PQT Imp Problems

Important Problems
Unit I (Random Variables)

Problems on Discrete & Continuous R.Vs
1) ArandomvariableXhasthefollowingprobabilityfunction:
X 0 1 2 3 4 5 6 7
P(X) 0 K 2K 2K 3K K
2
2K
2
7K
2
+K
a) Find K .
b) Evaluate ( (( ( ) )) ) ( (( ( ) )) ) 6 , 6 P X P X < < < < .
c) Find ( (( ( ) )) ) ( (( ( ) )) ) ( (( ( ) )) ) 2 , 3 , 1 5 P X P X P X < > < < < > < < < > < < < > < < .
d) If ( (( ( ) )) )
1
2
P X C > > > > ,findtheminimumvalueof C .
e) ( (( ( ) )) ) 1.5 4.5 / 2 P X X < < > < < > < < > < < >
2) Theprobabilityfunctionofaninfinitediscretedistributionisgivenby
( (( ( ) )) )
1
, 1, 2, 3...
2
j
P X j j = = = = = = = = = = = = .Findthemeanandvarianceofthedistribution.
Alsofind ( (( ( ) )) ) X is even P , ( (( ( ) )) ) 5 P X and ( (( ( ) )) ) X is divisible by 3 P .
3) SupposethatXisacontinuousrandomvariablewhoseprobabilitydensityfunctionis
givenby
( (( ( ) )) )
2
4 2 , 0 2
( )
0, otherwise
C x x x
f x

< < < < < < < <

= == =

(a)find C (b)find ( (( ( ) )) ) 1 P X > >> > .
4) AcontinuousrandomvariableXhasthedensityfunction
2
( ) ,
1
K
f x x
x
= < < = < < = < < = < <
+ ++ +
.Findthevalueof K ,thedistributionfunctionand
( (( ( ) )) ) 0 P X .
PROBABILITY & QUEUING THEORY
www.Vidyarthiplus.com

5) ArandomvariableXhasthep.d.f
2 , 0 1
( )
0, otherwise
x x
f x
< < < < < < < <
= == =

.Find(i)
1
2
P X
| | | | | | | |
> >> >
| | | |
\ \ \ \
(ii)
1 3
2 4
P X
| | | | | | | |
< < < < < < < <
| | | |
\ \ \ \
(iii)
3 1
/
4 2
P X X
| | | | | | | |
> > > > > > > >
| | | |
\ \ \ \
(iv)
3 1
/
4 2
P X X
| | | | | | | |
< > < > < > < >
| | | |
\ \ \ \
.
6) IfarandomvariableXhasthep.d.f
1
, 2
( )
4
0, otherwise
x
f x

< << <

= == =

.Find(a) ( (( ( ) )) ) 1 P X < << <
(b)
( (( ( ) )) )
1 P X > >> > (c) ( (( ( ) )) ) 2 3 5 P X + > + > + > + >
7) Theamountoftime,inhoursthatacomputerfunctionsbeforebreakingdownisa
continuousrandomvariablewithprobabilitydensityfunctiongivenby
100
, 0
( )
0, 0
x
e x
f x
x

= == =

< << <

.Whatistheprobabilitythat(a)acomputerwillfunction
between50and150hrs.beforebreakingdown(b)itwillfunctionlessthan500hrs.
8) ArandomvariableXhastheprobabilitydensityfunction
, 0
( )
0, otherwise
x
xe x
f x

> >> >
= == =

.Find ( (( ( ) )) ) ( (( ( ) )) ) , . . , 2 5 , 7 c d f P X P X < < < < < < < < .
9) IftherandomvariableXtakesthevalues1,2,3and4suchthat
( (( ( ) )) ) ( (( ( ) )) ) ( (( ( ) )) ) ( (( ( ) )) ) 2 1 3 2 3 5 4 P X P X P X P X = = = = = = = = = = = = = = = = = = = = = = = = = = = = .Findtheprobability
distribution.
10) ThedistributionfunctionofarandomvariableXisgivenby
( (( ( ) )) ) ( ) 1 1 ; 0
x
F x x e x

= + = + = + = + .Findthedensityfunction,meanandvarianceofX.
11) AcontinuousrandomvariableXhasthedistributionfunction
4
0, 1
( ) ( 1) , 1 3
0, 30
x
F x k x x
x

= < = < = < = <

> >> >

.Find k ,probabilitydensityfunction ( ) f x , ( (( ( ) )) ) 2 P X < << < .
12) Atestengineerdiscoveredthatthecumulativedistributionfunctionofthelifetime
ofanequipmentinyearsisgivenby
5
1 , 0
( )
0, 0
x
e x
F x
x

= == =

< << <

.
i) Whatistheexpectedlifetimeoftheequipment?
ii) Whatisthevarianceofthelifetimeoftheequipment?
Moments and Moment Generating Function


1) FindthemomentgeneratingfunctionofR.VXwhoseprobabilityfunction
1
( ) , 1, 2, ...
2
x
P X x x = = = = = = = = = = = = Hencefinditsmeanandvariance.
2) ThedensityfunctionofrandomvariableXisgivenby ( ) (2 ), 0 2 f x Kx x x = = = = .
FindK,mean,varianceandrthmoment.
3) LetXbeaR.V.withp.d.f
3
1
, 0
( )
3
0, Otherwise
x
e x
f x

> >> >
= == =

.Findthefollowing
a) P(X>3).
b) MomentgeneratingfunctionofX.
c) E(X)andVar(X).
4) FindtheMGFofaR.V.Xhavingthedensityfunction
, 0 2
( )
2
0, otherwise
x
x
f x

