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DEPARTMENT OF MATHEMATICS
QUESTION BANK
PROBABILITY AND QUEUEING THEORY

Subject Code: MA6453 (II CSE & II I T) Semester : IV
UNIT - I
RANDOM VARIABLES
PART – A
1. Define random variable.
2. In a company, 5% defective components are produced. What is the probability that
at least 5 components are to be examined in order to get 3 defectives?
3. If X and Y are independent random variables with variances 2 and 3 respectively.
Find the variance of 3X + 4Y.
4. Obtain the probability function or probability distribution from the following distribution
Function:
x : 0 1 2 3
F(x) : 0.1 0.4 0.9 1.0
5. Let X be a discrete random variable whose cumulative distribution is

 0 , x < -3
 1
 , -3 < x < 6
 6
F ( x) = 
 1
, 6 < x < 10
 3

 1 , x > 10
(i) Find P(X < 4), P(-5 < X < 4)

(ii) Find the probability distribution of X.
6. If var(X) = 4, find Var (3X+8), where X is a random variable.

7. The first four moments of a distribution about A = 4 are 1 , 4 , 10 and 45
respectively. Show that the mean is 5, variance is 3, µ 3 = 0 and µ 4 = 26 .
8. If a Random variable X takes the values 1, 2, 3, 4 such that
2 P(X=1) = 3 P(X=2) = P(X=3) = 5 P(X =4). Find the probability distribution of X .
9. Find the cumulative distribution function F(x) corresponding to the p.d.f of

1  1 
f ( x) =  , -∞ < x < ∞
π  1 + x 2

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10. Define continuous random variable. Give an example.
11. A random variable X has p.d.f f(x) given by f (x) = C xe- x , x >0.
Find the value of C and C. D. F. of X.
12. The cumulative distribution function of a random variable X is
F (x) = 1 - ( 1 + x ) e - x , x > 0. Find the density function of X.

th
13. Define r central moment of a random variable.
14. If a Random variable X has the moment generating function
2
M X (t ) = , determine the Variance of X.
2-t
15. Define binomial B(n,p) distribution. Obtain its m.g.f , mean and variance.
16. The mean of the binomial distribution is 20 and standard deviation is 4.

Find the Parameters of the distribution.
17. Obtain m.g.f of a Poisson distribution.
18. The number of monthly breakdowns of a computer is a r.v having a Poisson

distribution with mean equal to 1.8. Find the probability that this computer will
function for a month with only one breakdown.
19. If X is a Poisson variate such that P[X=2] = 9 P[X=4] + 90 P[X=6],

find the Variance.
20. Define geometric distribution and give its m.g.f, mean and variance.
1
21. Show that for the uniform distribution f ( x) = , - a < x < a the m.g.f about
2a
s in h a t
the origin is .
a t
π X 
22. If X is uniformly distributed in ( - 1 , 1 ), find the p.d.f of Y = Sin  .
 2 
23 . If X is a uniform random variable in [ - 2 , 2 ], find the p.d.f of X and Var[X].
24. The time( in hours) required to repair a machine is exponentially distributed

1
with parameter λ = . What is the probability that the repair time exceeds 3
3
hours?.
25. The life time of a component measure in hours is Weibull distribution with
parameters α = 0.2 , β = 0.5 . Find the mean and variance of the component.
PART – B
1. A random variable X has the following distribution.
x : - 2 - 2 0 1 2 3
P(x) : 0.1 k 0.2 2k 0.3 3k
Find (i) the value of k.

(ii) P ( X < 2 ) and P ( -2 < X < 2 ).
(iii) the cumulative distribution
(iv) the mean of X
2. The monthly demand for Allwyn watches is known to have the following
probability distribution:
Demand : 1 2 3 4 5 6 7 8
Probability: 0.08 0.12 0.19 0.24 0.16 0.10 0.07 0.04
Determine the expected demand for watches. Also compute the variance.
3. If X is a continuous Random variable with potential distribution function

given by f(x) = Kx , 0 < x <2
= 2K , 2<x<4
= 6K - Kx , 4 < x < 6
= 0 , elsewhere.
Find the value of K and C.D.F of X.
4. If the density functions of a continuous random variable X is given by
f(x) = ax , 0< x < 1

= a , 1 < x < 2
= 3a - x , 2< x < 3
= 0 , elsewhere.
Find i) the value of a

ii) the cumulative distribution function of X.
iii) if x1, x2, & x3 are 3 independent observations of X,
what is the probability that exactly of these 3 is greater than1?
5. If X is a continuous random variable, the probability density is given by

f(x) = k x (2-x) , 0<x<2. , find k, mean, variance and the distribution function.
 2 ( 1 - x ) , 0 < x <1
6. If the probability density function of X is given by f ( x) = 
 0 , otherwise
r 2
1) Show that E [ X ]=
( r + 1)( r + 2)
2) Use this result to evaluate E[ (2X+1) 2 ]
7. A man draws 3 balls from an urn containing 5 white and 7 black balls. He gets Rs.10
for each white ball and Rs.5 for each black ball. Find his expectation.
1
8. A random variable X has the p.d.f f ( x) = , 0 <x <k.
k
Find 1) m.g.f
2) rth moment
3) mean
4) variance
9. The diameter of an electric cable X is a continuous random variable with p.d.f

f(x) = k x (1 - x) , 0 < x < 1 .
Find 1) the value of k.
2) the c.d.f of X.
 1 1 2
3) P  x ≤ / <x< 
 2 3 3
10. Find the moment generating function of the random variable with the probability law
P [ X = x ] = q x - 1 p , x = 1 , 2 , 3 ..... .
Also find the mean and variance.
 x , 0<x<1

11. For the triangular distribution f ( x ) =  2-x , 1 < x < 2
 0 , otherwise

find the mean , variance and moment generating function.
12. In each of the following cases Mx (t), the moment generating function is given.
Determine the distribution function of X and its mean.
 λ 
4 n
1 3
M X (t ) =  e t +  M X (t ) =  
 λ −1
1) 2)
4 4
 1 -- x2
 e , x>0
13. Let X be a random variable with p.d.f
f ( x ) =  2
 0
 , otherwise
Find 1. m.g.f of X.
2. P[X > 3]
3. E[X]
4. Var[X]
14. Ten coins are simultaneously tossed. Find the probability of at least 7 heads.
15. If X is a binomial distribution with E[X] = 2 and Var[X] = 4/ 3, find P[X = 5]
16. For a binomial distribution mean is 6 and standard deviation is 6 . Find the first two
terms of the distribution.
17. Let the random variable X follows binomial distribution with the parameters n, p.
Find 1) the p.m.f of X

2) m.g.f of X.
3) mean and variance.
18. The monthly breakdowns of a computer is a random variable having Poisson

distribution with mean equal to 1.8. Find the probability that this computer will
function for a month
1) without breakdown
2) with only one breakdown
19. Prove that Poisson distribution is the limiting case of Binomial distribution.
20. Find the m.g.f of a Poisson variable and hence deduce that the sum of two
independent Poisson variables is a Poison variate, while the difference is not a
Poisson variate.
21. If Poisson variate X such that P[X = 1 ] = 2 P[ X = 2 ], find P[X = 0] and Var[X].
22. Find the m.g.f, mean and variance of Poisson distribution.
23. Define Geometric distribution. Find the m.g.f of Geometric distribution and hence find
its mean and variance.
24. Suppose that the trainee soldiers shots independently. If the probability that the target
shot an any one shot is 0.7
1) What is the probability that the target would be hit on 10th attempt?
2) What is the probability that it takes him less than 4 shots?
3) What is a probability that take him on even number of shots?
4) What is a average number of shots needed to hit the target?
25. State and prove memory less property on Geometric distribution.

 1
26. If X is uniformly distributed in [ - 2 , 2 ], find P[X<0] and P  X − 1 ≥  .
 2
27. Starting at 5.00 A.M every half an hour there is a flight from San Francisco Airport to
Los Angels International Airport. Suppose that none of these planes is completely
sold out and then they always have room for passengers. A person who wants to fly to
Los Angels arrives at the airport at a random time between 8.45 A.M and 9.45 A.M.
Find the probability that she waits i) at most 10 mins ii) at least 15 mins.
28. If X is uniformly distributed with E[X] = 1 and Var[X] = 4/3 , find P[X<0].
29. The number of personal computers (PC) sold at a computer world is uniformly
distributed with minimum of 2000 PC and a maximum of 5000 PC.
Find 1) the probability that daily sales will fall between 2,500 and 3000 PC.
2) what is the probability that the computer world will sell at least 4000 Pc?
3) what is the probability that the compute world will sell at most 2500 PC?
30. Find the m.g.f of exponential distribution and hence find its mean and variance.
31. The daily consumption of milk in excess of 20,000 gallons is approximately e

exponentially distributed with θ = 3000 . The city has a daily stock of 35,000 gallons.
What is the probability that of two days selected at random, the stock is insufficient for
both days.
32. The life time in (in hrs) X of a component is followed Weibull distribution with shape
parameter α = 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. Determine the scale
parameter.
33. Define Weibull distribution; find its mean and variance.
34. If the life time (in hrs) X of a certain type of car has a weibull distribution with the
parameter β = 2 . Find the parameter α , given that the probability that the life time
- 0.25
of the car exceeds 5 years is e . For both parameters find mean and variance of
X.
35. Each of the six tubes of a radio set has a life length(in years) follows a WEIBULL
distribution with parameters α = 25 , β = 2 . If these tubes function independently of
one another, what is the probability that no tube will have to be replaced during the
first two months of operation?
 −π π 
36. If X is uniformly distributed in  ,  , find the p.d.f of Y = X 2 .
 2 2
2 x , 0 ≤ x ≤ 1
37. If X is a continuous r.v having p.d.f f ( x) =  and Y = e - X , find
0 , otherwise
the p.d.f of Y.
********************
END
********************
Unit-1
RANDOM VARIABLES
1. Define a Random Variable
Solution:
A random variable is a function that assigns a real number X(s) to
every element s ∈ S
Where S is a sample space corresponding to a random experiment E.
2. In a Company 5% defective components are produced. What is the

probability that At least 5 components are to be examined in order to
get 3 defectives?
Solution:
p=5/100 q = 1-p
= 1-5/100 =95/100
n=5
P(X=x) = ( e − λ λ x )/x! , x=0, 1, 2,…..

