2,3,4
. Compute
the covariance of X and Y . (AP)(May/ June 2016) 61. Let the joint pdf of (X,Y) be given as f (
x , y ) = Cxy 2 , 0 ≤ x ≤ y ≤
1 , Determine the value of C ,
Find the marginal pdf of X and Y and find the conditional pdf f(x/ y) (AP)(May/ June 2016) 62.
0 and e - y , y ≥
If X a nd Y are independent random variables with pdf’s e- x , x ≥ 0
respectively,
. (AP) (Nov/Dec 2011) (Nov/Dec 2015) 63. The

YXX +
find the density functions of U =
probability density function of X and Y is given by
f ( x , y ) = 7 6 ⎛ │ ⎝ x 2 + xy 2 ⎞ │ ⎠ , 0 < x < 2 (1)

1,0 < y < compute the marginal density function
⎛ 1 1 ⎞
of X and Y, (2) Find E(X) and E(Y) (3) Find P │ ⎝ X
< 2 , Y >
2 │ ⎠ ,0 1, 0 < y < 2 .
< x <
(AP)(Nov/Dec 2015) 64. If X, Y and Z are uncorrelated random variables with zero means and
standard deviation 5, 12 and 9 respectively and if U = X + Y and V = Y + Z, find the correlation
coefficient between U and V. (AP)(Nov/Dec 2015) 65. If X1, X2,...... Xn are Poisson variates
with parameter  = 2 , use CLT to estimate P(120 < Sn

< 160) where Sn = X1 + X2 +,......+ Xn and n = 75. (AP)Nov/Dec 2015)
COURSE OUTCOME: Acquire skills in handling more than one random variable and
correlation between the random variables.
UNIT
III
CLASSIFICATION OF RANDOM
PROCESSES
SYLLABUS: Classification – Stationary process – Markov process - Poisson process –

Discrete parameter Markov chain – Chapman Kolmogorov equations – Limiting distributions.
COURSE OBJECTIVE: Ability to analyze the relation between random input and output signals
using the basics of random process and its characteristics and to solve problems and model
situations using techniques of Markov process. Have an ability to design a model or a process to
meet desired needs within realistic constraints such as environmental conditions
PART
A
1. State the four types of stochastic processes.

The four types of stochastic processes are
1. Discrete random sequence 2. Continuous random
sequence 3. Discrete random process 4. Continuous random
process 2. Give an example for a continuous time random
process.
Solution: If )(tX r epresents the maximum temperature at a place in the interval (0, t), { })(tX is
a continuous random process.
3. Define a stationary process.

Solution: If certain probability distribution or averages do not depend on t, then the random
process { })(tX is called a stationary process.
4. Give an example for a stationary process.

A Bernoulli process is a stationary process. 5. Give an example of
stationary process and justify your claim.
Solution: A Bernoulli process is a stationary stochastic process as the joint probability
distributions are independent of time.
6. Define strict sense and wide sense stationary process. (May/ June 2013)(May/June ,2014)
II Year / IV Sem 39
Solution: A random process is called a strict sense stationary process or strongly stationary
process if all its finite dimensional distributions are invariant under translation of time parameter.
A random process { })(tX with finite first and second order moments is called a weakly
stationary process or covariance stationary process or wide-sense stationary process if its mean is
a constant and the auto correlation depends only on the time difference. i.e, if tXE ) ]([ =  and
zRztXtXE ) ()]()([ - = 7. Give an example for strict sense stationary process.
Bernoulli’s process is an example for strict sense stationary random process.
8. Prove that a first order stationary random process has a constant mean.
Proof:
htxftxf [ ) ( ] =
[ ])( + as the process is stationary.
tXE
)]([
=
∫
dttxftx ) ()( [ ]
htXE
)]([
+= ∫ h tdhtxfhtx )()()( + [ +
] + Put t + h = u ⇒
( d t + )

h=

du = ∫
x ( u ) f [ x ( u ] )
du
=
( u
E [ X
)
] ∴ E [ X ( t + h ) ] =
E [ X ( t
)]
Therefore, tXE ) ]([ is independent of t.
tXE∴ )]([ is a constant.
9. What is a Markov process?
Solution: Markov process is one in which the future value is independent of the past values,
given the present value.
10. Give an example of a Markov process.
Solution: Poisson process is a Markov process. Therefore, number of arrivals in (0,t) i s a
Poisson process and hence a Markov process.
11. Define Markov chain and one – step transition probability.
Solution:
II Year / IV Sem 40
,
If ∀ ⌈ │⌊= - 1 = - 1 - 2 = - 2 0 = 0 II Year / IV Sem 41 ⌉ │⌋= ⌈ │⌊Pn
,......
aX n n X a , X a PaX aX = X n
- 1
= a n - 1 n
n n n n n ⌉ │⌋then the process

{ X n} , n=0,1,2,.... is called a Markov chain.
The conditional probability ⌈ │⌊=
P
aX n =
j
aX
n
is called the one step transition probability
- 1 ⌉ │⌋ i from state a ito state a jat
the n th step.
12. Describe a random walk process. Is it a Markov process?
Solution: Suppose a person tosses a fair coin every T seconds and instantly after each toss, he
moves a distance d t o the right if heads show and to the left if tails show. )(nTX → i s the position
of the person after n t osses
Then the process )(nTX i s a random walk process. The random walk process is a Markov process.
13. Define Poisson process.
Solution: If )(tX r epresents the number of occurrences of a certain event in (0,t), then the discrete
process { })(tX is called the Poisson process.
14. What is homogeneous Poisson process?
Solution:
The probability law for the Poisson process is ntXP
[ )( =
] = te -

)(  n !
t
n ,.....2,1,0, n = ∞ when is

a constant, the Poisson process is called a homogeneous Poisson process.
15. State the postulates of Poisson process.
The postulates of Poisson process are
occurence tttin ,( + ∆ 1) ] = -  ∆ tOt + )( ∆ (ii) moreorP [ 2 occurences tOtttin ,(
(i) P [ 0
∆ (iii) )(tX i s independent of the number of occurrences of the event in any interval
+ ∆ )() ] =
prior
to and after the interval (0,t). (iv) The probability that the event occurs a specified number of
times in
),( ttt 00 +
depends only on t , but not on t 0 16. State any two properties of Poisson process.
(i) The Poisson process is a Markov process. (ii) Sum of two independent Poisson processes is a
Poisson process.
(iii) Difference of two independent Poisson processes is not a Poisson process.
17. Prove that the sum of two independent Poisson processes is also Poisson.
Solution:
2 ntXtXPntXP
Let tXtXtX )()()( = 1 +
[ )(
=
] = [ 1
)()( + 2 = ]
=
∑
n rntXPrtXP
[ 1
)(
= ] [ 2
)( = - ] r
=
0
∑
nr =
0
e
-

1
t
)(

1
t r e
-
 2 t )(
 2 t rn - r
!
(
=
rn - )!
ee
-

1
t
∑
2
- t
nr

1 rnrnrr tt 2 - - =
0
rnr
=
(! - )!
e
-
(

21
+ ) t
∑ t n r
[]
=
e
-

t
n
21 +
!
(
1
+ 2 ) n
= !
II Year / IV Sem 42
nC nrnrnr 

21 - =
0
=e
-
(

21
+ ) t
t n n !

n 2
+ nC 2 1  n - 1
1
+ nC 2 2  n - 2
1 2+ .........  1 n =
e
-
(

21
+ ) t
t n
n !
(
1+ 2 ) n n (
) t
e
-
( 
21
 +
+ ) t (( 1 2)) t n
n
Therefore, tXtX 1 )()(
+ 2 is
2 t ) .
a Poisson process with parameter (  1 +
18. Prove that the difference of two independent Poisson processes is not a Poisson process.
Solution:Let tXtXtX
)()()( =

1 [
- 2 E ( ) t ] = E [ X 1 () t - X 2 () t ] = E [ X 1 () t ] - E [ X 2 () t ] =  1 t -  2 t = t (  1 -
X
 2 ) tXtXEtXE [ )( ] =
2
[ ( 1
)()( - 2 )
2
] 19. Let )(tX be a Poisson process with rate. Find tXtXE [ ])()( + (or) Derive the
auto
correlation of the poisson process (May/ June 2016) Solution:
X ( t ) X ( + t 
( ) t X ( + t  ) = ⌉ ⌋⌊ ⌈ E (
E ⌈ ⌊ X
- ) X )

( t +
) X ( t ⌉ ⌋
)
( ) t ( X ( t 
= E ⌈ ⌊ X
+ ) - )
X ( t ) ⌈ │ ⌊ ⌉ ⌋ 2 +
E ⌉ │ ⌋
X ( t
= E ⌈ ⌊ X t ⌉ ⌋ E
() ⌈ ⌊ X
( t +  ) - X ()
t ⌉ ⌋ +
E ⌈ │ ⌊ 2
() () ( ) 2
()
22 2 22 2 ( )
II Year / IV Sem 43
X t ⌉ │ ⌋ =
E ⌈ ⌊ X
t ⌉ ⌋ E
⌈ ⌊ X

⌉⌋+

E ⌈ │ ⌊ X
t ⌉ │ ⌋ =  t +  t =
 t +  t  +  t +  t =  t t +
+

t
∴ tXtXE [ ])()( + =  2 tt ) ( +  + t 2
0. For a Poisson process with parameter  and for
ts < show that
nCntNksNP
[ )( =
)( s
= ] = k t s
t⎛ │⎝kn k n ⎞ │⎠k

1 ⎞ │ ,...2,1,0, =
⎛ │⎝ - ⎠- Proof: P ⌈ ⌊ N ( ) s = ⌈ ⌊ ( Ns PNt )
k N ( ) t = n ⌉ ⌋ = P ⌈ ⌊ = k () ⋂ ( = Nt
n
( ) ( ) ( )
()
) ( ) () ( ) ( ! ) ( ) ( ( ( )! )) ( ) ( ) ! ! ( ) !( )!
P
= n = k ⋂ Nt s PNt
Ns =
=
n n k P N s k P N t s n k e s s k e t s t s n k k n k PNt
n e t t n n n e s k s k e t e s n k t s n k k n k e
- = - - = = = - = - = - - - - - - = -
- - - - - 1 1
1
⌉ ⌋ ⌈ ⌊ ⌉ ⌋ ⌉ ⌋ ⌈ ⌊ ⌉ ⌋
⌈ ⌊ ⌉ ⌋⌈ ⌊ ⌉ ⌋ ⌈ ⌊ ⌉ ⌋
  

 
  
 
t nnt nC k n s k t n k s n k t n t n s k t n t k nC k t n s n k t nCk s t
tkk s n k 
 

 -= - ⎛ │ ⎝ - ⎞ │ ⎠ - =
- ⎛ │ ⎝ - ⎞ │ ⎠ - = ⎛ │ ⎝ -
k n k
⎞ │ ⎠ - ∴ P ⌈ ⌊ N ( s ) = k N ( t ) = n ⌉ ⌋ = nC k ⎛ │ ⎝ s t ⎞ │ ⎠ ⎛ │ ⎝ 1
- s t ⎞ │ ⎠ - , k =
0,1,2,....
n
21. For the sine wave process YtX ) ( = ,cos  t - ∞ < t < ∞ ;  = constant, the amplitude Y is a
random variable with uniform distribution in the interval 0 to 1. Check whether the process is
stationary or not. Solution: Given Y is a random variable with uniform distribution in the
interval 0 to 1, then yfY1)(

= 0 < y < 1 Also given YtX ) ( = cos  t E
⌈ ⌊ X
( t ) ⌉ ⌋ = E
⌈ ⌊ Y
cos 

⎛ ⎞
t ⌉ ⌋ = tE ⌈ ⌊ - 1 ⌉ ⌋ = cos 
cos  t │ ⎝ 0 2 +
1 │ ⎠
=
1 2 cos 
t
Since the mean is time dependent, the process is not stationary.
⎛
22. If the TPM of a Markov chain is
│ 1
│⎝
1
10 2 2⎞
││⎠, find the steady state distribution of the chain. (May/
June 2013).
Solution:
( 
0
21) 1
()
()
2
2 3II Year / IV Sem 44
⎛ │ 1
│⎝
1
2 2⎞ ││⎠=   21 
1
+
2 = 1
⇒