= == =

.Using
thegeneratingfunctionfindthefirstfourmomentsabouttheorigin.
5) DefineBinomialdistributionandfindtheM.G.F,MeanandVarianceoftheBinomial
distribution.
6) DefinePoissondistributionandfindtheM.G.F,MeanandVarianceofthePoisson
distribution.
7) DefineGeometricdistributionandfindtheM.G.F,MeanandVarianceofthe
Geometricdistribution.
8) DefineNegativeBinomialdistributionandfindtheM.G.F,MeanandVarianceofthe
NegativeBinomialdistribution.
9) WritethepdfofUniformdistributionandfindtheM.G.F,MeanandVariance.
10) DefineExponentialdistributionandfindtheM.G.F,MeanandVarianceofthe
Exponentialdistribution.
11) DefineGammadistributionandfindtheM.G.F,MeanandVarianceoftheGamma
distribution.
12) DefineWeibulldistributionandfindtheM.G.F,MeanandVarianceoftheWeibull
distribution.
Problems on distributions
1) ThemeanofaBinomialdistributionis20andstandarddeviationis4.Determinethe
parametersofthedistribution.
2) If 10% of the screws produced by an automatic machine are defective, find the
probabilitythatof20screwsselectedatrandom,thereare(i)exactlytwodefectives
(ii) atmost three defectives (iii) atleast two defectives and (iv) between one and
threedefectives(inclusive).

3) In a certain factory furning razar blades there is a small chance of 1/500 for any
blade to be defective. The blades are in packets of 10. Use Poisson distribution to
calculate the approximate number of packets containing (i) no defective (ii) one
defective(iii)twodefectivebladesrespectivelyinaconsignmentof10,000packets.
4) The number of monthly breakdown of a computer is a random variable having a
Poisson distribution with mean equally to 1.8. Find the probability that this
computerwillfunctionforamonth
a) Withoutabreakdown
b) Withonlyonebreakdownand
c) Withatleastonebreakdown.
5) ProvethatthePoissondistributionisalimitingcaseofbinomialdistribution.
6) IfthemgfofarandomvariableXisoftheform
8
(0.4 0.6)
t
e + ++ + ,whatisthemgfof
3 2 X + ++ + .Evaluate ( (( ( ) )) ) E X .
7) AdiscreteR.V.Xhasmomentgeneratingfunction
5
1 3
( )
4 4
t
X
M t e
| | | | | | | |
= + = + = + = +
| | | |
\ \ \ \
.Find
( (( ( ) )) ) E X , ( (( ( ) )) ) Var X and ( (( ( ) )) ) 2 P X = == = .
8) IfXisabinomiallydistributedR.V.with ( ) 2 E X = == = and
4
( )
3
Var X = == = ,find [ [[ [ ] ]] ] 5 P X = == = .
9) IfXisaPoissonvariatesuchthat [ [[ [ ] ]] ] [ [[ [ ] ]] ] [ [[ [ ] ]] ] 2 9 4 90 6 P X P X P X = = = + = = = = + = = = = + = = = = + = ,findthe
meanandvariance.
10) Thenumberofpersonalcomputer(PC)solddailyataCompuWorldisuniformly
distributedwithaminimumof2000PCandamaximumof5000PC.Findthe
following
(i) Theprobabilitythatdailysaleswillfallbetween2,500PCand3,000PC.
(ii) WhatistheprobabilitythattheCompuWorldwillsellatleast4,000PCs?
(iii) WhatistheprobabilitythattheCompuWorldwillexactlysell2,500PCs?
11) Supposethatatraineesoldiershootsatargetinanindependentfashion.Ifthe
probabilitythatthetargetisshotonanyoneshotis0.8.(i)Whatistheprobability
thatthetargetwouldbehiton6
th
attempt?(ii)Whatistheprobabilitythatittakes
himlessthan5shots?(iii)Whatistheprobabilitythatittakeshimanevennumber
ofshots?
12) Adieiscastuntil6appears.Whatistheprobabilitythatitmustbecastmorethan5
times?
13) Thelengthoftime(inminutes)thatacertainladyspeaksonthetelephoneisfound
toberandomphenomenon,withaprobabilityfunctionspecifiedbythefunction.

5
, 0
( )
0, otherwise
x
Ae x
f x

= == =

.(i)FindthevalueofAthatmakesf(x)aprobability
densityfunction.(ii)Whatistheprobabilitythatthenumberofminutesthatshewill
talkoverthephoneis(a)morethan10minutes(b)lessthan5minutesand(c)
between5and10minutes.
14) Ifthenumberofkilometersthatacarcanrunbeforeitsbatterywearsoutis
exponentiallydistributedwithanaveragevalueof10,000kmandiftheowner
desirestotakea5000kmtrip,whatistheprobabilitythathewillbeableto
completehistripwithouthavingtoreplacethecarbattery?Assumethatthecarhas
beenusedforsametime.
15) Themileagewhichcarownersgetwithacertainkindofradialtyreisarandom
variablehavinganexponentialdistributionwithmean40,000km.Findthe
probabilitiesthatoneofthesetyreswilllast(i)atleast20,000kmand(ii)atmost
30,000km.
16) IfacontinuousrandomvariableXfollowsuniformdistributionintheinterval ( (( ( ) )) ) 0, 2
andacontinuousrandomvariable Y followsexponentialdistributionwith
parameter ,find suchthat ( (( ( ) )) ) ( (( ( ) )) ) 1 1 P X P Y < = < < = < < = < < = < .
17) IfXisexponantiallydistributedwithparameter ,findthevalueof K thereexists
( (( ( ) )) )
( (( ( ) )) )
P X k
a
P X k
> >> >
= == =

.
18) StateandprovememorylesspropertyofGeometricdistribution.
19) StateandprovememorylesspropertyofExponentialdistribution.
20) Thetimerequiredtorepairamachineisexponentiallydistributedwithparameter.
Whatistheprobabilitythattherepairtimesexceeds2hoursandalsofindwhatis
theconditionalprobabilitythatarepairtakesatleast10hoursgiventhatits
durationexceeds9hours?
21) ThelifetimeXinhoursofacomponentismodeledbyaWeibulldistributionwith
2 = == = .Startingwithalargenumberofcomponents,itisobservedthat15%ofthe
componentsthathavelasted90hrs.failbefore100hrs.Findtheparameter .