P(X=3) = e − λ λ 3 )/3!
By Poisson distribution λ = n p
= 5(5/100)
= 0.25
3
e −0.25 (0.25)
∴ P(X=3) = = 0.002
2!
3. If X and Y are independent r. v’s with variance 2 and 3. Find the Variance of
3X+4Y
Solution:
WKT
Var ( a X+ bY) = a 2 Var X + b 2 Var Y
∴ Var ( 3 X+ 4Y) = 32 Var X + 42 Var Y
= 9 χ 2 +16 χ 3
= 18+48
= 66
4. Obtain the probability function or probability distribution from the following

Distribution function
X 0 1 2 3
f(x) 0.1 0.4 0.9 1
Solution:
X 0 1 2 3
p(x) 0.1 0.3 0.5 0.1
5. Let x be a discrete random variable whose cumulative distribution is
0, x < −3 
1 
 , −3 < x < 6 
6 
F(x)=  
 1 ,6 < x < 10 
3 
1, x > 10 
 
i) find P(x>4) , p(-5<x<4)
ii) find the probability distribution of X
Solution:
P(X<4) = F(4)
1 1
= 0+ =
6 6
P(-5<x<4) = F(4) –F(-5)

1 1
= -0=
6 6
d [F ( X )]
WKT f(x) =
dx
=0
6. If Var (x) = 4 Find var (3X+8), where X is a random variable.
Solution:
WKT
Var (aX+b) = a 2 Var X
(3X+8) = 32 var X
= 9x4=36
7. The first four moments of a distribution about A=4 are 1,4,10 and 45
Respectively. Show that the mean is 5 variance is 3, µ3 =0 and µ4 =26.
Solution:
Given µ1' = 1, µ2' = 4, µ3' = 100 & µ4' = 25 the point A=5
Mean = A + µ1' =4+1=5
Variance = µ2 = µ2' − µ1' 2 = 4 − 1 = 3
µ3 = µ3' − 3 µ2' µ1' + 2µ1'3

= 10 − 3(4)(1) + 2(1)3 = 0
µ4 = µ4' − 4 µ3' µ1' + 6 µ2' µ1' − 3 µ1' 4
= 45 − 4(10)(1) + 6(4)(1)2 − 3(1)4
= 45 − 40 + 24 − 3
8. If a random variable X takes the value 2P(X=1)=3P(X=2)=P(X=3)=5P(X=4)

Find the probability distribution of X
Solution:
2P(X=1)=3P(X=2)=P(X=3)=5P(X=4)=K
P(X=1)=k/2
P(X=2)=k/3
P(X=3)=k
P(X=2)=k/5
k k k
∴ + + k + =1
2 3 5
61k
=1
30
30
K=
61
P(x=1)=k/2 =15/61
P(X=2)=k/3 =10/61
P(X=3)=k = 30/61
P(X=4)=k/5 = 6/61
X 1 2 3 4
p(x) 15/61 10/61 30/61 6/61
9. Find the Cumulative distribution function F(X) corresponding to the p.d.f of

1 1
f(x)= ( ), − ∝< x <∝
Π 1+ x 2
Solution: WKT
f(X)=P(X ≤ x)
∝
= ∫ f ( x )dx
−∝
∝
1 1
= ∫ Π (1 + x
−∝
2
)dx
1
= [ tan−1 x ] −∝
x
1
[tan−1 x − tan−1( − ∝)]
F(x) = Π
1 Π
[tan−1 x +
Π 2
10. Define continuous random variable. Given an example
Solution:
A Random variable X is said to be continuous if it is uncountable

and lies in Specified interval.
f(x)= x , a<X<b
11. A random variable X has p d f f(X)=Cx e − x , x>0. fine the value of C and C d f
of X
Solution:
∞
∫ f ( x )dx = 1
0
∞
∫ Cxe
−x
dx = 1
0
C[ x ( −e − x ) − (1)(e − x )] = 1
C[(0 − 0) − (0 − 1)] = 1
∴C = 1
F ( x ) = P( X ≤ x )
x
∫ Cxe
−x
= dx
−∞
0 x
∫ xe dx + ∫ Cxe − x dx
−x
=
−∞ 0
(
= 0 + [ x ( −e ) − (1) (e − x ) ]0x
−x
)
= [( − xe − x − e − x ) − (0 − 1)]
= − xe − x − e − x + 1
F ( x ) = 1 + e − x ( − x − 1)
12. The C.d.f of a random variable X is F(X) =1-(1+x) e − x , x>0. Find the density
Function of X
Solution:
WKT
d (F ( x ))
f (x) =
dx
d
= [1 − (1 + x )e − x ]
dx
d
=0− ((1 + x )e − x )
dx
= −[(1 + x )(e − x ) + e − x (1)]
= −[ −e − x − xe − x + e − x ]
= xe − x , x > 0
13. Define r th central moment of a random variable
Solution:
µ = e( X − x )r
= ∑ ( x − x )r p( x ), ifxisdiscrete
∞ r
= ∫ ( x − x ) f ( x )dx, ifxiscontinuous
−∞
2
14. If a random variable X has the m.g.f M x (t ) = , determine the variance
2−t
of X
Solution:
d
µ1 ' = [M x (t )]t =0
dx
(2 − t ).0 − 2( −1)
=[ ]t =0
(2 − t )2
2 1
= =
(2 − 0) 2
2
d2
µ = 2 [M x (t )]t =0
'
2
dt
d 2
= [ ]t =0
dt (2 − t )2
(2 − t )2 .0 − 2(2 − t ).2)( −1)
=[ ]t =0
(2 − t )4
4 1
= =
8 2
1 1
var µ2 = µ2' − ( µ1' )2 = − ( )2
2 2
1 1 1
= − =
2 4 4
15. Define Binomial distribution. Write Mean and variance and its m g f.
Solution:
B(n, p ) = nCr p x q n − x , x = 0,1,2...n
mgf = (q + pet )n
mean = np
var iance = npq
16. The Mean of the binomial distribution is 20 and S D is 4, Find the

parameters of the Distribution.
Solution:
n p =20
npq = 4
npq = 1
20q = 16
16 4
q= =
20 5
4 1
p = 1− q = 1− =
5 5
1
n. = 20
5
n = 100
P ( X = x ) = nCx p x q n − x , x = 0,1,2,....n
1 4
= 100Cx ( )x ( )100 − x , x = 0,1,.......100
5 5
17. Obtain the mgf of poisson distribution
Solution:
∞
M x (t ) = ∑ e tx p( x )
x =0
∞
e−λ λ x
= ∑ etx
x =0 x!
∞
( λ e t )x
= e−λ ∑
x =0 x!
= e − λ [1 + λe − λ + (λ e − λ )2 + .....]
= e − λ ( e −1)
t
18. The No. of monthly breakdowns of a computer is a r. v having a poission

