Ma2262 Probability and Queuing Theory: F (X) K If X
Ma2262 Probability and Queuing Theory: F (X) K If X
x 0≤x≤1
0 x< 0
0
k =1,2,3 , .. .
x 0≤x <1
e−x x ≥0
46. Let the p.d.f. of x be f(x) =
f (x )= {
0 otherwise Using the transformation Y = XX and
Z = e –x
47. If X is a normal R.V with mean zero and variance 2 Find p.d.f of Y = ex
4 x3
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PART A
1. Define joint probability density functions of a 2-D random variables.
2. Define marginal density functions of a 2-D random variables.
3. Define conditional density functions of a 2-D random variables.
4. What is the condition for two variables to be independent.
5. Given joint pdf, f(x,y) = cx(x-y), 0 <x <2 , -x < y <x. Evaluate c.
8xy , 0 < x < 1; 0 < y < x
6. The joint pdf of random variables x, y is given by f(x,y) =
{ 0, elsewhere .
Find the marginal density function of x.
7. If the joint pdf of a two dimensional random variables x,y is given by
8. If f(x,y) =
{ 2
( x + y ); 0 < x <1 , 0 < y <1
0 , elsewhere , find f(x/y).
9. Find the value of k if f(x,y) = k(1-x)(1-y) for 0 < x, y < 1 is to be a joint density function.
PART B
10. The input to a binary communication system, denoted by random variable X, takes on one of two
values 0 or 1 with probabilities ¾ and ¼ respectively. Because of errors caused by noise in the
system, the output Y differs from the input occasionally. The behaviour of the communication
system is modeled by the conditional probability P( Y =1 / X =1) = ¾ and P ( Y =0 / x =0) = 7/8.
Find (i) P (Y=1) (ii) P(Y=0) and (iii) P( X =1/ Y =1).
11. 3 balls are drawn at random without replacement from a box containing 2 White , 3 Red & 4
Black balls. If X denots the number of white balls drawn and Y denotes the number of red balls
drawn, form the joint probability distribution of (X,Y).
X /Y 0 1 2
0 0.1 0.04 .02
1 0.08 0.2 0.06
12. The joint probability mass function of X and Y is given as 2 0.06 0.14 0.3 .
Compute the marginal probability mass functions X and Y. Also, find P( X 1, y 1) and check
whether the variables are independent.
13. Consider the discrete random variables X and Y with the joint pmf as shown below:
X /Y −1 0 1
−2 1/16 1/16 1/16
−1 1/8 1/16 1/8
1 1/8 1/16 1/8
2 1/16 1/16 1/8 . Are X and Y independent? Are they uncorrelated?
xy
16. If f(x,y) =
{ 5
( x + y 2 ); 0 ≤ x ≤1 , 0≤ y ≤1
0 , elsewhere , obtain the marginal densities of x and y. Hence or
otherwise find P ( ¼ y ¾ ).
2
{ 9
xy , 1 ≤ x≤ y ≤2
0 , elsewhere . Find the marginal density functions of X and Y. Find also the conditional
density function of Y given X=x and the conditional density function of X given Y =y.
9( 1+ x + y )
1 −x
{ 2
y e ; x> 0 , 0 < y < 2
0 , elsewhere . Find the marginal density functions of X and Y.
23. If the joint pdf of a two dimensional random variables x,y is given by
f(x,y) =
{
6e ; 0 < x1 , x2 > 0
0 , elsewhere . Find the probability that the first random variable will take on
a value between 1 and 2 and the second random variable will take on a value between 2 and 3. Also
find the probability that the first random variable will take on a value less than 2 and the second
random variable will take on a value greater than 2.
24. If the joint pdf of a two dimensional random variables x,y is given by
f(x,y) =
{k(6−x− y);0, 0 elsewhere
< x < 2, 2 < y < 4
. (i) Find the value of k. (ii) P ( X + Y < 3) (iii) P ( X <
1/ Y < 3 ).
x+ y −x
PART B
31. Calculate the correlation coefficient for the following height (in inches) of father (X) and their
sons(Y) X : 65 66 67 67 68 69 70 72 Y : 67
68 65 68 72 72 69 71.