Unit II (Two Dimensional Random Variables)
Joint distributions Marginal & Conditional
1) Thetwodimensionalrandomvariable(X,Y)hasthejointdensityfunction
2
( , ) , 0,1, 2; 0,1, 2
27
x y
f x y x y
+ ++ +
= = = = = = = = = = = = .FindthemarginaldistributionofXandY
andtheconditionaldistributionofYgivenX=x.Alsofindtheconditional
distributionofXgivenY=1.
2) Thejointprobabilitymassfunctionof(X,Y)isgivenby
( (( ( ) )) ) ( , ) 2 3 , 0,1, 2; 1, 2, 3 P x y K x y x y = + = = = + = = = + = = = + = = .Findallthemarginalandconditional
probabilitydistributions.Alsofindtheprobabilitydistributionof X Y + ++ + and
( (( ( ) )) ) 3 P X Y + > + > + > + > .
3) Ifthejointpdfofatwodimensionalrandomvariable(X,Y)isgivenby
(6 ) , 0 2, 2 4
( , )
0 , otherwise
K x y x y
f x y
< < < < < < < < < < < < < < < <
= == =

.Findthefollowing(i)thevalueofK;
(ii) ( (( ( ) )) ) 1, 3 P x y < < < < < < < < ;(iii) ( (( ( ) )) ) 3 P x y + < + < + < + < ;(iv) ( (( ( ) )) ) 1/ 3 P x y < < < < < < < <
4) Ifthejointpdfofatwodimensionalrandomvariable(X,Y)isgivenby
2
, 0 1, 0 2
( , ) 3
0 , otherwise
xy
x x y
f x y

+ < < < < + < < < < + < < < < + < < < <

= == =

.Find(i)
1
2
P X
| | | | | | | |
> >> >
| | | |
\ \ \ \
;(ii) ( (( ( ) )) ) P Y X < << < ;(iii)
1 1
/
2 2
P Y X
| | | | | | | |
< < < < < < < <
| | | |
\ \ \ \
.Checkwhethertheconditionaldensityfunctionsarevalid.
5) Thejointp.d.foftherandomvariable(X,Y)isgivenby
( (( ( ) )) )
2 2
( , ) , 0 ,
x y
f x y Kxye x y
+ + + +
= < < = < < = < < = < < .Findthevalueof K andProvethat X and Y
areindependent.
6) Ifthejointdistributionfunctionof X and Y isgivenby
( (( ( ) )) ) ( (( ( ) )) )
( , ) 1 1 , 0, 0
x y
F x y e e x y

= > > = > > = > > = > > and "0" otherwise .(i)Are X and Y
independent?(ii)Find ( (( ( ) )) ) 1 3, 1 2 P X Y < < < < < < < < < < < < < < < < .
Covariance, Correlation and Regression
1) Definecorrelationandexplainvariestypewithexample.
2) Findthecoefficientofcorrelationbetweenindustrialproductionandexportusing
thefollowingdata:
Production(X) 55 56 58 59 60 60 62
Export(Y) 35 38 37 39 44 43 44

3)

LetXandYbediscreterandomvariableswithprobabilityfunction
( , ) , 1, 2, 3; 1, 2
21
x y
f x y x y
+ ++ +
= = = = = = = = = = = = .Find(i) ( (( ( ) )) ) , Cov X Y (ii)Correlationco
efficient.
4) TworandomvariablesXandYhavethefollowingjointprobabilitydensityfunction.
2 , 0 1, 0 1
( , )
0, otherwise
x y x y
f x y

= == =

.Find ( (( ( ) )) ) Var X , ( (( ( ) )) ) Var Y andthe
covariancebetweenXandY.AlsofindCorrelationbetweenXandY.( ( , ) X Y ).
5) LetXandYberandomvariableshavingjointdensityfunction.
( (( ( ) )) )
2 2
3
, 0 , 1
( , )
2
0, otherwise
x y x y
f x y

+ + + +

= == =

.Findthecorrelationcoefficient ( , ) X Y .
6) TheindependentvariablesXandYhavetheprobabilitydensityfunctionsgivenby
4 , 0 1
( )
0, otherwise
X
ax x
f x

= == =

4 , 0 1
( )
0, otherwise
Y
by y
f y

= == =

.Findthecorrelation
coefficientbetween X and Y .
(or)
TheindependentvariablesXandYhavetheprobabilitydensityfunctionsgivenby
4 , 0 1
( )
0, otherwise
X
ax x
f x

= == =

4 , 0 1
( )
0, otherwise
Y
by y
f y

= == =

.Findthecorrelation
coefficientbetween X Y + ++ + and X Y .
7) LetX,YandZbeuncorrelatedrandomvariableswithzeromeansandstandard
deviations5,12and9respectively.If U X Y = + = + = + = + andV Y Z = + = + = + = + ,findthe
correlationcoefficientbetween U andV .
8) IftheindependentrandomvariablesXandYhavethevariances36and16
respectively,findthecorrelationcoefficientbetween X Y + ++ + and X Y .
9) Fromthedata,find
(i) Thetworegressionequations.
(ii) ThecoefficientofcorrelationbetweenthemarksinEconomicsand
Statistics.
(iii) ThemostlikelymarksinstatisticswhenamarkinEconomicsis30.
MarksinEconomics 25 28 35 32 31 36 29 38 34 32
MarksinStatistics 43 46 49 41 36 32 31 30 33 39