1
1
= 3=
23. If N(t) is the poisson process, then what can you say about the time we will wait for the first
event to occur? And the time we will wait for the nth event to occur? (May/ June 2013)
Solution:
ntNP [ )( =

] = te -

t )(  n ! n , .....2,1,0, n =
∞ Where N(t) is the number of occurrences in (0, t)
24. Is poisson process stationary? Justify? (May/ June 2013) (April/ May 2015)
Solution:
It is a non-stationary process. tXE ))(( =  t is the mean of the poisson process, which depends
on time.
25. Prove that the first order stationary random process has a constant mean.(Nov./Dec. 2013)
∞  )) = ∫x f ( xt , +
E ( X ( t +

)
=
dx -∞∞
∫
x f ( x , t ) dx =

E [ X ( t
)]
-∞
26. Prove that Poisson process is a Markov process. (Nov./Dec.2013)
( t 3 ) = n 3 / X ( t 2 ) = n 2 , X ( t 1 )
P [ X
= n
1
]
( P t 3 [ ) X = ( n t 3 2 , ) II Year / IV Sem 45 X = ( t 2 n 2 ) = n 2 , X , X ( t 1 ) =
= P [ X
( n t 1 1 ] )
=
n
1
]
= e - 
( t 3 - t
2
)
[  ( t 3 - t
2
] n - n ( n 3 -
3 2
n
2
( t 3 ) = n 3 / X ( t 2 )=
)! = P [ X
n
2
]
27. A gambler has Rs.2. He bets Re.1 at a time and wins Re.1 with probability 1⁄2. He stops
playing if he loses Rs.2 or wins Rs. 4. What is the transition probability matrix of the related
markov chain? (May/ June 2014)
⎛ │ │ │ │ │ │ │ │ │ ⎝ 1 1 2 1 2
1 2 1
2
1 2 1
2
1 2 1 2
1 2 1
2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 ⎞ │ │ │ │ │
││││⎠
28. What is a random process? When do you say a random process is a random variable? (April/
May 2015)
A random process is a collection of random variables indexed by the time set T , i.e. X ( t , s ) ,
When t is fixed, X(t,s) will become X(s) – a random variable.
29. A radioactive source emits particles at a rate of 5 per min. in accordance with Poisson
process. Each particle emitted has a probability 0.6 of being recorded. Find the probability that
10 particles are recorded in 4 min period. (Nov./ Dec. 2014)
P ( X
(5(0.6)(4))
(4) = 10) =e - (5(0.6)(4) 10!
10
=
e-
12 10!
(12) 1030. Check whether the Markov chain with transition probability matrix
0 P
= ⎛ │ │ │ ⎝ 1 2 0 1 0 1 0 1 2 0
⎞ │ │ │ ⎠
is
irreducible or not? (Nov./Dec.2014)
Given TPM is an irreducible matrix, because each state is reached from the remaining states in
some non-zero number of steps.
2
1
3
31. The random process X(t) is given by X ( t ) = Y c os(2  t ), t >
0 Where Y is a random
variable with E(Y)=1. Is the process X(t) stationary? (May/ June 2016)
X ( t ) = Y cos(2 
t ) , t
>
0 E ( X ()) t =
EY ( )cos(2  t ) =
cos(2 
t
) which depends on ' t
'
X(t) is not a stationary process
32. When a Markov chain is called homogeneous? (Nov./Dec. 2015)
33. Consider a random process tX , cos)( =  t - ∞ < t < ∞ ; w
here  is a constant and  is
uniform
variable in ⎛ │ ⎝ 0,
 2II Year / IV Sem 46 ⎞ │ ⎠, show that X(t) is not WSS? (Nov./Dec. 2015)
34. Consider a markov chain with state {0, 1, 2} and TPM
= ⎛ │ │ │ │ │ ⎝ 0 1 2 1 1 2 1 2 0 1 2 0 0
⎞ │ │ │ │ │ ⎠, Draw the transition diagram. (Nov. Dec. 2015)
PART-B
1. If customers arrive at a counter in accordance with a Poisson process with a mean rate of
2/min, find the probability that the interval between 2 consecutive arrivals is more than 1 min,
between 1 and 2 mins and 4 mins or less. (AP) (Nov/Dec 2010, 2011) 2. At the receiver of an
AM radio, the received signal contains a cosine carrier signal at the carrier frequency  0with a
random phase  that is uniformly distributed over )2,0(  . The received carrier signal is AtX ) (
= cos(  o t + ) . Show that the process is second order stationary. (AP) (May/Jun 2007) 3.
Show that the random process AtX ) ( = cos(  0 t + ) is wide sense stationary if A and  0are
constants and  is uniformly distributed random variable in )2,0(  . (Nov/Dec 2007,2011)
(Nov./Dec.2015) (AP)
P
4. Show that random process { tBtAtX )( } = cos + ,sin ∞- < t <
∞ is a wide sense stationary
process where A and B are independent random variables each of which has a value -2 with
probability 1/3 and a value 1 with probability 2/3. (April/May2011)(April/May2015)
(Nov./Dec.2015) (AP) 5. Given a RV Ω with density f )( and another RV  uniformly
distributed in ),( - and
independent of Ω and atX )( = c os( Ω t + ) , prove that { })(tX i s a WSS process. (AP)
(May/Jun 2006) (Nov/Dec 2008) 6. Consider a random process )(tX d efined by tVtUtX )( = cos +
sin where U and V are
independent random variables for which VEUE
1)()(;0)()( = = VEUE 2 = 2 = (1) Find the auto covariance function )tX ( (2) Is )tX ( wide sense
stationary? Explain your answer. (U)(Apr/May 2008) 7. A stochastic process is described by
tBtAtX )( = sin + cos where A a nd B a re independent random variables with zero means and equal
standard deviation show that the process is stationary of the second order. (AP)(Nov/Dec 2006)
8. Suppose that a mouse is moving inside the maze shown in the adjacent figure from one cell to
another, in search of food. When at a cell, the mouse will move to one of the adjoining cells
randomly, for n ≥ 0 , X nbe the cell number the mouse will visit after having changed cells ‘n’
times. Is { nX n ,...1,0;
= } a Markov chain? If so, write its state space and transition probability
matrix. (AP)
147
258
369
9. A raining process is considered as two states Markov Chain. If it rains, it is considered to be
state 0 and if it does not rain, the chain is in state 1. The transition probability of the Markov
⌈ │⌊4.06.0 8.02.0
chain is defined as P =
⌉ │⌋Find the probability that it will rain for 3 days from today assuming
that it will rain after 3
days. Assume the initial probabilities of state 0 and state 1 as 0.4 and 0.6 respectively.
(AP)(Nov/Dec 2006)
10. Let the Markov chain consisting of the states 0,1,2,3 have the tpm
II Year / IV Sem 47
⌈ ││││ 1 1
│⌊00 0001 0010 0010 2
2⌉ ││││
│⌋. Determine which states are transient and which are recurrent by defining transient
and recurrent states. (AP) (April/May 2010)
11. The following is the transition probability matrix of a Markov chain with state space {
}4,3,2,1,0 . Specify the classes are transient and which are recurrent. Give reasons.
⌈ │││││
│⌊04/3004/1 05/3005/2 03/103/13/1
2/102/100
3/203/100
⌉ │││││
│⌋. (AP) (Nov/Dec 2010)
12. Suppose that whether or not it rains today depends on previous weather conditions through
the lasts two days. Show how this system may be analyzed using a Markov chain. How many
stats are needed? (AP)(April/May 2010) 13. A raining process is considered as two states
Markov Chain. If it rains, it is considered to be state 0 and if it does not rain, the chain is in state
⌈ │⌊4.06.0 8.02.0
1. The transition probability of the Markov chain is defined as P =
⌉ │⌋Find the probability that it will rain for 3 days from today assuming
that it is raining today.
Find also the unconditional probability that it will rain after three days with the initial
probabilities of state 0 and state 1 as 0.4 and 0.6 respectively
(AP) (May/Jun 2006) 14. A person owning a scooter has the option to switch over to scooter,
bike or car next time with
the probability of (0.3, 0.5, 0.2). If the transition probability matrix is
II Year / IV Sem 48
⌈ ││
│⌊5.025.025.0 3.03.04.0
⌉ ││
│⌋. What are the probabilities vehicles related to his fourth purchase? (AP)(Nov/Dec 2006)
15. Find the limiting-state probabilities associated with the following transition probability
matrix
⌈ ││ ⌉ ││
│⌊5.02.03.0 │⌋3.05.02.0 1.05.04.0 4.03.03.0
(AP)(April/May 2011)
16. An engineer analyzing a series of digital signals generated by a testing system observes that
only 1 out of 15 highly distorted signals follows a highly distorted signal, with no recognizable
signal between, whereas 20 out of 23 recognizable signals follow recognizable signals, with not
highly distorted signal between. Given that only highly distorted signals are not recognizable,
find the TPM and fraction of signals that are highly distorted. (AP) (May/Jun 2009) (Nov/Dec
2007) (Nov/Dec 2010)(Nov./Dec.2014)(April/ May 2015) 17. A salesman territory consists of
three cities A, B and C. He never sells in the same city on successive days. If he sells in city-A,
then the next day he sells in city-B. However if he sells in either city-B or city-C, the next day he
is twice as likely to sell in city-A as in the other city. In the long run how often does he sell in
each of the cities? (AP)(April/May 2012) (Nov/Dec.2013) 18. Derive Chapman-Kolmogorov
equations. (AN)(April/May 2010)(April/ May 2015)
19. Derive probability distribution of poisson process and hence find its auto correlation
function.
(AN)(April/May 2011) 20. Show that the difference of two independent poisson processes is not
a poisson process. (AN)
(April/May 2011)(May/ June 2013) 21. Define Poisson process and derive the Poisson
probability law. (AN)(Nov/Dec 2011) 22. Three out of every four trucks on the road are
followed by a car, while only one out of every
five cars is followed by a truck. What fraction of vehicles on the road are trucks? (AP)
(April/May2010) 23. The process { })(tX whose probability distribution is given by
ntXP
{ )(
=
}
⎧ ││ │
= ⎨ │⎩1
+ )(

at
II Year / IV Sem 49
n
- 1.0, n = Show that { })(tX is not stationary. (May/Jun2006)

(Apr/May 2012)(Nov./Dec.2013) (Nov./Dec.2015) (AP) (1) The transition probability matrix of
a Markov chain { n X n } . ...3,2,1, = having 3 states
1, 2 and 3 is

at )1(
+ at
n
+
1,...2,1, n = at
⌈ ││
│⌊2.02.06.0 3.04.03.0 4.05.01.0
⌉ ││
3 = 2, X 2 = 3, X 1
}3 , P { X
│⌋and the initial distribution is ( )1.0,2.0,7.0 . Find XP { 2 =
2 } . (Nov/Dec2008)(Nov./Dec.2013)(May/June2014) (Nov./Dec.2015) (AP) 24.

