Random Variable

Motivation example In an opinion poll, we might decide to ask 50 people whether they agree
or disagree with a certain issue. If we record a “1” for agree and “0” for disagree, the sample

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space for this experiment has 250 elements. If we define a variable X=number of 1s recorded
out of 50, we have captured the essence of the problem. Note that the sample space of X
is the set of integers {1, 2, . . . , 50} and is much easier to deal with than the original sample

or
space.

In defining the quantity X, we have defined a mapping (a function) from the original sample
space to a new sample space, usually a set of real numbers. In general, we have the following

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definition.

Definition of Random Variable A random variable is a function from a sample space S into
the real numbers.
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Example 1.4.2 (Random variables)
In some experiments random variables are implicitly used; some examples are these.

Experiment Random variable

Toss two dice X =sum of the numbers
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Toss a coin 25 times X =number of heads in 25 tosses

Apply different amounts of
fertilizer to corn plants X =yield/acre

Suppose we have a sample space

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S = {s1 , . . . , sn }

with a probability function P and we define a random variable X with range X = {x1 , . . . , xm }.
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We can define a probability function PX on X in the following way. We will observe X = xi

if and only if the outcome of the random experiment is an sj ∈ S such that X(sj ) = xi .
Thus,
PX (X = xi ) = P ({sj ∈ S : X(sj ) = xi }). (1)

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Note PX is an induced probability function on X , defined in terms of the original function
P . Later, we will simply write PX (X = xi ) = P (X = xi ).

Fact The induced probability function defined in (1) defines a legitimate probability function

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in that it satisfies the Kolmogorov Axioms.

Proof: CX is finite. Therefore B is the set of all subsets of X . We must verify each of the
three properties of the axioms.

or
(1) If A ∈ B then PX (A) = P (∪xi ∈A {sj ∈ S : X(sj ) = xi }) ≥ 0 since P is a probability
function.
(2) PX (X ) = P (∪m
i=1 {sj ∈ S : X(sj ) = xi }) = P (S) = 1.

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(3) If A1 , A2 , . . . ∈ B and pairwise disjoint then

PX (∪∞ ∞
k=1 Ak ) = P (∪k=1 {∪xi ∈Ak {sj ∈ S : X(sj ) = xi }})
∞
X ∞
X
= P (∪xi ∈Ak {sj ∈ S : X(sj ) = xi } = PX (Ak ),
k=1 k=1
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where the second inequality follows from the fact P is a probability function. ¤

A note on notation: Random variables will always be denoted with uppercase letters and
the realized values of the variable will be denoted by the corresponding lowercase letters.
Thus, the random variable X can take the value x.
JN

Example 1.4.3 (Three coin tosses-II) Consider again the experiment of tossing a fair coin
three times independently. Define the random variable X to be the number of heads obtained
in the three tosses. A complete enumeration of the value of X for each point in the sample
space is
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s HHH HHT HTH THH TTH THT HTT TTT

A

X(s) 3 2 2 2 1 1 1 0

The range for the random variable X is X = {0, 1, 2, 3}. Assuming that all eight points
in S have probability 81 , by simply counting in the above display we see that the induced
probability function on X is given by

2
 x 0 1 2 3
1 3 3 1
PX (X = x) 8 8 8 8

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The previous illustrations had both a finite S and finite X , and the definition of PX was
straightforward. Such is also the case if X is countable. If X is uncountable, we define the
induced probability function, PX , in a manner similar to (1). For any set A ⊂ X ,

or
PX (X ∈ A) = P ({s ∈ S : X(s) ∈ A}). (2)

This does define a legitimate probability function for which the Kolmogorov Axioms can be
verified.

Distribution Functions W
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Definition of Distribution The cumulative distribution function (cdf) of a random variable
X, denoted by FX (x), is defined by

FX (x) = PX (X ≤ x), for all x.

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Example 1.5.2 (Tossing three coins) Consider the experiment of tossing three fair coins,
and let X =number of heads observed. The cdf of X is




0 if −∞ < x < 0





 1
if 0 ≤ x < 1

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
 8

FX (x) = 1 if 1 ≤ x < 2

 2




A

7

 8
if 2 ≤ x < 3




1 if 3 ≤ x < ∞.

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 Remark:

1. FX is defined for all values of x, not just those in X = {0, 1, 2, 3}. Thus, for example,
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FX (2.5) = P (X ≤ 2.5) = P (X = 0, 1, 2) = .
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2. FX has jumps at the values of xi ∈ X and the size of the jump at xi is equal to
P (X = xi ).

or
3. FX = 0 for x < 0 since X cannot be negative, and FX (x) = 1 for x ≥ 3 since x is
certain to be less than or equal to such a value.

FX is right-continuous, namely, the function is continuous when a point is approached

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from the right. The property of right-continuity is a consequence of the definition of the cdf.
In contrast, if we had defined FX (x) = PX (X < x), FX would then be left-continuous.

Theorem 1.5.3
The function FX (x) is a cdf if and only of the following three conditions hold:
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a. limx→−∞ F (x) = 0 and limx→∞ F (x) = 1.

b. F (x) is a nondecreasing function of x.

c. F (x) is right-continuous; that is, for every number x0 , limx↓x0 F (x) = F (x0 ).
JN

Example 1.5.4 (Tossing for a head) Suppose we do an experiment that consists of tossing
a coin until a head appears. Let p =probability of a head on any given toss, and define
X =number of tosses required to get a head. Then, for any x = 1, 2, . . .,

P (X = x) = (1 − p)x−1 p.
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The cdf is
x
X x
X
FX (x) = P (X ≤ x) = P (X = i) = (1 − p)i−1 p = 1 − (1 − p)x .
A

i=1 i=1

It is easy to show that if 0 < p < 1, then FX (x) satisfies the conditions of Theorem 1.5.3.
First,
lim FX (x) = 0
x→−∞

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since FX (x) = 0 for all x < 0, and

lim FX (x) = lim (1 − (1 − p)x ) = 1,

x→∞ x→∞

where x goes through only integer values when this limit is taken. To verify property (b),

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we simply note that the sum contains more positive terms as x increases. Finally, to verify
(c), note that, for any x, FX (x + ²) = FX (x) if ² > 0 is sufficiently small. Hence,

lim FX (x + ²) = FX (x),

or
²↓0

so FX (x) is right-continuous.

Example 1.5.5 (Continuous cdf)

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An example of a continuous cdf (logistic distribution) is the function
1
FX (x) = .
1 + e−x
It is easy to verify that

lim FX (x) = 0 and lim FX (x) = 1.

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x→−∞ x→∞

Differentiating FX (x) gives

d e−x
FX (x) = > 0,
dx (1 + e−x )2
showing that FX (x) is increasing. FX is not only right-continuous, but also continuous.
JN

Definition of Continuous Random Variable A random variable X is continuous if FX (x) is a

continuous function of x. A random variable X is discrete if FX (x) is a step function of x.

We close this section with a theorem formally stating that FX completely determines the
probability distribution of a random variable X. This is true if P (X ∈ A) is defined only
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for events A in B1 , the smallest sigma algebra containing all the intervals of real numbers of
the form (a, b), [a, b), (a, b], and [a, b]. If probabilities are defined for a larger class of events,
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it is possible for two random variables to have the same distribution function but not the
same probability for every event (see Chung 1974, page 27).

Definition of Identical Random Variables The random variables X and Y are identically dis-
tributed if, for every set A ∈ B1 , P (X ∈ A) = P (Y ∈ A).

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 Note that two random variables that are identically distributed are not necessarily equal.
That is, the above definition does not say that X = Y .
Example 1.5.9 (identically distributed random variables) Consider the experiment of toss-
ing a fair coin three times. Define the random variables X and Y by

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X =number of heads observed and Y =number of tails observed.

For each k = 0, 1, 2, 3, we have P (X = k) = P (Y = k). So X and Y are identically

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distributed. However, for no sample point do we have X(s) = Y (s).

Theorem 1.5.10 The following two statements are equivalent:

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a. The random variables X and Y are identically distributed.

b. FX (x) = FY (x) for every x.

Proof: To show equivalence we must show that each statement implies the other. We first
show that (a) ⇒ (b).
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Because X and Y are identically distributed, for any set A ∈ B1 , P (X ∈ A) = P (Y ∈ A).
In particular, for every x, the set (−∞, x] is in B1 , and

FX (x) = P (X ∈ (−∞, x]) = P (Y ∈ (−∞, x]) = FY (x).

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The above argument showed that if the X and Y probabilities agreed in all sets, then
agreed on intervals. To show (b) ⇒ (a), we must prove if the X and Y probabilities agree on
all intervals, then they agree on all sets. For more details see Chung (1974, section 2.2). ¤
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A

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     

                        
               defined as:

    
   
    

ld
          
           

      


or
    

Similar to PMF, probability density function is defined for continuous random    
   defined as

       

 


 


   
   

      

 
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TU

                 
            

              
       

     
JN

          
              
 

    

 

      
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
which is defined as           


    
 
A


   
     
 

            

         

        


 

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            

   

                    
                 

or
               
                   
   
                      
                         
      
        
 


 

  

W      

               
TU
       
             
   

    

     
     
    
JN

   
              
 
         
         
 
     
          
 
 

 
 
ll

            

     

     
    
A

 
We see that the coefficient of       

                

 
   
         
     
 
     

             is defined as

ld
        

 
                  
 
 

or
  
          
 
              


     

        

             

W
                

        

                  
                     
TU
        
         
       
                

         

            

  
  
JN


                
 
      

            
   
       
ll

 
A

            

     
       
           



         


  

 
    

ld

  


            
 


  

or
  
   
   
  
  
       
 
  
      
 

W
    
              

 

      are defined by                  
           

TU
     



         


          


              
JN



     

 

          


    
ll


A
  
  
           
 
  

ld


or
 
 Define m.g.f of a r.v. Find m.g.f of (i)      

                

W
TU
JN
ll
A
 ld
or
W
TU
   

In statistics moment are defined as the mean values of powers o     
           
        

   

JN

                     

      and is defined as

  
 

      

                  
ll

                
   and is defined as

   

A



      
                  
    
   
 

       

ld
   
                  
      and is defined as

 

or
 

      

                  
                
   and is defined as

      

    

     
 
W
 



            

TU

  
 

      

     

JN

                  
         and is defined as

  
 

      

                 

                 
ll

       and is defined as

   

A



      
                  
     

   
 

      

ld
  


                
   


or
  
            

  
             
   
           



W
              

            

      


  
   

 


TU
 

             
     


      

JN

      

   
    

  


 

Calculate first three moments about assumed mean 89 for the fo 
ll

       
         
A


           
     
     
     
     
     

ld
     
     
      

   

or
 
        

  

     
         
  
      
         



  


   



   



W 

   


 
TU

      

            ger. The first moment about
  
     



   

JN

    
  

      

    
    


 
  
               
 
          

    
ll

   
         
 
A

 

Compute the first four central moments for the set 2, 4, 6, 8.:
 

    
  
  

    
    
    

ld
    
    


 
   

or
 
 

   
  

   
 

  

 







 
 





W 
TU
From the following frequency distribution, compute first fo   
   

     
     


JN

          
       
       
       
       
       
ll

                            


  
A

    
 
The first four moments about mean are:
 
  

   
   
 
   
   

ld
 

  
   
 

 

or
From the data given below compute the first four moments about    


    

    



















W







 



 



 



TU
        
      


  
    
 
The first four central moments are:
JN

  
    
 
   
   
 
   
   
 
  
   
 
ll

      

A

  

        
              
                              

           

            
   
    

ld
                        

or
 

The first four moments about 4 in a distribution are -1.5,17,-   
     



 

 

 

 








W
  
  
  
  
 

  

 


  

TU
   

 
            
      
        
JN

        

         
       

    

        
ll

             

         
A

  
  
 
  
   
     
  
   
     
 
   
     

ld
 
   
     
 
    

or
   
     
        
          

 





W
Calculate first four central moments from the following data









TU



                



       
       
       
JN

       
       
     

       

   
    
 

   
ll

    
 

   
    
 
A

   
    
  
    

 
     
      
        

ld
       
          
        

or
    

              
     



    


W
            

             

     

TU
             
                  
                      
                            

        

JN

     
    are first four moments about origin then first four moments abo 



  
   
          
   
         
     
              
ll

 
A

             
    
 ld
Problem 1 The probability density function of a continuous random variable X is given
by f  x   Ke . Find K and C.D.F of X
x

or
Solution:
Since it is a probability density function,

 f  x dx  1



x
Ke dx  1


Therefore,

2  Ke  x dx  1
0

 e x 
2K    1
 1  0
 W
2K  1 K
1
2
.
TU
1
f  x   ex ,    x  0
2
1 x
 e , 0x
2
x
1 1
For x ≤ 0, the C.D.F is F  x    2e dx  2 e
x x
JN


0 x
1 1 1 1 1
For x > 0, F  x    2e dx   2e
x x
dx   (1  e  x )  (2  e  x )
 0
2 2 2

Problem 2 X and Y are independent random variables with variance 2 and 3. Find the
variance of 3 X  4Y .
Solution:
V  3 X  4Y   9Var ( X )  16Var (Y )  24Cov( XY )
ll

 9  2  16  3  0 ( X & Y are independent cov( XY )  0 )

 18  48  66.
A

Problem 3 A Continuous random variable X has a probability density function

F  x   3 x 2 ; 0  x  1. Find ‘a’ such that P  x  a   P  x  a 
Solution:
We know that the total probability =1
 Given P  X  a   P  X  a   K ( say )
Then K  K  1
1
K
2
1 1
i.e., P  X  a   & P  X  a  

ld
2 2
1
Consider P  X  a  
2
a
1
i.e.,  f  x  dx 

or
0
2
a
1
 3x dx  2
2

0
a
 x3 
1/ 3
1 1 1
3   a3  a   .
 3 0 2

Problem 4 A random variable X has the p.d.f f  x  given by f  x   

Find the value of C and cumulative density function of X .

Solution:

0W
2  2
Cxe x ; if x  0
; if x  0
TU
Since  f  x  dx  1



 Cxe
x
dx  1
0

C  x  e  x    e  x    1

C 1
0
JN

 xe  x ; x  0
 f  x  
 0 ;x  0
x x
C.D.F F  x    f  x dt   te t dt   te t  e t    xe  x  e  x  1
x

0
0 0

= 1  1  x  e x
for x ≥ 0.
1
  x  1 ; 1  x  1
Problem 5 If a random variable X has the p.d.f f  x    2
ll

, find the
 0 ; otherwise
mean and variance of X .
A

Solution:
1 1 1
x  x  1 dx    x 2  x  dx
1 1
Mean=  xf  x  dx  
1
2 1 2 1
 1
1  x3 x 2  1
    
2  3 2 1 3
1
1 x x3 
1 1 4
 2   x f2
 x dx 
1
2 1
 x 3
 x 2
 dx  
2 4
 
3  1
1

ld
1 1 1 1 1
     
2  4 3 4 3
1 2 1
 . 
2 3 3

or
 
2
Variance   2  1
1 1 3 1 2
=    .
3 9 9 9

Find the moment generating function.

Solution:
 
W
M X  t   E  etx    etx f  x  dx   etx 2e 2 x dx
2e2 x ; x  0
Problem 6 A random variable X has density function given by f  x   
0 ; x  0
.
TU
0 0

 2  e
t 2 x
dx
0

 e t  2  x  2
 2   ,t  2.
 t  2 0 2  t
Problem 7 If X is a Poisson variate such that P  X  2   9 P  X  4   90 P  X  6  , find
JN

the variance.
Solution:
Given P  X  2   9 P  X  4   90 P  X  6 
e  2 e  4 e  6
 9  90
2! 4! 6!
   3  4  0
4 2

   2  4   2  1  0
ll

  2  1 (or )  2  4
  Variance  1 (  2 cannot be negative)
A

Problem 8 Comment the following: “The mean of a binomial distribution is 3 and

variance is 4
Solution:
In a binomial distribution, mean (np)  variance (npq).
 Since variance  4 & mean  3 , we have variance  mean. Therefore, the given statement
is wrong.