10) Thetwolinesofregressionare8x10y+66=0,40x18y214=0.Thevariance
ofXis9.Find(i)themeanvaluesofXandY(ii)correlationcoefficientbetweenX
andY(iii)Varianceof Y .
11) Thejointp.d.fofatwodimensionalrandomvariableisgivenby
1
( , ) ( ); 0 1, 0 2
3
f x y x y x y = + = + = + = + .Findthefollowing
(i) Thecorrelationcoefficient.
(ii) Theequationofthetwolinesofregression
(iii) Thetworegressioncurvesformean
Transformation of the random variables
1) IfXisauniformlydistributedRVin ,
2 2
| | | | | | | |
| | | |
\ \ \ \
,findthepdfof tan Y X = == = .
2) Let(X,Y)beatwodimensionalnonnegativecontinuousrandomvariableshaving
thejointprobabilitydensityfunction
( (( ( ) )) )
2 2
4 , 0, 0
( , )
0, elsewhere
x y
xye x y
f x y
+ + + +

= == =

.Findthe
densityfunctionof
2 2
U X Y = + = + = + = + .
3) XandYbeindependentexponentialR.Vs.withparameter1.Findthej.p.d.fof
U X Y = + = + = + = + and
X
V
X Y
= == =
+ ++ +
.
(Or)(Theaboveproblemmaybeaskasfollows)
ThewaitingtimesXandYoftwocustomersenteringabankatdifferenttimesare
assumedtobeindependentrandomvariableswithrespectiveprobabilitydensity
functions.
, 0
( )
0, otherwise
x
e x
f x

= == =

and
, 0
( )
0, otherwise
y
e y
f y

= == =

Findthejoinedp.d.fofthesumoftheirwaitingtimes, U X Y = + = + = + = + andthefractionof
thistimethatthefirstcustomerspreadswaiting,i.e
X
V
X Y
= == =
+ ++ +
.Findthemarginal
p.d.fsofUandVandshowthattheyareindependent.
(Or)
IfXandYareindependentrandomvariablewithpdf , 0
x
e x

and , 0
y
e y

,findthe
densityfunctionof
X
U
X Y
= == =
+ ++ +
andV X Y = + = + = + = + .Aretheyindependent?
4) IfXandYareindependentexponentialrandomvariableseachwithparameter1,
findthepdfofU=XY.

5) LetXandYbeindependentrandomvariablesbothuniformlydistributedon(0,1).
CalculatetheprobabilitydensityofX+Y.
6) LetXandYarepositiveindependentrandomvariablewiththeidenticalprobability
densityfunction ( ) , 0
x
f x e x

= = = = .Findthejointprobabilitydensityfunctionof
U X Y = + = + = + = + and
X
V
Y
= == = .AreUandVindependent?
7) IfthejointprobabilitydensityofX
1
andX
2
isgivenby
( (( ( ) )) )
1 2
1 2
1 2
, 0, 0
( , )
0, elsewhere
x x
e x x
f x x
+ + + +

> > > > > > > >
= == =

,findtheprobabilityof
1
2 2
X
Y
X X
= == =
+ ++ +
.
8) IfXisanycontinuousR.V.havingthep.d.f
2 , 0 1
( )
0, otherwise
x x
f x
< < < < < < < <
= == =

,and
X
Y e

= == = ,find
thep.d.foftheR.V.Y.
9) Ifthejointp.d.foftheR.VsXandYisgivenby
2, 0 1
( , )
0, otherwise
x y
f x y
< < < < < < < < < < < <
= == =

findthe
p.d.foftheR.V.
X
U
Y
= == = .
10) LetXbeacontinuousrandomvariablewithp.d.f
, 1 5
( )
12
0, otherwise
x
x
f x

< < < < < < < <

= == =

,findthe
probabilitydensityfunctionof2X3.
Central Limit Theorem

1) If
1 2
, , ...
n
X X X arePoissonvariableswithparameter 2 = == = ,usetheCentralLimit
Theoremtoestimate (120 160)
n
P S < < where
1 2
...
n n
S X X X = + + + and
75 n = .
2) Theresistors
1 2 3 4
, , and r r r r areindependentrandomvariablesandisuniformin
theinterval(450,550).Usingthecentrallimittheorem,find
1 2 3 4
(1900 2100) P r r r r + + + .
3) Let
1 2 100
, ,... X X X beindependentidenticallydistributedrandomvariableswith
2 = and
2
1
4
= .Find
1 2 100
(192 ... 210) P X X X < + + + .
4) Supposethatordersatarestaurantareiidrandomvariableswithmean .8 Rs =
andstandarddeviation .2 Rs = .Estimate(i)theprobabilitythatfirst100
customersspendatotalofmorethanRs.840(ii)
1 2 100
(780 ... 820) P X X X < + + + .

5) ThelifetimeofacertainbrandofaTubelightmaybeconsideredasarandom
variablewithmean1200handstandarddeviation250h.Findtheprobability,using
centrallimittheorem,thattheaveragelifetimeof60lightexceeds1250h.
6) Arandomsampleofsize100istakenfromapopulationwhosemeanis60and
varianceis400.UsingCentrallimittheorem,withwhatprobabilitycanweassert
thatthemeanofthesamplewillnotdifferfrom 60 = bymorethan4.
7) Adistributionwithunknownmean hasvarianceequalto1.5.Usecentrallimit
theoremtodeterminehowlargeasampleshouldbetakenfromthedistributionin
orderthattheprobabilitywillbeatleast0.95thatthesamplemeanwillbewithin
0.5ofthepopulationmean.