= 3 X 0 =
Assume that a computer system is in any one of the three states: busy, idle and under repair
respectively denoted by 0, 1, 2. Observing its state at 2 pm each day, we get the transition
probability matrix as
⌈
= P
││
│⌊4.006.0 2.02.06.0 1.08.01.0
⌉ ││
│⌋. Find out the 3rd step transition probability matrix. Determine the limiting possibilities.
(AP)(May/Jun 2007) 25. Define stationary transition probabilities. Derive the Chapman-
Kolmogorov equations for
discrete time Markov chain. (AN)(Nov/Dec 2007) 26. On a given day, a retired English
professor Dr. Charles Fish, amuses himself with only one of the following activities: reading
(activity 1), gardening (activity 2), or working on his book about a river valley (activity 3). For
if Dr. Fish devotes day ‘n’ to activity i. Suppose that { nX n }
let iX n =
31 ≤ i ≤ ....3,2,1, = is a
Markov chain and depending on which of these

activities on the next day is given by TPM
⌈ ││
│⌊45.025.030.0 50.010.040.0 35.040.025.0
⌉ ││
│⌋. Find the proportion of days Dr. Fish devotes to each activity. (AP)(Nov/Dec 2007) 27.
Suppose that customers arrive at a bank according to a Poisson process with a mean rate of 3
per minute; find the probability that during a time interval of 2 minutes
(1) exactly 4 customers arrive (2) more than 4 customers arrive (3) Fewer than 4 customers
arrive (AP) (May/Jun 2006)(Nov./Dec.2013)(April/ May 2015) (Nov./Dec.2015) 28. Queries
presented in a computer database are following a Poisson process of rate  = 6 queries per
minute. An experiment consists of monitoring the database for m minutes and recording N(m) the
number of queries presented.
a) What is the probability that there are no queries in a one minute interval? b) What is the
probability that exactly 6 queries arrive in a one minute interval? c) What is the probability of
less than 3 queries arriving in a half minute interval?
(AP)(May/Jun 2007). 29. Obtain the steady state or long run probabilities for the population size
of a birth death process.
(AN)(May/Jun 2007) 30. Discuss the pure birth process and hence obtain its probabilities, mean
and variance.
(AN)(Apr/May 2008) 31. 32. Write Let a short note on recurrent )(tX b e a Poisson process with
state, arrival transient rate state, . Find ergodic stsXtXE { ( state. )()( - (R)(Nov/Dec ) } >
2
2008)
. (AN) (Apr/May 2008) 33. Let { n X n ,...3,2,1;
= } b e a Markov chain on the space S = { }3,2,1
with one step transition
probability matrix
P
=
⌈ ││ 010 1 2⌉ ││
│⌊1 001 20 │⌋(a) Sketch the transition diagram. (b) Is the chain irreducible?
Explain (c) Is the chain ergodic? Explain. (AP)(Apr/May 2008)(May/ June 2013) 34. A man
either drives a car or catches a train to go to office each day. He never goes 2 days in a row by
train but if he drives one day, then the next day he is just as likely to drive again as he is to travel
by train. Now suppose that on the first day of the week, the man tossed a fair die and drove to
work iff a 6 appeared. Find (1) the probability that he takes a train on the 3rd day, (2) the
probability that he drives to work in the long run. (Nov/Dec 2008) (Nov/Dec 2011)
(Nov./Dec.2015) (AP) 35. Show that the process tBtAtX )( = cos  + sin  i s wide sense
stationary, if BEAE ) ()(,0)()( = = BEAE 2 = 2 ABEand 0)( = where A and B are random variables.
(AP)(May/ June 2013)(April/May 2015) 36. Prove that the poisson process is a Markov
process. (AN)(May/ June 2013)
37. A fair die is tossed repeatedly. The maximum of the first ‘n’ outcomes is denoted by X
. Is { nX n ,....2,1,
n = } a Markov chain why or why not? IF it is a Markov chain, calculate its
transition probability matrix. Specify the classes. (AP) (Nov./Dec.2012)(April/May 2015)
38. An observer at a lake notices that when fish are caught, only 1 out of 9 trout is caught after
another trout, with no other fish between whereas 10 out of 11 non-trout, with no other fish
between whereas 10 out of 11 non-trout are caught following non-trout, with no trout II Year / IV
Sem 50
between. Assuming that all fish are equally likely to be caught, what fraction of fish in the lake is
trout? (AP)(Nov./Dec.2012)(April/ May 2015) 39. The following is the transition probability
matrix of a Markov chain with state space { }5,4,3,2,1 . Specify the classes are transient and
which are recurrent. Give reasons. (AP)

⌈ │││││
│⌊10000 5/305/200
⌉ │││││
│⌋03/203/10 2/102/100
. (Nov/Dec 2012) 01000
40. For an English course, there are four popular textbooks dominating the market. The englush
department of an institution allows its faculty to teach only from these 4 text books. Each year,
prof. Rose Mary O donoghue adopts the same book she was using the previous year with
probability 0.64. The probabilities of her changing to any of the other 3 books are equal. Find
the proportion of years Prof. O’ Donoghue uses each book. (AP)(Nov./ Dec.2012)
41. Explain the steady state probabilities of birth-death process. Also draw the transition graph?
(U)(Nov./Dec. 2012)
42. Show that the sum of two independent poisson process with parameter  1 and
2 is
 also a
poisson process (U)(May/ June 2014)
43. Find the limiting-state probabilities associated with the following transition probability
matrix
⌈ │ │ │ ⌊ 0.5
0.2 0.3 0.4 0.1 0.4 0.3 0.3 0.5
II Year / IV Sem 51
⌉ │ │ │ ⌋
45. A soft water plant works properly most of the time. After a day in which the plant is working,
the plant is working the next day with probability 0.95. Otherwise a day or repair followed by a
day of testing is required to restore the plant to working status. Draw the state transition diagram
for the status of the plant. Write down the TPM and Classify the status of the process.
(AP)(Nov./Dec.2014) 46. Suppose that children are born at a poisson rate of five per day in a
certain hospital. What is the probability that (1) atleast two babies are born during the next six
hours. (2) no babies are born during the next two days? (AP)(Nov./Dec.2014) 47. If {N1(t)}and
{N2(t)}are two independent Poisson process with parameter  1and

 respectively, show that ( () / () () ) ⎛ n
2 P N 1 t =
k N 1 t +
N 2 t = n = │ ⎝ k
⎞ p = 
│ ⎠ p q - , where
k n k
and q =  1 . (AN)(Nov./Dec.2015)
1 1 +  2  1 +  2
48. Consider a random process Y ( t ) = X ( t )cos( wt 0 +  ) where X(t) is WSS process,  is a
uniformly distributed r.v. over ( - ,  ) w0 is a constant. It is assumed that X(t) and  are
independent. Show that Y(t) is WSS? (AP)(May/ June 2016) 49. Consider the Markov chain Xn,
n=0,1,2.. having state space and TPM P= ⎛ │ ⎝ II

Year / IV Sem 52 0.4 0.8 0.6 0.2
⎞ │ ⎠ (1)
Draw the transition diagram (2) IS the chain irreducible? (3) Is the state -1 ergodic?
Explain (4) IS the chain ergodic? Explain (AN)(May/ June 2016) 50. Let X(t) and Y(t) be two
independent poisson process with parameters  1 and  2 resp. Find (1) P(X(t)+Y(t)) = n,
n=0,1,2,... (2) P(X(t)-Y(t)) = n, n=0, 1,-1,2,-2,.... (AN) (May/ June 2016) 51. Let { n X n
,...3,2,1; = } be a Markov chain on the space S = { }3,2,1 with one step transition
probability matrix
P =
⌈ ││ 010 1 2⌉
│⌊1 001 20
││
│⌋with initial state probability distribution P ( X 0 = i ) = 3i , i = 1,2,3
( X 3 =
. Find (1) P 2, X 2
= 1, X 1 =
2 / X 0 =

1) (2) P ( X 3 =
2 , X 2 =
1, X 1 =
2 , X 0 = X 2 =
1) , (3) P ( 2 / X 0 =
2) , (4) Invariant probabilities of
the Markov chain. (AP)(May/ June 2016)
COURSE OUTCOME: Able to characterize phenomena which evolve with respect to time in
probabilistic manner. Choose an appropriate method to solve a practical problem.
UNIT IV
MARKOVIAN QUEUEING MODELS
COURSE OBJECTIVE: Ability to analyze basic properties of Markov chains and their
applications in modeling queuing systems and acquire skills in analyzing queueing models. Have
an ability to design a model or a process to meet desired needs within realistic constraints such as
environmental conditions
FORMULAS

MODEL-I: /(:)1//( MM ∞ FIFO ) 1. Steady state probability p 0 p 0 =1 - 
p
 p
n  n 2. Average no. of customers in the system L s
n
= ⎛ ││⎝
II Year / IV Sem 53
⎞ ││⎠, 0

= ⎛ ││⎝
⎛ │ ⎞ │
⎞ ││⎠ │⎝1 -   Average number of customers in the queue ( L q)
│⎠L s= - 3.
L q = L s -   =
   (  
-  -   = 2 -
 )
4. Average waiting time of a customer in the system W sW

= L
s s
=
 )
(  - ) = ( 1 - 5. Average waiting time of a customer in the system W s W
=
q
L =
q  
( 
=
2 - ) )
(  - 6. Probability that the number of customers in the system exceeds ‘k’
kNp (
>
⎛ │
) = │⎝
⎞ │
│⎠k
+
1
7. Average number L wof

customers in the non-empty queue ( L w )
L
w =  - 8.
Average waiting time of customers in the queue ,if he has to wait.
WWE (

qq 1  - 9. Probability density function (pdf) of the waiting time in the
> 0 ) =
system
f ( w ) = (  -  ) e - (  -  ) w 10. Probability that the waiting time of a customer in

the system exceeds ‘t’
⎧ ││ │
⎨ │⎩  
- = NOTE: W qdoes not follow an exponential distribution.
MODEL-II: /(:)//( cMM ∞ FIFO ) 1.
II Year / IV Sem 54
⎧ ││ │
⎨ │⎩⎛ ││⎝( -
e
)
-
)(
w
- w , > 0 wg
)(
=
1

0, wn
n
!1 ⎞ ││⎠, ≥ < p =


⎛ ││⎝
⎞ ││⎠p
0
, sn n
ss
sn

-
p sn L
 0 2.
q
=
1 !⎛
ss
│ 
│⎝
⎞ │
│⎠s
+
1
⎛ │
│⎝1 -


s
⎞ │
│⎠2
p 0 3.

 LL
+
s
=
 1 !⎛
q + = ss
│ 
│⎝
⎞ │
│⎠s
1
⎛ │
│⎝1 -
s
⎞ │
│⎠2
p 0 4. 1 1 1! 2 0 1
+
Ws

+
s =
=L
s
⎛ │ ⎝ ⎞ │ ⎠ s s
11 !
⎛ │ ⎝ - s ⎞ │ ⎠ p 5.
1 2
p 0 s
  
 
W
q
=
L q 

⎛
=
│ 
│⎝
⎞ │ ⎛ │ ⎞ │
│⎠s │⎝-  │⎠6. ∑- = ss +

⎛ │
│⎝p
0
= s11

n
⎛ │ ⎞ │
│⎝- │⎠1 n 0
n

!n s
s

s ! 1
⎞ ││
s
⎠MODEL-III /(:)1//( MM ∞
FIFO )
⌈ 1. p n = ⎛ │ ⎝   ⎞ │ ⎠ n │ │ │ │ │ ⌊ II
│ Year / IV Sem 55
1
-  
1
-
p = if  = 
⎛ │ │ ⎝  ≠  n k 1 + 1 ,
⎞ │ │ ⎠ k+ 1 ⌉ │ │ │ │ │ │ ⌋ , if  p 0
= 1
-
1
1
 k+ 1 if  ≠  p
-   =  2. L s =
0 = k + 1 , if 
The average no . of customer s in the system L s = k 2, if 
=
 ( 1)
,
1
⎛ │ │ ⎝ ⎞ │ │ ⎠
1
L s  
k
 k   k1 if  +