Problem 9 If X and Y are independent binomial variates

 1  1
B  5,  and B  7,  find P  X  Y  3
 2  2

ld
Solution:
1
X  Y is also a binomial variate with parameters n1  n2  12 & p 
2
3 9
1 1
 P  X  Y  3  12C3    

or
2 2
55
 10
2
4
Problem 10 If X is uniformly distributed with Mean 1 and Variance , find P  X  0
Solution:

EX  
ba
2
ba
and V  X  
12
W
If X is uniformly distributed over  a, b  , then
b  a 
2
3

 1 a  b  2
TU
2
b  a 
2
4
   b  a   16

2

12 3
 a  b  2 & b  a  4 We get b  3, a  1
 a  1& b  3 and probability density function of x is
1
JN

 ; 1  x  3
f  x  4
0 ; Otherwise
3
1 1 3 3
P  x  0   dx   x 0  .
0
4 4 4
 3
Problem 11 If X is N  2,3 ind P Y   where Y  1  X .
 2
ll

Solution:
 3  3
P Y    P  X  1  
 2  2
A

X 2
 P  X  2.5  P  Z  0.17  , where Z 
3
 0.5  P  0  Z  0.17 
 0.5  0.0675  0.4325
 1
Problem 12 If the probability is that a man will hit a target, what is the chance that he
4
will hit the target for the first time in the 7th trial?
Solution:
The required probability is
P  FFFFFFS   P  F  P  F  P  F  P  F  P  F  P  F  P  S 

ld
6
3 1
 q p    .    0.0445 .
6

4 4
Here p  probability of hitting target and q  1  p .

or
Problem 13 A random variable X has the following probability function:
Values of
X : 0 1
PX  : 0 K
2 3
2K
4 5
2K
6
3K
7
K2

W
2K 2 7K 2  K
Find (i) K , (ii) Evaluate P  X  6  , P  X  6  and P  0  X  5 
(iii). Determine the distribution function of X .
Solution:
(i)
TU
7
Since  P  x   1,
x 0

K  2 K  2 K  3K  K  2 K 2  7 K 2  K  1
2

10K2+9K−1=0
1
K or K  1
10
JN

1
As P  x  cannot be negative K 
10
(ii)
P  X  6   P  X  0   P  X  1  ...  P  X  5 
1 2 2 3 1 81
      ... 
10 10 10 10 100 100
Now P  X  6   1  P  X  6 
ll

81 19
 1
100 100
Now P  0  X  5   P  X  1  P  X  2   P  X  3   P  X  4 
A

 K  2 K  2 K  3K
8 4
 8K   .
10 5
(iii) The distribution of X is given by FX  x  defined by
 FX  x   P  X  x 
X : 0 1 2 3 4 5 6 7

FX  x  : 0
1 3 5 4 81 83
1
10 10 10 5 100 100

ld
Problem 14 (i). If the probability distribution of X is given as
X : 1 2 3 4
P  X  : 0.4 0.3 0.2 0.1
Find P 1/ 2  X  7 / 2 X  1

or
x
 ; x  1, 2,3, 4,5
(ii). If P  x   15
0 ; elsewhere
find (a) P  X  1 or 2 and (b) P 1/ 2  X  5 / 2 x  1
Solution:

(i) P 1/ 2  X  7 / 2 / X  1 


W
P 1/ 2  X  7 / 2   X  1
P  X  1
P  X  2 or 3
P  X  2,3 or 4 
P  X  2   P  X  3
TU

P  X  2   P  X  3  P  X  4 
0.3  0.2 0.5 5
   .
0.3  0.2  0.1 0.6 6

(ii) (a) P  X  1 or 2   P  X  1  P  X  2 
JN

1 2 3 1

  
15 15 15 5
 1 5 
P   X     X  1 
1  2 2
(b) P   X  / x  1   
5
2 2  P  X  1
P  X  1or 2    X  1

P  X  1
ll

P  X  2

1  P  X  1
A

2 /15 2 /15 2 1
    .
1  1/15  14 /15 14 7
 Problem 15 A random variable X has the following probability distribution
X :  2 1 0 1 2 3
P  X  : 0.1 K 0.2 2 K 0.3 3K
a) Find K , b) Evaluate P  X  2  and P  2  X  2 
b) Find the cdf of X and d) Evaluate the mean of X .

ld
Solution:
a) Since  PX  1
0.1  K  0.2  2 K  0.3  3K  1
6 K  0.6  1

or
6 K  0.4
0.4 1
K 
6 15
b) P  X  2   P  X  2, 1, 0 or 1


  
10 15 5 15
3  2  6  4 15 1
30
 
30 2
W
 P  X  2   P  X  1  P  X  0   P  X  1
1 1 1 2
TU
P  2  X  2   P  X  1, 0 or 1
 P  X  1  P  X  0   P  X  1
1 1 2
  
15 5 15
1 3  2 6 2
  
JN

15 15 5
c) The distribution function of X is given by FX  x  defined by
FX  x  = P  X  x 
X :  2 1 0 1 2 3

FX  x  :
1 1 11 1 4
1
10 6 30 2 5
ll

d) Mean of X is defined by E  X    xP  x 

 1  1   1  2   3   1
E  X    2     1    0    1    2     3  
A

 10   15   5   15   10   5 
1 1 2 3 3 16
      .
5 15 15 5 5 15
 Problem 16 X is a continuous random variable with pdf given by
 Kx in 0  x  2
2 K in 2  x  4

FX   
6 K  Kx in 4  x  6
0 elsewhere

ld
Find the value of K and also the cdf FX  x  .
Solution:

Since  F  x  dx  1

or

2 4 6

 Kxdx   2Kdx    6k  kx dx  1

0 2 4

 x 
2 2 6
 x2  
6

K     2 x  2    6 x     1
4

 2 0 4
2 4 

K  2  8  4  36  18  24  8  1

x
8K  1
K
1
8
W
We know that FX  x    f  x  dx
TU


x
If x  0 , then FX  x    f  x  dx  0

x
If x   0, 2  , then FX  x    f  x  dx

JN

0 x
FX  x    f  x  dx   f  x  dx
 0
0 x 0 x
1
  0dx   Kxdx 
 0
 0dx 

8 0
xdx
x
 x2  x2
    ,0  x  2
 16 0 16
ll

x
If x   2, 4  , then FX  x    f  x  dx

A

0 2 x
FX  x    f  x  dx   f  x  dx   f  x  dx
 0 2
0 2 x
  0dx   Kxdx   2 Kdx
 0 2
 2
 x2   x 
2 x x
x 1
  dx   dx      
0
8 2
4  16 0  4 2
1 x 1
  
4 4 2
x 4 x 1

ld
   ,2 x4
4 16 4
0 2 4 x
If x   4, 6  , then FX  x    0dx   Kxdx   2Kdx   k  6  x  dx
 0 2 4

or
2 4 x
x 1 1
  dx   dx    6  x  dx
0
8 2
4 4
8
2 x
 x2   x   6x x2 
4

       
 16 0  4 2  8 16 4


1
 1 
4
1 6 x x2
2 8 16

W
  3 1

4  16  8  12 x  x 2  48  16

16
16
 x  12 x  20
,4  x  6
TU
0 2 4 6 x
If x  6 , then FX  x    0dx   Kxdx   2Kdx   k  6  x  dx   0dx
 0 2 4 6
1, x  6
0 ;x0
 2
x ;0  x  2
16
JN

 1
 FX  x     x  1 ;2 x4
4
 1
16  20  12 x  x  ; 4  x  6
2


 1 ;x  6
ll

 K
 ,   x  
Problem 17 A random variable X has density function f  x   1  x 2
 0 , Otherwise
A

Determine K and the distribution function. Evaluate the probability P  x  0  .

Solution:

Since  f  x dx  1

 
K
 1 x

2
dx  1

dx
K 1

1  x2
K  tan 1 x 


ld
1


    
K      1
 2  2 
K  1

or
1
K

x x
K
FX  x    f  x dx   1 x 2
dx
 

  tan 1 x 
1

1
x



  
  tan 1 x     



1


 2 
W
1 
 2  tan x  ,   x  
TU

  tan 1 x 
1 dx 1 
P  X  0  
 0 1 x 2
 0

1  1  1
   tan 0   .
2  2

 Ke 3 x , x  0
JN

Problem 18 If X has the probability density function f  x    find K ,

0 , otherwise
P  0.5  X  1 and the mean of X .

Solution:

Since  f  x  dx  1

ll

 Ke
3 x
dx  1
0

 e3 x 
A

K
K  1 1 K 3
 3  0 3
e3  e 1.5
1 1
P  0.5  X  1   f  x  dx  3  e
3 x
dx  3  e 1.5  e 3 
0.5 0.5
3
  
Mean of X  E  x    xf  x  dx  3 xe 3 x dx
0 0

  e   e 3 x
3 x
 3 1 1
 3x    1   
  3   9 0 9 3

ld
2 x , 0  x  1
Problem 19 A random variable X has the P.d.f f  x   
0 , Otherwise
 1 1 1  3 1
Find (i) P  X   (ii) P   x   (iii) P  X  / X  
 2 4 2  4 2

or
Solution:
1/ 2
 1
1/ 2 1/ 2
 x2  2 1 1
(i) P  x   
 2  f  x  dx  
0 0
2 xdx  2   
 2 0 8

4
1/ 2
1 1
1/ 21/ 2
 x2 
(ii) P   x     f  x  dx   2 xdx  2  
4


2  1/ 4

1
(iii) P  X  / X    
3
1/ 4

1 1  1 1  3
 2        .
 8 32   4 16  16
 3 1
W
 2 1/ 4

P X   X   P X  
4 2
 
 3
4
 2    
TU
4 1 1
P X   P X  
 2   2 
1
 3
1 1
 x2  9 7
P  X     f  x  dx   2 xdx  2    1  
 4  3/ 4 3/ 4  2 3/ 4 16 16
1
 1
1 1
 x2  1 3
P  X     f  x  dx   2 xdx  2    1  
 2  1/ 2  2 1/ 2 4 4
JN

1/ 2

7
 3 1  7 4 7
P  X  / X    16    .
 4 2  3 16 3 12
4
Problem 20 A Man drawn 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.
ll

Solution:
Let X denotes the amount that he expects to receive
W B
A

5 7
3B 1W & 2 B 2W &1B 3W
X  Rs15 Rs 20 Rs 25 Rs30
 7 65
 1 2  3 
7C3 7
P  X  15   P  3 Black balls  
12C3 12 1110 44
1 2  3
7C2 .5C1 21
P  X  20   P  2 B 1W   

ld
12C3 44
7c 2.5c 2 14
P  x  25   P  2W 1B   
12c3 44
5C3 2
P  X  30   P  3W   

or
12C3 44
E  X    xP  x 
7 21 14 2
 15   20   25   30 
44 44 44 44
935
  Rs.21.25
44

W
Problem 21 From an urn containing 3 red and 2 black balls, a man is to draw 2 balls at
random without replacement, being promised Rs.20/- for each red ball he draws and
Rs.10/- for each black ball. Find his expectation.

Solution:
TU
Let X denotes the amount he receives
R B
3 2
2B 1R 1B 2R
X  Rs 20 Rs30 Rs 40
JN

2 1
2C2 1 2 1
P  X  20   P  2 Black balls    
5C2 5  4 10
1 2
3C  2C1 6
P  X  30   P 1 Re d & 1 Black ball   1 
5C2 10
3C 3
P  X  40   P  2 Re d balls   2 
ll

5C2 10
E  x    xP  x 
1 6 3
A

= 20   30   40 
10 10 10
20  180  120 320
 
10 10
E  x   Rs.32 / 
 Problem 22 The elementary probability law of a continuous random variable is
f  x   y0 e   , a  x  , b  0 where a, b and y0 are constants. Find y0 , the rth
b x a

moment about the point x  a and also find the mean and variance.

Solution:

ld
Since the total probability is unity,



 f  x  dx  1

 b x  a 
y0  e dx  1

or
0

 e  b x  a  
y0   1
  b 0
  1
y0    1
b
y0  b.

r ( rth moment about the point x  a ) 


 b   x  a  e b x a  dx
r
W


  x  a  f  x  dx

r
TU
a

Put x  a  t , dx  dt , when x  a, t  0 ; x  , t  

 b  t r ebt dt
0

  r  1 r!
b  r 1

br
JN

b
In particular r  1
1
1 
b
2
 2  2
b
1
Mean  a  1  a 
b
ll

 
2
Variance   2  1
2 1 1
A

 2
 2  2.
b b b

Problem 23 The first four moments of a distribution about x  4 are 1,4,10 and 45
respectively. Show that the mean is 5, variance is 3, 3  0 and  4  26 .
 Solution:
Given 1  1, 2  4, 3  10, 4  45
 r  r th moment about to value x  4
Here A  4
Hence mean  A  1  4  1  5

ld
 
2
Variance   2   2  1
 4 1  3 .

 
3
3  3  321  2 1

or
 10  3  4 1  2 1  0
3

   
2 4
4  4  4 3 1  6 2 1  3 1

 45  4 10 1  6  4 1  3 1

W
2 4

4  26 .

Problem 24 A continuous random variable X has the p.d.f f  x   kx 2e  x , x  0. Find the

rth moment of X about the origin. Hence find mean and variance of X.
TU
Solution:


 Kx e
2 x
Since dx  1
0

  e x   e x   e x  
K  x2    2x    2   1
  1   1   1   0
JN

1
2K  1 K .
2

r   x r f  x dx
0

1 r2  x
2 0
 x e dx

 r  2 !
ll


1  x  r 3 1
 
20
e x dx 
2
3!
Putting r  1 , 1   3
A

2
4!
r  2 , 2   12
2
 Mean = 1  3
  
2
Variance =  2  1

i.e.,  2  12   3  12  9 =3
2

Problem 25 Find the moment generating function of the random variable X, with

ld
x for 0  x  1

probability density function f  x    2  x for 1  x  2 . Also find 1 ,  2 .
0
 otherwise
Solution:

or

M X t    e f  x dx
tx


1 2
  e xdx   etx  2  x  dx
tx

0 1

 xe

 t
t t
e e 1 e
e  
t 0 
2t
  2 2 2   2
t t t
 et  1 
t
tx

t
e e
t t
etx
t
t

2
etx 
tx
 2    2  x   (1) 2 
t 1
1

W 2

 
TU
 t 
2
 t t2 t3 
 1     ...  1
 1! 2! 3! 
2
 t t2 t3 
 1     ...
 2! 3! 4! 
JN

t
1  coeff . of 1
1!
t2 7
2  coeff . of  .
2! 6
Problem 26 Find the moment generating function and rth moments for the distribution
whose p.d.f is f  x   Ke  x , 0  x   . Find also standard deviation.
ll

Solution:
Total probability=1

  ke x dx  1
A

0

 e x 
k   1 k 1
 1  0
  
M X  t   E etx    etx e  x dx   e t 1 x dx
0 0

e  t 1 x
 1
   , t 1
 t  1 0 1  t

ld
 1  t   1  t  t 2  ...  t r  ...
1

t2
r  coeff . of  r!
r!
When r  1 , 1  1!  1

or
r  2 ,  2  2!  2
Variance   2  1  2  1  1
 Standard deviation = 1.

Solution:

M X t   E  e tx


   e f  x  dx   e
tx
W
Problem 27 Find the moment generating function for the distribution whose p.d.f is
f  x    e   x , x  0 and hence find its mean and variance.


  x tx
e dx
TU
0 0


 x  t   e  x   t   
  e dx     
0      t  0   t
d     1
Mean  1   M X  t     2

 dt  t 0     t   t 0 
JN

 d2     2  2
2   2 M X  t     3
 2
 dt  t 0     t   t 0 

 
2
2 1 1
Variance   2  1  2  2  2
  
 1  2x
 e ,x  0
Problem 28 Let the random variable X have the p.d.f f  x    2
0
ll

 , otherwise.
Find the moment generating function, mean & variance of X .
A

Solution:
 
M X  t   E  etx  
1 x/ 2
 e f  x  dx   e
tx tx
e dx
 0
2
 
 t1 x 
1  e 2  
 t 1 x  
1   1 1
  e 2  dx     , if t  .
20 2  1   1  2t 2
t
  2  
0

 2 

ld
d 
E  X    M X  t    2
2
 dt  t 0  1  2t   t 0

 d2   8 
E  X 2    2 M X  t    3
8
 dt  t 0  1  2t   t 0

or
Var  X   E  X 2    E  X    8  4  4 .
2

Problem 29 a) Define Binomial distribution Obtain its m.g.f., mean and variance.
b) Six dice are thrown 729 times. How many times do you expect at least 3
dice show 5 or 6 ?
Solution:

values and its probability mass

P  X  x   nC x p q , x  0,1, 2,..., n and q  1  p.
x n x

M.G.F of Binomial Distribution about origin is

n
W
a) A random variable X is said to follow binomial distribution if it assumes only non-
negative function is given by

M X  t   E etx    etx P  X  x 
TU
x 0
n
  nC x x P x q n  x etx
x 0
x

  nC x  pe q
n
t n x

x 0

M X (t )   q  pet 
n
JN

Mean of Binomial distribution

Mean  E  X   M X   0 

  n  q  pet  pet   np Since q  p  1

n 1

  t 0
E  X 2   M X   0 

  n  n  1  q  pet   pe   npet  q  pet  

n 2 n 1
ll

t 2
  t 0
E  X 2   n  n  1 p 2  np
A

 n 2 p 2  np 1  p   n 2 p 2  npq
Variance  E  X 2    E  X   npq
2

Mean  np ; Variance  npq

b) Let X : the number of times the dice shown 5 or 6
 1 1 1
P 5 or 6  
6 6 3
1 2
 P  and q 
3 3
Here n  6
To evaluate the frequency of X  3

ld
By Binomial theorem,
r 6 r
1  2
P  X  r   6Cr     where r  0,1, 2...6 .
3  3
P  X  3  P  3  P  4   P  5   P  6 

or
3 3 4 2 5 6
1  2 1  2 1  2 1
 6C3      6C4      6C5      6C6  
3  3 3  3 3  3 3
 0.3196
 Expected number of times at least 3 dies to show 5 or 6  N  P  X  3

variance.
W
Problem 30 a) Find the m.g.f. of the geometric distribution and hence find its mean and

b) Six coins are tossed 6400 times. Using the Poisson distribution, what is the
approximate probability of getting six heads x times?
 729  0.3196  233 .
TU

Solution:
a) M.G.F about origin  M X  t   E etx 

 x e 
  etx
x 0 x!

 e  t x
JN

 e    e   e e
t

x 0 x!
 