Unit III (Markov Processes and Markov Chains)
Verification of SSS and WSS process
1) Definethefollowing:
a) Markovprocess.
b) Independentincrementrandomprocess.
c) Strictsensestationaryprocess.
d) Secondorderstationaryprocess.
2) Classifytherandomprocessandgiveexampletoeach.
3) Let cos( ) sin( )
n
X A n B n = + = + = + = + where Aand B areuncorrelatedrandomvariables
with ( (( ( ) )) ) ( (( ( ) )) ) 0 E A E B = = = = = = = = and ( (( ( ) )) ) ( (( ( ) )) ) 1 Var A Var B = = = = = = = = .Showthat
n
X iscovariance
stationary.
4) Astochasticprocessisdescribedby ( ) sin cos X t A t B t = + = + = + = + where Aand B are
independentrandomvariableswithzeromeansandequalstandarddeviationsshow
thattheprocessisstationaryofthesecondorder.
5) If ( ) cos sin X t Y t Z t = + = + = + = + ,whereYandZaretwoindependentrandomvariables
with
2 2 2
( ) ( ) 0, ( ) ( ) E Y E Z E Y E Z = = = = = = = = = = = = = = = = and isaconstants.Provethat
{ {{ { } }} } ( ) X t isastrictsensestationaryprocessoforder2.
6) AtthereceiverofanAMradio,thereceivedsignalcontainsacosinecarriersignalat
thecarrierfrequency
0
witharandomphase thatisuniformlydistributedover
( (( ( ) )) ) 0, 2 .Thereceivedcarriersignalis ( (( ( ) )) )
0
( ) cos X t A t = + = + = + = + .Showthatthe
processissecondorderstationary.
7) Theprocess { {{ { } }} } ( ) : X t t T whoseprobabilitydistribution,undercertainconditions,
isgivenby ( (( ( ) )) )
( (( ( ) )) )
1
1
( )
, 1, 2...
1
( )
, 0
1
n
n
at
n
at
P X t n
at
n
at

+ ++ +

= == =

+ ++ +
= = = = = = = =

= == =

+ ++ +
.Showthatitisnotstationary.
Problems on Markov Chain

1) ConsideraMarkovchain{ {{ { } }} } ; 1
n
X n withstatespace { {{ { } }} } 1, 2 S = == = andonestep
transitionprobabilitymatrix
0.9 0.1
0.2 0.8
P
| | | | | | | |
= == =
| | | |
\ \ \ \
.
i) Ischainirreducible?
ii) Findthemeanrecurrencetimeofstates1and2.
iii) Findtheinvariantprobabilities.

2)

ArainingprocessisconsideredastwostateMarkovchain.Ifitrains,itisconsidered
tobestate0andifitdoesnotrain,thechainisinstate1.Thetransitionsprobability
oftheMarkovchainisdefinedas
0.6 0.4
0.2 0.8
P
| | | | | | | |
= == =
| | | |
\ \ \ \
.Findtheprobabilitythatitwill
rainfor3days.Assumetheinitialprobabilitiesofstate0andstate1as0.4and0.6
respectively.
3)

Apersonowningascooterhastheoptiontoswitchovertoscooter,bikeoracar
nexttimewiththeprobabilityof(0.3,0.5,0.2).Ifthetransitionprobabilitymatrixis
0.4 0.3 0.3
0.2 0.5 0.3
0.25 0.25 0.5
| | | | | | | |
| | | |
| | | |
| | | |
\ \ \ \
.Whataretheprobabilitiesvehiclesrelatedtohisfourth
purchase?
4)

Assumethatacomputersystemisinanyoneofthethreestates:busy,idleand
underrepairrespectivelydenotedby0,1,2.Observingitsstateat2pmeachday,
wegetthetransitionprobabilitymatrixas
0.6 0.2 0.2
0.1 0.8 0.1
0.6 0 0.4
P
| | | | | | | |
| | | |
= == =
| | | |
| | | |
\ \ \ \
.Findoutthe3
rd
steptransitionprobabilitymatrix.Determinethelimitingprobabilities.
5) ThetransitionprobabilitymatrixofaMarkovchain { {{ { } }} }
1,2,3...
n
n
X
= == =
having3states1,2
and3is
0.1 0.5 0.4
0.6 0.2 0.2
0.3 0.4 0.3
P
| | | | | | | |
| | | |
= == =
| | | |
| | | |
\ \ \ \
andtheinitialdistributionis ( (( ( ) )) )
(0)
0.7, 0.2, 0.1 P = == = .Find
( (( ( ) )) )
2
3 P X = == = and ( (( ( ) )) )
2 1 0
3, 3, 2 P X X X = = = = = = = = = = = = .
Poisson process
1) DefinePoissonprocessandobtainitsprobabilitydistribution.
2) QueriespresentedinacomputerdatabasearefollowingaPoissonprocessofrate
6 = == = queriesperminute.Anexperimentconsistsofmonitoringthedatabasefor
m minutesandrecording ( ) N m thenumberofqueriespresented
i) Whatistheprobabilitythatnoqueriesinaoneminuteinterval?
ii) Whatistheprobabilitythatexactly6queriesarrivinginoneminute
interval?
iii) Whatistheprobabilityoflessthan3queriesarrivinginahalfminute
interval?

3)

SupposethatcustomersarriveatabankaccordingtoaPoissonprocesswithamean
rateof3perminute;findtheprobabilitythatduringatimeintervalof2mins.
(i)

Exactly4customersarriveand
(ii)

Morethan4customersarrive.
4)

StatetheprobabilitylawofPoissonprocess.If { {{ { } }} } ( ) X t and { {{ { } }} } ( ) Y t aretwo
independentPoissonprocesses,whothattheconditionaldistribution { {{ { } }} } ( ) X t given
{ {{ { } }} } ( ) ( ) X t Y t + ++ + isBinomial.
5)

FindtheautocorrelationcoefficientbetweenX(t)andX(t+s)is{X(t),t0}isa
Poissonprocess.
6)

ProvethatthePoissonprocessisCovariancestationary(notastationary).
7)

ShowthatthesumoftwoindependentPoissonprocessisaPoissonprocess.