Distribution with mean equal to 1.8 . Find the probability that this computer
Will function for a month with only one break down.
Solution:
e −1.8 (1.8)
Here λ =1.8 P(X=x) = 1!
= 0.297
19. If X is a poisson variable such that P(X=2)=9P(X=4)+90P(X=6). Find the

variance.
Solution:
Given P(X=2)=9P(X=4)+90P(X=6).
e−λ λ 2 e−λ λ 4 e−λ λ 6
=9 + 90
2! 4!0 6!
1 λ 2
λ 6
= + 90
2 24 720
1 3λ 2
λ 4
= +
2 8 8
3λ + λ
2 4
1=
4
3λ + λ 4 = 4
2
λ 4 + 3λ 2 − 4 = 0
λ = 2i , isnotpossible
λ = ±1
var ianceλ = 1
20. Define geometric distribution and give its mgf , mean and variance.
Solution:
A distribution r.v X is said to follow geometric distribution if its p m f is
P(X=x)=
q x −1p, x = 1,2,...
p
mgf =
1 − qe t
q
var iance = 2
p
21. Show that the mgf for the uniform distribution is

sinh at 1
wheref ( x ) = , −a < x < a
at 2a
Solution:
M x ( t ) = E [e x ]
a
= ∫e
tx
.f ( x )dx
−a
a
1
= ∫e
tx
dx
−a
2a
a
1
2a −∫a
= etx dx
M.g.f
1 etx a
= [ ]− a
2a t
1 at
= [e − e − at ]
2at
1 e at − e −at sinh at
= [ ]=
at 2 at
πx
22. If X is uniformly distributed (-1,1) find the p d f of Y=sin( )
2
Solution:
1
P d f of X is f(X) = , -1<X<1
2
πx
Y = sin
2
πx 2
= sin −1 Y ⇒ X = sin −1 Y
2 π
dx 2 1
= .
dy π 1 − Y 2
dx 1 2 1 1 1
∴ f ( y ) = f ( x) | | = . = , -1<Y<1
dy 2 π 1−Y 2 π 1− Y 2
To find range of Y:
2 −π π
-1<X<1 ⇒ −1 < sin −1 Y < 1 ⇒ < sin −1 Y <
π 2 2
π π
⇒ sin(− ) < Y < sin( )
2 2
⇒ −1 < Y < 1
23. If X is a uniform random variable is (-2,2). Find the p d f of X and var X
Solution:
Here a=-2 , b=2
1 1
f (x) = = , −2 < X < 2
b−a 4
(b − a )2
var( X ) =
12
(2 + 2) 2
14 4
= = =
12 12 3
24. The time (in hour) required to repair a machine is exponentially distributed
1
with Parameter λ = . With is the probability that the repair time exceeds 3
3
hours
Solution:
P d f of exponential distribution is
f(X) = λe−λ x , λ > 0
Here λ =1/3
1 − 13 x
f(X)= e
3
∞ ∞ 1
P(X>3) = ∫ f ( x)dx = ∫ 1 e
− x
3
dx ,
0 0
3
1 − 13 x ∞ 1
= (e )3 = −(0 − e −1 ) = e −1 =
3 e
10
25. The life time of a component measure in hours is weibull distribution with
Parameter α = 0.2, β = 0.5 . Fine the mean and variance of the component.
Solution:
Here α = 0.2, β = 0.5
1 1
Mean = +1
1
β
β
α
1 1
= 1
( + 1)
0.5
0.5
(0.2)
1
= × 2 = 0.50
0.04
1 2 2
Variance = [( + 1) − ( ( + 1))2 ]
2
β β
αβ
1 2 2
= 2
[( + 1) − ( ( + 1))2 ]
0.4
0.5 0.5
(0.2)
1
= (24 − 4)
(0.2)4
20
=
(0.2)4
11
UNIT – II
TWO DIMENSIONAL RANDOM VARIABLES
PART – A
1. The joint p.d.f of the two dimensional random variable (X,Y) is given by
2
-- ( x + y 2)
f ( x, y ) = K x y e , x > 0 , y > 0. Find the value of K
1
2. If f X Y ( x, y ) = x ( x - y ) , 0 <x < 2 , - x < y < x , find fY \ X ( y \ x ) .
8
3. If X and Y are independent random variables having the joint p.d.f
6-x-y
fX Y = , 0 < x < 2 , 2 < y <4 . Find P[X + Y < 3] .
8
4. Find the acute angle between two regression lines.
5. State the equations of two regression lines. What is the angle between them?
6. State Central Limit Theorem in Lindberg – Levy’s form.
7. If X and Y are uncorrelated what is the angle between the regression lines?
8. Let X and Y are integer valued random variables with
P[ X = m , Y = n ] = q 2 p m + n - 2 , m = 1 , 2 ... , n = 1 , 2 .. and p + q = 1 .
Are X and Y independent?
9. Distinguish between correlation and regression.
10. Can the joint distribution of two random variables X and Y be got of their marginal
distributions are known?
11. State Central Limit Theorem in Liapounoff’s form.
12. If two random variables X and Y have joint p.d.f
f ( x, y ) = K ( 2 x + y ) , 0 < x < 2 , 0 < y < 3 , evaluate K.
13. Define joint distribution of two random variables X and Y and state its properties.
14. The two equations of the variables X and Y are
x = 19.13 - 0.87 y and y = 11.64 - 0.50 x . Find the correlation co efficient
between X and Y.
15. Prove that the correlation co efficient lies between – 1 and 1
16. The regression equation of X on Y and Y on X respectively
5 x - y = 22 and 64 x - 45 y = 24 . Find the means of X and Y.
17. Show that Cov 2 (X,Y) ≤ Var(X) . Var(Y).
18. If X and Y are linearly related, find the angle between the two regression lines.
19. The joint probability mass function of (X,Y) is given by P(x,y) = k ( 2x + 3y) ;
x = 0 , 1 , 2 , y = 1 , 2 , 3. Find the marginal distribution function of X.
20. Show that correlation co efficient r = ± b x y x b y x where b x y and b y x are regression
co efficient.
1
PART – B
1) Find the correlation co efficient for the following data:
X : 10 14 18 22 26 30
Y : 18 12 24 06 30 36
2) The joint p.m.f of ( X,Y ) is given by

p ( x , y ) = K ( 2 x + 3 y ) , x = 0 , 1 , 2. and y = 1 , 2 , 3 .
Find all marginal and conditional densities.
3) Two independent random variables are defined by

4 a x , 0 ≤ x ≤ 1 4 a y , 0 ≤ y ≤ 1
f ( x) =  , f ( y ) =  .
0 , otherwise 0 , otherwise
Show that U = X + Y and V = X – Y are uncorrelated.
-(x+y)
4) The joint p.d.f of ( X, Y ) is given by f ( x , y ) = e , x>0,y>0.
X+Y
Find the probability density function of U = .
2
5) Given is the joint p.m.f of ( X , Y ) .

X
0 1 2
0 0.02 0.08 0.10
Y 1 0.05 0.20 0.25
2 0.03 0.12 0.15
Find i) marginal distributions

ii) the conditional distribution of X given Y = 0
6) If the joint density of X and Y is given by

 6e -(3x+2y)
, x>0,y>0
f(x , y ) = 
 0 , otherwise ,
find the probability density function of U = X + Y.
7) Suppose the joint probability density function is given by

 6
f(x , y ) =  5
 ( x+ y2 ) , 0< x< 1,0< y<1
,
 0 , otherwise
find the correlation co efficient of ( X , Y ).
8) The joint probability mass function of ( X , Y ) is given by
X Y -1 1
0 1/8 3/8
1 2/8 2/8
Find the correlation co efficient of ( X , Y ).
9) The probability mass function of ( X , Y ) is given by
X
0 1 2
0 0.10 0.04 0.02
Y 1 0.08 0.20 0.06
2 0.06 0.14 0.30
1) Compute the marginal densities of X and Y
2) Find P[ X ≤ 1 , Y ≤ 1 ] .
3) Are X and Y independent?
10) Two random variables X and Y have the joint p.d.f

f ( x , y ) = 2 - x - y , 0 < x < 1 , 0 < y < 1.
-1
Show that C ov ( X , Y ) = .
11
11) Two dimensional random variable ( X , Y ) has the joint p.d.f

f ( x , y ) = 8 x y , 0 < x < y < 1.
Find 1) marginal densities of X and Y
2) conditional densities of X and Y.
3) X and Y are independent?
12) Two random variables X and Y defined as Y = 4 X + 9. Find the co efficient of

correlation between X and Y
13) If the j.p.d.f of a two dimensional random variable is
 3 xy
x + , 0<x<1,0<y<2
f ( x, y ) =  3
0 , otherwise
Find 1) P[ Y < X ]
2) P [ X > 1/2 ]
3) P [ Y < 1/2 / X < 1/2)]
4) P [ X < ½ / Y < ¼]
14) Two dimensional random variable ( X , Y ) has the j.p.d.f
 2 , 0 < y <x < 1
f ( x, y ) =  .
 0 , otherwise
Find 1) marginal densities of X and Y
2) conditional densities of X and Y.
3) Joint distribution F( x , y )
4) Check whether X and Y are independent or not.
15) From the following data

find 1) two regression equations
2) the co efficient of correlation between the mathematics marks and
statistics marks.
3) the most likely marks in statistics when mark in mathematics is 30.
Mathematics 25 28 35 32 31 36 29 38 34 32
Statistics 43 46 49 41 36 32 31 30 33 39
16) Given f X Y ( x , y ) = C x ( x - y ) , 0 < x < 2 , - x < y < x .