M X t   e
 e 1
t

Mean and variance using M.G.F

Mean  E  X   M X   0 
 
 e  et   
 et 1

  t 0
ll

   
E  X 2   M X   0     et  e  et 
2  et 1  et 1
e
  t 0
A

 2  
 Variance  E  x 2    E  X    
2

1
b) Probability of getting one head with one coin  .
2
 6
1 1
 The probability of getting six heads with six coins   
 2  64
1
 Average number of 6 heads with six coins in 6400 throws  np  6400   100
64
 Mean of the Poisson distribution    100

ld
By Poisson distribution, the approximate probability of getting six heads x times is given
by
 x e   100  e
x 100

P  X  x   , x  0,1, 2,...
x! x!

or
Problem 31 a) A die is cast until 6 appears. What is the probability that it must cast more
than five times?
b) Suppose that a trainee soldier shoots a target in an independent fashion. If the
probability that the target is shot on any one shot is 0.8.
(i) What is the probability that the target would be hit on 6th attempt?

Solution: Probability of getting six 

1
 p  & q  1
6
1
6
1
6 W
(ii) What is the probability that it takes him less than 5 shots?

Let x = Number of throws for getting the number 6. By geometric distribution

TU
P  X  x   q x 1 p, x  1, 2,3....
Since 6 can be got either in first, second……throws.
To find P  X  5  1  P  X  5
x 1
5
5 1
 1    .
x 1  6  6
JN

 1   5   1   5  2  1   5  3  1   5  4  1  
 1                        
 6   6   6   6   6   6   6   6   6  
1 5 
5

1    
6   6    5 5
 1     0.4019
1
5 6
6
b) Here p  0.8, q  1  p  0.2
ll

P  X  r   q r 1 p, r  0,1, 2...
(i) The probability that the target would be hit on the 6th attempt  P  X  6
A

  0.2   0.8   0.00026

5

(ii) The probability that it takes him less than 5 shots

 P  X  5
 4 4
  q r 1 p  0.8  0.2 
r 1

r 1 r 1

 0.8 1  0.2  0.04  0.008  0.9984

Problem 32 a) If X 1 , X 2 are two independent random variables each flowing negative

ld
binomial distribution with parameters  r1 , p  and  r2 , p  , show that the sum also follows
negative binomial distribution
b) If a boy is throwing stones at a target, what is the probability that his 10th throw is
his 5th hit, if the probability of hitting the target at any trial is 0.5?

or
Solution:
a) Let X 1 be a negative binomial variate with  r1 , p  and X 2 be another negative
binomial variate wit  r2 , p  and let them be independent.
Then M X1  t    q  pet 
 r1

M X 2  t    q  pet 
W  r2

Then M X1  X 2  t   M X1  t  M X 2  t 
=  q  pet 
  r1  r2 
, which is the m.g.f of a negative binomial
variable with r1  r2 as parameter. This proves the result.
TU

b) Since the 10th throw should result in the 5th success

(i.e.) the 5th hit, the first 9 throws should have resulted in 4 successes and 5 failures.
1
Hence we have x  5, r  5, p  q 
2
 Required probability  P  X  5
 x  r  1 r x
JN

By N.B.D, P  X  x    p q
 x 
 5  5  1 5 5
10
1
  p q  9C 4   0.123 .
 5  2
Problem 33 a) State and prove the memoryless property of exponential distribution.
b) A component has an exponential time to failure distribution with mean of 10,000
hours.
ll

(i) The component has already been in operation for its mean life. What is the
probability that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the probability that it
will operate for another 5000 hours.
A

Solution:
a) Statement: If X is exponentially distributed with parameters  , then for any two
positive integers s and t, P  x  s  t / x  s   P  x  t 
 Proof:
 e   x , x  0
The p.d.f of X is f  x   
0 , Otherwise


 P  X  t     e   x dx   e   x   e   t
t

ld
t

P  x  s  t  x  s
 P  X  s  t / x  s 
P  x  s
P  X  s  t  e    s t 
    s  e  t
P  X  s

or
e
 Px  t
b) Let X denote the time to failure of the component then X has exponential distribution
with Mean  1000 hours.
1 1
  10, 000   

 1

10, 000

The p.d.f. of X is f  x   10, 000


 0
e

x
10,000
W
,x  0

, otherwise
(i) Probability that the component will fail by 15,000 hours given it has already been in
operation for its mean life  P  x  15, 000 / x  10, 000
TU

P 10, 000  X  15, 000


P  X  10, 000
15,000

 f  x  dx
e1  e 1.5
 10,000


e1
JN

 f  x  dx
10,000

0.3679  0.2231
  0.3936 .
0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operation 15,000 hours  P  X  20,000 / X  15, 000
 P  x  5000 [By memoryless property]
ll

 f  x  dx  e
0.5
  0.6065
5000
A

Problem 34 The Daily consumption of milk in a city in excess of 20,000 gallons is

approximately distributed as a Gamma variate with parameters   2 and
 1
 . The city has a daily stock of 30,000 gallons. What is the probability
10, 000
that the stock is insufficient on a particular day?

Solution:

ld
Let X be the r.v denoting the daily consumption of milk (is gallons) in a city
Then Y  X  20, 000 has Gamma distribution with p.d.f.
y
1 
f  y  2 1
y e 10,000
,y0
10, 000    2 
2

or
y

10,000
ye
f  y  , y  0.
(10, 000) 2
 The daily stock of the city is 30,000 gallons; the required probability that the stock is
insufficient on a particular day is given by
P  X  30, 000  P Y  10, 000

Put Z 
y
10, 000


, then dz 


10,000

dy
10, 000
W ye
 g  y  dy   10, 000  dy


10,000

y
10,000

2
TU

 P  X  30, 000   ze  z dz
1
 2
   ze z  e  z  
1 e

Problem 35 a) suppose that the lifetime of a certain kind of an emergency backup battery
JN

(in hours) is a r.v. X , having the Weibull distribution with parameter   0.1 and   0.5 .
(i) Find the mean life time of these batteries
(ii)The probability that such a battery will last more than 800 hours.
b) Each of the 6 tubes of a radio set has the life length (in years) which may be
considered as a r.v that follows a Weibull distribution with parameter   25 and   2 .If
these tubes function independently of one another, what is the probability that no tube
will have to be replaced during the first 2 months of service?
Solution:
ll

a) For the p.d.f of X in the form f  x    x  1e  x , x  0



1 
1

Mean   
   1
A

 
1
 1 
i) Mean life time     0.1

0.5  1  
 0.5 
  0.1   3  100  2
2
  200 hours
ii) Probability that a battery will last more than 300 hours  P  X  300
 

 f  x  dx    x
 1  x 
e dx
300 300


ld
  0.1 0.5 x
0.5   0.1 x
0.5
 e dx
300

Put y   0.1 x 0.5

or
Then dy   0.1 0.5  x 0.5 dx

 P  X  300   e  y dy
(0.1)(300)0.5

 e     0.177
0.5
 0.1 300

b) Let X be life length of the tube

Then the p.d.f of X is given by f  x    x  1e  x , x  0
i.e., f  x   50 xe 25 x , x  0
P [a tube is not replaced during the first 2 months]

 P X   ,
1
2


1
W
since two months  yrs
TU
 6 6

  50 xe25 x dx
2

1
6

 
 25

 e 25 x 2
1
e 36

6
JN

P[all 6 tube are not replaced during first 2 months]

  e 25 / 36   e 25/ 6  0.0155 .
6

Problem 36 Support that the service life (in hours) of a semi conductor is a random
variable having the Weibull distribution with   0.025 and   0.5 , what is the
probability that such a semi conductor will be in working condition after 4000 hours?
ll

Solution:
Let X be the service life of the conductor.
Then X has Weibull distribution with parameter  and  and whose density is given by
A

f  x    x  1e  ax


Here  =0.025 and  =0.5


P [Conductor will be in working after 4000 hours]  P  x  4000   f  x  dx
4000
 We know that P  X  a   e  a


 Required probability  e   
0.5
 0.025 4000

 e 1.58  0.2057
Problem 37 a) The amount of time that a camera will run without having to be reset is a
random variable having exponential distribution with   50 days. Find the probability

ld
that such a camera will (i) have to be reset in less than 20 days (ii) not has to be reset in at
least 60 days.
b) Subway trains on a certain line run every half an hour between midnight and six in
the morning. What is the probability that a man entering the station at a random time
during this period will have to wait at least 20 minutes.

or
Solution:
a) Let X be the time that the camera will run without having to be reset.
The X is a random variable with exponentially distributed with
  50 days. The p.d.f of X is given by
 1 x
 e ,x 0
f  x   
0
 x0 W
(i) P[Camera will have to be reset in less than 20 days]
 P Camera will run for less than 20 days 
 P  X  20
TU

20
1  50x 
2

0 50
 e dx  1  e 5
 0.3297

(ii) P[Camera will not have to be reset in at least 60 days]

 P  camera will run for atleast 60days 

1  50x 
6
 P  X  60 
JN

60 50 e dx  e 5
 0.3012

b) Let X denote the waiting time in minutes for the next train. Under the assumption
that a man arrives at the station at random time, X is uniformly distributed on (0, 30) with
1
 , 0  x  30
p.d.f. f  x    30
0 , Otherwise
ll

The probability that he has to wait at least 20 minutes

 P  X  20
30
1 1
  f  x  dx  30  30  20   3
A

20

Problem 38 If X is a random variable uniformly distribution in (-1,1), find the p.d.f. of

y  cos  x
Solution:
 1
 , 1  x  1
The p.d.f of X is f X  x    2
o , otherwise
y  cos x
dy
  sin x   1  y 2

ld
dx
dx 1
 
dy  1  y 2
1
Range of Y : 1  x  1  1  cos 1 y  1

or

   cos 1 y  
 1  y  1
 1
 , 1  y  1
 p.d.f of Y is fY  y    2 1  y 2

Solution:
0

W
, Otherwise

  
Problem 39 If X is uniformly distributed in   ,  , find the p.d.f of Y  tan X .
 2 2
TU
1  
 ,  x
a) The p.d.f of X is f X  x     2 2
0 , Otherwise
y  tan x  x  tan 1  y 

dx 1
JN

 
dy 1  y 2
dx
 p.d.f. of fY  y   f X  x 
dy
1 1
 ,   y  
 1 y2
(This distribution of y is called Cauchy distribution)
 2 x, 0  x  1
ll

Problem 40 a) Given the r.v. X with density function f X  x    .

0 , otherwise
Find the p.d.f of (i) Y  8 X 3 (ii) Y  3 X  1 .
A

b) If the r.v. X follows an exponential distribution with parameter 2, prove that Y  X 3

follows Weibull distribution with parameters 2 and 1/3.

Solution:
 2
 y 3
2
dy
a) (i) y  8 x 
3
 8.3 x  24 x  24    6 y 3
2 2

dx 8
2
dy 1  3
  y
dx 6

ld
dx 1  23
The p.d.f of Y fY  y   f X  x   2x  y
dy 6
1 2
1 
 y3. y 3
6

or
1 1
 fY  y   y 3 , 0  y  8
6
dx 1 y 1
(ii) y  3 x  1   and x 
dy 3 3
dx
p.d.f of Y fY  y   f X  x 


2
3
2e2 x , x  0
b) The p.d.f of X is f X  x   
0 , otherwise
W
dy

 y  1     y  1 , 1  y  4
1
3 9
2
TU
dy dx 1 1  23
Then  3x 2
  y
dx dy 3x 2 3
dx
The p.d.f of Y is fY  y   f X  x 
dy
1  23 2 x
 y .2e
JN

3
2 1
1 
 y 3 2e 2 y 3
3
 1  1 3
1 1

 fY  y   2   y 3 e2 y
 3
1
Taking   2 and   the p.d.f of y is in the form
3
ll

fY  y    y e
 1  y 
. Since x  0 , y  0
1
 The r.v. Y  X 3 follows Weibull distribution with parameters 2 and .
3
A
 ld
or
 

W
TU
                
         

  

  

  
JN

  

              
            
                 
               is fixed for all
            
                  
ll

                   
           

         
A

                 
       
      

       

            

                
    
   

ld
                
             
           

    

or
       
     
    of trial is finite and fixed.
       

W
               
  
                      
            

 
TU
If on an average one ship in every ten is wrecked, find the probability of a    
        
             

     

                  
                      
JN

       

    

    
     

  
    
  
    
ll

 

                
             
A

 
                
      

   

 

 

ld
             
 
               
     


or
           

      
                  
    
                 

W

        
 
  
 
     
         
    
    
    
  
TU
     
    
       

             
 
JN

      
      
ll

        

A

    

         
          
 
      


     

    
 
     
      
    
    
        

ld

  
            
    

      


or

  
     



      







 


 
W
     

  


    






    
TU
 

     
 
   
  

      
 

         
 
   
     
JN

       

       
  
 
   

    

ll

    

       
          
A


    
  

 
  

  

   

ld
  
   
  
       
Karl Pearson coefficients,

 

or

  
   


                      

  
  
 









  
  
 
 

W
 

         

 


         

        
TU

 
 
                
 
             
 
             
JN

 
             
          
                         
   
                      
ll

 

               
     
A

 
     
       
      

     
     
    




ld

   


    


  


or
    
    
      
     
         






    




 
W 

       

 
 

TU
     
 
  
   
       
 
  
       
  
         
JN

    

           

            

ll

              
                  
                  
                
A

    
             
       
                        
            
 
                         

               
                
   
               

ld
    
                 
             
             mpling from finite

or
population with replacement or sampling from an infinite population with or witho 
               
              
         


W
                
                  

                   
TU
            
               
            
                   
five or six?
              
      
JN

               
1024 investigators each take 10 individuals to find out if they read newspa  
            
                
                  
               
 
                
ll

                  

               
                    
A

               
    
        
     

              
  
           

ld

 Assuming head as a success in 512 tosses of 8 coins together find the exp 
     

        

  

or
  
  
  
  
  
  







W 



                   
               
              
TU
          
           

 There are 64 beds in a garden and 3 seeds of particular type of flower a    
The probability of a flower being blue is 1/4. Find the number of beds with 3,2,1 and 0 blue flowers.
                 

JN

        

       

Estimate the probability of a mouse being a female and find the expected freq
           
  
  
   
ll

 In a binomial distribution mean is 3 and variance is 2, find the remaining cons             

           
A

       
       
                
test the goodness of fit.
                
               
               
            

ld
      
      

               
               

or
mean and standard deviation of the fitted distribution?

          
          

W
               

  

               

  
           

TU
                 
               
           

                      
           m is some fixed number, then the probability of x successes is

  
   
JN


        

       

    
 
    
 
   
   
 
ll

   
   
   
 
 
A


         
    tends to infinity, we have
 

  
 

            

ld

               

         
               
                
      is fixed number.

or
                
         
          
               
             
          
         

W
           



       
TU
  
  
    
 


   


  
  
  
JN


   

    



    

 

     


 
  

      
ll

   
 
   
   
 
A

    
  

  
    
  
    

   




ld

  
   
   

or
    

                     
                
        
            





















  



W
 



  

 


   



    
TU
 
 
                 
can find all the other constants of this distribution.