+≠ 3. L q = L
s - 
′ where ′is the effective arrival rate 
′ = )1( - p 0 4. W
L s L q
s =
W q =
′ 5.
′ MODEL-IV
/(:)//( ksMM FIFO ) 1.
= ⎛ │ ⎝ - ⎞ │ ⎠ - ⌈ │ │ │ │ │ │ ⌊ + ⎛ │ ⎝ ⎞ │ ⎠ -⎛ │ ⎝ ⎞ │ ⎠ ⌉ │ │ │ │ │ │ ⌋

n = ⎧ │ │ ││ │ ⎨ ││ │││⎩ n 1 !
⎛│⎝n

s
 ⎞ │ ⎠ p 0 , n ≤ s p n
ns
!
s 1 ⎛ │ ⎝ -

,
⎞ │ ⎠ p 0
n ≤
s< k
0,
n > k
2.
L p
⎞ │ ⎠ - - where  = 
s 
q = 0 ⎛ │ ⎝  3.
II Year / IV Sem 56
 s
! ( 1 -

) 2 ⌈ │ ⌊ 1 -  k s - ( k - s )(1 -  )  k s ⌉ │ ⌋ L s = 

L q +
′ =  ⌈ │ │ │ ⌊ s - s ∑ - 1( n =
′ where  0 s - n ) p n ⌉ │ │ │ ⌋

∑ k p n =
1 n
=
0
L
4. Ws =  s ′
5. W q
= L q
′ where ′ is the effective arrival rate

6. p
∑
0 = n s = - 10
1
+ ⎛ │ │ │ ⎝ 
n 1!  n  n
s s
s
∑
! n k = s
s ⎞ │ ⎠ n
⎛ │ ⎝   -
s ⎞ │ │ │ ⎠
PART-A
1. In a given MM / /1// ∞ FCFS q ueue  = 6.0 , what is the probability that the queue contains 5
or more customers?
Solution: np
)5( ≥ = ⎛ ││⎝ 5
⎞ ││⎠=  =
)6.0( 2. What is the probability that a customer has to wait more than 15 min. to
55
get his service completed in /(:)1//( MM ∞ FIFO ) queue system if  = &.min/6  = /10 hr ?
(Nov/ Dec. 2012)
min)15 =
Solution: wp ( s > wp ( s > , isws exp
1 4hr )
onential with parameter  - ∞ =
∫
(

- ) e
-
)(  - 1 4=
d
[ - e

] = 0
+ e 
= e 4
= e - 1 3. A duplicating machine maintained for office use is operated by an office assistant. If
jobs arrive at a rate of 5 per hour and the time to complete each job varies according to an
exponential distribution with mean 6 min., find the percentage of idle time of the machine in a
day. (Assume that jobs arrive according to a poisson process)
Solution: /(:)1//( MM ∞ FIFO ) model
 = 1 6/10min = hr
 = ,/5 hr -
)(
1
- ∞ 4)610(
- )(
- - - 4
1 -
p0 =  = 1 - 105 = 5.0 50 % of time the machine is idle.
4. For /(:)1//( MM ∞ FIFO ) model write down the little’s formula.
Solution: L s = L q , W s = W q , L s = w s +  , W s = W q

+
 5. Consider an
(M/M/1) queueing system. If  = 6 and  = 6 find the probability of atleast 10
customers in the system.
Solution: np )10( ≥ = ⎛ ││⎝II Year / IV Sem 57  10 ( )10

⎞ ││⎠10 = ⎛ │⎝6 8⎞ │⎠= 75.0
6. What are the basic characteristics of Queueing process?
Solution:1. Arrival time pattern (distribution) (a) 2.

Service time pattern(distribution) (b) 3. No.
of services (c) 4. Capacity of the system (d) 5. Service discipline (Queue discipline) (e)
7. Write the Kendall’s notation and explain.
Solution:
)/(:)//( edcba is the Kendall’s notation a , b , c , d , e are explained as above in Q.no.(6) 8.
Derive the average no. of customers in the system for /(:)1//( MM ∞
FIFO ) Solution:
L s =
n
∑ ∞=
n p n
= 0. p 0 + 1. p 1 + 2. p 2 + 3. p 3 + .....
= n
∑ ∞= 1
0 0 n ⎛ │ │ ⎝ 2 3
2
00 2 
 ⎞ │ │ ⎠ n p =
p
+ 2 + 3 + ....
= p1 + 2 + 3 +
....
=
p
1
1
-
= 1 -
.
1 1 -
⌈ │ │ │ │ ⌊   ⎛ │ │ ⎝   ⎞ │ │ ⎠ ⎛ │ │ ⎝  
⎞ │ │ ⎠ ⌉ │ │ │ │ ⌋   ⌈ │ │ │ │ ⌊ ⎛ │ │ ⎝   ⎞ │ │ ⎠ ⎛ │ │ ⎝  

⎞ │ │ ⎠ ⌉ │ │ │ │ ⌋  ⎛ │ │ ⎝  ⎞ │ │ ⎠ ⎛ │ │ ⎝   ⎞ │ │ ⎠   ⎛ │ │⎝  ⎞ │ ⎠ 2  
│
= -
9. What is the probability that an arrival to an infinite capacity 3 server poisson queue with
 = 2
c
pand = 1
3 0
9enters the service without waiting?

Solution:
Arriving customer shall enter the system without waiting if number of customer in the system≤
Number of server (=3)
∴
np
)3(
< = ppp 0 + 1 + 2 =
p
1
+
 1
1
p +
⎛ │ 
2 │⎝
⎞ │
 │⎠p 0
II Year / IV Sem 58

p
1 ⎛ │ ⎞ │ 
= n ! │⎝  │⎠n p 0 Given c
n
2 
= 33⇒
= 2
3 ∴ np
3⇒  = 2 cand =
1
)3( < = 1 9+ .2
9+ 1
1 5
24 9= 910. Consider an M/M/C queueing system. Find the probability that an arriving
customer is
forced to join the queue.
Solution: Arriving customers has to join the queue if
Number of customers in the system ≥ number of server = c
[]
=
⌈ │ ⎛ │
- │⌊+ + ⎛ ││⎝2 0 0 ⎞ ││⎠+ │⎝cnp 1 )(
≥
= - ppp 0
+ 1 + 2 + .... + p c
- 1
=
1
⌈
-
│
│⌊p
0
1 
+ !1

1
p 0 + !2

 ⎞ │ ++ ⎛
⎛ ││⎝ ⎞ ││⎠ │⎠ -
│ ⎞ │ ⌉ │
│⎝ │⎠ │⌋2 p 0
+ !31
⎛ │  
│⎝ 

2

3
⎞ │
- 1 0  │⎠3
+ + p
p 0 ..... c - │
⎛ │ 
)!1( c 1 │⎝
⎞ │
 │⎠c
-
1
⌉ │
p ⌋11. What is the probability that an arrival to an infinite capacity 3 server poisson Queueing
system with  = 2 pand
0 =
1 9enters the service without waiting?
Solution: )3//( MM m odel

Customers enter the system without waiting if less than 3 customers in the system
 
p ( n 3) p 0 p 1 p 2 p 0 1! 1  p 0 1 2 
)!1(
0
1
1 1
1 !1
!21 !3..... 1 < = + + = + + ⎛ │ │ ⎝ ⎞ │ │ ⎠ 2 =

p 0 1 9 +
9 2 +
1 2 4 1 9 =
5 9 .
12. What is the effective arrival rate for /4/1//( MM FCFS ) queueing model?
Solution:  ′ = )1( - p 013. For /(:)//( NcMM FIFO ) model , write down the formula for
(a) Average no. of customers in the system (b) average waiting time in the system
Solution:
(a) L s = ′ where L q =


L q + p   s s
 ( -

)
-  k - s - k - s -   k - s  ′=  s - n
s ∑= - s - p n and 
= s  
L
 s ′
(b) Ws =
14. What are the characteristics of a queuing system? (May/ June 2013)
Solution: The basic characteristics of a queueing system are
(a) Arrival pattern (b) Service pattern (C) Number of servers
(b) Number of servers
(c) System Capacity
(d) Queue discipline
15. What is the probability that a customer has to wait more than 15 minutes to get his service
completed in a M/M/1 queueing system, if  = 6 per hour and  = 10 per hour? (May/ June
2013) Solution:
Probability that the waiting time in the queue exceeds t =

 6
e - )(  - t Probability that the waiting time exceeds 15 minutes = 10
e
15)610( 60 27
-
= 106 e - = 254.5
-
- 16. Give a real life situation in which (a) customers are
× 10
considered for service with last in first out queue discipline (b) a system with infinite number of
servers. (Nov. / Dec. 2012)
a. Inventory systems b. A super market bill counter, Telephone exchange long distance
operators, Petrol pump
17. Consider a random queue with two independent Markovian servers. The situation at server 1
is just as in M/M/1 model. What will be the type of queue in server 2? Why?(Nov/ Dec. 2012)
Solution:
II Year / IV Sem 59
0!121 ( )(1 ) 10 ( 1) ⌉ │ │ │ ⌋

⎛ │ │ ⎝ ⎞ │ │ ⎠ ⎛ │ │ ⎝ ⎞ │ │ ⎠ ⌈ │ │ │ ⌊

The type of queue in server 2 is FIFO with infinite capacity.
18. Define Markovian Queueing models. (Nov./Dec.2013)
Queueing models in which both inter arrival time and service time which are exponentially
distributed are called Markovian Queueing models.
19. Suppose that customers arrive at a poisson rate of one per every 12 minutes and that the
service time is exponential at a rate of one service per 8 minutes. (a) what is the average number
of customers in the system? (b) What is the average time of a customer spends in the system?
(Nov./Dec.2013)
 = 12 1 / min;    =
= 1 8 / min  =
23
L=  =
The average number of customers in the system is s
1 -  2 The average time the
1
customer spends in the system W s =
 L s = 24min 20. A supermarket has a single cashier.
During peak hours, customers arrive at a rate of 20 per hour. The average number of customers
that can be serviced by the cashier is 24 per hour. Calculate the probability that the cashier is
idle. (May,/June, 2014)
 = 2024 , P 0 =
1 -
20 24 =
1 6 =
0.1667 21.
State the steady state probabilities of the finite
source queueing model represented by (M/M/R): (GD/K/K) (May/ June ,2014)
P
0 = ∑
c - 1n = 0
1 n ! 0
0
II Year / IV Sem 60
1 ⎛ │ ⎝ ⎞ │ ⎠ n + ⎛ │ ⎝ 1
1 s !
n !
s
, n s P 1 s ! sP , s n k 0 ,
1 n !P
nk
⎞ │ ⎠ s ∑

k
n =
s
⎛ │ ⎝ - ⎞ │ ⎠ n s n = ⎧ │ ││ │ ⎨ ││ ││⎩⎛ │ ⎝ ⎞ │ ⎠ n
n -
s


≤ ⎛ │ ⎝ 
 ⎞ │ ⎠ n < ≤>
22. State the relationship between expected number of customers in the queue and in the system
(Nov./Dec.2014)
Expected number of customer in the system is Ls
Expected number of customer in the queue is Lq
L = L + 
s q  23. What is the steady state condition for M/M/C queueing model?
(Nov./Dec.2014)(May/ June
2016)For Multi server , infinite capacity model:

n
⎧ ││ │
⎨ │⎩n 1 !II Year / IV Sem 61
=
 p sn
⎛ ││⎝⎛ ││⎝ ⎞ ││⎠< ss - ⎞ ││⎠ , ≥ ∑ - = p
, sn p n
sn
0
+
⎛ │ ⎛ │ 
│⎝ │⎝0 p
0
= s11

n
1
n 0
n
⎞ │ ⎞ ││ 
!n- │⎠ ⎠
s
s

s ! 1 or multi server, finite capacity model:
s F
⎧ 1 !
n , = s │ │ │││ ⎨ │ │││ │⎩ 0 1 n s , , ⎛ │ ⎝ n
n

n ≤
⎞ │ ⎠ p 0 s p n

!
s
-
⎛ │ ⎝ 
s <
⎞ │ ⎠ p 0 n ≤
k
n > k
∑
p 0 = n s = - 10
+ ⎛ │ │ │ ⎝ 
n 1! 1  n  n
s s
s
∑
! n k = s
s ⎞ │ ⎠ n
⎛ │ ⎝   -
s ⎞ │ │ │ ⎠
24. What do the letters in the symbolic representation ( a / b / c )( d / e ) of a queueing model
represent (April/ May 2015)
Arrival time pattern (distribution) (a) Service time pattern(distribution) (b)
No. of services (c) Capacity of the system (d) Service discipline (Queue discipline) (e)
25. What do you mean by balking and reneging? (April/ May 2015)(May/ June 2016)
Balking: A customer may decide to wait no matter how long the queue becomes, or if he queue
is too long to suit him, may decide not to enter it. If a customer decides not to enter the queue
upon arrive, he is said to have balked.
Reneging: Sometimes a customer may enter the queue, but after he may decide to leave the
queue due to impatience, In this case he is said to have reneged.
26. Draw the state transition rate diagram of a M/M/C queueing model (April/ May 2015)