3)

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 baries according to an
exponential distribution with mean 6 min. Assume a poisson input with an average
arrivalrateof5jobsperhour.Ifan8hourdayisusedasabase,determine
i)

the%idletimeofthemachine

a) Whatistheexpectednumberofcustomersinthebarbershopandinthe
queue?
b) Calculatethepercentageoftimeanarrivalcanwalkstraightintothe
barberschairwithouthavingtowait.
c) Howmuchtimecancustomerexpecttospendinthebarbersshop?
d) Whatistheaveragetimecustomersspendinthequeue?
e) Whatistheprobabilitythatthewaitingtimeinthesystemisgreaterthen
30min.?
f) Calculatethepercentageofcustomerswhohavetowaitpriortogetting
intothebarberschair.
g) Whatistheprobabilitythatmorethan3customersareinthesystem?
h) Managementwillprovideanotherchairandhereanotherbarber,whena
customerswaitingtimeintheshopexceeds1.25h.Howmuchmustthe
averagerateofarrivalsincreasetowarrantasecondbarber?
2) ArrivalsatatelephoneboothareconsideredtobePoissonwithanaveragetimeof
12min.betweenonearrivalandthenext.Thelengthofaphonecallisassumedto
bedistributedexponentiallywithmean4min.
a) Findtheaveragenumberofpersonswaitinginthesystem.
b) Whatistheprobabilitythatapersonarrivingattheboothwillhaveto
waitinthequeue?
c) Whatistheprobabilitythatitwilltakehimmorethan10min.altogether
towaitforthephoneandcompletehiscall?
d) Estimatethefractionofthedaywhenthephonewillbeinuse.
e) Thetelephonedepartmentwillinstallasecondbooth,whenconvinced
thatanarrivalhastowaitontheaverageforatleast3minforphon.By
howmuchtheflowofarrivalsshouldincreaseinordertojustifyasecond
booth?
Unit IV (Queueing Theory)
Model I (M/M/1) : (/FIFO)
1) CustomersarriveatonemanbarbershopaccordingtoaPoissonprocesswitha
meaninterarrivalof12min.Customersspendanaverageof10min.inthebarbers
chair.
ii) theaveragetimeajobisinthesystemand
iii) theaverageearningperdayoftheassistant
4) CustomersarrivingatawatchrepairshopaccordingtoPoissonprocessatarateof
oneperevery10minutesandtheservicetimeisanexponentialrandomvariable
withmean8minutes.
a) FindtheaveragenumberofcustomersL
s
intheshop.
b) FindtheaveragetimeacustomerspendsintheshopW
s
.
c) FindtheaveragenumberofcustomerinthequeueL
q
.
d) Whatistheprobabilitythattheserverisidle?
5) Inarailwaymarshallingyard,goodstrainsarriveatarateof30trainsperday.
Assumingthattheinterarrivaltimefollowsanexponentialdistributionandthe
servicetimedistributionisalsoexponentialwithanaverage36minutes.Calculate
thefollowing:
a) Themeanqueuesize.
b) Theprobabilitythatthequeuesizeexceeds10.
c) Iftheinputoftrainsincreasestoanaverageof33perdaywhatwillbe
changeintheabovequantities?
Model II (M/M/C) : (/FIFO)
1) Thereare3typistsinanoffice.Eachtypistcantypeanaverageof6lettersperhour.
Iflettersarriveforbeingtypedattherateof15lettersperhour.
a) Whatfractionofthetimeallthetypistswillbebusy?
b) Whatistheaveragenumberofletterswaitingtobetyped?
c) Whatistheaveragetimealetterhastospendforwaitingandforbeing
typed?
d) Whatistheprobabilitythataletterwilltakelongerthan20min.waiting
tobetypedandbeingtyped?
2) Abankhas2tellersworkingonsavingsaccounts.Thefirsttellerhandles
withdrawalsonly.Thesecondtellerhandlesdepositsonly.Ithasbeenfoundthat
theservicetimedistributionsforbothdepositsandwithdrawalsareexponential
withmeanservicetimeof3min.percustomer.Depositorsarefoundtoarriveina
Poissonfashionthroughoutthedaywithmeanarrivalrateof16perhour.
WithdrawalsalsoarriveinaPoissonfashionwithmeanarrivalrateof14perhour.
Whatwouldbetheeffectontheaveragewaitingtimeforthecustomersifeach
tellercouldhandlebothwithdrawalsanddeposits.Whatcouldbetheeffect,ifthis
couldonlybeaccomplishedbyincreasingtheservicetimeto3.5min?

3)

Apetrolpumpstationhas4pumps.Theservicetimesfollowtheexponential
distributionwithameanof6min.andcarsarriveforserviceinaPoissonprocessat
therateof30carsperhour.
a)

Whatistheprobabilitythatanarrivalwouldhavetowaitinline?
b)

Findtheaveragewaitingtime,averagetimespentinthesystemandthe
averagenumberofcarsinthesystem.
c)