 

              

JN



             


 
         

 
    


    
  
ll


    
    
A

  

                 

  
    
 

  
      
 

ld
 
          
 
 
      
 

or

      
          

 

W
             
           
                
 

         



     


TU

     

    

  

  
  
  
  

     
   
 
JN

 
 
               

        


                 


ll

           

To find the probabilities for       first of all we obtain the value of      
                      
A

                   

          
 After finding the value of   or p(0) we find p(1), p(2), ... etc. By the relation

 
   

   

    


ld
     
       

          
          
          

or
          
          
          
          
          
          
          
          

            







 









W 











TU

                      
           

  

               

 
JN

              
Poisson distribution calculate the probabilities of finding a product (i) without    
                   
         


            

   
ll


     
        
 
      
A

 
 
      
 
  
      
 
  
         
         
         
         

ld
 

               
                 
    

or


 
      

       

            

 

       

 


    

       


W
            

             

   

 



TU
      
                  
  
  
             
 

 
JN

                
                 
                   
   
                    

                    

      

ll

  
      
  
      
      
      
           
A

 


         
             

        

     

ld
 

               

                  
           

or
             
                    

      




W

       



     
 
      
 
 
      
TU
 
 
      
 
 
      
 

      

JN

           

          
         
         
 

 
ll

                  
              
             
A

       


 

        


       

                      
    

ld


             


    


     

or

 
      
 
 
      
 
 
     
 
  

W
             
             
             

 

A car hire firm has two cars which it hires out day by day. The number of    
TU
              
             

       


         

             
JN

 
       

                


       
      

 
       
ll



      

 
A
  

               
           
    

   

ld


       



  
     


   

or
       
   

         

 
      
 
  

  

  

  


W





 











  

  

  

  
TU
 
      
 
The computations may be carried out up to infinite successes, but it is clea   
                
       

          
                
JN

                  
                    
            

  
  
  
  
  
ll

  
  
  
    
A
  

               
       

     

ld
     

       



or
    
  
  
  

 

 






W
  











 
 
TU


           

 

      


       

JN

 
      
 
 
      
 
 
      
 
To make the total probability 1, we can find the probability of ‘4 and more’ ins  
     
        
ll

       

   
A

               
              
    
    
   
   
   
   
     

ld
  

or

 If the proportion of defective items in a bulk is 4 percent find the probability   
              

W
               
                
   
                  
follow Poisson distribution , find the probability that there will be three or more    
                
bution find the probability that during one particular minute exactly 6 customer   
TU
 After correcting the errors of the first 50 pages of a book, it is found th   
                  
            
                  
                   
    
                
JN

     

      
       
           
                 
                  
            
               
                   
ll

     


                  
                
A

              
              
   
                
                    
                   
                 
                   
distribution to find the chance of his making a mistake if (i) less than 1% of the lette  
               

ld
 250 passengers have made reservations for a flight from Delhi to Mum  
                  
   
                


or
         
       

    
                

    
  
   W
     














               
TU
        
               


  

              
JN

 when n approaches infinitely is known as the normal curve. Thus, the no   
           n increases to infinity.
           nd infinite binomial distribu-
        
                 
                
           
           
The normal distribution was first discovered by the English Mathematician D   
             
ll

       

    

A

             
           
             
             
                
             
              
          

ld
    
                 
              
is very difficult to compute the expected frequencies. This difficulty is ove   

or
         

 
    


    
    


    

       
     


     
W
                    

      

TU

                
           
       
              
              
JN

                
        
             
  is equal to the difference between median and first quartile   
                 
           
  
             
  

ll

 
  
    
 
 
  
       
            
A

7. Points of Inflexion : Near the mean value, the normal curve is concav     
               
                   
                    
       
Based on mean and standard deviation the specific area under normal c   
                 
         

ld
                

               

                
  

or
         

 



 
W 


TU

 

 
JN

 

 

  
ll

   

A

                  
              
  

 

ld
  

               
define a new random variable  

or
 


                      

               
                  
in figure 3:

W
In the table “Area under Normal Curve” first column is        
                  
                  
                    
of mean and for negative the area is to left to mean. To find the area from 1.45 to infinite subtract
                 
        
TU
      
      
        

              

      

JN

      

       

 

How would you use normal distribution to find approximately the frequency   
              

ll

                     
     

       
A

  

       
               
                  
           

 
       

 
       

ld


    

   

                

or
                

 

                


     



W
                 
       





 
                 
TU

                   
   
    

   
     
 
 
  

JN

      

       

  

                

          

ll

     

  
A

   
 
 
   
   
 
 
          

ld
           

 

                   

or
   

                
                       
                  
 

W
      

                     
                     


 
       
     
TU
    
       

 

                
JN

               
                

                 
      

      

     


   
ll

 

 
  
         

A

                    
                 
 
  

               
              
             

ld

            



 

                 

or

             

    
    
 
       
                
       

 
W
              
                 
          

TU
      
          
                    
 
        

 
 


      
JN

     

 

                
                
                 
                  
        
ll

       

       
A


 
       

    
    
 
          

ld
       


   
   


or
         

       


W
                   
                
                  
           
TU
                   
        
                   
             
                
        
    
JN

     

              
                  
of bulbs might be expected to fail in the first 700 burning hours ? the table o    
     

    
   
ll

                  
                       
      
A

                
                  
                 
  
 In a statistical survey of 1000 small business firms in a city , it was found th  
                
   
 the number of firms whose monthly average sales were less than Rs. 600 
 the number of firms whose monthly average sales were between Rs. 700   

ld
    

     

     

or
 A sales-tax officer has reported that the average sales of the 500 busin     
                
sales in these business are normally distributed, find:
            
               
  




W
               
    








                  
TU
                
                  
   
JN
ll
A
 




ld



 

or
  
  

       

  
 

W  

 


 
  




    


     

              
TU


       
  

 

JN




  
 



ll


    
    
A

   

            
  
  
     

    
 
          

  
     

ld
  

    
   

or
 

    

     
  

W
 
   
  
  

 

TU
 
  

    

 

    
JN


    
 
   
  
 
 
ll

   
       
 
A

     


              
 
 
  


            
             

ld
 

 
     

       


or
        

 
                  
 

W
  
    




TU
 (, )
Surface  ()

 Shaded
rectangle
JN

    

              
 
 
  
        

           
ll

    
 

  
A

    
         
    
    
       
     
   
        
   
 
 
    
              
    
     
       
     

ld
         
    
      



or
  
   
 



W
     


 

  






         

         

TU

 
 
  
  
            
    
JN

   
  
  
    
 

   
           
   
ll

          
           

A

 
 


  
         

 

(0, 1)

(, 1 )

ld
 (1, 0) 

 

or
 
              
    
 
    
 

W
            

  
  
            
 

TU

    
              
    
   
            
   


JN

                   

  
              
  

1
ll

 Shaded region
A

.5
 .5 

0
0  .5 1

     

   
 
 
           
        

 

ld
  
       



or

   
    
    
 



W
   


    

   
         
TU
 
         
    


JN

           



 
    
        

ll



      

                     
A

       

   



 



              
 

          

 


ld
 
   
          
 
 

or
   


      
  

W  



TU
    

            
                
        
JN

 
                  
 


       
               
   
  
ll

  

 
 
A



           
      
 

  

   
  
        
  

               
   

ld
    
      

   


or
 
  

    
   
  

 

W
                      

  












      
TU
     
          
  

 


                  

JN

     
         

  

     
          
  



             

ll

    

   
A



 

      
 
        

        

              

ld
 
 
 
            
 
 

or
       
 

 
 


      

W
 





TU

  
  

       
 
JN

  



       

   
   
 
           
ll


    
   
A

        

  

            
 
 ld
or
Problem 1 Let X and Y have joint density function f  x, y   2, 0  x  y  1 .Find the marginal
density functions and the conditional density function Y given X  x .

Solution:
Marginal density function of X is given by

fX  x  f  x 


 f  x, y  dy

1 1
W
  f  x, y  dy   2dy  2  y  x
1
TU
x x

 2 1  x  , 0  x  1.
Marginal density function of Y is given by

fY  y   f  y    f  x, y  dx

y
JN

  2dx  2 y, 0  y  1 .
0

Conditional distribution function of Y given X  x is f y  x   f f x ,xy   2 12 x   1 1 x .

Problem 2 Two random variables X and Y have the joint p.d.f f  x, y   Ae  (2 x  y ) , x, y  0 .
Find A.
ll

Solution:
Since f  x, y  is a joint density function
 
A

  f  x, y  dxdy  1 .
 

   Ae (2 x  y ) dxdy  1
0 0
  
 e2 x 
 A e  y
 dy  1
0  2 0

1
 A e y dy  1
0
2

ld

1  e y 
A  1
2  1  0
1
A 1  1  A  2
2

or
Problem 3 Verify whether X and Y are independent if f  x, y   kxy, 0  x  y, 0  y  4
Solution:
Since f  x, y  is a joint density function
 

  f  x, y  dxdy  1 .
 
4 y
   kxydxdy  1
0 0
4
 x2 
 k  y   dy  1
0  2 0
y
W
TU
4
1 3 1 1
 k y dy  1  k  y 4   1  k 32  1  k 
4

0
2 8 0 32
Marginal density function of X is given by

fX  x  f  x   f  x, y  dy

4
JN

1  y2 
4
1 x
  xydy  x   , 0 x  y
0
32 32  2  0 4
Marginal density function of Y is given by

fY  y   f  y    f  x, y  dx

y
 x2 
y
1 1 y3
  xydx  y   , 0 y 4
 2  0 64
ll

0
32 32
x y3
f  x  . f  y   .  f  x, y 
4 64
A

 X and Y are not independent.

Problem 4 Two random variables X and Y have the joint p.d.f f  x, y   x  y,

0  x  1, 0  y  1. Determine the marginal distributions of X and Y.
Solution:
Marginal density function of X is given by

fX  x  f  x   f  x, y  dy

1
1
 y2  1
  ( x  y )dy   xy    x  , 0  x  1
 2  y 0

ld
0
2
Marginal density function of Y is given by

fY  y   f  y    f  x, y  dx


or
1
1
 x2  1
  ( x  y )dx    xy    y, 0  y  1
0 2  x 0 2
Problem 5 Suppose that the joint density function of X and Y is
 Ae x  y , 0  x  y, 0  y  
f  x, y    Determine A .

Solution:
0 , otherwise

Since f  x, y  is a joint density function

 

  f  x, y  dxdy  1 .
 
 y
W
TU
   Ae  x e y dxdy  1
0 0
 y
 e x 
 A e  y
 dy  1
0  1 0

 A  e y  e2 y  dy  1
JN

0

 e y e 2 y 
 A   1
 1 2  0
1
 A  1 A  2
2

Problem 6 Examine whether the variables X and Y are independent, whose joint density
ll

function is f  x, y   xe   , 0  x, y   .
 x y 1

Solution:
The marginal probability function of X is
A

 
f X  x  f  x   f  x, y  dy   xe
 x  y 1
dy
 0
 
 e  x y 1 
   0  e   e ,
x x
 x
  x 0
The marginal probability function of Y is
 
fY  y   f  y   f  x, y  dx   x e
 x  y 1
 dx

ld
 0

  e x y 1    e  x y 1  
 x    2 
    y  1  0   y  1  0

or
1

 y  1
2

1
Here f  x  . f  y   e  x   f  x, y 
1  y 
2

 X and Y are not independent.

Solution:
Since y  x , x  y 2
W
Problem 7 If X has an exponential distribution with parameter 1. Find the pdf of y  x

Since X has an exponential distribution with parameter 1, the pdf of X is given by

f X  x   e x , x  0  f  x    e   x ,   1
TU

dx
 fY  y   f X  x 
dy
 e  x 2 y  2 ye  y
2

fY  y   2 ye  y , y  0
2
JN

  
Problem 8 If X is uniformly distributed random variable in   ,  , Find the probability
 2 2
density function of Y  tanX .
Solution:
Given Y  tanX  x  tan 1 y
dx 1
 
dy 1  y 2
ll

  
Since X is uniformly distribution in   ,  ,
 2 2
A

1 1
fX  x  
ba  
2 2
 1  
fX  x  ,  x
 2 2
dx 1  1 
Now fY  y   f X  x    ,    y  
dy   1  y 2 
1
 fY  y   ,   y  

ld
 1  y 2 

Problem 9 If the Joint probability density function of  x, y  is given by f  x, y   24 y 1  x  ,

0  y  x  1 Find E  XY  .

or
Solution:
1 1
E  xy     xyf  x, y  dxdy y
0 y

1
1 1
 24   xy 2 1  x  dxdy
0 y

 1 y 2 y3 
 24  y 2     dy  .
0 6 2 3
4
15
W x y

Problem 10 If X and Y are random Variables, Prove that Cov  X , Y   E  XY   E  X  E Y 

TU

Solution:
cov  X , Y   E  X  E  X   Y  E Y   
 E  XY  XY  YX  XY 
 E  XY   XE Y   YE  X   XY
JN

 E  XY   XY  XY  XY
 E  XY   E  X  E Y   E  X   X , E Y   Y 

Problem 11 If X and Y are independent random variables prove that cov  x, y   0

Solution:
cov  x, y   E  xy   E  x  E  y 
But if X and Y are independent then E  xy   E  x  E  y 
ll

cov  x, y   E  x  E  y   E  x  E  y  Therefore cov  x, y   0.

A

Problem 12 Write any two properties of regression coefficients.

Solution:
1. Correction coefficients is the geometric mean of regression coefficients
2. If one of the regression coefficients is greater than unity then the other should be less
than 1.
 y 
bxy  r and byx  r x
x y
If bxy  1 then byx  1

Problem 13 Write the angle between the regression lines.

ld
Solution:
The slopes of the regression lines are
y 1y
m1  r , m2 
x r x

or
If  is the angle between the lines, Then
 x y 1  r 2 
tan   2
 x   y2  r 

When r  0 , that is when there is no correlation between x and y, tan    (or)  
and so the regression lines are perpendicular

W 2

When r  1 or r  1 , that is when there is a perfect correlation ve or ve ,   0 and so the
lines coincide.

Problem 14 State central limit theorem

Solution:
If X 1 , X 2 .... X n is a sequence of independent random variable E  X i   i and
TU

Var  X i    i2 , i  1, 2,....n and if S n  X 1  X 2  ......  X n then under several conditions S n

n n
follows a normal distribution with mean    i and variance  2    i2 as n   .
i 1 i 1

Problem 15 Fill up the blanks:

JN

i). Two random variables are said to be orthogonal if correction is zero

ii). If X  Y then correlation coefficients between them is _____1

Problem 16 The joint probability density function of a bivariate random variable  X , Y  is

 k  x  y  , 0  x  2, 0  y  2
f XY  x, y    where ' k ' is a constant.
0 , otherwise
ll

i. Find k .
ii. Find the marginal density function of X and Y .
iii. Are X and Y independent?
A

iv. Find fY y   X x  
and f X x .
Y y
Solution:
(i). Given the joint probability density function of a brivate random variable  X , Y  is
  K  x  y  , 0  x  2, 0  y  2
f XY  x, y   
0 , otherwise
   
Here  f XY  x, y  dxdy  1    K  x  y  dxdy  1
   

ld
2
2 2
 x2
2

0 0 K  x  y  dxdy  1  K 0  2  xy  dy  1
0
2
 K   2  2 y  dy  1

or
0
2
 K  2 y  y 2   1
0

 K 8  0   1
1
K 
(ii). The marginal p.d.f of X is given by




1
1
2
f X  x    f  x, y  dy    x  y  dy
80

  xy   
8
y2  1  x
2 0 4
8

2
W
TU
 The marginal p.d.f of X is
 x 1
 , 0 x2
fX  x   4
0 , otherwise
The marginal p.d.f of Y is
 2
1
fY  y    f  x, y  dx    x  y  dx
JN


80
2
1  x2 
   yx 
8 2 0
1 y 1
 2  2 y 
8 4
 The marginal p.d.f of Y is
ll

 y 1
 , 0 y2
fY  y    4
0 , otherwise
A

(iii). To check whether X and Y are independent or not.

f X  x  fY  y  
 x  1  y  1  f x, y
XY  
4 4
Hence X and Y are not independent.
(iv). Conditional p.d.f fY
X
 y x  is given by
1
 x  y 1  x  y
fY y 
X
 
x
f  x ,
fX  x
y  8
1

 x  1 2  x  1

ld
4

X
 
fY y  
x
1 x y
2  x 1 
 , 0  x  2, 0  y  2

 1  2
0  y  2 
x  1  Y X x  1
y
 

or
(v) P   f dy
  0
 
1

1 1 y
2
5
 
20 2
dy 
32
.

1
  6  x  y  , 0  x  2, 2  y  4
f  x, y    8
0 , otherwise
W
Problem 17 a) If X and Y are two random variables having joint probability density function

Find (i) P  X  1  Y  3


(ii) P  X  Y  3 (iii) P X  1 
TU
.
Y 3
b). Three balls are drawn at random without replacement from a box containing 2 white, 3 red
and 4 black balls. If X denotes the number of white balls drawn and Y denotes the number of
red balls drawn find the joint probability distribution of  X , Y  .
Solution:
a).
y 3
JN

x 1
P  X  1  Y  3    f  x, y  dxdy
y  x 
y 3 x 1
1
   8  6  x  y  dxdy
y 2 x 0
3 1
1
    6  x  y  dxdy
820
ll

1
1  
3
x2
 
82 6 x 
2
 xy  dy
0
A

3
1 11  1 11y y 2 
3
    y  dy    
822  8 2 2 2
3
P  X  1  Y  3 
8
 1 3 x
1
(ii). P  X  Y  3    8  6  x  y  dydx
0 2
3 x
1  y2 
1
  6 y  xy   dx
80 2 2

ld
1   3  x 
1 2

  6  3  x   x  3  x    12  2 x  2 dx
8 0  2 

1 
1
  18  6 x  3 x  x  2  9  x2  6 x  
 10  2 x   dx

or
80 2 

1  
1
9 x2 6 x
  18  9 x  x 2     10  2 x dx
80 2 2 2 
1 7 x2 
1

8 0  2
   4 x   dx

  
8 2

 
8 6
2
2
1  7 x 4 x 2 x3  1  7
    2 
6 0 8  2
1  21  12  1  1  10  5
  8  6   24 .
1
6
1

W
P  x  1  y  3
TU


(iii). P X  1
Y 3
  P  y  3
2
The Marginal density function of Y is fY  y    f  x, y dx
0
2
1
  6  x  y dx
JN

0
8
2
1 x2 
 6 x   yx 
8 2 0
1
 12  2  2 y 
8
5 y
 , 2  y  4.
4
ll

x 1 y  3
1
  8  6  x  y  dxdy

P X 1
Y 3  x 0 y  2
A

y 3

 fY  y  dy
y 2
 3 3
3 8  8
  
3
5 y 1 y2 
2  4  dy
4 
5y  
2 2
3 8 3

ld
   .
8 5 5

b). Let X takes 0, 1, 2 and Y takes 0, 1, 2 and 3.

P  X  0, Y  0   P ( drawing 3 balls none of which is white or red)

or
 P ( all the 3 balls drawn are black)
4C 4  3  2 1 1
 3  .
9C3 98 7 21
P  X  0, Y  1  P( drawing 1 red ball and 2 black balls)
3C1  4C2 3
=


9C3

14

3C2  4C1 3  2  4  3 1
9C3

98 7
 .
7
W
P  X  0, Y  2   P( drawing 2 red balls and 1 black ball)

P  X  0, Y  3  P( all the three balls drawn are red and no white ball)
TU
3C3 1
= 
9C3 84
P  X  1, Y  0   P( drawing 1White and no red ball)
2 43
2C  4C2
= 1  1 2
98 7
JN

9C3
1 2  3
12 1 2  3 1
  .
98 7 7
P  X  1, Y  1  P( drawing 1White and 1 red ball)
23
2C  3C1 9  8  7 2
 1  
1 2  3 7
ll

9C3
P  X  1, Y  2   P( drawing 1White and 2 red ball)
2C1  3C2 2  3  2 1
  
A

9C3 9  8  7 14
1 2  3
P  X  1, Y  3  0 (Since only three balls are drawn)
P  X  2, Y  0   P( drawing 2 white balls and no red balls)
 2C2  4C1 1
 
9C3 21
P  X  2, Y  1  P( drawing 2 white balls and no red balls)
2C2  3C1 1
 
9C3 28

ld
P  X  2, Y  2   0
P  X  2, Y  3  0
The joint probability distribution of  X , Y  may be represented as

or
Y 0 1 2 3
X
1 3 1 1
0
21 14 7 84
1 2 1

W
1 0
7 7 14
1 1
2 0 0
21 28

Problem 18 a) Two fair dice are tossed simultaneously. Let X denotes the number on the first
die and Y denotes the number on the second die. Find the following probabilities.
 