X /Y −1 1
1 3
0
8 8
2 2
1
8 8
33. If the joint density function of ( X,Y) is given by f(x,y)=2-x-y, o< x,y <1. Find correlation
coefficient
34. Let X be a RV with mean value is 3 &Variance is 2. Find the second moment of X about the
origin. Another RV Yis defind by Y=-6x+22. Find the mean value of Y and the correlation of X &Y.
35. If the joint p.d.f of (X,Y) is given by f (x , y )=3 xy( x + y ), 0≤x , y≤1 . Verify that
11
E( E( Y )=E(Y )=
X) 24
x+ y
f (x ) = 4 ax ,
{ 0 ≤x ≤1 f ( y ) = 4 by , 0 ≤ y ≤1
{
0 , otherwise 0 , otherwise . Prove that U = X+Y and V = X-Y
are uncorrelated.
38. (X,Y) is a 2-D random variable uniformly distributed over the triangular region R bounded by
y=0, x=3 and y = 4x/3, find the xy.
−( x+ y )
f (x , y ) = x e{ , x>0 , y>0
0 , elsewhere . Find the regression equation Y on X.
45. If the two dimensional random variable (X,Y) is uniformly distributed over R , where
R=¿ ¿ Find correlation coefficient .
TRANSFORMATIONS OF RANDOM VARIABLES
PART A
46. If X and Y are independent random variables having probability density functions f(x) = e-x , x > 0
and f(y) = e-y, y > 0, find the probability density function of U = X+Y.
47. If X and Y are independent random variables having variances 2 and 3 respectively, find the
variance of 3x+4y.
48. If X and Y are independent random variables having identical uniform distributions over (-1,1),
find the density function X+Y.
PART B
49. The joint pdf of X, Y is given by f(x,y) = e-(x+y) , x > 0, y > 0. Find the pdf of u = (x+y)/ 2.
50. If X and Y are independent random variables each following N(0,2). Find pdf of z = 2x + 3y.
51. Let X and Y be positive independent random variables with identical pdf e-x , x > 0 and e-y , y > 0.
Find the joint pdf of U = X+Y and V = X / Y.
f (x , y) = x+ y , 0 ≤x , y ≤ 1
{
52. If the joint pdf of two random variables X and Y given by 0, elsewhere . Find
the pdf of (i) U = XY (ii) U = X+Y
53. If X and Y each follow exponential distribution with parameter 1 and are independent find the pdf
of U = X – Y.
55. If X and Y are independent random variables with identical uniform distributions in ( 0, a), find
the density function of Z = X – Y.
CENTRAL LIMIT THEOREM
PART A
56. State the two different forms of Central limit theorem .
57. If Xi , i = 1 to 20 are independent ,uniformly distributed &identical variables , how are the
20
X̄ and ∑ Xi
random variables i= 1 are distributed?
PART B
58. Prove Central limit theorem.
59. A random sample of size 100 is taken from population whose mean is 60 and variance 400.
Using CLT what probability can we assert that the mean of the sample will not differ from = 60 by
more than 4 ?
60. If Vi, I = 1,2,…,20 are independent noise voltages received in an ‘ adder ‘ and V is the sum of the
voltages received, find the probability that total incoming voltage V exceeds 105 using CLT.
Assume that each of the random variables Vi is uniformly distributed over ( 0, 10 ).
61. A distribution with unknown mean , has the 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 atleast 0.95 that the
sample mean will be within 0.5 of the population mean.
62. If X1,. X2,….,Xn are Poisson variables with parameter = 2. Use CLT, to estimate P(120 < Sn <
160 ) where Sn = X1 + X2+……+Xn and n = 75.
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step TPM
[1/21 1/20 ] .