Forwhatpercentageoftimewouldapumpbeidleonanaverage?
4) Asupermarkethas2girlsattendingtosalesatthecounters.Iftheservicetimefor
eachcustomerisexponentialwithmean4min.andifpeoplearriveinPoisson
fashionattherateof10perhour,
a) Whatistheprobabilitythatacustomerhastowaitforservice?
b) Whatistheexpectedpercentageofidletimeforeachgirl?
c) Ifthecustomerhastowaitinthequeue,whatistheexpectedlengthof
hiswaitingtime?
Model III (M/M/1) : (K/FIFO)
1) PatientsarriveataclinicaccordingtoPoissondistributionatarateof30patients
perhour.Thewaitingroomdoesnotaccommodatemorethan14patients.
Examinationtimeperpatientisexponentialwithmeanrateof20perhour.
a) Findtheeffectivearrivalrateattheclinic.
b) Whatistheprobabilitythatanarrivingpatientwillnotwait?
c) Whatistheexpectedwaitingtimeuntilapatientisdischargedfromthe
clinic?
2) Thelocalonepersonbarbershopcanaccommodateamaximumof5peopleata
time(4waitingand1gettinghaircut).CustomersarriveaccordingtoaPoisson
distributionwithmean5/hr.Thebarbercutshairatanaveragerateof4/hr.
(Exponentialservicetime).
a) Whatpercentageoftimeisthebarberidle?
b) Whatfractionofthepotentialcustomersareturnedaway?
c) Whatistheexpectednumberofcustomerswaitingforahaircut?
d) Howmuchtimecanacustomerexpecttospendinthebarbershop?
3) InasingleserverqueuingsystemwithPoissoninputandexponentialservicetimes,
ifthemeanarrivalrateis3callingunitsperhour,theexpectedservicetimeis0.25
hrandthemaximumpossiblenumberofcallingunitsinthesystemis2,
find ( 0)
n
P n ,averagenumberofcallingunitsinthesystemandinthequeueand
averagewaitingtimeinthesystemandinthequeue.

4)

Acarparkcontains5cars.ThearrivalofcarsisPoissonatameanrate10perhour.
Thelengthoftimeeachcarspendsinthecarparkhasnegativeexponential
distributionwithmeanof2min.Howmanycarsareinthecarparkonanaverage
andwhatistheprobabilityofanewlyarrivingcustomerfindingthecarparkfulland
leavingtoparkhiscarelsewhere.
5)

Aonepersonbarbershophas6hairstoaccommodatepeoplewaitingforahair
cut.Assumethatcustomerswhoarrivewhenallthe6chairsarefullleavewithout
enteringthebarbershop.Customersarriveattheaveragerateof3perhourand
spendanaverageof15mininthebarberschair.
a) Whatistheprobabilitythatacustomercangetdirectlyintothebarbers
chairuponarrival?
b) Whatistheexpectednumberofcustomerswaitingforahaircut?
c) Howmuchtimecanacustomerexpecttospendinthebarbershop?
d) Whatfractionofpotentialcustomersareturnedaway?
Model IV (M/M/C) : (K/FIFO)
1) Acarservicingstationhas2boyswhereservicecanbeofferedsimultaneously.
Becauseofspacelimitations,only4carsareacceptedforservicing.Thearrival
patternisPoissonwith12carsperday.Theservicetimeinboththeboysis
exponentiallydistributedwith8carsperday.Findtheaveragenumberofcarsin
theservicestation,theaveragenumberofcarswaitingforserviceandtheaverage
timeacarspendsinthesystem.
2) Atwopersonbarbershophas5chairstoaccommodatewaitingcustomers.
Potentialcustomers,whoarrivewhenall5chairsarefullleavewithoutentering
barbershop.Customersarriveattheaveragerateof4perhourandspendan
averageof12min.inthebarberschaincomputeP
0
,P
1
,P
7
,E(N
q
)andE(W).
3) Abarbershophastwobarbersandthreechairsforcustomers.Assumethatthe
customersarriveinPoissonfashionatarateof5perhourandthateachbarber
servicecustomersaccordingtoanexponentialdistributionwithmeanof15minutes.
Furtherifacustomerarrivesandtherearenoemptychairsintheshop,hewill
leave.Whatistheprobabilitythattheshopisempty?Whatistheexpectednumber
ofcustomersintheshop?
Derivations of Queueing Models
1) Discussthebirthanddeathprocessandhenceobtainitsprobabilitydistribution.
2) DefineKendallsnotation.Whataretheassumptionsaremadeforsimplestqueuing
model.
3) ExplainanM/M/1,finitecapacityqueueingmodelandobtainexpressionsforthe
steadystateprobabilitiesforthesystemsize.

4)

ExplainanM/M/1,finitecapacityqueueingmodelandobtainexpressionsforthe
steadystateprobabilitiesforthesystemsize.
5)

DerivetheformulaforL
s
,L
q
,W
s
andW
q
for(M/M/1):(/FIFO).
6)

ObtaintheexpressionsforsteadystateprobabilitiesofaM/M/Cqueueingsystem.
7)

Explainthemodel(M/M/S):(/FIFO)(i.e)Multipleserverwithinfinitecapacity.
Derivetheaveragenumberofcustomersinthequeue(i.e)averagequeuelengthL
.


Unit V (Non Markovian Queues and Queue Networks)

Pollaczek Khinchine formula
1) DerivethePollaczekKhinchineformulaforM/G/1queueingmodel.
2) Considerasingleserver,Poissoninputqueuewithmeanarrivalrateof10perhour.
Currently, the server works according to an exponential distribution with mean
service time of 5 minutes. Management has a training course after which service
time will following non exponential distribution, the mean service time will
increase to 5.5 min., but the standard deviation will decrease from 5 min.
(exponentialcase)to4min.Shouldtheserverundergotraining?
3) Onemanbarbershoptakesexactly25minutestocompleteonehaircut.Ifcustomer
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 spends in the shop? Also find the
averagetimeacustomermustwaitforservice.
4) A car manufacturing plant uses one big crane for loading cars into a truck. Cars
arriveforloadingbythecraneaccordingtoaPoissondistributionwithameanof5
cars per hour. Given that the service time for all cars is constant and equal to 6
minutesdetermineL
S
,L
q
,W
S
andW
q
.
5) Anautomaticcarwashfacilityoperateswithonlyonebay.Carsarriveaccordingtoa
Poisson distribution with a mean of 4 cars/hr. and may wait in the facilitys parking
lotifthebayisbusy.FindL
S
,L
q
,W
S
andW
q
iftheservicetime
a) isconstantandequalto10minutes.
b) followsuniformdistributionbetween8and12minutes.
c) followsnormaldistributionwithmean12minutesandS.D3minutes.
d) followsadiscretedistributionwithvales4,8and15minuteswith
correspondingprobabilities0.2,0.6and0.2.
Queueing networks
Theory Questions
1) Writeshortnotesonthefollowing:
(i) Queuenetworks
(ii) Seriesqueues
(iii) Opennetworks
(iv) Closednetworks
(v) Bottleneckofanetwork
2) Explainhowqueueingtheorycouldbeusedtostudycomputernetworks.