(i) P  X  Y   8 , (ii) P  X  Y  8  , (iii) P  X  Y  and (iv) P X  Y  6
TU
.
Y 4
b) The joint probability mass function of a bivariate discrete random variable  X , Y  in given
by the table.
X
Y 1 2 3
1 0.1 0.1 0.2
JN

2 0.2 0.3 0.1

Find
i. The marginal probability mass function of X and Y .
ii. The conditional distribution of X given Y  1 .
iii. P  X  Y  4 
Solution:
a). Two fair dice are thrown simultaneously
ll

1,11, 2  ... 1, 6  

 
 2,1 2, 2  ...  2, 6  
S   , n( S )  36
A

 . . ... . 
 6,1 6, 2  ...  6, 6  
 
Let X denotes the number on the first die and Y denotes the number on the second die.
 1
Joint probability density function of  X , Y  is P  X  x, Y  y   for
36
x  1, 2,3, 4,5, 6 and y  1, 2,3, 4,5, 6
(i) X  Y   the events that the no is equal to 8 
  2, 6  ,  3,5  ,  4, 4  ,  5,3 ,  6, 2 

ld
P  X  Y  8   P  X  2, Y  6   P  X  3, Y  5   P  X  4, Y  4 
 P  X  5, Y  3  P  X  6, Y  2 
1 1 1 1 1 5
     

or
36 36 36 36 36 36
(ii) P  X  Y  8 
 2, 6  
 
 3,5  ,  3, 6  
 
X  Y   4, 4  ,  4,5  ,  4, 6 

 5,3 ,  5, 4  5,5  ,  5, 6 



 6, 2  ,  6,3 ,  6, 4  ,  6,5  6, 6  
 W
 P  X  Y  8   P  X  Y  8   P  X  Y  9   P  X  Y  10 
 P  X  Y  11  P  X  Y  12 
TU
5 4 3 2 1 15 5
      
36 36 36 36 36 36 12
(iii) P  X  Y 
P  X  Y   P  X  1, Y  1  P  X  2, Y  2   ......  P  X  6, Y  6 
1 1 1 6 1

  ..........   
JN

36 36 36 36 6
P  X  Y  6  Y  4

(iv) P X  Y  6
Y 4
 
P Y  4 
1
Now P  X  Y  6  Y  4  
36
6
P Y  4  
36
ll

1

P X Y  6
Y 4
1
 36  .
6 6 
A

36
b). The joint probability mass function of  X , Y  is
X 1 2 3 Total
Y
1 0.1 0.1 0.2 0.4
2 0.2 0.3 0.1 0.6

ld
Total 0.3 0.4 0.3 1
From the definition of marginal probability function
PX  xi    PXY  xi , y j 
yj

When X  1 ,

or
PX  xi   PXY 1,1  PXY 1, 2 
 0.1  0.2  0.3
When X  2 ,
PX  x  2   PXY  2,1  PXY  2, 2 
 0.2  0.3  0.4
When X  3 ,
PX  x  3  PXY  3,1  PXY  3, 2 
 0.2  0.1  0.3
 The marginal probability mass function of X is
0.3 when x  1

W
PX  x   0.4 when x  2
TU

0.3 when x  3

The marginal probability mass function of Y is given by PY  y j    PXY  xi , y j 
xi
3
When Y  1 , PY  y  1   PXY  xi ,1
xi 1
JN

 PXY 1,1  PXY  2,1  PXY  3,1

 0.1  0.1  0.2  0.4
3
When Y  2 , PY  y  2    PXY  xi , 2 
xi 1

 PXY 1, 2   PXY  2, 2   PXY  3, 2 

 0.2  0.3  0.1  0.6
 Marginal probability mass function of Y is
ll

0.4 when y  1
PY  y   
0.6 when y  2
A

(ii) The conditional distribution of X given Y  1 is given by

P  X  x  Y  1

P X x
Y 1
 P  Y  1
From the probability mass function of Y , P  y  1  Py 1  0.4
 P  X  1  Y  1
When X  1 , P X  1 Y 1 
P  Y  1
PXY 1,1 0.1
   0.25
PY 1 0.4
P  2,1 0.1
 

ld
When X  2 , P X  2  XY
  0.25
Y 1 P 1 0.4
Y

P  3,1 0.2

When X  3 , P X  3
Y 1 
P 1
XY

Y

0.4
 0.5

or
(iii). P  X  Y  4   P  x, y  / x  y  4 Where x  1, 2,3; y  1, 2
 P 1,1 , 1, 2  ,  2,1
 PXY 1,1  PXY 1, 2   PXY  2,1
 0.1  0.1  0.2  0.4

b) The joint probability density function of

W
Problem 19 a) If X and Y are two random variables having the joint density function
1
f  x, y    x  2 y  where x and y can assume only integer values 0, 1 and 2, find the
27
conditional distribution of Y for X  x .
 X , Y  is given by
TU
 2 x2
 xy  , 0  x  2, 0  y  1
f XY  x, y    8 . Find (i) P  X  1 , (ii) PX  Y  and
0
 , otherwise
(iii) P  X  Y  1
Solution:
a). Given X and Y are two random variables having the joint density function
JN

1
f  x, y    x  2 y     (1)
27
Where x  0,1, 2 and y  0,1, 2
Then the joint probability distribution X and Y becomes as follows

Y 0 1 2 f1  x 
X
ll

1 2 3
0 0
27 27 27
A

2 3 4 9
1
27 27 27 27
4 5 6 15
2
27 27 27 27
The marginal probability distribution of X is given by f1  X    P  x, y  and is calculated in
j

the above column of above table.


The conditional distribution of Y for X is given by f1 Y  y
X x  
f  x, y 
f  x
1
and is obtained in

ld
the following table.
X
0 1 2
Y
1 2
0 0

or
3 3
1 3 5
1
9 9 9
1 1 1
2
6 3 2


P Y 0


P Y 1
X 0

X 0






P
P  X  0, Y  0 

 X
P  X  0

 0,
P  X  0
Y  1



0
6
27
2
 27 
6 3
W
0

1
TU
27
4
P  X  0, Y  2  27 2

P Y 2
X 0
  P  X  0

6

3
27
1
P  X  1, Y  0  27 1
 0 
JN

P Y   
X 1 P  X  1 9 9
27
3
   

P Y 1
X 1
P X 1,
P  X  1
Y 1
 27  
9 9 3
3 1

27
5
   27  5
ll

 

P Y 2
X 1
 P X 1, Y
P  X  1
2
9 9
27
A

2
   

P Y 0
X 2

P
 X 2, Y
P  X  2
0
 27 
12 6
1

27
 4
P  X  2, Y  1

P Y 1
X 2
 
P  X  2
 27 
12 3
1

27
6
     27  1
 

ld
P X 2, Y 2
P Y 2 
X 2 P  X  2 12 2
27

x2
b). Given the joint probability density function of  X , Y  is f XY  x  y   xy 2 

or
,
8
0  x  2, 0  y  1

(i). P  X  1   f X  x  dx
1

W
1
The Marginal density function of X is f X  x    f  x, y  dy
0

 1
x  2
f X  x     xy 2   dy y y 1
0
8 
1
 xy 2 x 2 y  x x2
    , 1 x  2
8  0 3 8
TU
 3
2
 x x2 
P  X  1      dx x
1
3 8 
2
 x 2 x3  19
    . y x 1 x2
 6 24 1 24
JN

(ii) P  X  Y     f XY  x, y  dxdy y 1
R2

 2 x2 
1 y

P X  Y      xy  8  dxdy yx
y 0 x 0 
y
 x 2 y 2 x3 
1
    dy x0 x
0
2 24  0
ll

1
1
 y4 y3   y5 y4 
     dy    
0
2 24   10 96  0
1 1 96  10 53
A

   
10 96 960 480
(iii) P  X  Y  1   f XY  x, y  dxdy
R3

Where R3 is the region

 1 1 y
 2 x2 
P  X  Y  1  y 0 x0  xy  8  dxdy y

1 y
1
 x 2 y 2 x 3  
      dy y 1
y  0 
2 24   0

ld
1  1  y 2 y 2 1  y 3 
    dy x  y 1

y 0 
2 24 


 

1  1  y2  2 y y2
 
1 y  
3

dy

or
x
0
 2 24 

1
  y 3 y 5 2 y 2  1 1  y 4 
       x 1
  3 5 4 2 96 
0

F  x, y   
0
1 1 1 1
   
6 10 4 96 480

13
.

W
Problem 20 a) If the joint distribution functions of X and Y is given by
1  e x 1  e y  , x  0, y  0
, otherwise
TU
i. Find the marginal density of X and Y .
ii. Are X and Y independent.
iii. P 1  X  3, 1  Y  2 .
b) The joint probability distribution of X and Y is given by
6  x  y

f  x, y    8
, 0  x  2, 2  y  4

. Find P 1  Y  3 
X 2
.
JN

0 , otherwise
Solution:
a). Given F  x, y   1  e  x 1  e  y 
 1  e x  e y  e  
 x y

The joint probability density function is given by

 2 F  x, y 
f  x, y  
xy
ll

 
2
 1  e x  e y  e x  y  
xy 
A

   y  x  y  
 e e
x  
 x  y 
e , x  0, y  0
 f  x, y   
0 , otherwise
(ii) The marginal probability function of X is given by
f  x  fX  x
 

 f  x, y  dy   e
  x y 
 dy
 0

 e  x  y  

ld
 
 1  0

  e   
 x y
 0

or
x
e , x0
The marginal probability function of Y is
f  y   fY  y 

  f  x, y  dx
 e



0
 x  y 

 e y , y  0
dx   e   
 x y

 f  x  f  y   e  x e  y  e    f  x, y 
 x y


0
W
 X and Y are independent.
TU
(iii) P 1  X  3,1  Y  2   P 1  X  3  P 1  Y  2  [Since X and Y are independent]
3 2
  f  x dx   f  y  dy.
1 1
3 2
  e  x dx   e  y dy
1 1
JN

3 2
 e   e y 
x
    
 1 1  1 1

 e 3  e 1 e 2  e 1  
5 4 3 2
 e e e e

    f  y x  2 dy
3

b). P 1  Y  3
X 2
ll

1
4
f X  x    f  x, y  dy
2
A

6 x y 
4
  dy
2  8 
4
1 y2 
  6 y  xy  
8 2 2
 1
16  4 x  10  2 x 

8
6 x y

 
f y 
x
f    8  6 x y
x ,
f  x
y
6  2x 6  2x

ld
8

    dy
3

P 1 Y  3  f y
X 2 x2
1

 4 y 
3
  dy

or
2  2 
3
1 y2 
 4 y  
2 2 2
3
1 y2  1 17  11
  4 y    14    .
2 2 2 2  2 4

W
Problem 21 a) Two random variables X and Y have the following joint probability density
2  x  y, 0  x  1, 0  y  1
function f  x, y   
0 , otherwise
. Find the marginal probability density function

of X and Y . Also find the covariance between X and Y .

TU
6 x y
b) If f  x, y   , 0  x  2, 2  y  4 for a bivariate  X , Y  , find the correlation
8
coefficient
Solution:
 2  x  y, 0  x  1, 0  y  1
a) Given the joint probability density function f  x, y   
0 , otherwise
JN


Marginal density function of X is f X  x    f  x, y  dy

1
   2  x  y  dy
0
1
 y2 
  2 y  xy  
 2 0
ll

1
 2 x
2
3
A

  x, 0  x  1
fX  x   2
0 , otherwise
 1
Marginal density function of Y is fY  y     2  x  y  dx
0
1
 x2 
  2 x   xy 
 2 0

ld
3
 y
2
3
  y, 0  y  1
fY  y    2
0

or
, otherwise
Covariance of  X , Y   Cov  X , Y   E  XY   E  X  E Y 
1
1 1
3   3 x 2 x3  5
E  X    xf X  x  dx   x   x  dx     
0    2 2 3  0 12
0
2

0
1

0
1
3

Cov  X , Y   E  XY   E  X  E Y 
1 1
E  XY     xy f  x, y  dxdy
0 0

E Y    yfY  y  dy   y   y  dy 
2 
5
12
W
TU
1 1
   xy  2  x  y  dxdy
0 0
1 1

 
   2xy  x 2 y  xy 2 dxdy
0 0
1
1
 2 x 2 y x3 x2 2 
   y y  dy
JN

0  2 3 2 0
1
 1 y2 
   y    dy
0
3 2 
1
 y 2 y y3  1
    
 2 3 6 0 6
1 5 5
Cov  X , Y    
ll

6 12 12
1 25 1
   .
6 144 144
A

E  XY   E  X  E Y 
b). Correlation coefficient  XY 
 XY
Marginal density function of X is
 
6 x y  6  2x
4
fX  x   f  x, y  dy  2  8  dy  8
Marginal density function of Y is

6 x y  10  2 y
2
fY  y    f  x, y  dx     dx 
0 
8 8

ld


 6  2x 
2 2
Then E  X    xf X  x  dx   x   dx
0 
0
8 
2
1  6 x 2 2 x3 
   

or
8 2 3 0
1 16  1 20 5
 12     
8 13  8 3 6
4
 10  2 y  1 10 y 2 2 y 3 
4
17
E Y    y   dy     

 
E X

E Y 
2

2
2

0
 8 
2
2

 10  2 y 
4
y 
 8 
2
 dy
8 2


0




8 3
8
3 2

 6  2x 
  x f x  x  dx   x  

2
dx

1 10 y 3 2 y 4 



 
4 2 3
6
1  6 x3 2 x4 
8


25
2

3

4
 1
 0
W 4
2
TU
2
2
 5  11
Var  X     E X     E  X    1    
2 2 2
X
 6  36
2
25  17  11
Var Y     E Y     E Y   
2
2
Y
2
  
3  6  36
6 x y 
4 2
E  XY     xy   dxdy
JN

2 0  8 
2
1  6 x2 y x3 y x2 y 2 
4
     dy
82 2 3 2 0
4
1   1 12 y 2 8 y 2 2 y 3 
4
8
  12 y  y  2 y 2 dy     
8 2 3  8 2 3 2 3 2
1 64 128 16 16  1  56 
ll

 96    24      
8 3 3 3 3  8 3 
7
E  XY  
A

3
7  5  17 

E  XY   E  X  E Y  3  6  6 

 XY  
 XY 11 11
6 6
 1
 XY   .
11

Problem 22 a) Let the random variables X and Y have pdf

1
f  x, y   ,  x, y    0, 0  , 1,1 ,  2, 0  . Compute the correlation coefficient.

ld
3
b) Let X 1 and X 2 be two independent random variables with means 5 and 10 and standard
devotions 2 and 3 respectively. Obtain the correlation coefficient of UV where U  3 X 1  4 X 2
and V  3 X 1  X 2 .

or
Solution:
a). The probability distribution is

X 0 1 2 P Y 
Y

0
1
3

0
0
1
3

0
W 0

0
1
1
3
1
3
1
3 3
TU
P X  1 1 1
3 3 3

 1  1  1
E  X    xi pi  xi    0    1    2    1
 3  3  3
JN

 1  1  1 1
E Y    yi p j  y j    0    1    0   
j  3  3  3 3
 1  1  1 5
 
E X 2   xi p  xi    0    1    4   
2

 3  3  3 3
i

  5
Var ( X )  E X 2   E  X     1 
2
2

3 3
 1  1  1 1
ll

 
E Y 2   y j p  y j    0     1    0   
2

 3  3  3 3
j

 
V Y   E Y 2   E Y     
1 1 2
2
A

3 9 9
E  XY   E  X  E Y 
Correlation coefficient  XY 
V  X  V Y 
E  XY    xi y j p  xi , y j 
i j

1 1 1 1
 0.0.  0.1.0  1.0.0  1.1.  1.2.0  0.0.0  0.1.0  0.2. 
3 3 3 3
1 1
 1  

ld
 XY 
3 3  0
2 2

3 9
Correlation coefficient  0 .

or
b). Given E  X 1   5, E  X 2   10
V  X 1   4, V  X 2   9
Since X and Y are independent E  XY   E  X  E Y 
E UV   E U  E V 
Correlation coefficient 
Var U Var V 
E U   E  3 X 1  4 X 2   3E  X 1   4 E  X 2 
  3  5    4 10   15  40  55.
E V   E  3 X 1  X 2   3E  X 1   E  X 2 
W
  3  5   10  15  10  5
TU