1) Find C.
2) Find f X ( x)
3) Find fY \ X ( y \ x )
4) Find fY ( y ) .
5) Find f X \Y ( x \ y )
17) If y = 2 x - 3 and y = 5 x + 7 are the two regression lines, find the mean
values of X and Y. Find the Correlation co efficient between them. Find an estimate
of x when y = 1.
18) The j.p.d.f of a two dimensional random variable is given by

x2
f ( x, y ) = x y +
2
, 0< x < 2, 0< y <1
8
Find 1) P[X > 1]
 1
2) P  Y< 
 2 
 1
3) P  X>1 / Y< 
 2
4) P  Y>1 / X< 
1
 2
5) P [ X < Y ]
6) P [ X + Y < 1]
19) If the joint probability distribution of X and Y is given by

(1 − e -x
)(1 − e )
-y
, x>0,y>0
F ( x , y) = 
0 , otherwise
1) Find the marginal densities of X and Y
3) P[1 < X < 3, 1 < Y < 2]
20) The life time of a certain brand of an electric bulb may be considered a r.v with
mean 1200 hrs and s.d 250 hrs. Find the probability using Central Limit
Theorem, that the average life time of 60 bulbs exceeds 1250.
21) State and prove Central Limit Theorem.
22) A random sample of size 100 is taken from a population whose mean is 60 and
variance is 400. Using Central Limit Theorem, with what probability can we assert
that the mean of the sample will not differ from µ = 60 by more than 4?.
23) Let ( X,Y ) be a two dimensional random variable having the j.p.d.f
 4 x y e
2
-(x + y 2)
,x>0,y>0
f(x , y )= 
0 , otherwise
Find the density function of U = +Y
2 2
X .
24) Find the co efficient of correlation and also obtain the lines of regression from the
data given below.
X : 62 64 65 69 70 71 72 74
Y : 126 125 139 145 165 152 180 208
25) The joint p.d.f of the two dimensional random variable (X,Y) is given by
2
-(x + y 2)
f ( x, y ) = K x y e , x > 0 , y > 0. Find the value of K.
Prove also that X and Y are independent.
26) Determine the correlation co efficient between the random variables X and Y whose
 x + y , 0 < x < 1, 0 < y < 1
j.p.d.f is f ( x , y ) =  .
0 , otherwise
27) If X and Y are independent variates uniformly distributed in ( 0 , 1)

X
find the densities of XY and .
Y
28) If the j.p.d.f of (X,Y) is given by f ( x, y ) = x + y , 0 < x , y < 1 ,
find the p.d.f of U = XY.
29) A distribution with unknown mean has variance equal to 1.5 . Use CLT to find how
large a sample should be taken from the distribution in order that the probability will
be at least 0.95 that the sample will be with in 0.5 of the population mean.
30) The j.p.d.f of a bivariate random variable (X,Y) is

K(x + y) , 0 < x <2 , 0<y <2
f ( x, y ) =  .
0 , otherwise
1) Find K.
2) find the marginal densities of X and Y.
4) find f X \Y ( x \ y ) and fY \ X ( y \ x)
6
UNIT-2
TWO DIMENSIONAL RANDOM VARIABLES

1. The joint p.d.f of the two dimensional random variable ( X , Y ) is given by
2 + y2 )
f ( x, y ) = kxye− ( x , x > 0, y > 0 . Find the value of k.
Solution:
∞ ∞
We know that ∫∫
−∞ −∞
f ( x, y )dxdy = 1
∞∞
2
+ y2 )
∫ ∫ kxye
−( x
dxdy = 1
0 0
∞ ∞
 2  2
k ∫  ∫ xe − x dx  ye − y dy = 1
0 0 
Put t = x 2 u = y2
dt = 2xdx du=2ydy
x dx = dt / 2 y dy=du/2
∞ ∞
dt −u du
k∫e ∫
−t
e =1
0
2 0
2
( −e ) ( −e )
∞ ∞
 −t −u 
k =4
 0 0

k [(0 − 1)(0 − 1)] = 4
K=4.
2. The joint p.d.f of a two dimensional random variable is given by

1
f XY ( x, y ) = x( x − y ),0 < x < 2, − x < y < x . Find fY ( y / x)
8 X
Solution:
f ( x, y )
f ( y / x) =
f ( x)
x
f ( x) = ∫ f ( x, y)dy
−x
x
1
= ∫
8 −x
( x 2 − xy ) dy
 x

1 2 xy 2  
=   x y−  
8 2 
  −x 
x3
=
4
1
x( x − y )
f ( x, y ) 8 x− y
f ( y / x) = = 3
= ,0 < x < 2, − x < y < x
f ( x) x 2x2
4
3. If X and Y are independent random variables having the jointp.d.f
6− x− y
f XY ( x, y ) = , 0 < x < 2, 2 < y < 4.
8 Find P [ X + Y < 3] .
Solution:
6−x− y
Given f XY ( x, y ) = ,0 < x < 2,2 < y < 4.
8
(0,3)
( 1, 2 ) y=2
x + y =3
X varies from x=0 to x=3 – y
Y varies from y=2 to y=3
3 3− y
1
P [ X + Y < 3] = ∫ ∫ 8 (6 − x − y)dxdy
2 0
3− y
1  
2
3
x
= ∫
82
6 x − − xy  dy =
5
24
 2  0
4. Find the acute angle between two regression lines
Solution:
The angle θ between the two lines of regression is given by
1 − r 2  σ Yσ X 
tan θ =   , where r is the correlation coefficient between X and
r  σ X 2 + σY 2 
Y and σ X and σ Y are standard deviations of X and Y respectively.
5. State the equations of two regression lines.
Solution:
Regression equation of X on Y is
X − X = b XY Y − Y ( )
(
Σ x−x y− y )( )
Where bXY =
( )
2
∑ x−x
Regression equation of Y on X is
Y − Y = bYX X − X ( )
Where bYX =
Σ x−x( )( y − y )
∑ ( y − y)
2
6. State Central limit theorem in Lindberg-Levy’s form.
Statement:
If X 1 , X 2 ,............... X n be a sequence of independent identically
distributed random variables with E ( X i ) = µ and Var ( X i ) = σ 2 , i = 1, 2,...... and
if S n = X 1 + X 2 + ............ + X n then under certain general conditions , S n follows

Normal distribution with mean n µ and variance nσ 2 as n tends to infinity.
7. If X and Y are un correlated, what is the angle between the regression lines.
Solution:
Since X and Y are uncorrelated r=0
1 − r 2  σ Yσ X 
tan θ =  
r  σ X 2 + σY 2 
∴ tan θ = ∞
π
θ=
2
8. Let X and Y are integer valued random variables with

P ( X = m, Y = n) = q 2 p m + n −2 , m = 1, 2,....., n = 1, 2,........ and p + q=1. Are
X and Y independent?
Solution:
The two random variables X and Y are independent, if.
P  X = x i , Y = y j  = P [ X = x i ] P  Y = y j 
Pij = Pi * Χ P* j
P [ X = 1, Y = 2 ] = q 2 p 1 + 2 − 2 = q 2 p
P [ X = 2, Y = 1] = q 2 p 2 + 1− 2 = q 2 p
∴ Pij = Pi * Χ P* j
Therefore X and y are independent.
9. Distinguish between Correlation and Regression
Solution:
Correlation Regression
1.Correlation means relation 1. Regression means
between two variables measure of average
relationship between
2.Correlation coefficient is the two variables
symmetric 2. Regression coefficient
rxy = ryx is not symmetric
bxy ≠ byx
10. Can the joint distribution of two random variables X and Y be got of their
marginal distributions are known?
Solution:
We can find joint distribution of X and Y provided X and Yare
independent.
11. State central limit theorem in Liapounoff’s form
Solution:
If X 1 , X 2 ,............... X n is a sequence of independent random variables with
E ( X i ) = µi and Var ( X i ) = σ i 2 , i = 1, 2,...... and if S n = X 1 + X 2 + ............ + X n then
under certain general conditions, S n follows a normal distribution with mean
n n
µ = ∑ µi and variance σ = ∑ σ i as n tends to infinity.
2 2
i =1 i =1
12. If two random variables X and Y have joint p.d.f

f ( x, y ) = k (2 x + y ), 0 < x < 2, 0 < y < 3 . Evaluate k.
Solution:
2 3
∫ ∫ k (2 x + y )dydx = 1
0 0
3
2
 y2 
k ∫  2 xy +  dx = 1
0
2 0
2
 9
k ∫  6 x + dx = 1
0
2
k[12 + 9] = 1
1
k=
21
13.Define joint distribution of two random variables X and Y and state its properties.
Solution:
If(X,Y) is a two dimensional random variables the function

F ( x, y ) = P ( X ≤ x, Y ≤ y ) = P ( −∞ ≤ X ≤ x, −∞ ≤ Y ≤ y ) is called the joint c.d.f of (X,Y)
(i) For discrete, F ( x, y ) = ∑∑ P j i

ij
x y
(ii) For continuous, F ( x, y ) = ∫∫

−∞ −∞
f ( x, y )dxdy
Properties:
∂ 2 F ( x, y )
i) At points of continuity, f ( x, y ) =
∂x∂y
(ii) F ( −∞, y ) = 0 = F ( x, ∞ ) and F (∞, ∞ ) = 1
14. The two equations of the variables X and Y are X= 19.13 – 0.87y and
Y=11.64 – 0.5x.Find the correlation coefficient between X and Y.
Solution:
Given X = 19.13 − 0.87 y , Y = 11.64 − 0.5 x
bxy = −0.87, byx = −0.5
r = ± bxy byx
r = ± (−0.87)(−0.5) = ±0.66
15. Prove that the correlation coefficient lies between -1 and 1.
Solution:
cov( X , Y )
We know that r ( X , Y ) =
σ XσY
1
n
∑ ( xi − x)( yi − y )
=
1
( ) ( )
2 2
∑ xi − x ∑ yi − y
n
∑ ai bi
= , ai = xi − x
∑ ai 2 ∑ bi2
bi = yi − y
Squaring on both sides,
∑ ai bi
r 2 ( X ,Y ) =
( ∑ ai ) ( ∑ bi )
2 2
By Schwartz inequality,
( ∑ ai bi ) ≤ ( ∑ ai2 )( ∑ bi2 )
2
( ∑ ai bi )
2
≤1
( ∑ a )( ∑ b )
2
i i
2
r 2 ( X ,Y ) ≤ 1
| r |≤ 1
−1 ≤ r ≤ 1
16. The regression equation of X on Y and Y on X respectively are 5x – y = 22 and