Series Queues
1) Thearetwosalesmeninarationshop,oneinchargeofbillingandreceiving
paymentandtheotherinchargeofweighinganddeliveringtheitems.Dueto
limitedavailabilityofspace,onlyonecustomerisallowedtoentertheshop,thattoo
whenthebillingclerkisfree.Thecustomerwhohasfinishedhisbillingjobhasto
waitthereuntilthedeliverysectionbecomesfree.Ifcustomersarriveinaccordance
withaPoissonprocessatrate1andtheservicetimesoftwoclerksareindependent
andhaveexponentialratesof3and2,find
a) Thepropositionofcustomerswhoentertherationshop.
b) Theaveragenumberofcustomersintheshop.
c) Theaverageamountoftimethatanenteringcustomerspendsintheshop.
2) Fora2stage(servicepoint)sequentialqueuemodelwithblockage,computethe
averagenumberofcustomersinthesystem(L
S
)andtheaveragetimethata
customerhastospendinthesystem(W
S
),if=1,
1
=2and
2
=1.
Hint:Theproblemissameasprevious,P
00
=3/11,P
11
=1/11,P
10
=2/11,P
01
=3/11,
P
b1
=2/11,L
S
=1,W
S
=11/6.
Open Jackson network
1) Inabookshop,therearetwosectionsonefortextbooksandtheotherfornote
books.CustomersfromoutsidearriveattheT.B.sectionataPoissonrateof4per
hourandattheN.B.sectionataPoissonrateof3perhour.Theserviceratesofthe
T.B.sectionandN.B.sectionarerespectively8and10perhour.Acustomerupon
completionofserviceatT.B.sectionisequallylikelytogototheN.B.sectionorto
leavethebookshop,whereasacustomeruponcompletionofserviceatN.B.section
willgototheT.B.sectionwithprobability1/3andwillleavethebookshop
otherwise.Findthejointsteadystateprobabilitythatthereare4customersinthe
T.B.sectionand2customersintheN.B.section.Findalsotheaveragenumberof
customersinthebookshopandtheaveragewaitingtimeofacustomerintheshop.
Assumethatthereisonlyonesalesmanineachsection.
2) Inanetworkof3servicestations1,2,3customersarriveat1,2,3fromoutside,in
accordancewithPoissonprocesshavingrates5,10,15respectively.Theservice
timesatthe3stationsareexponentialwithrespectiverates10,50,100.Acustomer
completingserviceatstation1isequallylikelyto(i)gotostation2,(ii)gotostation
3or(iii)leavethesystem.Acustomerdepartingfromserviceatstation2always

goestostation3.Adeparturefromserviceatstation3isequallylikelytogoto
station2orleavethesystem.
a) Whatistheaveragenumberofcustomersinthesystem,consistingofall
thethreestations?
b) Whatistheaveragetimeacustomerspendsinthesystem?
3) Inadepartmentalstore,thereare2sectionsnamelygrocerysectionandperishable
section.CustomersfromoutsidearriveattheGsectionaccordingtoaPoisson
processatameanrateof10/hrandtheyreachthePsectionatameanrateof2/
hr.Theservicetimesatboththesectionsareexponentiallydistributedwith
parameters15and12respectively.OnfinishingthejobintheGsection,a
customerisequallylikelytogothePsectionortoleavethestore,whereasa
customeronfinishinghisjobinthePsectionwillgototheGsectionwith
probability0.25andleavethestoreotherwise.Assumingthatthereisonlyone
salesmanineachsections,findtheprobabilitythatthereare3customersintheG
sectionand2customersinthePsection.Findalsotheaveragenumberof
customersinthestoreandtheaveragewaitingtimeofacustomerinthestore.

Closed Jackson network
1) Thereare2clerksinaunionbankoneprocessinghousingloanapplicationsandthe
otherprocessingagriculturalloanapplications.Whileprocessing,theygetdoubts
accordingtoanexponentialdistributioneachwithameanof1/2.Toget
clarifications,aclerkgoestotheDeputyManagerwithprobability3/4andtothe
Seniormanagerwithprobability1/4.AftercompletingthejobwithD.M.,aclerk
goestoS.M.withprobability1/3andreturnstohisseatotherwise.Completingthe
jobwithS.M.,aclerkalwaysreturnstohisseat.IftheD.M.clarifiesthedoubtsand
advisesaclerkaccordingtoanexponentialdistributionwithparameter1andthe
S.M.withparameter3,find
i) ThesteadystateprobabilitiesP(n
1
,n
2
,n
3
)forallpossiblevaluesof
n
1
,n
2
,n
3
.
ii) Theprobabilitythatboththemanagersareidle.
iii) Theprobabilitythatatleastonemanagerisidle.

PQT Imp Problems

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

PQT Imp Problems

Uploaded by

Copyright:

Available Formats

Important Problems

Unit I (Random Variables)

Moments and Moment Generating Function

Central Limit Theorem

Problems on Markov Chain

You might also like