E UV   E  3 X 1  4 X 2  3 X 1  X 2  
 E 9 X 1  3 X 1 X 2  12 X 1 X 2  4 X 2 
2 2

   
 9 E X 1  3E  X 1 X 2   12 E  X 1 X 2   4 E X 2
2 2

 9E  X   9E  X X   4E  X 
2 2
JN

1 1 2 2

 9E  X   9E  X  E  X   4E  X 
2 2
1 1 2 2

 9 E  X   450  4 E  X 
2 2
1 2

V  X   E  X    E  X  
2 2
1 1 1

E  X   V  X    E  X    4  25  29
2 2
1 1 1
ll

E  X   V  X    E  X    9  100  109
2 2
2 2 2

 E UV    9  29   450   4 109 

A

 261  450  436  275

Cov(U , V )  E UV   E U  E V 
 275   5  55   0
Since Cov U , V   0, Correlation coefficient  0 .
Problem 23 a) Let the random variable X has the marginal density function
1 1
f  x   1,   x  and let the conditional density of Y be
2 2
 1
1, x  y  x  1,   x  0
 



ld
2
f y  . Prove that the variables X and Y are uncorrelated.
x
1,  x  y  1  x, 0  x  1
 2
b) Given f  x, y   xe
 x  y 1
, x  0, y  0 . Find the regression curve of Y on X .

or
Solution:
1 1 1
2
 x2  2 2
a). We have E  X    xf  x  dx   xdx     0

1

1  2 1
2 2 2
1

E  XY  



0 x 1

  xydxdy    xydxdy
1 x
2

 x 1
0

1  x


2

0
1 x
 x
2 1 x

0 x


  x   ydy dx   x   ydy dx

1 W
TU
2
1
0 2
1 1

2  x  2 x  1 dx  2  x 1  2 x  dx
1 0

2
1
0
1  2 x3 x 2  1  x 2 2 x3  2
        0
2 3 2 1 2  2 3 0
JN

Since Cov  X , Y   E  XY   E  X  E Y   0 , the variables X and Y are uncorrelated.

b). Regression curve of Y on X is E y  x

ll

 x    yf  y x  dy

E y


f  x, y 
A

f  y / x 
fX  X 

Marginal density function f X  x    f  x, y  dy
0
 
 x  y 1
 x e dy
0

 e x y 1 
 x   e x , x  0
  x 0

ld
Conditional pdf of Y on X is f y
x
  
f  x, y  xe xy  x
fX  x
  x  xe  xy
e
The regression curve of Y on X is given by

 x

E y   yxe  xy dy

or
0

 e xy e  xy 
 x y  2 
 x x 0

  1 1
E y   y  and hence xy  1 .
x x

and X on Y .
x


x y
Problem 24 a) Given f  x, y    3
0
, 0  x  1, 0  y  2

, otherwise
W
, obtain the regression of Y on X
TU
b) Distinguish between correlation and regression Analysis
Solution:
Regression of Y on X is E Y
X  
 X    yf  y x  dy

E Y


 X   ff  x,xy
JN

f Y
X

fX  x   f  x, y  dy

2
 x y 1 y2 
2
    
3  2  0
dy xy
0
3 
2  x  1
ll


3
f  x, y 
 
f Y  
x y
A

X f X  x  2( x  1)
y x  y
 X
2
Regression of Y on X  E Y  dy
0
2  x  1
 2
1  xy 2 y 3 
  
2  x  1  2 3 0
1  8 3x  4
  2x   
2  x  1  3  3  x  1

 Y    xf  x y  dx

ld

E X


 y   ff x,yy
f x
Y

or

fY  y    f  x, y  dx

1
 x y 1  x2 
1
   dx    xy 
0
3  3 2 0

 
f x 
y
1 1
   y
3 2


2 x  y
2 y 1

Regression of X on Y  E X
W
 Y    2xyy1 dx
1
TU
0
1
1  x2 
   xy 
2 y 1  2 0
1
y
1
 2  .
2 y 1 2
JN

b).
1. Correlation means relationship between two variables and Regression is a Mathematical
Measure of expressing the average relationship between the two variables.
2. Correlation need not imply cause and effect relationship between the variables. Regression
analysis clearly indicates the cause and effect relationship between Variables.
3. Correlation coefficient is symmetric i.e. rxy  ryx where regression coefficient is not symmetric
4. Correlation coefficient is the measure of the direction and degree of linear relationship
ll

between two variables. In regression using the relationship between two variables we can predict
the dependent variable value for any given independent variable value.

Problem 25 a) X any Y are two random variables with variances  x2 and  y2 respectively and
A

y x
r is the coefficient of correlation between them. If U  X  KY and V  X  , find the
y
value of k so that U and V are uncorrelated.
b) Find the regression lines:
 X 6 8 10 18 20 23
Y 40 36 20 14 10 2
Solution:
Given U  X  KY
E U   E  X   KE Y 

ld
X
VX Y
Y

E V   E  X   X E Y 
Y

or
If U and V are uncorrelated, Cov U ,V   0
E U  E U   V  E V     0
    
 E  X  KY  E  X   KE Y     X  X Y  E  X   X E Y     0
  Y Y 





V X 
X

 Y




W
Cov  X , Y   KCov  X , Y   K X V Y   0

Y
 
 E   X  E  X   K Y  E Y      X  E  X    X Y  E Y      0
 
 2
 E  X  E  X    X  X  E  X  Y  E Y    K Y  E Y    X  E  X    K X Y  E Y     0
2

 Y 

Y Y
TU

   
K Cov  X , Y   X V Y    V  X   X Cov  x, y 
 Y  Y

V  X   X r X  Y
Y  X2  r X2
K 
 r X  Y   X  Y
r X  Y  X V Y 
JN

Y
 X2 1  r  
  X .
 X  Y 1  r  Y

b).
ll

X Y X2 Y2 XY
6 40 36 1600 240
8 36 64 1296 288
A

10 20 100 400 200

18 14 324 196 252
20 10 400 100 200
 23 2 529 4 46

 X  85  Y  122  X 2
 1453 Y 2
 3596  XY  1226

 x 85  y 122
X   14.17 , Y    20.33

ld
n 6 n 6
 x2   x 
2 2
1453  85 
x         6.44
n  n  6  6
 y2   y 
2 2
3596  122 

or
y        13.63
n  n  6  6 
 xy 1226
xy  14.17  20.33
r n  6  0.95
 x y  6.44 13.63
bxy  r

byx  r
y
x
x
y
 0.95 

 0.95 
6.44
13.63
13.63
6.44
 0.45

 2.01

The regression line X on Y is

W
  
x  x  bxy y  y  x  14.17  0.45 y  y 
TU

 x  0.45 y  23.32
The regression line Y on X is
 
y  y  byx x  x  y  20.33  2.01 x  14.17 
 y  2.01x  48.81
JN

Problem 26 a) Using the given information given below compute x , y and r . Also compute
 y when  x  2, 2 x  3 y  8 and 4 x  y  10 .
b) The joint pdf of X and Y is
X
Y -1 1

1 3
ll

0 8 8
2 2
1 8 8
A

Find the correlation coefficient of X and Y .

Solution:
a). When the regression equation are Known the arithmetic means are computed by solving the
equation.
2 x  3 y  8 ------------ (1)
 4 x  y  10 ------------ (2)
(1)  2  4 x  6 y  16 ------- (3)
 2    3  5 y  6
6
y
5

ld
6
Equation 1  2 x  3    8
5
18
 2x  8 
5

or
11
x
5
11 6
i.e. x  & y 
5 5
To find r , Let 2 x  3 y  8 be the regression equation of X on Y .

2x  8  3 y  x  4  y
3
2
W
 bxy  Coefficient of Y in the equation of X on Y  
Let 4 x  y  10 be the regression equation of Y on X
 y  10  4 x
3
2
TU
 byx  coefficient of X in the equation of Y on X  4 .
r   bxy byx

 3
      4 
 2
 bxy & byx are negative 
 2.45
JN

Since r is not in the range of  1  r  1 the assumption is wrong.

Now let equation 1 be the equation of Y on X
8 2x
y 
3 3
 byx  Coefficient of X in the equation of Y on X
2
byx  
ll

3
from equation (2) be the equation of X on Y
1
bxy  
A

4
2 1
r   bxy byx      0.4081
3 4
2
To compute  y from equation  4  byx  
3
 y
But we know that byx  r
x
2 y
  0.4081
3 2
  y  3.26

ld
b). Marginal probability mass function of X is
1 3 4
When X  0, P  X    
8 8 8

or
2 2 4
X  1, P  X    
8 8 8
Marginal probability mass function of Y is
1 2 3
When Y  1, P Y    
8 8 8

x
4
E  X    x p  x   0   1 
8
3
3 2 5
Y  1, P  Y    
8 8 8
4 4
8 8
5
E  Y    y p  y   1  1    
y 8 8
3 5 2
8 8 8
W
TU

E  X 2    x 2 p  x   02   12  
4 4 4
x 8 8 8
E Y 2    y p  y    1   12     1
2 2 3 5 3 5
y 8 8 8 8
V  X   E  X 2    E  X 
2
JN

2
4 4 1
   
8 8 4
V  Y   E  Y 2    E Y  
2

2
 1  15
 1   
 4  16
E  XY    xy p  x, y 
ll

x y

1 3 2 2
 0   0    1  1    0
8 8 8 8
A

1 1 1
Cov  X , Y   E  XY   E  X  E Y   0    
2 4 8
 1
Cov  X , Y  
r  8  0.26 .
V  X  V Y  1 15
4 16

ld
Problem 27 a) Calculate the correlation coefficient for the following heights (in inches) of
fathers X and their sons Y .
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
b) If X and Y are independent exponential variates with parameters 1, find the pdf of

or
U  X Y .
Solution:

X Y XY X2 Y2
65 67 4355 4225 4489
66
67
68
69
68
65
72
72
W
4488
4355
4896
4968
4359
4489
4624
4761
4624
4285
5184
5184
TU
70 69 4830 4900 4761
72 71 5112 5184 5041

 X  544  Y  552  XY  37560  X 2

 37028 Y 2
 38132

 x 544
X   68
JN

n 8
 y 552
Y   69
n 8
X Y  68  69  4692
1 2 1
X   x2  X  (37028)  682  4628.5  4624  2.121
n 8
ll

1 1
Y   y2  y2   38132   692  4766.5  4761  2.345
n 8
1 1
Cov  X , Y    XY  X Y   37650   68  69
A

n 8
 4695  4692  3
The correlation coefficient of X and Y is given by
 Cov  X , Y  3
r  X ,Y   
 XY  2.121 2.345 
3
  0.6032 .
4.973

ld
b). Given that X and Y are exponential variates with parameters 1
f X  x   e  x , x  0, fY  y   e  y , y  0
Also f XY  x, y   f X  x  f y  y  since X and Y are independent
 e  xe  y

or
 e   ; x  0, y  0
 x y

Consider the transformations u  x  y and v  y

 x  u v, y  v v
x x
  x, y  u v 1  1
J 
  u , v  y y 0 1
u v
 1

W
fUV  u , v   f XY  x, y  J  e  x e  y  e u  v e  v
 e   , u  v  0, v  0
 u2v
RI R II
In Region I when u  0 v  u
TU
 
f u    f  u, v  dv   e
u
.e 2 v dv u
u u

 e 2 v 
 eu  
 2   u
eu eu
 0  e 2u  
JN

2 2
In Region II when u  0

f  u    f (u, v)dv
0

eu
  e u  2v  dv 
0
2
ll

 eu
 2 , u  0
 f  u    u
e , u  0
A

 2
Problem 28 The joint pdf of X and Y is given by f  x, y   e
 x  y 
, x  0, y  0 . Find the pdf of
X Y
U .
2
b) If X and Y are independent random variables each following N  0, 2  , find the pdf of
Z  2 X  3Y . If X and Y are independent rectangular variates on  0,1 find the distribution of

ld
X
.
Y
Solution:
x y

or
a). Consider the transformation u  &v  y
2
 x  2u  v and y  v
x x
  x, y  u v 2  1
J   2
  u , v  y y 0 1

e
u v
fUV  u , v   f XY  x, y  J
 x  y 
2  2e
 2e2u , 2u  v  0, v  0
u
 x  y
 2e
 2 u  v  v 
W
fUV  u , v   2e 2u , u  0, 0  v 
TU
2
u u
2 2
f  u    fUV  u , v  dv   2e 2 u dv
0 0
u
  2e 2u v  2
0
JN

 u 2 u
2 e , u  0
f u    2
0 , otherwise

b).(i) Consider the transformations w  y ,

i.e. z  2 x  3 y and w  y
1
i.e. x   z  3w  , y  w
ll

2
x x
1 3
  x, y  z w  1
J    2 2  .
A

  z , w  y y 2
0 1
z w
Given that X and Y are independent random variables following N  0, 2 
 
 x2  y2 
1
 f XY  x, y   e 8 ,   x, y  
8
The joint pdf of  z , w  is given by
f ZW  z , w   J f XY  x, y 

ld
1 
   z  3 w   w2 
2
4 
1 1
 . e 8
2 8
1  321  z 3w2  4 w2 
 e ,   z , w   .
16

or
The pdf of z is the marginal pdf obtained by interchanging f ZW  z , w  w.r.to w over the range of
w.
1

  321  z 2  6 wz 13 w2  
 fZ  z     e dw
16  


16

16
z 2     w2 
e  e 
1  32

z
1  32
2

 



9z 2
13 
32 

  
6 wz  3 z   3 z   

13
13




e 1332   e 32  13  dw

 
3
 w 
13

z 


2
2
    



 13 
2






dw
W

TU
2

1  8z13 13
 t2

16
e 

e 32
dt

13 2 13 16 r 32
r t  dr  tdt  dr  dt  dr  dt
32 16 13t 13
1
16 13 4 
dr  dt  r 2 dr  dt
JN

13 r 32 13  2
z 1 2

2 4  
 e 813  e r r 2 dr
16 13  2 0
z 1 2

1  
 e 813  e r r 2 dr
2 13  2 0
z2
z2 
ll

2 2 13 
2
1  1
 e 813
  e
2 13  2 2 13 2

i.e. Z  N 0, 2 13 
A

b).(ii) Given that X and Y are uniform Variants over  0,1

 1, 0  x  1 1, 0  y  1
 fX  x   and fY  y   
0, otherwise 0, otherwise
Since X and Y are independent,
1, 0  x, y  1
f XY  x, y   f X  x  f y  y  
0, otherwise

ld
x
Consider the transformation u  and v  y
y
i.e. x  uv and y  v
x x

or
  x, y  u v
J 
  u , v  y y
u v
v 0
 v
u 1
 fUV  u , v   f XY  x, y  J
 v , 0  u  , 0  v  
The range for u and v are identified as follows.
0  x  1 and 0  y  1.  0  uv  1 and 0  v  1
 uv  0, uv  1, v  0 and v  1
W
TU
 uv  0 and v  0  u  0
Now f  u    fUV  u , v  dv
The range for v differs in two regions
1
f  u    fUV  u , v dv
0
JN

1
1
 v2  1
  vdv     , 0  u  1
0  2 0 2
1
u
f  u    fUV  u , v dv
0
1
1 u
u
 v2  1
  vdv     2 , 1  u  
ll

0  2  0 2u
1
 2 , 0  u  1
A

 f u   
 1 , u 1
 2u 2
Problem 29 a) If X 1 , X 2 ,..... X n are Poisson variates with parameter   2 . Use the central limit
theorem to estimate P 120  S n  160  where sn  X 1  X 2  ......  X n and n  75 .
b) 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 assent that the mean of the
sample will not differ from   60 by more than 4.

ld
Solution:
a). Given that E  X i     2 and Var  X i     2
[Since in Poisson distribution mean and variance are equal to  ]
i.e.   2 and  2  2

or
By central limit theorem, S n  N  n , n 2 
S n  N 150,150 
 120  150 160  150 
 P 120  Sn  160   P  z 
 150 150 
 P(2.45  z  0.85)

W
 P (2.45  z  0)  P(0  z  0.85)
 P(0  z  2.45)  P(0  z  0.85)
 0.4927  0.2939  0.7866

b). Given that n  100 ,   60 ,  2  400

TU
Since the probability statement is with respect to mean, we use the Linderberg-levy form of
central limit Theorem.
 2  2
X  N   ,  i.e. X follows normal distribution with mean '  ' and variance .
 n  n
 400 
i.e. X  N  60, 
 100 
JN

X  N  60, 4 
 mean of the sample will not   X will not differ from 
P   P  
 differ from 60 by more than 4     60 by more than 4 

 P X  4 
 P  4  X    4 
ll

 P  4  X  60  4 
 56  60 64  60 
 P 56  X  64   P  z
2 
A

 2
 P  2  Z  2
 2 P  0  Z  2  2  0.4773  0.9446
Problem 30 a) If the variable X 1 , X 2 , X 3 , X 4 are independent uniform variates in the interval
 450,550  , find P 1900  X 1  X 2  X 3  X 4  2100  using central limit theorem.
b) A distribution with unknown mean  has a variance equal to 1.5. Use central limit
theorem to find how large a sample should be taken from the distribution in order that the
probability will be at least 0.95 that the sample mean will be within 0.5 of the population mean.

ld
Solution
a). Given that X follows a uniform distribution in the interval  450,550 
b  a 450  550
Mean    500
2 2

or
b  a   550  450 
2 2

Variance    833.33
12 12
By CLT, S n  X 1  X 2  X 3  X 4 follows a normal distribution with N  n , n 2 
S n  n
The standard normal variable is given by Z 

when S n  1900 , Z 

when S n  2100 , Z 
1900  4  500
4  833.33
2100  2000 100



4  833.33 57.73
100
57.73
 1.732

 1.732

 P 1900  Sn  2100   P  1.732  z  1.732 

W n 2
TU
 2  P  0  z  1.732 
 2  0.4582  0.9164 .

b). Given E  X i    and Var  X i   1.5

Let X denote the sample mean.
JN

 1.5 
By C.L.T, X follows N   , 
 n 


We have to find ' n ' such that P   0.5  X    0.5  0.95 

i.e. P 0.5  X    0.5  .95 

P X    0.5  .95 
ll

  
P z  0.5  0.95
 n 
 n
A

P z  0.5   0.95
  
 n 
P z  0.5   0.95
 1.5 
  
ie P Z  0.4082 n  0.95
Where ' Z ' is the standard normal variable.
 