64x – 45 y = 24. Find the means of X and Y.
Solution:
Since the regression lines passes through the means we have
() ( )
5 x − y = 22
64 ( x ) − 45 ( y ) = 24
Solving the above two equations, we have
x = 6, y = 8
17. Show that Cov 2 ( X , Y ) ≤ Var ( X )Var (Y )
Solution:
Let X and Y be any two random variables’

For any real number ‘a’,
 
( ) ( )
2
E   a X − X − Y − Y   must be always non-negative

   
( ) (
∴ E  a 2 X − X − 2a X − X Y − Y + Y − Y  ≥ 0 )( ) ( )
2 2
 
( ) ( )(
a 2 E  X − X  − 2aE  X − X Y − Y  + E  Y − Y  ≥ 0 ) ( )
2 2
     
a 2Var ( X ) − 2aCov( X , Y ) + Var (Y ) ≥ 0
This is a quadratic equation in ‘a’ and is always non-negative, so the
discreminent must be non-positive
2
∴ Cov ( X , Y )  ≤ Var ( X )Var (Y )
18. If X and Y are linearly related, find the angle between the two regression lines.
Solution:
Let Y = a + byx X and X = d + bxyY be the two regression lines.
L et θ be the angle between the above equations.
1 − byxbxy
∴θ = where byx and bxy are the regression coefficients.
byx + bxy
19. The joint probability mass function of (X,Y) is given by p(x,y)=k(2x+3y),x=0,1,2;

y=1,2,3 . Find the marginal probability distribution of X: {i, pi*}
Solution:
Y
X 1 2 3
0 3k 6k 9k
1 5k 8k 11k
2 7k 10k 13k
Let P(x,y) be the p.m.f ,we have

3 2
∑∑ p( x , y ) = 1
j =1 i = 0
i j
3k+6k+9k+5k+8k+11k+7k+10k+13k =1
1
K=
72
The marginal probability distribution of X: {i, pi*}
Y
X 1 2 3 Pi* = P ( X = xi )
0 3 6 9 18
P(X=0)=
72 72 72 72
1 5 8 11 24
P(X=1)=
72 72 72 72
2 7 10 13 30
P(X=2)=
72 72 72 72
Hence the marginal probability distribution of X are given by

18
p ( X = 0) =
72
24
p ( X = 1) =
72
30
p ( X = 2) =
72
20. Show that the correlation coefficient r = ± bxy byx where bxy and byx are
regression coefficients.
Solution:
Regression coefficient of y on x is
σy
r = byx .........................(1)
σx
Regression co efficient of x on y is
σx
r = b .............................(2)
σ y xy
Multiplying (1) and (2)
σx σy
r2 = bxybyx
σy σx
r 2 = bxybyx
r = bxy byx
UNIT – III
MARKOV PROCESSES AND MAROKOV CHAINS
PART – A
1) Define a Markov process and a Markov chain. Give an example.
2) Examine whether the Poisson process {X (t)} given by the law.

e - λ t (λ t) n
P[X(t) = n ] = , n = 0,1,2... is covariance stationary or not.
n!
3) Let X be the random variable which gives the inter arrival time
(time between successive arrivals), where the arrival process is a Poisson
process. What will be the distribution of X? How?
4) Define strict sense stationary process and give an example.
5) Define wide sense stationary.
6) Let X (t) be a Poisson process with rate λ. Find the correlation co efficient of X (t).
0 1
7) If the transition probability matrix of a Markov chain is  1 1  ,
 
2 2
find the limiting distribution of the chain..
8) Define random process and its classification.
9) Show that the sum of two independent Poisson processes is a Poisson process.
10) The transition probability matrix of a Markov chain {X n}, n=1,2,3… with three
3 1 
4 0
4
 
P=
1 1 1 (1) 1 1 1
states 1, 2, 3. is 4 2 4  with initial distribution P =  .
  3 3 3
 0 3 1

 4 4
Find P[ X 3 = 1, X 2 = 2, X 1 = 1] .
1 0 
11) Draw the transition diagram for the Markov chain whose TPM is P = 1 1  .
 
2 2 
12) What is a Markov chain? When can you say that a Markov chain is
Homogeneous?
13) Consider the random process X (t) = cos ( ω 0 t + θ ) where θ uniformly

distributed in the interval -π to π. Check whether X(t) is stationary or not?
14) What is continuous random sequence? Give an example.
15) Define irreducible Markov chain? And state Chapman-Kolmogorov Theorem.
16) What is meant by steady state distribution of Markov chain?
17) State any four properties of Poisson process.
18) If {X(s, t)} is a random process, what is the nature of X(s, t) when s is fixed and t is
fixed?
19) What is a stochastic matrix? When it is said to be regular?
20) A man tosses a fair coin until three heads occur in a row. Let {X n} denotes the
longest string of heads ending at the nth trial. i.e. X n = k, if at the nth trial the last tail
occurred at the (n-k)th trial. Find the TPM.
PART – B
1) Show that the random process X (t ) = A cos (ω t + θ ) is a wide – sense

stationary, if A and ω are constants and θ is uniformly distributed random
variable in ( 0 , 2 π ) .
2) The process {X (t)} whose probability distribution is given by

 (a t ) n - 1
 , n = 1 , 2 ....
 (1 + a t )
n+1
P[X (t) = n] =  Show that it is not stationary.

 a t
 (1 + a t ) ,n=0

3) A raining process is considered as a two state Markov chain. If it rains, it is
considered to be in state 0 and if it does not rain that the chain is in state 1. The
0.6 0.4
transition probability of the Markov chain is defined as P =   . Find the
0.2 0.8
probability that it will rain for three 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.
4) A machine goes out of order, whenever a component fails. The failure of this part
follows a Poisson process with a mean rate of 1 per week. Find the probability
that 2 weeks have elapsed since last failure. If there are 5 spare parts of this
component in an inventory and that the next supply is not due in 10 weeks, find
the probability that the machine will not be out of order in the next weeks.
5) The TPM of a Markov chain { X n }, n = 1 , 2 , 3 … having 3 states 1 , 2 , 3 is

 0.1 0.5 0.4 
 
P =  0.6 0.2 0.2  and the initial distribution is P ( 0 ) = ( 0 .7 0 .2 0 .1 ) .
 0.3 0.4 0.3 
 
Find P[ X 2 = 3, X 1 = 3, X 0 = 2] .
6) 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 P.M each
 0.6 0.2 0.2 
day, we get the transition probability matrix as P =  0.1 0.8

0.1  . Find out the 3
rd
 0.6 0 0.4 

step transition probability matrix. Determine the limiting probabilities.
7) A person owning a scooter has the option to switch over to scooter; bike or a car
next time with the probability of (0.3 0.5 0.2). If the transition probability
 0.4 0.3 0.3 
 
matrix is P =  0.2 0.5 0.3  , what are the probabilities vehicles related to
 0.25 0.25 0.5 

his fourth purchase?
8) A stochastic process is described by X (t) = A sint + B cost where A and B are

independent random variables with zero means and equal standard deviations
show that the process is stationary of the second order.
9) The One step TPM of a Markov chain { X n , n = 0 , 1 , 2 … } having state space

 0.1 0.5 0.4 
 
S = { 1 , 2 , 3} is P =  0.6 0.2 0.2  and initial distribution is P ( 0 ) = ( 0.7 0.2 0.1) .
 0.3 0.4 0.3 
 
Find (i) P[X 2 = 3 / X 0 = 1] (ii) P [ X 2 = 3] (iii) P[X 3 = 2,X 2 = 3 ,X 1 = 3,X 0 =1]
10) If the process {N(t); t >0} is a Poisson process with parameter λ , obtain
P[N(t) = n] and E[N(t)]
11) Derive the probability law of the Poisson process and find its mean and variance
12) A man either drives a car of 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 he is to travel by train. Now suppose that the first day of
the week the man tossed a fair die and drove to work if and only if a ‘6’ appeared.
Find 1) the probability that he takes a train on the third day.
2) the probability that he drives to work in long run.
13) Consider the random process X (t ) = cos ( t + θ ) where θ a random variable

1 π π
with density function is f (θ ) = , - < x < , Check whether the process is
π 2 2
stationary or not.
14) Given a random variable Ω with density function f (ω ) and another random
variable φ uniformly distributed in ( - π , π ) and independent of Ω and
X (t) = a cos ( Ω t + φ ) , prove that { X(t) } is a WSS process.
15) Show that when events occur as a Poisson process, the time interval between
successive events follow exponential distribution.
16) For a random process X(t) = Y sin ω t , Y is an uniform random variable in the
interval – 1 to 1. Check whether the process is WSS or not.
17) A stochastic process is described by X(t) = Y cos t + Z sin t , where Y and Z

are two independent random variables with zero means and equal standard
deviations. Show that the process is stationary of the second order.
18) Two random processes X (t) and Y (t) are defined by X(t) = A cos ω t + B sin ω t
and Y(t) = B cos ω t - A sin ω t . Show that X (t) and Y (t) are jointly WSS if A
and B are uncorrelated random variables with zero means and the same
variances and ω is constant.
19) Write short notes on each of the following:

1) Binomial process
2) Sine wave process
3) Ergodic process
20) Consider a Markov chain { X n ; n ≥ 1 } with state space S = { 1 , 2 } and one – step
0.9 0.1
TPM P =  .
0.2 0.8
1) Is chain irreducible?
2) Find the mean recurrence time of states ‘1’ and ‘2’
3) Find the invariant probabilities.
UNIT - III
Markov Processes and Markov Chains

1. Define Markov Process and Markov Chain. Give an example.
Solution:
Markov Processes:
A random process X(t) is called a Markov Process if

P [ X (t n ) = an / X (t n −1 ) = an −1 , X (t n − 2 ) = an −2 ... X (t 1 ) = a1 ]
=P [ X (t n ) = an / X (t n−1 ) = an−1 ] for all t1 < t2 < t3 .... < tn

Markov Chain:
If for all n, P [ X (t n ) = an / X (t n −1 ) = an −1 , X (t n − 2 ) = an −2 ... X (t 1 ) = a1 ]

=P [ X (t n ) = an / X (t n−1 ) = an−1 ]
then the process { X n } is called a Markov Chain.
Example:
Let X (t ) = N of birth up to time ‘t’ so that the sequence X(t) forms a pure
birth process since the future is independent of the past given current state.
2. Examine whether the Poisson process X(t) given by the law
e − λt ( λ t )
n
P [ X (t ) = N ] = , n = 0,1, 2..... is covariance stationary or not.

n!
Solution:
Poisson Process {X (t)} is not covariance stationary since the Var  X ( t )  = λ t
which is not a constant.
3. Let X be the random variable which gives the inter arrival time , where the arrival process is
a Poisson process .What will be the distribution of X ? How?
Solution:
The interval between two successive occurrences of a Poisson process with

1
parameter λ has an exponential distribution with mean .
λ
Let the two consecutive occurrences of the event be Ei and Ei +1 . Let Ei take place at
time instant ti . Let T be the inter arrival between the occurrences of Ei and Ei +1 . Then
T is a continuous random variable.
P (T > t ) = P  Ei +1 does not occur in ( ti , ti +1 ) 

= P [ No event occuer in an interval of length t ]
= P [ X (t ) = 0 ]
e − λt ( λ t )
0
= P0 (t ) = = e − λt
0!
The cumulative distribution of T is given by F (t ) = P [T ≤ t ] = P (T > t ) = 1 − e− λt = λ e− λt
1
Which is an exponential distribution with mean
λ.
4. Define strict sense stationary process and give an example.
Solution:
A random process is called strict sense stationary if all its finite dimensional
distribution are invariant under translation of time parameter.
Example:
X (t ) = A cos (ω0t + θ ) where A and ω0 are constants and θ is uniformly
distributed in ( −π , π )
5. Define wide sense stationary process.
Solution:
A random process X(t) is said to be wide sense stationary if its mean is constant
and its autocorrelation depends only on time difference.
i.e ) E [ X (t )] = cons tan t and RXX ( t , t + τ ) = RXX (τ )
6. Let X(t) be a Poisson process with rate λ . Find the correlation co efficient of X(t).
Solution:
The correlation co efficient is given by
C XX ( t1 , t2 )
ρ XX ( t1 , t2 ) =
VarX (t1 ) VarX (t2 )
λt1
= if t2 ≥ t1
λt1λt2
λt1
=
λ t1t2
t1
=
t2
0 1
7. If the transition probability matrix of a Markov chain is  1 1  , find the limiting

2 2
distribution of the chain
Solution:
Limiting distribution of the chain is π p = π
0 1
[π1 π2 ]1 1  = [π1 π 2 ]

2 2
π 2 π2 
 2 π1 + = [π 1 π 2 ]
2 
π2
= π 1 ⇒ 2π 1 = π 2
2
π2
π1 + = π2
2
Since π 1 + π 2 = 1, π 1 + 2π 1 = 1
1 2
π1 = π
, 2 =
3 3
1 2
[π 1 π2 ] = 
3 
Limiting distribution of the chain is .
3
8. Define Random Process and its classification.
Solution:
A random process is a collection of random variables that {X(s,t)} that are

functions of a real variable where sε S , S is the sample space and t ∈ T , T is an
index set.
Random process is classified into four types
1. Continuous random process

2. Discrete random process
3. Continuous random sequence
4. Discrete random sequence
9. Show that the sum two independent Poisson processes is a Poisson process.
Solution:
Let X ( t ) = X1 ( t ) + X 2 (t )
n
P [ X (t ) = n ] = ∑ P  X 1 ( t ) = r P  X 2 ( t ) = n − r 
r =0
e − λ1t ( λ1t ) e − λ 2 t ( λ 2 t )
r n−r
n
= ∑
r=0 r! ( n − r )!
( λ1t ) ( λ2t )
r n−r
n
=e (
− λ + λ )t
1
∑ 2
r =0 r ! ( n − r )!
1 n
− ( λ1 + λ2 )t
∑ ncr ( λ1t ) ( λ2t )
r n−r
=e
n ! r =0
−( λ1 + λ2 )t 1
( λ1 + λ2 ) t 
n
=e
n!
Hence X ( t ) = X1 ( t ) + X 2 ( t ) is a Poisson process.
3 1 
4 0
4
 
P = 1 1 1
10. The t.p.m of a Markov chain {Xn} is 4 2 4  with three states 1,2,3, is with initial
 3 1 
0
 4 4 
distribution is P
(1) 1
=
1 1
P [ X 3 = 1, X 2 = 2, X 1 = 1] .
3 
Find
3 3
Solution:
P [ X 3 = 1, X 2 = 2, X 1 = 1] = P [ X 3 = 1/ X 2 = 2,] P [ X 2 = 2 / X 1 = 1] P [ X 1 = 1]
1 1 1 1 1
= P21 ( ) P12 ( ) = . . =
1 1
3 4 4 4 48
11. What is Markov Chain ? When can you say that a Markov chain is homogeneous?
Solution:
If for all n,
P [ X (t n ) = an / X (t n −1 ) = an −1 , X (t n − 2 ) = an − 2 ... X (t 1 ) = a1 ] =
P [ X (t n ) = an / X (t n −1 ) = an −1 ] then
the process { X n } is called a Markov Chain.
P [ X (t n ) = an / X (t n −1 ) = an −1 ]
is called the one step transition probability . If the
one step probability does not depend on the step
P ij ( n − 1 , n ) = P ij ( m − 1 , m )
i.e) the Markov chain is called homogeneous.
X (t ) = cos(ω 0 t + θ ) where θ is uniformly

12. Consider the random process
distributed in the interval ( −π , π ) . Check whether X (t ) is stationary or not.
Solution:
1
Since θ is uniformly distributed in the interval ( −π , π ) , f (θ ) =
2π
E  X ( t )  = E Cos (ω0t + θ ) 
π
1
= ∫ C o s (ω 0 t + θ ) dθ
−π
2π
−1
= sin (π + ω0t ) + sin (π − ω0t ) 
2π 
−2 sin ω0t
= which is a function in t.HenceX(t) is not stationary
2π
13. What is continuous random sequence, give an example.
Solution:
A random process for which X is continuous but time takes only discrete values is
called continuous random sequence
Example:
If X n represents the temperature at the end of the nth hour of a day then
{ X n ,1 < n < 24} is a continuous random sequence, since the temperature can take any
value in the interval and hence it is continuous.
14. Define irreducible Markov chain and state the chapman – Kolmogorov theorem.
Solution:
A Markov chain is said to be irreducible if every state can be reached from every
other states, where Pij n > 0 for some n and for all i and j.
Chapman – Kolmogorov theorem:
If P is the t.p.m of a homogeneous Markov chain then the nth step P n
is equal to p n .
n
i.e) Pij n =  Pij 
15. What is steady state distribution of a Markov chain.
Solution:
A Markov chain whose tpm P is said to be a steady state distribution if π p = π where

π1 + π 2 = 1 and π = [π 1 π 2 ]
16. State any four properties of Poisson process.
Solution:
1. The Poisson process is a Markov process

2. Sum of the two independent Poisson processes is a Poisson process
3. Difference of two independent is not a Poisson process
1
4. The inter arrival time of a Poisson process is exponentially distributed with mean
λ
17. If { X( s, t ) } is a random process , what is the nature of X( s , t ) when s is fixed and t is

fixed?
Solution:
X(s, t) becomes a number.
18. What is a stochastic matrix? When it is said to be regular?
Solution:
n
A matrix A is stochastic if ∑a
i =1
i = 1 and all entries are positive. It is said to be regular if
all entries are positive and sum of the entries in all the rows of A2 is 1.
19. A man tosses a fair coin until 3 heads occur in a row. Let { X n } denotes the longest string
of heads ending at the nth trial { X n = k} : if at the nth trial the last tail occurred at the
(n-k)th trial, find the t.p.m.
Solution:
The state space = { 0,1,2,3 } since the coin is tossed until 3 heads occur in a row.
1 1 
2 0 0
2
 