0.4 0.6 0 0
PART – B
10. A raining process is considered as two state markov chain. If it rains, it is considered to be state 0
and if does not rain, the chain is in state 1. the TPM is defined as P =
[0.60.2 0.40.8 ] Find the
probability that it will rain for 3 days from today assuming that it will rain after 3 days. Assuming the
initial probabilities of state 0 and state 1 as 0.4 , 0.6 respectively
11. A person owning a scooter has the option to switch over to scooter, bike, or car next time with
13. Find the steady state prob. of the chain given the TPM is
( 0.5 0.1 0.4
0.1 0.2 0.7 )
14. If the taxi arrive at a taxi stand from 2 directions independently according to the Poisson law with
mean rate of arrival 2 per 20 min and 4 per 15min. Find the probability that a person will have to wait
for more than 5 min to catch a taxi
15. Define a random process. Explain the classification of Random Processes Give example
16. Derive the Poisson Law
17. Two random process X(t) = A Cos Wt + B sin Wt & Y(t)= B cos Wt – A sin Wt where A & B are
uncorrelated random variables with zero mean and equal variance and W is a constant, Check
Whether the processes are jointly WSS
18. State and prove the properties of Poisson process
19. The process X(t) whose probability under certain conditions is given
( at )n−1
n+1
n=1,2,3 ,
(1+at )
P{X (t )=n}=
( at )
n=0
by ( 1+ at ) S.T it is not a stationary
20. Suppose that a customer arrive at a bank according to Poisson process wit a mean rate 3 per min.
Find the probability that during a time interval of 2 min:
a) Exactly 4 customers arrive
b) More than 4 customers arrive.
21. Let {X (t) = a cos (Wt+Y)} be a random process where Y and W are independent random
variable. Further the characteristic function of Y satisfies (1) = (2) = 0. While the density
function f(w) of w satisfies f(w) = f(-w). S.T X (t) is a WSS
22. Find the mean and autocorrelation of Poisson process.
23. If {X(t) = A cos t + B sin t; t 0 } is a random process where A & B are independent N(0,2)
random variables, examine the stationary of X(t).
1 if k iseven
K,
= {−1 if k isodd . Find ACF of X(t). Also if P(A=1)=P(A=-1) = ½ and A is
independent of X(t), find the power spectrum of Y(t) = A X(t).
25. Two random process X(t) & Y(t) are defined by X(t) = A cos wt + B sin wt and Y(t) = B cos wt –
A sin wt. Show that X(t) and Y(t) are jointly WSS if A & B are uncorrelated random variables with
zero means and the same variance and W is constant
26. Consider a random process X (t) = B cos (50t+) where B and are independent random
variables. B is a random variable with mean zero and variance 1 is uniformly distributed in the
interval (-,). Find mean and autocorrelation of the process.
27. Distinguish SSS & WSS and establish any two results for weekly stationary time service
involving auto correlation function.
28. Verify the sine wave process X(t) = Y coswt where Y is uniformly distributed in (0,1) is SSS
process.
29. S.T if a random process X(t) is WSS, then it must be covariance stationary.
30. Consider a R.P Y(t) = X(t) cos (wt+) where X(t) is WSS, is random variable independent of
X(t)and it is uniformly distributed (-,)and w is a constant. P.T Y(t) is WSS.
PART – B
1
1
decrease the average size of the queue from 3 patient to ½ patients?
15. A duplicating machine maintained for office use is operated by an office assistant who earns Rs. 5
per (hour / job). 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 % jobs per hour. If an 8 –
hour day is used as a base determine the percentage idle time of the machine and the average time a
job is in the system. Also find his expected earning per day.
( M / M / S ) : ( / FIFO )
16. 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 at the rate of 10 per hour. Find the prob. that a
customer has to wait for service. What is the probability that the pumps remain idle?
17. 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 lettters per hours, what fraction of time all the typists will be
busy? What is the average number of letters waiting to be typed?
18. A bank has two tellers working on savings account. The first teller handles withdraws only. The
second teller handles deposits only. It has been found that the service time distributions for both
deposits and withdrawals are exponential with mean service time of 3 minutes per customer.
Depositors are found to arrive in a Poisson fashion throughout the day with mean arrival rate of 16
per hour. What would be the effect on the average waiting time for the customers if each teller could
handle both withdrawals and deposits?
( M / M / S ) : ( N / FIFO )
19. A 2 person barber shop has 5 chairs to accommodate waiting customers. Potential customers
who arrive when all 5 cahirs are full leave without entering barber shop. Customers arrive at the