The Last value of ' n ' is obtained from P Z  0.4082 n  0.95

 
2 P 0  z  0.4082 n  0.95

ld
 0.4082 n  1.96
 n  23.05
The size of the sample must be atleast 24.

or
W
TU
JN
ll
A
 ld
or


W
TU
                   
                 

The analysis of univariate data in case of economic, social and scientific   
sufficient. So, in some situations, say production price, height of father     
                
               
                
JN

  

  

              
           
               

        
ll

                   
         
A

                
                
      
                  
            
              
              
            
         
               

ld
           
             
    

           

              

or
         
     
    
             
            

    

W
              

          

             
            
      
               

TU
             
  
              

   

     

JN

   

  
               
                 
          
              
                 
           
ll

       

  
  
A

                 
                   
        
        
   
   
  
              
         

ld
    

              
 

or
(1) Karl Pearson’s Coefficient of correlation
    
    

     

moment correlation coefficient.

Karl Pearson’s Correlation Coefficient,


W
             
              
mula, called Pearson’s coefficient of correlation and denoted by       

   

       
TU
 
 

 

      
   
 

    
 
JN


 

    
  
 
                     


  

     
ll

                 

A

         

       
        
          
        
          
           

ld
6. It is some how difficult to calculate.
    

The Karl Pearson’s coefficient of correlation is based on the following   

or
                 
 
           
       

   

W
         
                  
               
                 
         
                
    
TU
                
              
        
    
    
When correlation is measured with help of Karl Pearson’s coefficient o    
  
JN

        

 
   
  
  
  
 
ll
 
       
       
       
       
 


A

  

     
 
  

   
       
 



ld
1. Find the means of the two series i.e., find   
                 
3. Square these deviations and get the totals , i.e.,find      
       and get the total i.e., find    

or
            
       
  

   

 






W
Calculate Karl Pearson’s correlation coefficient from the following data 

 









TU



             
      
      
      
JN

      
      
      
      

                      

 
   
 
 
 
ll

  
 
Karl Pearson’s Coefficient of Correlation,
    
    
A

      

  

Calculate coefficient of correlation between the marks obtained by 10 stud  

 

          
          

ld
          



              

or
       
       
       
       
       
       




  











 


W







 




















TU
 
 
    
 
   
   
 
       
JN

 

Compute Karl Pearson’s coefficient of correlation from the following d  
         

          
          

                   
       
ll

   
     
A

  

Computing Table for Correlation Coefficient,

              
      
      
      
      
        

ld
      
      
      
      
      
    

or
  

  


  
 

 

    

 
W
   and the coefficient of correlation between X and Y

  
TU
    
   
        

            

                       
JN

  
    
 

  
    
 
Karl Pearson’s Correlation Coefficient
   
  
 
      
ll

   

                
A


                  
       
                
       
         
         
            

ld
           
        

              

or
                     
                    
                  
                   
                  
    

 

 




W
Find the coefficient of correlation between the values of X and Y given be 

  











TU

             

      
      
      
      
      
      
JN

      

      
                      

        

             
   

ll

       

 

   
A

 
    
      
   
   
 
Then the correlation coefficient between    and correlation coefficient between    
   
  

ld
This implies correlation coefficient is independent of the change of origin  
 
   
          
 

  

or
                     
 
        

            


     

 

Net Profit (’000 Rs.)


30
W
Total sales turnover and net profit of seven medium sized companies a   
late the Karl Pearson’s correlation coefficient:

    

50

60

80

100

110

130
TU
   
               
 

       
      
      
      
      
JN

      
      
      
                     

   
        

            
ll

  
  
     
A

  
       
 
1. Calculate total for each series i.e., find     
             
               
           
        

ld

      

         

 

or
Find the coefficient of correlation between X and Y variables for the data g 

          
          















W




 











TU
    
    
    
    
    
    
JN

     

          
   

     
 

 
ll

                    
                     
A


 

   

 
 
  

     

     


 
 

ld



   

   

or
 

                  
and 9 , find the coefficient of correlation.
 
 

  

  







W
  

  

 
 
 



 


 







 
TU

 

A student while computing the correlation coefficient between two variables    
  

                        

JN

                
             and find the Karl Pearson’s
correlation coefficient.
 Subtract wrong figures from each total and add correct figure to get  

             


               
             
ll

                

                 
A

     

 
 Calculate Karl Pearson’s correlation coefficient     

      

      

         

ld

         

             efficient of correla-

          

or
           
           

 Calculate Karl Pearson’s coefficient of correlation between the ages o   
           
           














W
                 
months training of personnel. The following are the figures regarding se   

 

Find correlation coefficient between    

 Calculate Karl Pearson’s coefficient of correlation between advertise   
TU
profit (Y) for 9 months:
         
         

 Calculate the product moment coefficient of correlation between      

       
       
JN

What will be the coefficient of correlation between               

                  
coefficient between    
         
         

                
out the correlation coefficient:
ll

         
         

 Calculate Karl Pearson’s coefficient of correlation from the following d    
A

                
          
         

 Calculate Karl Pearson’s coefficient of correlation between marks se    
 
            

ld
             
             

 Calculate correlation coefficient between age and death-rate from the da  
      

or
     

 Calculate Karl Pearson’s correlation coefficient between age and litera    

      
  














W 






Calculate correlation coefficient between age and success in examination

TU
    
  
  
  
  
  
  
  
JN

  
  
  

 Find Karl Pearson’s correlation coefficient between age and playing h   
   
        
  
  
ll

  
  
  
A

  
  Calculate the percentage of illiterate population from the following data and find  
    
       
  
  
  

ld
  
  
  
  

 Calculate coefficient of correlation between density of population and dea  

or
 
    
   
   
   
   


  
 






W
              
            












TU
 From the following data calculate the coefficient of correlation by Karl Pea 
     
     
           
 Calculate Karl Pearson’s correlation coefficient from the following data   
        
JN

       
       

             oefficient of
               
                    
        
        

                
ll

                      
        
        
A
                    
              But on subsequent verification, it was found that one pairs
                 
      

    

ld
The interpretation of correlation coefficient depends on its degree and significance. The correlation
coefficient lies between            
The value of correlation coefficient is significant or not is judged with the h    
 

or

                  
                   
               
coefficient when various groups are used.


W
                   
             
                 
put them in the first three columns respectively.
TU
                
may be and put them in first three rows respectively.
           
            
           
            
JN

      for each cell frequency and write the figures in the left hand upper
   
9. To find                
              
     
          

                
ll

 
A

Calculate the coefficient of correlation between ages of husbands and a    
            

      
    
  
   
   
   

ld
  



or
     
     
               
       
        
        





 
 
  








W



























TU
   
    
 
[Table Interpretation: We first obtain mid values of classes as       
                    
      . For example for first cell              
                    
last column for the first row; there                  

JN

                            

          

                

     

        
 
   
ll

 

      

            
  
A

      

    , correlation is significant.



ld
 Calculate coefficient of correlation from the following data:

       
 
   

or
   
    
   
  
 

  




W
 The following figures are obtained in connection with the income and saving s  
    



  

TU
    
    
   
   
     

     

JN

 Calculate Karl Pearson’s correlation coefficient from the following table

      
   
    
   
   
     
ll

      
A

 Determine Karl Pearson’s correlation coefficient from the following bi  

      
 
  
   
  
  

ld
  

             
arranged in serial order (ranks), we find correlation between the ran     

or
              
    or Ranking Method and the correlation coefficient so obtained
is called Rank Correlation Coefficient and is denoted by        
      
Spearman’s rank correlation coefficient is also used when the measur    
 
However, Spearman’s rank correlation coefficient       

coefficient.

  coefficient of rank correlation

W
coefficient between the ranks , it can be interpreted in the same way as the   

           

  
  
  


                        

TU

    
 
                   
calculating rank correlation coefficient breaks down we use the following 

       
 
  
JN

 
                   
        

    

              
       
            
ll

     

          
A

               
             
                  
                  
           
                   
                  
                
          

ld
                   
                    
       
      
       

or
            

 

              

 
 
 










W 


















Use the rank correlation coefficient to discuss which pair of judges have   
     
 Here we calculate three rank correlation coefficient:
        



TU
        
        

           
        
        
        
JN

        
        
        
        
        
        
        
        
      
ll


    
       
    
A

    
       
    
    
        
    
                  
   

 

ld
Find out the coefficient of correlation between         

          

or
          



























W








  







 









TU
     
     
     
         

     
    
JN

      

    
       
    
    

 

Find out the coefficient of correlation between X and Y by the method of ra 
ll

          
          
A


            
     
     
     
     
     

ld
     
     
     
     
     
         

or

 
           
  
  
 
    

W
   

 
 
        

 
    
  

TU
 

      

       
       
JN



        
     
     
     
ll

     

     
     
     
A

     
 
 
           
   
 
      
   

 
      

ld
   
  

 

or
The coefficient of rank correlation of the marks obtained by 10 students   
                 
                 
coefficient of rank correlation.


 

 
W
  

   

   
  
  
 
  

     
    
TU

         
 
        

 
JN

From the following data calculate Spearman’s Rank coefficient of corre

           
           

                    

   
ll

      

 
A


                       
 
    
       
    

     

ld
          
2. It is the only formula to be used for finding correlation coefficient if we   
 
              
          

or
             
                       

          


W
               
               

            
TU
            

                 
 

          
           
JN

           

            
                    
              

                             

Use Spearman’s formula to find the rank correlation coefficient.

ll

 Calculate Spearman’s rank correlation coefficient between ranks ( of the profit earned (X)
          
A

        
        
  Calculate the coefficient of correlation from the following data by Spearma  
 

           

           

ld
 Calculate rank correlation coefficient from the following data:

           
           

or
 Calculate Spearman’s rank correlation coefficient between advertisem    
  

            

             




 



 W
From the following data , find the coefficient of correlation by the method of  

  






Calculate correlation coefficient from the following data by rank differen 




TU
          
            
          

 Calculate correlation coefficient from the following data by Spearman’s R  

        
JN

        

 Calculate correlation coefficient by the method of rank differences fro    

          

          

             
ll

           

       

A

       

 ld
or


W
TU
  

          ession was first used by a
              
                 
                  
                 
                 
JN

                  
             
              
                
              
  
            
              
More specifically, regression analysis helps us understand how the typic    
              
ll

variables are held fixed.

A

   

               
               
          

                 
 

     

ld
              
       

          

or
             
              


2. Correlation analysis has limited applications as it is confined only to the study  
            


W
             
             
       

4. In correlation analysis, the correlation coefficient is a measure of de   

            
 
TU
             
               
                
          tionship is not sufficiently
          

    

JN

The regression analysis may be classified as:

    
    

                 
                 
        

             
ll

         

                
A

                

   
The lines of best fit expressing mutual average relationship between two    
               
  . If we have no reason or justification to assume as dependent variable a   
         
                    

ld
                 
                     
                  
The concept of lines of best fit is based on the principle of least square      
  -axis. When the deviations from the points to the line of best fit are measure  

or
                 
    . When the deviations from the points to the line of best fit are measured ver 
                 
                    
            
 
 

    

W
               
                
               
                
            hown in the figure 1.

           
TU
                  


Let r be the correlation Coefficient between X and Y,   

          
   is called the regression coefficient of X on Y and is denoted by  

  
is called the regression coefficient of Y on X and is denoted by  

JN

 
   
    

 
     
 
 

                  
    

             

ll

       

              is regression coefficient of    

A

  

   

         
     
  
    

      
  
    

ld
                
    
  
     
   
              

or
              
      

             is regression coefficient of    
  

  

        


 

 
W
  
  


  
  
 


 
  
TU
                
    
  
     
   
              

 
JN

                 
 
 
    
   
Coefficient of correlation between the prices of the two places +0.8.

          
ll

               

      
 
     
A


   
 
       


       
               

ld
 

               

          

or
            
                
     


 






  






 






W  






  






 













TU
      
                    

   
          
   
   
      
  
JN

    
   
 
 
       

      


   

         
ll

                 
             
A

      
        
                 

    

    

                 

ld
                     

    

    

                 

or
             


 

        



 





W










 
TU
    
    
    
    
    

                   

JN

             

    

   

      
          
      
    
ll

    

     

     

A

    

   
              
    

   

       
          

ld
      
    
    
     

or
     

    

   
           

     For grouped data regression coefficients are given as

Regression coefficient of X on Y

Regression coefficient of Y on X
 

  
W
         
      

         




TU
       

       

 

               
                  
    
JN

      

  
    
    
    
    

            

             
ll
A
    
   
           
         
            
       

ld
       
    
     
     
Regression coefficient of   

or
          
 
       

     
  
    
Regression coefficient of   


  
  





   
W
         
      

  
  









TU

     



    


     

      
JN

     
          
    
    
    
         
     
      

ll

          

    
    
A

    
         
 
                 
 
   
        
 

2. If correlation coefficient r between x and y is zero (r=0), the two reg      
             
             

ld
   

 

             
4. The geometric mean of the two regression coefficients        

or
coefficient
 

        
 
             
5. The arithmetic mean of the regression coefficients is greater than correlation coefficient. i.e.,
     

W
    
 
6. The regression coefficient are independent of the change of orig       
     
              
7. If one of the regression coefficient is greater than unity, the other mu    
                
           
8. Regression coefficient is the algebraic measure of the slope of the re    
TU
                 

 

            

JN

 
        

 

If the two regression coefficients are -0.9 and -0.5. find out the value of correlation coefficient.
     
   
ll


       
A

 

           

         
       
            

  
     
  

ld
             

   
     
   
      is negative (i.e. the sign of the two regression coefficients is not same),
     

or
 

             

                 
             , (b) the coefficient of correlation
       

     




W
           

 

  
 


TU
     
(b) Correlation Coefficient:

     

    

      
JN

    

 
    

Regression coefficient of   
  
      

    

ll

  
    

A

Regression coefficient of   
  
  
         
    


    


   

ld


  


or

               
              
 
      
      



W 

The correlation coefficient between the prices of item in Jabalpur and Nar  
                   
          ely and the coefficient of
                     
TU
                
              
  

 
   
   
JN

           

    

   
  
   
ll

      

(i) Obtain the two regression equations and find out the most probable valu      
        
A

            
                
    
    
    

Coefficient of correlation between     

                

ld
                    

          

     

or
     

               pecialized field and to
  

         
   

W       

                
            er factory in a similar field
  
                   
   
TU
         
         

         ) for five households is as follows:

     

     
JN

                  

                 
            

        

  
ll

  
  
  
  
A

  
  
 Calculate the coefficient of correlation between the values of exports and    
   
              
  

     

ld
     
     
     
     

            

or
    
    
    
    
    
 

W   

                      
                find    
                 
                    
              
   
TU
coefficient of correlation between marks in two subjects.
                       

      
 
                    
              
                     
                 the correlation coefficient between them.
JN

Also find out the ratio of the standard deviations of the two variables.
                 
     
 ,
 both regression coefficient and correlation coefficient between   
                
                      
         (iii) Regression coefficient of     
coefficient between   
                    
ll

coefficient of     6 and correlation coefficient between        
coefficient of               
                
A



                 

                   

  

              
           

ld
              
     

   

or
                  
             

             

                 are multiple regression coeffi-

             

         

    
     
W
              
          
TU
         

        


        
     = partial regression coefficient which measures the change in   
           = Partial regression coefficient which measures
JN

              

               
        

     

   

  
  
ll

   

  
  


  
A



  

     are partial regression coefficients,         
     
After finding the values of            

      

             

ld
     
   

  is the square root of the regression coefficients          
correlation coefficient  is the square root of the product of two partial regression coefficients

or
   


   


 
  
  



 

W
  
    
  





 
  

 


TU
                       
                  

                 
      

      
JN


       
    
     
     
   


  
     
        

    
ll

       

A

                 
               
 quantities. After finding the unknown quantities, they are substituted in the reg  
              
          
 

            

ld
               

                

           

or
 

              

     
     
     















 



W  



 















TU
        
        

                             

        

 

        

JN

 

           

              

               
      
ll

      

      

A

      

      

  

  
  

ld
   

    

           

         

or
 

                            
            


 

The values of regression coefficients:

 
W
                      

        

  


 



TU
  
  
  
   
  
  

  
  
  

JN

      

       

       

          

       

ll
A
 
               
                      
                 
 From the following data, find regression equation:

ld
            
             
          

             

or
                  

        

        

        










W
                  
 













TU
JN
ll
A
 ld
or
 

W
TU
   

              
              
          
   
        
JN

      

A universe or population may be defined as an aggregate of items posse  
  
  
              
              
   
ll

   

      
      
A


Infinite
       



A population is said to be finite if the number of in-

dividuals is fixed, i.e., finite. A population is said to be infinite if it is composed of infinitely large
    

ld
Students of your university constitute a finite population, leaves of a tree constitute an infinite popu-
lation (here infinite means very large).