1 0
1
0
P = 2 2 
1 1 
 0 0
2 2
0 0 0 1 

1 0
20. Draw the transition diagram for the Markov chain whose t.p.m is P =  1 1 

2 2
Solution:
0
1/2
0 1
UNIT IV
QUEUEING THEORY
1. What are the basic characteristics of a queueing system?
2. What are the basic characteristics of a queueing process?
3. State little’s formula.
4. State kendall’s notation.
5. What do you meant by transient state and steady state queueing
system?
6. In the usual notation of an M / M /1 queueing system, if λ = 12 per hour
and µ = 24 per hour, find the average number of customers in the
system.
7. Derive the average number of customers in the system for
(M / M /1) : ( ∞/FIFO) .
8. What is the probability that an arrival of an infinite capacity with
λ 2 1
= and p 0 =
cµ 3 9 enters the service without waiting?
9. Obtain the steady state probabilities of an ( M / M /1) : ( N / FIFO)
queueing model.
10. In a given M/M/1 queue, the arrival rate λ =7 customers per hour
and service rate µ = 10 customers per hour. Find P[ X ≥ 5] , where X
is the number of customers in the system.
11. In a duplicating machine maintained for office use is operated by an
office assistant. If the jobs arrive at rate of 5 per hour and the time to
complete each job varies according to an exponential distribution with
mean 6 minutes , find the percentage of idle time of the machine in a
day. Assume that the jobs arrive at according to a Poisson process.
12. In a given ( M / M /1) : ∞/FCFS queue, ρ = 0.6 , what is the probability

that the queue contains 5 or more customers.
13. For (M / M / C) : ( N / FIFO) model, write down the formula for average
number of customers in the queue.
14. For ( M / M / C ) : N/FIFO model, write down the formula for average
waiting time in the system.
15. What is the probability that a customer has to wait more than 15
minutes to get his service completed in ( M / M /1) : ∞/FIFO
queueing system if λ = 6 and µ = 10 per hour.
PART – B
1. Arrivals ate telephone booth are considered to be Poisson with an
average time of 12 min between one arrival and the next. The length of
a phone call is distributed exponentially with mean 4 minutes.
1 . What is the average number of customers in the system?
2 . What fraction of the day the phone will be in use?
3 . What is the probability that arriving customers have to wait?
2. Customers arrive at a process at 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. 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 customers 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 customers spend in the queue.
5. What is the probability that there will be 6 or more customers
waiting for service?
3. Derive the formula for 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 the same model the average waiting time of a
customer in the queue as well as in the system.
4. Define Kendall’s notation. What are the assumptions that are made for
simplest queueing model?
5. Arrival rate of telephone calls at telephone booth are according to
Poisson distribution with an average time of 12 minutes between two
consecutive calls arrival. The length of telephone call is assumed to be
exponentially distributed with mean 4 minutes.
1. Determine the probability that person arriving at the booth will have
to wait.
2. Find the average queue length that is formed from time to time.
3. The telephone company will install second both when convinced
that an arrival would expect to have to wait at least 5 minutes for
the phone. Find the increase in flows of arrivals which will
justify a second booth.
4. What is the probability that an arrival will have to wait for mare than
15 minutes before the Phone is free.
6. A petrol pump station 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 pump s remain idle?
7. Obtain the steady state probabilities for M/M/1/N/FCFS queuing model.
8. In a given M/M/1 queueing system, the average arrivals in 4 customers
per minute ρ = 0.7 .

What are
1. Mean number of customers L s in the system.
2. Mean number of customers L q in the queue.
3. Probability that the server is idle.
4. Mean waiting time W s in the system.
9. A two person barbershop has 4 chairs to accommodate waiting
customers. Potential customer who arrive when all 5 chairs are full,
leaving without entering barber shop. Customers arrive at the average
rate of 4 per hour and spend an average of 12 minutes in the barber’s
chair. Compare P 0 , P 7 and average number of customers in the
queue.
10. Derive the formula for
1. Average number L q of customers in the queue.
2. Average waiting time of customer in the queue for
M / M /1 : ( ∞/FIFO) model.
UNIT-4
QUEUEING THEORY
1. what are the basic characteristics of a queueing system.
Solution:
The basic the basic characteristics of a queueing system are
1) arrival pattern of customers.
2) Service pattern of servers
3) Queue discipline.
4) System capacity.
2. what are basic characteristics of a queueing process
Solution:
The basic queueing process describes how customers arrive at and
proceed through the queueing system. This means that the basic queueing
process describes the operation of a queueing system
a) the calling process
b) the arrival process
c) the queue configuration
d) the queue discipline
e) the service mechanism.
3. state little’s formula.
Solution:
Little’s formula
Ls = λ W s
Lq = λ W q
Ls = Lq+ λ / µ
Where λ - arrival rate
µ - service rate.
4. state kendall’s notation.
Solution:
kendall’s notation is given by (a/b/c) : (d/e/f)
Where a= Arrival distribution
b= Service distribution
c= Number of parallel servers (n=1,2,3,…..)
d= Queue discipline
e= Maximum number allowed in system
f= size of calling source (finite or infinite)
5. what do you mean by transient state and steady state queueing system.
Solution:
If the system has been in operation for a sufficiently long time then it is
called steady state behavior of the queueing situation and the early operation of
the system is said to be transient behavior of the queueing situation.
6. In the usual notation of an M/M/1 queueing system, if λ - 12 per hour and

µ - 24 Per hour, find the average number of customers in the system.
Solution:
Ls = λ / µ - λ
= 12/24-12
= 1.
7. Derive the average number of customers in the system for (M/M/1) : ( ∞ /F/FO).
Soultion:
Let Ls denotes number of customers in the system and N denotes
numbers of customers in the queueing system.
W.K.T P0 =1- λ / µ
Pn = (λ / µ )n (1- λ /µ )
Ls = E(N)
N
= ∑ n Pn
n =0
N
= ∑ n (λ / µ )n (1- λ /µ )
n =0
∞
= ( λ / µ ) (1- λ /µ ) ∑ n (λ / µ )n−1
n =1
= ( λ / µ ) (1- λ /µ ) (1 − λ / µ )2
= ( λ / µ ) / (1- λ /µ )
= (λ / µ − λ )
8. What is the probability that an arrival of an infinite capacity 3 server poisson
queue with λ /c µ =2/3 and P0 = 1/9 enters the service without waiting.
Solution:
P(without waiting) = 1-P(w>0)
= 1- (λ / µ )c P0 /c! (1- λ /cµ )
λ/µ, C=3, P0 = 1/9

Therefore probability = 1- (2)3 (1/9) / 3! (1-2/3)
= 1- (8/9) / 6(1/3)
= 1-8/(9)(2)
=1-4/9
= 5/9
9. Obtain the steady state probability of an (M/M/1) : (N/F/FO) queueing model
Solution:
steady probabilities
 λ 
 1− µ 
 , if λ ≠ µ 
 λ N +1 
P0 = 1 − ( ) 
 µ 
 1 
 , if λ = µ 
 N +1 
 λ 
 1 − µ  λ + µ
Pn = ( λ / µ )
n
  if if λ = µ .
λ
1 − ( ) 
N +1 N + 1
 µ 
10. In a given M/M/1 queue, the arrival rate λ =7 customers/hour and service rate
µ = 10 customers/hour. Find P(X>=5), where x is the number of customers in
the system.
Solution:
λ =7, µ =10
P(X ≥ k) = (λ / µ )k
P(X ≥ 5)= (7 /10)5
11. A duplicating machine mainfained for office use is operated by an office

assistant. If the jobs arrive at a rate of 5 per varies according to an
exponential distribution with mean 6 minutes, find the percentage of idle time
of machine in a day. Assume that jobs arrive according to a poisson process
Solution:
5 60 10
λ= . µ= = .
hr 6 hr
P(machine is idle) =P(N=0)

= (1- λ /µ )
= 1/2.
Percentage of idle time =50% .
12. In a given M/M/1/ ∞ /FCFS queue, ρ =0.6, what is the probability that the
queue contains 5 or more customers.
Solution:
P(N ≥ k) = (ρ ) k
P(N ≥ 5)= (0.6)5
= 0.0467
13. For (MM//C): (N/F/FO) model, write down the formula for average number of
customers in the queue.
Solution:
λ2
Lq =
(µ − λ )
Where λ - arrival rate, µ - service rate.
14. For (M/M//C): (N/F/FO) model, write down the formula for average waiting
time in the system.
Solution:
λ 1
Ws= +
µ (µ − λ ) λ
λ + µ −λ
=
µ (µ − λ )
µ
=
µ (µ − λ )
1
=
(µ − λ )
15.What is the probability that a customer has to wait more than 15 minutes to
get his service completed in (M/M//1): ( ∞ /F/FO) queue system if λ =6 per
hour and µ =10 per hour
Solution:
− ( µ − λ )( t )
P(w>t) = e
P(w>15)= e − (10 −6)(15)
= e −4(15) = e −60
UNIT - 5
Non-Markovian queues and queue networks
PART - A
1. Write Pollaczek-Khintchine formula and explain the notations.
2. What is the effective arrival rate for M/M/1/N queueing system
3. What is the effective arrival rate for M/M/1/4/FCFS queueing model when λ= 2
and µ = 5.
4. In M/G/1 queueing model write the formula for the average number of
5. In M/G/1 queueing model write the formula for the average number of
customers in the system.
6. Write the formula for average waiting time of a customer in the queue of M/G/1
model?
7. What is the average waiting time in the system in the M/G/1 model?
8. Maruti cars arrive according to Poisson distribution with mean of 4 cars per
hour and may wait in the facility’s parking lot. If the bug is busy if the service
time for all the cars is K and equal to 10 minutes .Find Ls and Lq.
9. In a hospital patients arrive according to Poisson distribution with mean of 6

patients per hour and may wait if the clinic is busy. If the consulting time for all
the patients is K and equal to 20 minutes. Find Ws and Wq.
10. What is the probability that an arrival to an infinite capacity 3 server