2
1 S1 S2

27. What is the probability that a customer has to wait more than 15 min. to get his service
completed in a M/M/1 queueing system, if  = 6 p er hour and  = 10 per hour? (April/ May
2015)
P ( W >
t )=
e
- (  - ) t P ( W
> 15 60
e - ( 10 - 6 )
)=
15 60
=
e
- 1 28. What effect does doubling  and  have on Ls and Ws for an
(:)1//( MM FIFO ∞ )/ ∞ queueing model? (Nov./Dec.2015)
queueing model.
29. Write the steady state probabilities for the )//(:)//( KKGDRMM , KR ≤
(Nov./Dec.2015)
30. Which queue is called to be the queue with discouragement? (Nov./Dec.2015)
31. What is the effective arrival rate for /4(:)1//( MM FCFS ) queueing model?(Nov./Dec.2015)
PART-B
1. There are three typists in an office. Each typist can type an average of 6 letters per hour. If
letters arrive for being typed at the rate of 15 letters per hour (a) What is the probability that no
letters are there in the system? (b) What is the probability that all the typists are busy?
(AP)(May/Jun 2007)
II Year / IV Sem 62
2. Explain an M/M/1, finite capacity queuing model and obtain expressions for the steady state
probabilities for the system size. Find also the mean number of customers in the system.
(AN) (May/Jun 2007)(Apr/May 2008)
⎛ │ ⎞ │
3. For the steady state M/M/1 q ueueing model prove that P n =
│⎝ │⎠II Year / IV Sem 63
n
P 0 (AN)(Nov/Dec 2007)

4. Define Kendall’s notation. What are the assumptions made for the simplest queueing
model?
(R) 5. Calculate any four measures of effectiveness of M/M/1 queueing system. (AN)(April/May
2010) 6. Derive the formula for the average number of customers in the queue and the
probability that an arrival has to wait for (M/M/C) with infinite capacity. Also derive for the
same model the average waiting time of a customer in the queue as well as in the system.
(AN)(May/Jun 2006) 7. Define birth and death process. Obtain its steady state probabilities.
How it could be used to
find the steady state solution for the M/M/1 queueing system. Why is it called geometric?
(AN)(April/May 2010)(April/ May 2015) 8. On every Sunday morning, a Dental hospital
renders free dental service to patients. As per hospital rules, 3 dentists who are equally qualified
and experienced will be on duty then. It takes on an average 10 minutes for a patient to get
treatment and the actual time taken is known to vary approximately exponentially around this
average. The patients arrive according to the Poisson distribution with an average of 12 per hour.
The hospital management wants to investigate the following: (1) The expected number of
patients waiting in the queue (2) The average time that a patient spends at the hospital.
(AP)(Nov/Dec 2007) 9. A concentrator receives messages from a group of terminals and
transmits them over a single transmission line. Suppose that messages arrive according to a
Poisson process at a rate of one message every 4 milliseconds and suppose that message
transmission times are exponentially distributed with mean 3 minutes. Find the number of
messages in the system and the mean total delay in the system. What percentage increase in
arrival rate results in a doubling of the above mean total delay? (AP)(Apr/May 2008) 10. A
duplicating machine maintained for office use is operated by an office assistant who earns Rs.5
per hour. The time to complete each job varies according to an exponential distribution with
mean 6 minutes. Assume a Poisson input with an average arrival rate of 5 jobs per hour. If an 8 –
hrs day is used as a base, determine (a) The percentage idle time of the machine. (b) The average
time a job is in the system. (c) The average earning per day of the assistant. (AP)(Nov/Dec 2008)
11. Patients arrive at a clinic according to Poisson distribution at a rate of 30 patients per hour.
The waiting room does not accommodate more than 14 p atients. Examination time per patient is
exponential with mean rate of 20 per hour. (1) What is the effective arrival rate?
(2) What is the probability that an arriving patient will not wait? (3) What is the
expected waiting time until a patient is discharged from the clinic?
(AP)(May/Jun 2007) (Nov/Dec 2015) 12.
There are three typists in an office. Each typist can type an average of 6 letters per hour. If
letters arrive for being typed at the rate of 15 l etters per hour (a) What fraction of the time all
the typists will be busy? (b) What is the average number of letters waiting to be typed?
(c) What is the average time a letter has to spend for waiting for being typed? (d) What is
the probability that a letter will take longer than 20 m inutes waiting to be
typed and being
typed?
(AP) (May/Jun 2009)(Nov/Dec 2010,2011)(Apr/May 2012)(May/ June 2013)
13. Self-service system is followed in a super market at a metropolis. The customer arrivals occur
according to a Poisson distribution with an average of 12 per hour. The hospital management wants
to investigate the following: (a) Find the expected number of customers in the system. (b) What is
the percentage of time that the facility is idle? (AP)(Nov/Dec 2007) 14. A supermarket has two girls
attending to sales at the counters. If the service time for each customer is exponential with mean 4
minutes and if people arrive in Poisson fashion at the rate of 10 per hour, (a) What is the probability
that a customer has to wait for service? (b) What is the expected percentage of idle time for each
girl? (AP)(Nov/Dec 2008) (c) What is the expected length of customer’s waiting time?
(AP)(May /June 2012)(April/ May 2015)
15. A T.V. repairman finds that the time spent on his job has an exponential distribution with mean
30 minutes. If he repair sets in the order in which they came in and if the arrival of sets is
approximately Poisson with an average rate of 10 per 8 hour day. What is the repairman’s
expected idle time each day? How many jobs are ahead of average set just brought? (May/June
2012) (Nov./Dec.2013) (Nov./Dec.2015) (AP) 16. Customers arrive at one window drive-in bank
according to Poisson distribution with mean 10 per hour. Service time per customer is exponential
with mean 5 minutes. The space is front of window, including that for the serviced car can
accommodate a maximum of three cars. Others cars can wait outside this space.
(i) What is the probability that an arriving customer can drive directly to the space in
front of the window? (ii) What is the probability that an arriving customer will have
to wait outside the
indicated space? (iii) How long is an arriving customer expected to wait before
being served?
(AP)(April/May 2011) 17.
Customers arrive at a one man barber shop according to a Poisson process with a mean inter
arrival time of 12 minutes. Customers spend an average of 10 minutes in the barber’s
chair (a) What is the expected number of customers in the barber shop and in the queue? (b) How
much time can a customer expect to spend in the barber’s shop? (c) What is the average time
customer spends in the queue? II Year / IV Sem 64
(d) What is the probability that the waiting time in the system is greater than 30 minutes?
(AP)(May/June 2009) 18.
Customers arrive at a one man barber shop according to a Poisson process with a mean inter
arrival time of 12 minutes. Customers spend an average of 10 minutes in the barber’s chair
(a) What is the expected number of customers in the barber shop and in the queue? (b) What is the
probability that more than 3 customers are in the system? (AP) (Nov/Dec 2008) 19. Find the mean
number of customers in the queue, system, average waiting time in the queue
and system of M/M/1 queueing model. (AN)(Nov/Dec 2011) 20. Show that for the (:)1//( MM FCFS
)// ∞ ∞ , the distribution of waiting time in the system is
- )(  - t
tw ) ()( =  - e (AN)(April/May 2011) 21. Find the steady state solution for the
0, t >
multi server M/M/C model and hence find L9, W9, Ws
and Ls by using Little’s formula. (AN)(April/May 2011) 22. If people arrive to purchase
cinema tickets at the average rate of 6 per minute, it takes an average of 7.5 seconds to purchase a
ticket. If a person arrives 2 min before the picture starts and it takes exactly 1.5 min to reach the
correct seat after purchasing the ticket. (i) Can he expect to be seated for the start of the picture? (ii)
What is the probability that he will be seated for the start of the picture? (iii) How early must he
arrive in order to be 99% sure of being seated for the start of the picture?
(AP)(Nov/Dec2010)(Nov./Dec. 2014) 23.
Trains arrive at the yard every 15 minutes and the service time is 33 minutes. If the line capacity of
the yard is limited to 5 trains, find the probability that the yard is empty and the average number of
trains in the system, given that the inter arrival time and service time are following exponential
distribution. (AP)(April/May 2012) 24. Arrivals at a telephone booth are considered to be Poisson
with an average time of 12 minutes between one arrival and the next. The length of a phone call is
distributed exponentially with mean 4 minutes
(a) What is the average number of customers in the system? (b) What fraction of the day will the
phone be in use? (c) What is the probability that an arriving customer will have to wait?
(AP)(May/Jun 2007) 25. Arrivals at a telephone booth are considered to be Poisson with an
average time of 12 minutes between two consecutive calls arrival. The length of a phone call is
distributed exponentially with mean 4 minutes
(a) Determine the probability that a person arriving at the booth will have ot wait. (b)
Find the average queue length that is formed from time to time. (c) The telephone
company will install a second booth when convinced that an arrival
would be expected to wait at least 5 minutes for the phone. Find the increase in flows of
arrivals which will justify a second booth. (d) What is the probability that an arrival will
have to wait for more than 15 min before
the phone is free? (AP)(Nov/Dec 2006) II Year / IV Sem 65
26. A petrol pump has 2 pumps. The service times follow the exponential distribution with mean of
4 minutes and cars arrive for service is a Poisson process at the rate of 10 cars per hour. Find the
probability that a customer has to wait for service. What is the probability that the pumps remain
idle? (AP) (Apr/May 2008)
27. Automatic car wash facility operates with only one bay. Cars arrive according to a Poisson
process, with mean of 4 cars per hour and may wait in the facility’s parking lot if the bay is
busy. If the service time for all cars is constant and equal to 10 minutes, determine
(a) Mean number of customers in the system Ls (b) Mean number of customers in the queue (c)
Mean waiting time in the system. (d) Mean waiting time in the queue. (AP) (Apr/May 2008)(May/
June 2013) 26. Derive (1) Ls, average number of customers in the system (2) Lq, the average
number of customers in the queue for the queuing model /(:)1//( MM N FIFO ) .(May/ June
2013)(May/ June 2014) (AP) 27. Customers arrive a t a one man barber shop according to a
poisson process with a mean inter arrival time of 20 minutes. Customers spend an average of 15
minutes in the barber chair. The service time is exponentially distributed. If an hour is used as a unit
of time, then (1) What is the probability that a customer need not wait for a hair cut? (2) What is the
expected number of customer in the barber shop and in the queue? (3) How much time can a
customer expect to spend in the barber shop? (4) Find the average time that a customer spends in the
queue? (5) Estimate the fraction of the day that a customer will be idle? (6) What is the probability
that there will be 6 or more customers? (7) Estimate the percentage of customers who have to wait
prior to getting into the
barber’s chair? (May/Jun 2006)(April/ May 2015) (May/ June 2013) (AP) 28. At a port there
are 6 unloading berths and 4 unloading crews/ when all the berths are full, arriving ships are
diverted to an overflow facility 20kms down the river. Tankers arrive according to poisson process
with a mean of 1 every 2 hrs. It takes for an unloading crew, on the average 10 hrs to unload a
tanker, the unloading time following an exponential distribution. Find (i) how many tankers are at
the port on the average? (ii) How long does a tanker spend at the port on the average? (iii) What is
the average arrival rate at the overflow facility? (AP)(Nov./Dec.2012) 29. Consider a single server
Queueing system with poisson input, exponential service times. Suppose the mean arrival rate is 3
calling units per hour, the expected service time is 0.25 hours and the maximum permissible number
calling units in the system is two. Find the steady state probability distribution of the number of
calling units in the system and the expected number of calling units in the system.
(AP)(Nov./Dec.2013) 30. A telephone exchange has two long distance operators. It is observed that,
during the peak load long distance calls arrive in a poisson fashion at an average rate of 15 per hour.
The length of service on these calls is approximately exponential distributed with mean length 5
II Year / IV Sem 66
minutes. Find (a) the probability a subscriber will have to wait for long distance call during the peak
hours of the day. (b) If the subscriber will wait and are served in turn, what is the expected waiting
time . (AP)(Nov./Dec.2013) 31. Customers arrive at a sales counter manned by a single person
according to a poisson process with a mean rate of 20 per hour. The time required to serve a
customer has an exponential distribution with a mean of 100 seconds. Find the average waiting time
of a customer. (Nov./Dec.2013)(AP) 32. Derive the governing equation for the (M/M/1) : (GD /
N/∞) queueing model and hence obtain the expression for the steady state probabilities and the
average number of customers in the system (AN)(May/June2014) 33. Four counters are being run
on the frontiers of the country to check the passports of the tourists. The tourists choose a counter at
and the service time is exponential with
random. If the arrival at the frontier is poisson at the rate 
parameter /2, find the average queue length at each counter. (AP)(May/ June 2014) 34.
Customers arrive at the express checkout lane in a supermarket in a poisson process with a rate of
15 per hour. The time to check out a customer is an exponential random variable with mean of 2
minutes. Find the average number of customers present. What is the expected waiting time for a
customer in the system? (AP)(May/ June 2014) 35. The local one person barber shop can
accommodate a maximum of 5 people at a time 4 waiting and 1 getting hair cut). Customers arrive
according to a Poisson distribution with mean 5 per hour. The barber cuts hair at an average rate of
4/hr (exponential service time) (i) What percentage of time is the barber idle?(ii)What fraction of the
potential customers are turned away? (iii) What is the expected number of cutomers waiting for a
hair-cut? (iv) how much time can a customer expect to spend in the barber shop?
(AP)(Nov./Dec.2014) 36. A tax consulting firm has 3 counter in its office to receive people who
have problems concerning their income, wealth and sales taxes. On the averages 48 persons arrive in
an 8 hr day. Each tax advisor spends 15 min. on the average upon arrival. IF the arrivals are poisson
distributed and service times are according to exponential distribution, find (i) the average number
of customers in the system (ii) the average number of customers waiting to be serviced (iii) the
average time a customer spends in the system?(AP)(April/ May 2015) 37. A small mail-order
business has one telephone line and a facility for call waiting for two additional customers. Orders
arrive at the rate of one per minute and each order requires 2 min. and 30 seconds to take down the
particulars. What is the expected number of calls waiting in the queue? What is the mean waiting
time in the queue? (AP) (April/ May 2015) 38. An airport has a single runway.. Airplanes have
been found to arrive at the rate of 15 per hour. It is estimated that each landing takes 3 minutes.
Assuming a poisson process for arrivals and an exponential distribution for landing time. Find the
expected number of airplanes waiting to land, expected waiting time. What is the probability that the
waiting will be more than 5 minutes? (AP)(April/ May 2015) 39. Customers arrive at a watch repair
shop according to a poisson process at a rate of 1 per every 10 minutes, and the service time is an
exponential random variable with mean 8 minutes. Compute (1) The mean number of customers Ls
in the system (2) The mean waiting time Ws
II Year / IV Sem 67
of a customer spends in the system, (3) the mean waiting Wq of a customer spends in the queue