Poisson distribution with / µ = 2 and P0 =1/9 enters the service without
Waiting?
PART - B
1. In a heavy machine job the overhead crane is 75% utilized. Time study
observations gave the average service time as 10 - 5 minutes with a standard
deviation of 8 – 8 minutes. What is the 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 minutes with standard deviation of 6 minutes. How much reduction will
occur an average in the delay of getting served?
2. Derive the Pollaczek-Khintchine formula for M/G/1 queueing model
3. 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 wit 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 Ls,Lq,Ws,Wq.
4. Derive the formula for the average waiting time in the system from Pollaczek-
Khintchine formula.
5. Maruti cars arrive according to Poisson distribution with mean of 4 cars per hour
and may wait in the facility’s parking lot if the bug is busy. If the service time for all
cars is K and equal to 10 minutes. Find Ls, Lq, Ws, Wq.
6. Discuss about open and closed networks.
7. Explain in detail about series queues.
8. Customers arrive at a watch repair shop according to a Poisson process at a

rate of one per every 10 minutes and the service time is an exponential random
variable with mean 8 minutes. Find the average number of customers Ls, the
average waiting time of a customer spends in the shop Ws and the average time a
customer spends in the waiting for service Wq
UNIT-V
NON-MORKOVIAN QUEUES AND QUEUE NETWORKS
1. Write Pollaczek- Khintchine formula and explain the notations.

Soln:
(1 − ρ )(1 − s ) B* (λ − λ s )
V (s) =
B * (λ − λ s ) − s
λ
Where ρ =
µ
s = Number of servers
∞
B ( s ) = ∫ e − st d [ B (t ) ]
*
B (t ) = p.d.f of service time .

2. What is the effective arrival rate for M/M/1/N Queuing system
Soln:
Effective arrival rate
λ
1−
µ
λ ' = µ (1 − P0 ) Where
P0 = N +1
λ
1−  
µ
3. What is the effective arrival rate for M/M/1/4/FCFS Queuing model when
λ = 2 and µ = 5
Soln:
Effective arrival rate λ ' = µ (1 − P0 )
Here λ = 2 , µ = 5 , N = 4
λ
1−
µ
P0 = N +1
λ
1−  
µ
2
1−
= 5
4 +1
2
1−  
5
3 3
= 5 5 = 5
2 3125 − 25
1− 5
5 55
3 x 54 1875
= = = 0.6062
3125 − 32 3093
λ ' = 5(1 − 0.6062) = 1.96
4. In M / G / 1queuing model write the formula for the average number of
Soln:
The average number of customers in the queue
λ 2σ 2 + ρ 2
Lq = , σ 2 − Variance of service
2(1 − ρ )
5. In M / G / 1queuing model write the formula for the average number of
customers in the system.
Soln:
The average number of customers in the system
λ 2σ 2 + ρ 2
Ls = +ρ
2(1 − ρ )
6. Write the formula for average waiting time of a customer in the queue of
M / G / 1 model.
Soln;
Average waiting time of a customer in the queue
λ 2σ 2 + ρ 2
wq =
2λ (1 − ρ )
7. What is the average waiting time in the system in the M / G / 1 model?
Soln:
Average waiting time of customer in the system
λ 2σ 2 + ρ 2 1
ws = +
2λ (1 − ρ ) µ
8. Maruti cars arrive according Poisson distribution with mean of 4 cars per
hour and may wait in the facility’s parking lot. If the bug is busy, if the
service time for all the cars is K and equal to 10 minutes. Find Ls and
Lq .
Soln:
λ = 4 Cars / hours
1
= 10 Mins, µ =6 Cars / hours
µ
Var=0. σ =0
λ 4 2
ρ= = =
µ 6 3
λ 2σ 2 + ρ 2
Lq =
2(1 − ρ )
2
2
4 (0) +  
2
=  3  = 0.667
cars.
 2
2 1 − 
 3
λ σ + ρ2
2 2
Ls = +ρ
2(1 − ρ )
2
2
0+ 
=  3  + 2 = 1.333 ≃ 1
 2 3
2 1− 
 3
9. In a hospital, patients arrive according to Poisson distribution with mean of

2 patients per hour and may wait if the clinic is busy. If the consulting time
for all the patients is K and equal to 20 mins. Find ws and wq .
Soln:
λ =2
1
= 20 mts. µ = 3 patients / hour.
µ
λ 2
Var=0, ρ= =
µ 3
λ 2σ 2 + ρ 2 1
ws = +
2λ (1 − ρ ) µ
2
2
0+ 
= 3 + 1 = 4
 2 3 9
2x 6  1 − 
 3
λ 2σ 2 + ρ 2
wq =
2λ (1 − ρ )
2
2
0+ 
= 3 = 1
 2 9
2x 6  1 − 
 3
10. What is the probability that an arrival to an infinite capacity 3 server

λ 1
Poisson distribution with = 2 and P0 = enters the service without
µ 9
waiting.
Soln:
P(without waiting time) = P (N < 3)
= P0 + P1 + P2
n
1 λ
Pn =   . P0 when n ≤ c = 3
n!  µ 
1 2 1 1 5
P (N < 3) = + + x 22 x =
9 9 2 9 9

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PROBABILITY AND QUEUEING THEORY

5. Let X be a discrete random variable whose cumulative distribution is

(i) Find P(X < 4), P(-5 < X < 4)

6. If var(X) = 4, find Var (3X+8), where X is a random variable.

9. Find the cumulative distribution function F(x) corresponding to the p.d.f of

10. Define continuous random variable. Give an example.

12. The cumulative distribution function of a random variable X is

F (x) = 1 - ( 1 + x ) e - x , x > 0. Find the density function of X.

16. The mean of the binomial distribution is 20 and standard deviation is 4.

17. Obtain m.g.f of a Poisson distribution.

18. The number of monthly breakdowns of a computer is a r.v having a Poisson

19. If X is a Poisson variate such that P[X=2] = 9 P[X=4] + 90 P[X=6],

24. The time( in hours) required to repair a machine is exponentially distributed

1. A random variable X has the following distribution.

Find (i) the value of k.

3. If X is a continuous Random variable with potential distribution function

4. If the density functions of a continuous random variable X is given by

f(x) = ax , 0< x < 1

Find i) the value of a

5. If X is a continuous random variable, the probability density is given by

9. The diameter of an electric cable X is a continuous random variable with p.d.f

15. If X is a binomial distribution with E[X] = 2 and Var[X] = 4/ 3, find P[X = 5]

Find 1) the p.m.f of X

18. The monthly breakdowns of a computer is a random variable having Poisson

22. Find the m.g.f, mean and variance of Poisson distribution.

25. State and prove memory less property on Geometric distribution.

31. The daily consumption of milk in excess of 20,000 gallons is approximately e

33. Define Weibull distribution; find its mean and variance.

1. Define a Random Variable

2. In a Company 5% defective components are produced. What is the

P(X=x) = ( e − λ λ x )/x! , x=0, 1, 2,…..

4. Obtain the probability function or probability distribution from the following

5. Let x be a discrete random variable whose cumulative distribution is

i) find P(x>4) , p(-5<x<4)

ii) find the probability distribution of X

P(-5<x<4) = F(4) –F(-5)

6. If Var (x) = 4 Find var (3X+8), where X is a random variable.

µ3 = µ3' − 3 µ2' µ1' + 2µ1'3

8. If a random variable X takes the value 2P(X=1)=3P(X=2)=P(X=3)=5P(X=4)

9. Find the Cumulative distribution function F(X) corresponding to the p.d.f of

10. Define continuous random variable. Given an example

A Random variable X is said to be continuous if it is uncountable

13. Define r th central moment of a random variable

16. The Mean of the binomial distribution is 20 and S D is 4, Find the

17. Obtain the mgf of poisson distribution

18. The No. of monthly breakdowns of a computer is a r. v having a poission

19. If X is a poisson variable such that P(X=2)=9P(X=4)+90P(X=6). Find the

21. Show that the mgf for the uniform distribution is

23. If X is a uniform random variable is (-2,2). Find the p d f of X and var X

1) Find the correlation co efficient for the following data:

2) The joint p.m.f of ( X,Y ) is given by

3) Two independent random variables are defined by

5) Given is the joint p.m.f of ( X , Y ) .

Find i) marginal distributions

6) If the joint density of X and Y is given by

7) Suppose the joint probability density function is given by

8) The joint probability mass function of ( X , Y ) is given by