and (4) the probability that the server is idle (AP)(May/ June 2016) 40. A petrol pump has 4
pumps. The service times follow the exponential distribution with mean of 6 minutes and cars
arrive for service is a Poisson process at the rate of 30 cars per hour. Find the probability that no
car is in the system? Find the probability that a customer has to wait for service. Find the mean
waiting time in the system? (AP)(May/ June 2016) 41. A one person barber shop has 6 chairs to
accommodate people waiting for a haircut,. Assume that customers who arrive when all the 6
chairs are full leave without entering the barber shop. Customers arrive at the rate of 3 per hour
and spend an average of 15 minutes in the barber’s chair. Compute P0, Lq, P7 and Ws
(AP)(May/ June 2016) 42. Consider a single server queue where the arrivals are poisson with
rate  = 10/ hour . The service distribution is exponential with  = 5/hour . Suppose that
customers balk at joining the queue when it is too long. Specifically, when there are n in the
1
system, an arriving customer joins the queue with probability n+
. Determine the steady state probability that
1 there are ‘n’ customers in the system.
(AP)(May/June 2016) 43. The engineers have two terminals available to aid their calculations.
The average computing job requires 20 minutes of terminal time and each engineer requires
some computations one in half an hour. Assume that these are distributed according to an
exponential distribution. If the terminals can accommodate only 6 engineers in the waiting space
find the expected number of engineers in the computing center. (AP)(Nov./Dec.2015) 44. Find
the system size probabilities for an M / M / C : FIFO / ∞ / ∞ queueing system under steady state
conditions. Also obtain the expression for average number of customers in the system.
(Nov./Dec.2015)(AN) In a production shop of a company, the breakdown of the machines is
found to be Poisson with average rate of 3 machines per hour. Breakdown time at one machine
costs Rs. 40 per hour to the company. There are two choices before the company for hiring the
repairman. One of the repairmen is slow but cheap, the other fast but expensive. The slow
repairman demands Rs. 20 per hour and will repair the broken down machines exponentially at
the rate of 4 per hour. The fast repairman demands Rs. 30 per hour and will repair the machines
exponentially at an average rate of 6 per hour. Which repairman should the company hire?
COURSE OUTCOME: Acquire knowledge to characterize a model based on the Markovian
queuing models in different situation
UNIT V
NON-MARKOVIAN QUEUES
SYLLABUS: Finite source models - M/G/1 queue – PollaczekKhinchin formula - M/D/1 and
M/EK/1 as special cases – Series queues – Open Jackson networks.
II Year / IV Sem 68
COURSE OBJECTIVE: Analyze probability and stochastic models which evolve with respect
to time in a probabilistic manner .Have an ability to design a model or a process to meet desired
needs within realistic constraints such as environmental conditions
PART-A
1. Explain few non-Markovian queues.
Solution: Some of the queueing systems don’t have Markov property either in arrival or
service pattern and known as non-Markovian queues.
Some of the queues are M/Ek/1 – having erlang service time distributions M/D/1-constant
service time distributions.
2. State the P-K transform equation. (May/ June 2013)
Solution:zG
( ) = ( 1
-
Lz ) ( -
Lz B
[ ) ( [ ( z ) ] - 1 B
1 - z ) ]

Write the P-K mean value formula.

1 - 3.
Solution:NE

2
[ ] =  + 
( 1 12 ( ) )
C
II Year / IV Sem 69 +
-4. Write the formula for number of customers in the non-Markovian
2
B
queue with constant service

time.
L
=  +
S
12
(  - 2
)
5. State the assumptions to derive P-K formula for non-Markovian queues.
Solution: a) the server is not idle whenever a job is waiting for service. b) the scheduling
discipline does not base job sequencing on any priori information on job
execution times c) the scheduling is no preemptive that is once a job is scheduled for service it is
allowed to
complete without interruption.
6. Define open and closed queuing network.(May/ June 2013)(May/ June 2014)
Solution: An open queuing network is characterized by one or more sources of job arrivals and
correspondingly one or more sinks that absorb jobs departing from the network. In a closed
network jobs neither enter nor depart from the network.
7. Write the balance equation for a two-stage tandem network.
Solution: ( 
0 +
1 +
) kkpp
1 ( , ) =  0 kkp
10 ( 0 +
1,1 1 -
) +
 1 kkp
( 1 0 1,
 kkp ( 0 -
+ ) +
,1 1 ) 8.
Draw a two-stage tandem network.
μ μ
λ 0 1 0 1
9. Write the solution for balance equation for a two-stage tandem network.
, 1 1
Solution: kkp ( 10 ) = ( -  0 0 ) k 0 ( -  1 1 ) k 1 10. Define bottleneck of a system.
Solution: As the arrival rate increases in a network of queues the node with larger with traffic
intensity will become instability and hence the node with largest traffic intensity is called
‘bottleneck’ of the system.
11. A two stage tandem network is such that the average service time of node 1 is 1 hour and the
average service time for node 2 is 2 hour and the arrival rate is 0.5 per hour. Find the bottleneck
 = 0.5,  = 1,  = 2,  = 0.5,  =
of the system. Solution: 1 2 1 2
0.25
Node 1 is bottleneck of the system.
12. A two stage tandem network is such that the average service time of node 1 is 1 hour and the
average service time for node 2 is 2 hour and the arrival rate is 0.5 per hour. Solution:

= 0.5, p( 0,0 ) = ⎛ │ ⎝ II
Year / IV Sem 70
 
1, 1 -  1 ││ ⎠⎝ 2 = 2, 1 -  2 │ ⎠
⎞⎛ ⎞
1=
=
 
83 1= 0.5,
0.25 13. Write the properties of Jackson network.

2=
a. Arrivals from the “outside” to node I follow a Poisson process with mean rate λi. b.

Service times at each channel at node I are independent and exponentially distributed with
parameter μi. c.
The probability that a customer who has completed service at node i will go to
next node j
is rijand rij indicates the probability that a customer will leave the system from node i.
14. State Jackson theorem for an open network. (Nov./ Dec. 2012)(Nov/Dec.2014)(April/ May
2015)
In an open Jackson network, customers arrive at each station (node) both from outside the system
and from other stations. The customers may visit the various stations in any order and may skip
some stations. Each station has an infinite queue capacity and may have multiple servers. A
customer leaving station i goes to station j with probability p ij . So, the probability that
customer leaves the system after service at station ‘i’ is given
p
io =
1
p
- ∑k ij j =
1
Let  jdeonote the total arrival rate of customers to the station  j. Then  jcan be got as
the solution of 
j
ja
jp , ....2,1,
 iji
k 1 where c II
Year / IV Sem 71  1 15. Define series queues. (Nov./Dec.2013)
A series queue is one in which customers may arrive from outside the system at any node and
may leave the system from any node.
16. Define open network. (Nov./Dec.2013)
A network of K service facilities (or) nodes is called an open network if it satisfies the following
characteristics:
(a) Arrivals from outside to node ‘i’ followa poisson process with mean rate r i and join the
queue at ‘i’ and wait for his turn turn for service
(b) Service times at the channels at node ‘i’ are distributed with parameter  i(c)
Once a
customer gets the service completed at node ‘i’ he joins the queue at node ‘j’
ij17. State P-K formula for the average number in the system in a M/G/1
with probability p
queueing model and hence derive the same when the service time is constant with mean 
1(May/ June 2014)
( )
= + ∑m =

j <
i
= jj
L
S =  +
12
 - 2
18. What do you mean by Ek in the M/Ek/1 queueing model? (April/ May 2015)

Ek denotes the Erlang distributed service time pattern with the mean service time of 
19. What do the letter in the symbolic representation M/G/1 of a queueing model represent The
arrivals are Markovian and the service pattern is generally distributed (UD, ED, GD, RD, ED)
with single server. (April/ May 2015)
20. Write the expression for the traffic equation of the open Jackson queueing network (May/
June 2016)
Let  idenote
the total arrival rate of customers to the station and it can be got as the solution
of
 = a +∑
j i
p
i 21. An M/D/1 queue has an arrival rate of 10 customers per second and a service rate of
ij j = 1
20 customers per second. Compute the mean number of customers in the system. (May/ June
2016)
L 
M/D/1 queue is with constant service time where var( T ) = 0 s=  + 2(1 - 2  ) =
1 2 +
2(
1 1 4 2
)= 3 4 =
0.75 =1.

22. Derive the Pollaczek - Kintchine formula for the average number in the system when the
1 . (Nov./Dec.2015)
service time is constant with mean 
23. Distinguish between and open and closed queueing network. (Nov./Dec.2015)
24. Pollaczek - Kintchine formula. (Nov./Dec.2015)
25. What do you mean by bottle neck of a network? (Nov./Dec.2015)
PART-B
1. Derive the Pollaczek-Kninchine formula for M/G/1 queue.(Nov/Dec 2007, 2008, 2010)
(April/May 2010)(Nov/ Dec.2012)(Nov/Dec.2014) (April/ May 2015) (Nov./Dec.2015) (AN)
2. Discuss M/G/1 queueing model and derive Pollaczek-Kninchine formula(Nov/Dec 2011)
(AN) 3. Derive the P-K formula for the (M/G/1): )//( GD ∞ ∞ queueing model and hence deduce
that
with the constant service time the P-K formula reduces to L s=  +
)1(2 
- 2 
where  = TE ) (1and  = 
. (April/May 2012)(Nov./Dec.2013)(May/ June 2016) (AN) 4.

In a heavy machine shop, the overhead crane is 75% utilized. Time study observations gave the
average slinging time as 10.5 minutes with a standard deviation of 8.8 minutes. What is the
II Year / IV Sem 72
average calling rate for the services of the crane and what is the average delay in getting service? If
the average service time is cut to 8.0 minutes with a standard deviation of 6.0 minutes, how much
reduction will occur on average in the delay of getting served? (AP) 5. A one-man barber shop takes
exactly 25 minutes to complete one hair-cut. If customers arrive at the barber shop in a Poisson
fashion at an average rate of one every 40 minutes, how long on the average a customer in the spends
in the shop. Also find the average time a customer must wait for service? (AP)(Nov./Dec.2013)
(Nov./Dec.2015) 6. A patient who goes to a single doctor clinic for a general check up has to go
through 4 phases. The doctor takes on the average 4 minutes for each phase of the check up and the
time taken for each phase is exponentially distributed. If the arrivals of the patients at the clinic are
approximately Poisson at the average rate of 3 per hour, what is the average time spent by a patient
(i) in the examination (ii) waiting in the clinic? (AP) 7. A car wash facility operates with only one
bay. Cars arrive according to a Poisson fashion with a mean of 4 cars per hour and may wait in
the facility’s parking lot if the bay is busy. The parking lot is large enough to accommodate any
number of cars. Find the average time a car spends in the facility, if the time for washing and
cleaning a car(1) is constant of 10 minutes (2) is uniformly distributed between 8 and 12 minutes.
(AP)(May/ June 2014) 8. A repair facility by a large number of machines has two sequential stations
with respective rates one per hour and two per hour. The cumulative failure rate of all the machines is
0.5 per hour. Assuming that the system behavior may be approximated by the two-stage tandem
queue, determine the average repair time; determine the average number of customers in both
stations and the probability that both service stations are idle. (AP) (May/ June 2016)
(Nov./Dec.2015) 9. An average of 120 minutes arrive each hour (inter-arrival times are exponential)
at the controller office to get their hall tickets. To complete the process, a candidate must pass
through three counters. Each counter consists of a single server, service times at each counter 1, 20
seconds; counter 2, 15 seconds and counter 3, 12 seconds. On the average how many students will
be present in the controller’s office. (AP) (April/May 2012)(May/ June 2014) 10. A car wash
facility operates with only one bay. Cars arrive according to a Poisson fashion with a mean of 4
cars per hour and may wait in the facility’s parking lot if the bay is busy. The parking lot is
large enough to accommodate any number of cars. Find the average number of cars waiting in the
parking lot, if the time for washing and cleaning a car follows a discrete distribution with values
equal to 4,8,15 minutes and corresponding probabilities 0.2, 0.6 and 0.2. (AP) 11. For a open
queueing network with three nodes 1, 2 and 3, let customers arrive from outside the system to node j
according to a Poisson input process with parameters r j and let P ij denote
the proportion of customers
departing from facility i to facility j. Given )3,4,1(),,( rrr 321 = and
average arrival rate  to the node j for j=
j
=
ij
average arrival rate  to the node j for j=
j
II Year / IV Sem 73
V (AP)(Apr/May
2012)
12. Automatic car wash facility operates with only one bay. Cars arrive according to a Poisson
distribution with a mean of 4 cars per hour and may wait in the facility’s parking lot if the bay
is busy. The parking lot is large enough to accommodate any number of cars. If the service time for
all cars is constant and equal to 10 minutes, determine
(1) mean number of customers in the system Ls (2)
mean number of customers in the queue Lq (3)

mean waiting time of a customer in the system Ws (4)
mean waiting time of a customer in the queue
Wq. (AP)(April/May2012)(May/June 2013)
13. In a bookshop, there are two sections, one for text
books and the other for note books. Customers from outside arrive at the text book section at a
Poisson rate of 4 per hour and at the note book section at a Poisson rate of 3 per hour. The service
rates of the text book and note book sections are respectively 8 and 10 per hour. A customer upon
completion of service at text book section is equally likely to go to the note book section or to leave
the bookshop, whereas a customer upon completion of service at note book section will go to the text
book section with probability 13 and

will leave the bookshop otherwise. Find the joint steady state
probability that there are 4 customers in the text book section and 2 customers in the note book
section. Find also the average number of customers in the bookshop and the average waiting time of
a customer in the shop. Assume that there is only one salesman in each section. (AP) 14. In an
ophthalmic clinic, there are two sections- one section for assessing the power approximately and the
other for final assessment and prescription of glasses. Patients arrive at the clinic in a Poisson fashion
at the rate of 3 per hour. The assistant in the first section takes nearly 15 minutes per patient and the
doctor in the second section takes nearly 6 minutes per patient. If the service times in the two
sections are approximately exponential, find the probability that there are 3 patients in the first
section and 2 patients in the second section. 15. Derive the expected steady state system size for the
single server queues with poisson input
and General service. (AN)(April/May 2011) 16. Write short notes on: (i) Series Queues (ii)
Open and Closed Queue Networks (April/May
2011) (April/ May 2015) (U) 17. Explain how queueing theory could be used to study
computer networks.(U)(April/May
2010) 18. Discuss open and closed networks. (U)(Nov/Dec 2011) 19. Write short notes on
the following: (U) (Nov/Dec 2010)(Nov./Dec.2014)
(i) Queue networks (ii) Series queues (iii) Open networks (iv) Closed networks 20. Consider a
system of two servers where customers from outside the system arrive at server 1 at a poisson rate 4
and at server 2 at a poisson rate 5. The service rates for server 1 and 2 are 8 and 10 respectively. A
customer upon completion of service at server 1 is likely to go to server 2 or leave the system;
whereas a departure from server 2 will go to 25 % of the time to server 1 and II Year / IV Sem 74
will depart the system otherwise / determine the limiting probabilities Ls and Ws?(May/ June 2013)
(Nov./Dec.2015) (AP) 21. Consider a two stage random queue with external arrival rate  to node
1 be the service rates of the exponential servers at node ‘0’ and ‘1’
‘0’. Let  0 and 
respectively. Arrival process is poisson model this system using a Markov chain and obtains the
balance equations.
22. Consider two servers. An average of 8 customers per hour arrive from outside at server 1 and an
average of 17 customers per hour arrive from outside at a server 2. Inter arrival times are exponential.
Server 1 can serve at an exponential rate of 20 customers per hour and server 2 can serve at an
exponential rate of 30 customers per hour. After completing service at station 1, half the customers
leave the system and half go to server 2. After completing service at station 2, 3⁄4 of the customer
complete service and 1⁄4 return to server 1. Find the expected number of customers at each server.
Find the average time a customer spends in the system. (Nov. /Dec.2012) (AP)
23. A car wash facility operates with only one bay. Cars arrive according to a poisson distribution
with mean of 4cars per hour and may wait in the facility’s parking lot if the bay is busy. The
parking lot is large enough to accommodate any number of cars. If the service time for a car has
uniform distribution between 8 and 12 minutes. Find (a) The average number of cars waiting in the
parking lot and (b) the average waiting time of a car in the parking lot. (Nov./Dec.2013) (AP) 24.
There are two salesmen in a ration shop one incharge of billing and receiving payment and the other
incharge of weighing and delivering the items. Due to limited availability of space, only one
customer is allowed to enter the shop, that too when the billing clerk is free. The customer who has
finished his billing job has to wait there until the delivery section becomes free. If the customers
arrive in accordance with a poisson process at rate 1 and the service times of two clerks are
independent and have exponential rate of 3 and 2 find (1) the proportion of customers who enter the
ration shop (2) the average number of customers in the shop (3) the average amount of time that an
entering customer spends in the shop. (Nov./Dec.2013) (AP) 25. Consider a open queueing network
with parameter values shown below: (AP)
Facility j S j j i = 1
ja i = 2 i = 1 1 10 1 0 0.1 0.4
3 j =
j = 2 2 10 4 0.6 0 0.4
j = 3 1 10 3 0.3 0.3 0
(i) Find the steady state distribution of the number of customers at facility 1, facility2,and
facility3. (ii) Find the expected total number of customers in the system. (iii)Find the expected
total waiting time for a customer May/June2014)(Nov./Dec.2015) 26. A repair facility shared by a
large number of machines has 2 series stations with respective service rates of 2 per hour and 3 per
hour. If the average rate of arrivals is 1 per hour, find (1)
II Year / IV Sem 75
the average number of machines in the system (2) the average waiting time in the system (3)
probability that both service stations are idle (April/ May 2015)(May/ June 2016) (AP)
27. Patients arrive at a clinic in a poisson fashion at the rate of 3 per hour. Each arriving patients
has to pass through two sections. The assistant in the first section take 15 minutes per patient and
the doctor in the second section takes nearly 6 minutes per patient. IF the service time in two
sections is approximately exponential find the probability that there are 3 patients in the first
sections and 2 patients in the second section. Find the average number of patients in the clinic
and the average waiting time of a patient? (AP)(April/ May 2015) 28. The police department has
5 petrol cars. A petrol car breaks down and repairs service one every 30 days. The police
department has two repair workers, each of whom takes an average of 3 says to repair a car.
Breakdown times and repair time are exponential. Determine the average number of patrol cars
in good condition; also find the average down time for a patrol car that needs repairs. (AP)(May/
June 2016) A Laundromat has 5 washing machines. A typical machine breaks down once every
5 days. A repair takes an average of 2.5 days to repair a machine. Currently, there are three repair
workers on duty. The owner has the option of replacing them with a super worker, who can
repair a machine in an average of (5/6) day. The salary of the super worker equals the pay of the
three repair workers. Breakdown time and repair time are exponential. Should the Laundromat
replace the three repairers with a super worker? (Nov./Dec.2015) (AP)
COURSE OUTCOME: Able to analyze simple queuing networks, Model communication
networks and I/O computer systems
COURSE OUTCOMES
Course Name : PROBABILITY AND QUEUEING THEORY (MA6453)
Year/Semester : II / IV
Year of Study : 2016 –2017 (R – 2013)
On Completion of this course student will be able to
Understand the characteristics of probability distributions by identifying the
C210.1
Identify and inculcate adequate knowledge in
discrete and continuous random variables. C210.2
multi random variables to
understand covariance, correlation and transformation of random variables.

C210.3
II Year / IV Sem 76
Analyze the relation between random input and output signals using the basics of random
process and its characteristics to solve problems and model situations using techniques of
Analyze basic properties of Markov chains and their applications in
Markov process C210.4
modeling
queuing systems and acquire skills in analyzing Markovian queueing models.

C210.5
Analyze probability and stochastic models which evolve with respect to time in a probabilistic
manner and ability to analyze simple queuing networks , Model communication networks and
I/O computer systems
CO – PO
MATRIX:
CO PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12
33- 2
CO1 3 3 - - - - - - - - - 2 CO2 --------
33- 2
CO3 --------
33- 2
CO4 --------
33- 2
CO5 --------
33- 2
AVG --------
COURSE OUTCOMES AND PROGRAM SPECIFIC OUTCOMES

MAPPING
CO – PSO MATRIX:CO PSO1 PSO2 PSO3
CO1 - - -- CO2 - - - CO3 - - - CO4 - - -

CO5 - - - AVG - - --
II Year / IV Sem 77

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PANIMALAR INSTITUTE OF TECHNOLOGY DEPARTMENT OF IT

MA6453 PROBABILITY & QUEUEING THEORY

​ ​Hence it is density function.

+ ​x ⌉​ │​│⌋​= - = ​11. ​Given the p.d.f of a continuous R.V X as follows ​xf )​ (

<X ​ )3.0 ​= ​ )25.15.12( ​x ​- 2.0

2​ ​ ​3 ​3​- ​t .​ Find the mean and

13. ​If the MGF of a discrete R.V X is given by ​tM ​X ​( )

= ​81​1 ​⎛ ​│⎝​21 ​+ e​ t​ ⎞​ ​│⎠​4

= ​81​1 ​ ( ​24241 ​+ ​eCeC ​ 1

t ​+ ​..... ​f x ​= ​k ​-∞ < ​x

xpe t​ x ​)( ​= ​∑ ∞​​ qpe t​ x x ​-

22. ​Show that for the uniform distribution ​xf )(

Solution: ​Given ​xf )(

- ⎛​​ │⎝​⎞ │​⎠​2 ​= ​ 112

32. ​Test whether ​f ​( ​x )​ ​= ⎧

calculated as a coefficient of ​t​r​r ​!and

34. ​If the density function of a continuous random variable X is given by

f ​( ​x )​ ​= ⎧​​ │ │ ⎨ ││⎩ ​3 0​ ​ax a ​a ​II Year / IV Sem 10

+ ​x 2​ ​),1 ​≤ x​ ​≤ 5​ ​, Find ‘a’ and ​P ​( ​X ​< ​4) ​(​Nov./Dec. 2015​)

2 x​ p​ (​ ​x )​ ​= ⎛​ ​│ ⎝ 1​ ​2 1​ ​10 1 2​ ​10 ⎞⎛​ ​││ ⎠⎝ ​3 3 4 4 ​2 10 2 10 ⎞​ ​│ ⎠ + ⎛​ ​│ ⎝ ⎞​ │

find (a) ​XP ⎛​ ​│⎝< 1 ​ ​2​⎞ ​│⎠​(b)

Find the pdf of ​X ​and evaluate ​XP (

14. ​The probability function of an infinite discrete distribution is given by ​jXP (​ ​=

variable ​X ​are defined by ​XE ​ ( ​ ) ​= ​,..3,2,1;6.0 ​r =​ ​show that

​ ​,4.00 ​) =​ ​XP ​( =​ ​,6.01 ​) =​ ​XP ​( ≥​ ​02 ​) ​= ​. (AN)(Nov/Dec

What is the conditional

2​⎞ │​⎠​(AP)(Apr/May 2008). 43. ​If a RV ​X h​ as geometric distribution, i.e., ​xpqxXP (​ ​= ​) ​= ​

46. ​A random variable ​X ​has density function given by

(i) ​XP ​( ​> ​1 )​ ​= 1

​ ​( )​YX ​, ​, provided ​)y​ xf (​ ​, ​satisfies the following conditions

18​= ​5 ​9​XE [​ ] ​= ∑ ​ (​ ​1 )​ ​⎛ ​│⎝​94​ ​⎞ ​+│⎠​( ​2 ​) ​⎛ │​⎝​II Year / IV Sem 21 5​ ​9​⎞ =│​⎠​4

- ​11 ​- ​= ​m -​ ​1 ​The marginal PMF of ​Y i​ s

eyxk -​ ​( ​yx 2​ 2 ​+ ​) ​dydx =

txwhen ​= 0​ ,0 ​= ​and txwhen ​∞= ​, ​∞= ∞​ ​eyk ∫​ ​

Solution:​Given ​)​yxf ​( ,​ ​is the joint pdf , we have

= ⌈​ ​│⌊+ ⌉​ ​│⌋​= + ≤ ≤ ​Marginal density of ​Y i​ s

( ) ( ​, )​ ​2 ​5​1​( ​52 dxyx

. Check whether ​YandX a​ re

​ , ​) =​ - ​yxyx -​ ​0; ​≤ < ≤ ​1 ​, find ​]​XE ​[ .​

​ + ​where ​a ​and ​b ​are real constants,

5​ ⎛ ​│⎝​12​9 ​⎞ ​│⎠​5 ​X=4, Y=1 ​= 5​ ​C

⎛ ​│⎝​12​3 ​⎞ │​⎠​1 ​X=3, Y=2 ​= 5​ ​C

⎛ ​│⎝​12​3 ​⎞ │​⎠​3 ​X=1, Y=4 ​= 5​ ​C

II Year / IV Sem 30 ​1 ​ ​= ​1 ​2 28.

(May/ June 2016) ​1 ​f y​ ​( y​ ​) ​= ∫​ ​

y ​(iii) ​XP ⎛​ ​│⎝< 1​ ​2​II Year / IV Sem 32 ​⎞ │​⎠​(AP)(May/Jun 2007) 3.

< < < < otherwise

find the probability distribution of​( )​YX ​+ ​. (AP)(Nov/Dec

probability density of ​XXY ​= ​1 +

(April/May 2011) 15. ​Can ​Y =​ ​5.03,8.25 ​+ ​XX =

Find ​)​YX,​ cov ​( ​. Find the equations of two

​ ​II Year / IV Sem 34 ​≥ ​Find the density function of ​YXU ​=

probability density function

. Find the probability of

, find the pdf of the ​RV

XY = ​ ​Compute the co-efficient of correlation between ​X ​and​Y u​ sing

2​and let the

conditional density of​Y ​be ​( )

​ ​2​in the range ​- ​1 ​≤ ​z ​≤ ​1 ​. Let the random

Hence it is density function.

+ x ⌉ ││⌋= - = 11. Given the p.d.f of a continuous R.V X as follows xf ) (

<X )3.0 = )25.15.12( x - 2.0

2 3 3- t . Find the mean and

13. If the MGF of a discrete R.V X is given by tM X ( )

= 811 ⎛ │⎝21 + e t ⎞ │⎠4

= 811 ( 24241 + eCeC 1

t + ..... f x = k -∞ < x

xpe t x )( = ∑ ∞ qpe t x x -

22. Show that for the uniform distribution xf )(

Solution: Given xf )(

- ⎛ │⎝⎞ │⎠2 =  112

32. Test whether f ( x ) = ⎧

calculated as a coefficient of trr !and

34. If the density function of a continuous random variable X is given by

f ( x ) = ⎧ │ │ ⎨ ││⎩ 3 0 ax a a II Year / IV Sem 10

+ x 2 ),1 ≤ x ≤ 5 , Find ‘a’ and P ( X < 4) (Nov./Dec. 2015)

2 x p ( x ) = ⎛ │ ⎝ 1 2 1 10 1 2 10 ⎞⎛ ││ ⎠⎝ 3 3 4 4 2 10 2 10 ⎞ │ ⎠ + ⎛ │ ⎝ ⎞ │

find (a) XP ⎛ │⎝< 1 2⎞ │⎠(b)

Find the pdf of X and evaluate XP (

14. The probability function of an infinite discrete distribution is given by jXP ( =

variable X are defined by XE ( ) = ,..3,2,1;6.0 r = show that

,4.00 ) = XP ( = ,6.01 ) = XP ( ≥ 02 ) = . (AN)(Nov/Dec

2⎞ │⎠(AP)(Apr/May 2008). 43. If a RV X h as geometric distribution, i.e., xpqxXP ( = ) =

46. A random variable X has density function given by

(i) XP ( > 1 ) = 1

( )YX , , provided )y xf ( , satisfies the following conditions

18= 5 9XE [ ] = ∑ ( 1 ) ⎛ │⎝94 ⎞ +│⎠( 2 ) ⎛ │⎝II Year / IV Sem 21 5 9⎞ =│⎠4

- 11 - = m - 1 The marginal PMF of Y i s

eyxk - ( yx 2 2 + ) dydx =

txwhen = 0 ,0 = and txwhen ∞= , ∞= ∞ eyk ∫

Solution:Given )yxf ( , is the joint pdf , we have

= ⌈ │⌊+ ⌉ │⌋= + ≤ ≤ Marginal density of Y i s

( ) ( , ) 2 51( 52 dxyx

. Check whether YandX a re

, ) = - yxyx - 0; ≤ < ≤ 1 , find ]XE [ .

+ where a and b are real constants,

5 ⎛ │⎝129 ⎞ │⎠5 X=4, Y=1 = 5 C

⎛ │⎝123 ⎞ │⎠1 X=3, Y=2 = 5 C

⎛ │⎝123 ⎞ │⎠3 X=1, Y=4 = 5 C

II Year / IV Sem 30 1 = 1 2 28.

(May/ June 2016) 1 f y ( y ) = ∫

y (iii) XP ⎛ │⎝< 1 2II Year / IV Sem 32 ⎞ │⎠(AP)(May/Jun 2007) 3.

find the probability distribution of( )YX + . (AP)(Nov/Dec

probability density of XXY = 1 +

(April/May 2011) 15. Can Y = 5.03,8.25 + XX =

Find )YX, cov ( . Find the equations of two

II Year / IV Sem 34 ≥ Find the density function of YXU =

, find the pdf of the RV

XY = Compute the co-efficient of correlation between X andY u sing

2and let the

conditional density ofY be ( )

2in the range - 1 ≤ z ≤ 1 . Let the random

0,2 xx otherwise

c. (AP)(Nov/Dec2010) 41.

the variance of Y. Find the mean value of X and the

= 2 And  2 = 1 192( <

joint distribution of X and Y is given by f ( x , y ) = x + 21

joint probability density function of two random variables X and Y is f ( x , y ) = k ⌈ ⌊ ( x +

. (AP) (Nov/Dec 2011) (Nov/Dec 2015) 63. The

f ( x , y ) = 7 6 ⎛ │ ⎝ x 2 + xy 2 ⎞ │ ⎠ , 0 < x < 2 (1)

with parameter  = 2 , use CLT to estimate P(120 < Sn

SYLLABUS: Classification – Stationary process – Markov process - Poisson process –

1. State the four types of stochastic processes.

3. Define a stationary process.

process { })(tX is called a stationary process.

4. Give an example for a stationary process.

n n n n n ⌉ │⌋then the process

The conditional probability ⌈ │⌊=

The probability law for the Poisson process is ntXP

n ,.....2,1,0, n = ∞ when is

t⎛ │⎝kn k n ⎞ │⎠k

interval 0 to 1, then yfY1)(

- 1.0, n = Show that { })(tX is not stationary. (May/Jun2006)

2 } . (Nov/Dec2008)(Nov./Dec.2013)(May/June2014) (Nov./Dec.2015) (AP) 24.

which are recurrent. Give reasons. (AP)

{N2(t)}are two independent Poisson process with parameter  1and

n=0,1,2.. having state space and TPM P= ⎛ │ ⎝ II

7. Average number L wof

f ( w ) = (  -  ) e - (  -  ) w 10. Probability that the waiting time of a customer in