               

             
A population is said to be hypothetical or artificial if it is imaginary or it is constr 

or
                
             

 
                 

 W
          
       
              

              
             
             
TU
                
      
                
            
The theory of sampling is concerned first, with estimating the parameters of  
              
JN

   

          

  
  

             
               
              
ll

            

              
A

              
              
    
    

                 
            
deviation, correlation coefficient, etc. are called parameters or constan    
              
                  

ld
               
   
             
               
               
            

or
             

   

              

W
         

   

     

             
    
TU
             
               
    

      

    

    

JN

               
regularity and plays a significant role in the sampling theory. This principle s   
                
                 
         

  

ll

            
          
                   
A

                
             
      
  
                 
  
   
        
 

ld
   
 
   
 
   

or
    
          
            
             

 
  
W
         

  

 
 
  
 
  
 
TU
              
     

         level of significance

When we select a particular level for significance, say 5% and the proba    
hypothesis is 95%. As we reduce the level of significance, we reduce the   
JN

                 
               
of significance is considered 5% or 1%.

  

                    
       
ll

   

             
A

                
                
data are known as tests of significance
 Testing of hypothesis and test of significance are synonymous in some s     
                
population parameter is significant. If this hypothesis is accepted, we say th    
significant. The difference, if any, is due to sampling fluctuations. The fo    
steps) for test of significances.

ld
1. Determination of the Problem: The first and important function for a test of significance is
                
               
       
2. Setting up of a Null Hypothesis: To know the significance of difference   
               

or
                 
tween parameter and statistic;’ and if any it is due to chance or due to fluctuatio  
 

             
               
    

W
3. Selection of Level of Significance: A predetermined hypothesis is teste    
significance. In general, we use 10% (or 0.01) and 5% (or 0.05) level of significance.
                
                
               
     , Standard Error for correlation coefficients,  
TU
  

5. Computation of the Ratio Significance: To find a ratio significance (often c  
            
 

Ratio Significance for mean 

6. Interpretation: The last step of test of significance is interpretation (or   
             
JN

value of ratio significance is more than critical value at 5% level of significa   
   96, we say that difference is significant. This means the difference is no 
to fluctuations of sampling but there are other causes.

     

                 
           So far test of significance
      
ll

  
  
                
A

methods of tests of significance. There is no definite line between large sam   
                        

       

    

 

ld
                  
    

         
 

or
   
 

   
         
 
                 
   
   


W 

               
           

 

                
TU
  


         

                  

  
     
  
JN


    
       

  

           
  
     
 
ll

     


           
A

             

  

An investigator reports 1,700 sons and 1,500 daughters. Do these figures confirm to the hy-
       

         

ld
    

        
             

      

or
 
   
      
 
 

    
    
 

W
                  

 

                
                
the 95% confidence limits for the population.
TU
         
           

   
             
    

  
 
  
 
95% confidence limits for the proportion:
JN


     


       
       
         

 

                
ll

                
              
     
A

   


  

 
   
   

  
    
 

ld
Confidence limits for proportion :

   

or
   


  
                   
     

     

         

W
         
                  
               
      
TU

                   
               
    
                 
    
            
JN

    
      
  
    
       
 
     
 
     
     
ll

 
      
 
A

               
of the difference then the difference is significant otherwise not signific
  

                  
                
districts are significantly different with respect to the prevalence of smok  

       

ld
   
     
     

     

or
 
         
 

 
      
 

 

W
   
 
 

                 
significantly different with respect to the prevalence of smoking among m

 
TU
              
                 
sample selected in the first case was of 600 and in the second case it was 5   
           
                 
         
         
JN

 

    

 
  

 

 
      
 
ll

 
   
 
 
A

   
   
   
                  
ence is significant.

        

                    
              

ld
              
    
 
  

    
 

or
  

    
   
    
 
                     
is significant otherwise not significant.

 

W
                
                
difference significant.
 

TU
         
 

         
 

   
    
 
   
 
JN

 
 

   
   
   
               
is significant.

 
ll

             
this difference likely to be hidden at 5% level of significance in samples of 1  
   

A

         
 
            

      

               
 
   
   

ld
 

   

   
  
  
    
  

or
                 
If level of significance is taken as 5%, then 2  96, hence difference is significant and it is not
      

   

    
    

W   

 

        

   




      

   
TU

 

                   
            

         

JN

          

          
                
     

 

            
              
ll

   


      
     
 
A

Limits for population mean at 0.27% level of significance are : 172    
  
  

                 
                  
 

               

ld
this range. Hence, then confidence interval is  

      


  

      

or
 
   
 
       

 
  

    

 
W
     

From a normally distribution infinite number of iron bars with mean and standa  
TU
                    
       


         

    

      

JN


    
     
  
                  
 

 

                   
ll

          n 10 to take sufficient
                 
             
A



    
       


         


        
The difference at 5% level of significance =

ld

   

 
 
  


or
        
                
        
  
        
  

 



W 

         

        
TU

               
esis, ‘The difference of the means of two samples is not significant or th    
               
     
             onsidered significant
otherwise not significant.
         
JN

    
         
   

      

       

 
    

 
ll

  is S.D. of first sample and      

                
A


 
      
         
                

 
   
    
   


  


ld
 

The mean produce of wheat of a sample of 100 fields comes to 200 lb. pe    
deviation of 10 lb. Another sample of 150 fields gives the mean at 220 lb. w  
               iverse, find out

or
if there is a significant difference between the yield of the two samples.

             

  
     
 





 
W  

                
standard error, the two mean yields are significantly different.


 


    
TU
 

                  
                
 of Rs. 12, is the difference between the two means statistically significant?


 
 
   
JN

 

    

     
    

  
  
  
              ignificant.
ll

 

               
                
A

the standard deviation of the mean population of villages in the district is 10, fin   
mean of the first sample is significantly different from the combined mean    
 
 
   
    


    
 
  
Standard Error of difference between the mean of first sample and the     

ld

 
    


  
  

or
          of the standard error; hence it is significant.


 

                


       
 
 

 
W
            


  

 



 

   
TU
 

 
    
  
              ignificant i.e., the two samples
      


JN

       

 

Two samples of 100 and 80 students are taken with a view to find out their ave 
expenditure. It is found that median monthly expenditure for the first gr     
the second group is Rs. 100. The standard deviation for the first group      
ll

               
significant.

                  
A

   

 
        


        

     

       

ld
                    
error; hence the difference is statistically significant.

or

     


     
       
     

   W
          












              
  







TU

   
       
           

 

                
be 13.9 and 17.6 respectively. If population standard deviation is 15, fi     
JN

significant difference between two standard deviation.




  
     
  

  
   
  
               
ll

of the standard error, hence it is not significant.

A

 

From the following data, test the significance of the difference of the stand  
            



   
 
        
      

ld

                   
significant.

 

or
               
               
deviation of the first sample differs significantly from the combined standa   
 

        

W
   

   
   

  

       

  
  


TU

   
     

  
  
    
The difference between standard deviations of first sample and combin    
     
   of the standard error hence significant.
JN


                fidence interval
             
                   
            
ll

          

                  
          
A

                  
                    
 significant difference between town A and town B, so far as the proportio    

                
          bly except to find in the whole

                   

ld
                 
percentage of deaf persons be attributed solely to fluctuations of sampling
                    
              there any significant
        

or
 A random sample of 200 measurements from an infinite population gave me   
and standard deviation of 9. Determine the 95% confidence interval for th     

                 
             
               

W
                  
                  
between the averages of the two samples statistically significant?
                  
                  
         
 The mean produce of wheat of a sample of 100 fields is 200 kilogram per   
TU
standard deviation of 10 kilogram. Another sample of 150 fields gives the    
            the mean field at 11
kilogram for the universe find at 1% level if the two resuls are consistent.

      

                 
                 
JN

                  
sample variance to find the standard error of mean when population stand    
                
                 
             
                
             ignificance can be used.
               
                 
 
ll

             

             

A

 
  
 
 
     

  
  
   
    

 

ld
One of the most important test of significance in case of small samples is     
              
               

              
           

or

 
     
     

 
                  

 
     




      

W
To test the significance between the difference of sample mean and popu    

1. Null Hypothesis: The population mean is definite, say mean = 50 cm

           
TU

   
   
   

   
 
 


 
  
JN




 
 

         
     

     

                
ll

    : For relevant degrees of freedom (d.f.) at given level of signific  
    . For example, for 8 d.f. at 5% level of significance the table value (fro
  
A

                 
      , then difference is significant and over null hypothesis is false.
  

                 
              
         
        

ld
        
 
  
  
  
  

or
  
  
  

     

    
    







 
 


W


 

       



 


  

  
     777 is less than value with 5 degrees of freedom at 5% level of significanc
TU
                    


 

                   
   
JN

             
    
      
 
     
For 9 d.f. at 5% level of significance the value of 
       
    corresponding to 9 degrees of freedom at 5% level of significance is 2 
               
ll

           

              

 
       
A

 
  

 
 
             
 
 


  
   


ld
      The confidence limits for population mean are as follows:
95% confidence interval for    

99% confidence interval for    


or
 

                   
                
mean? Obtain (a) 95%, and (b) 99% confidence limits of the mean of the pop
          
    


 





 
  
W




  



TU
 
For 19 d.f. at 5% level of significance,   
     
                
  

On 95% Confidence Interval: For 19 d.f.,  


JN

 
         
 
  
ll

To test the significance between the difference of two sample means taken    
    is defined as follows:
A

     

 
 
     
 
                     
         

  

   
                    


ld
    

   
  
       

or
               

 

    

  




 
 

    
       
 
 

W
              s is significant?
TU
         
   
       
   
   
   
       
              
Now, we shall find out number of d.f. = (N-1) =           
98 d.f. at 5% and 1% level of significance are 1.984 and 2.626 respe   
JN

of t is several times as large as these limits, hence there is a significant diff   


 

               
     

         
ll

        

Examine the significance of the difference between the mean yields due to th 
A

  

                  
     
     
     
     
     

ld
     
     
  
     

or
   
         
   
     
   
     




  
  
      


W
 

  
 
 
 

  
Table value of t for 13 d.f. at 5% level of significant = 2.16. Calculated       
. Hence, the difference of average yields is not significant

 
TU
             
               
                  
group chosen at random. Test at 5% level of significance whether there is significance in the
     


   
JN


   
                

    

   

      

   

  
ll

         

   
        
              
A

Table value of t for 38 d.f. at 5% level of significance = 2.02. Compute       
. The difference the average income of two groups is significant
            

 
  
 
-statistic is defined as follows with   

ld
 
   
 
Null Hypothesis : The population correlation coefficient is zero.

 

or
It was found that the correlation coefficient between two variables calcu   
                

 Null Hypothesis : The population correlation coefficient is zero Given :      
 

W
   
 
 
    
 
          
         at 5% level of significance = 2.069. Calculated value of    
                
correlation coefficient is zero.
TU
 

               ulation significant
  
               
    
 
JN

   
 
 
  
 

  
 
              12 at 5% level of significance
    

  
ll

 
     

  
A


 
                 
             
                
                   
                

ld
              

   
   
  

or
  
  
  
  
  

                   


     

         W
             

                

TU
          
          
     

               
             
             
JN

                  
months special coaching a second test of equal difficulty was hold at the      
marks give evidence that the students have been benefited by special c

           
             
             

At 5% level of significance for 10 and 11 degrees of freedom, the table      
ll

 
                 
                
A



For 8 degrees of freedom the table value of t at 5% level of significance  
                 
                
             
                
      
   test to find whether the two sets of data were drawn from populations with the s
             

ld
                s. The coefficient
              
values significant?

or
  

                
obtain according to a specific hypothesis. For example, if, according to M   
                   
might want to know about the “goodness to fit” between the observed and    
               

   

  

        
W
             
                 
always testing what null hypothesis, which states that there is no significan   

          

TU
              
                      
     

   
 
 
   

                 
Another way of defining the     
JN

               


 
                 
     
  

    
 
         
ll

  

       

 
A

     

     lies in the first quadrant.
           
     
              
          
            
      

ld
                 
                  
                    
                  

          

or
                 

                  
 
              



W
   
     

              

   
 
 
 
                
      
TU
   
       
    
       

            
     level of significance , then if
         
  

          
 
            
JN

          

                   
    
   

 

                
         


            
ll

         

      
 
     
     
   
 
     
               
A


                    

        
  

         

         

                
        

ld
                    

 
 
 

     
  
    
    

or

    
                
          

     

W
                 
Now we consider a test to determine if a population has a specified theoretica   
               
              
                  
                  
                 
         
TU

       
          
        

            
test whether the differences are likely to occur due to fluctuation of samplin     
JN

          

For explaining the goodness of fit test, let us consider a population which m   
classified into                  
                     
                 
                  
                          
         

      

ll

        

      
        
A

Now, a goodness of fit test between observed and expected frequen     
 
   
  


       

       
                  
     value will be small , which indicates that the fit is good. On the other hand
           will be large and fit is not good. thus , acceptance of  

ld
means the fit is good and its rejection means that the fit is not good.
       level of significance depends on the critical value of
                
              

   
      

or
        
 

  

1. In the goodness of fit test observed frequencies in the k class are g   
              fit is good.
                







W
              
            
               
          











TU
       

See that the expected frequencies in first , second, fifth and sixth class      
        
               
 

  
JN

  
  
  
  
  
  
  
ll

 

             
A

              
                   
     
                   
          
        

     
       

     
       


ld
     
       
      
  

or
  
               

     

     
     







 

W




 

 
  

TU

   
                  
       

 

              

               
JN



       

         
ll

              

            

    

A

   
 
        
   
          

     
     
     
     
     

ld
     
     
  
      

    

or
  



   
                
     

 




W
              

 








                 


TU
      


  


    

  

JN

           
     
     
           
   
 


   
    is much less than the table at 5% level of significance , so   
      
ll

 

             
A

      
      
              
               
           

    

   
 
         

ld
            
     
     
     

or
     
     
  
     

   

W

  



   
                
   

 
TU
               
           
      

        

         
JN

     

                 
 

             
      
      
ll

   


       
A

   
   
 
 To find the probability of this result we have, the degree of freedom=4-1     
                   
 
                  
       

 
 


ld

         

  

or
Suppose N observations in a sample are to be classified according to two attr     
                   
         . then the sample observations may be classified as shown:

       














 






 
W 






 
 

 

 
  













 
 
 

 

 

TU
                  
     
              
                
          
           
JN

               

                              

              
           

   
                          

ll

          

                 
classified. Let                  
             
A

        

       
         
      

   
 

                
                

ld



      

       

 

or
                  
                    
          of significance is taken as under:
      
     
     
       

         
level of significance The value of





W
        

       

               
 
                 
  
TU
       

 

The following table shows the classification of 4000 workers in a factory, a  
            

   

JN

   

   
   
   

  test to find if there is any evidence to support that there was any associatio 
              
of sesnificance.
ll

       
      
A

             
are independent. Assuming to be the hypothesis true, we find the expected    
    
   
   
     
 
   
     
 
   

ld
        
   
   
   
     

or
   
     at 1 degree of freedom for 5% level of significance is 3.841. Since ca
                   
       

 



 


W
             
          

     

  






TU
   

              
                


      

JN

    

   
     
 
   
     
 
   

       


ll

              

     
       
   
A

     
   
                
             at 5% level of signification and conclude that
     



ld
                
          

  
   

or
    

              
       

 
 
  

W 




           
                  
                
                  
TU
                
                 
other got first class. Are these figures commensurate with the general    
        
JN
ll
A
 

1 Basics of Queuing 
Queuing process: Queuing process is a class of random processes describing phenomena of queue 
formation. 

                        Customers Arriving                                                       Served Customers Leaving 

ld
  SERVICE 
  FACILITY

or
Discouraged 
 
Customers leaving 
                                                                 A Typical Queuing Process 

W
Queueing theory: is the mathematical study of waiting lines (or queues). The theory enables
mathematical analysis of several related processes, including arriving at the (back of the) queue,
waiting in the queue (essentially a storage process), and being served by the server(s) at the front of
the queue.

1.1 Characteristics of a queuing process  
The following are the six basic characteristics of a queuing process:
TU

1. Arrival pattern of customers: In queuing the arrival process is usually stochastic. As a result it
is necessary to determine the probability distribution of the interarrival times (times between
successive customer arrivals) as well. Also customers can arrive in individually or
simultaneously (batch or bulk arrivals).
2. Service pattern of customers: As in arrivals, a probability distribution is needed for describing
the sequence of customer service time. Service may also be single or batch. The service
JN

process may depend on the number of customers waiting in queue for service. In this it is
called state dependent service.
3. Queue discipline: Queue discipline refers to the manner in which customers are selected for
service when a queue has formed. The default is FCFS i.e. is first come first served. Some
others are LCFS (last come first served), RSS (random service selection) i.e. selection for
service in random order independent of the time of arrival and there are other priority systems
where customers are given priorities upon entering the system, ones with higher priority are
selected first.
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4. System capacity: A queuing system can be finite or infinite. In certain queuing process there
is a limitation on the length of the queue i.e. customers are not allowed to enter if the queue
has reached a certain length. These are called finite queuing systems. If there is no restriction
on the length of the queue then it is called an infinite queuing system.
A

5. Number of service channels: A queuing system can be single or a multiserver system. In a

multiserver queuing system there are several parallel servers running to serve a single line.

A Multiserver Queuing system

 6. Number of service stages: A queuing system may have only a single stage of service. But as
an example of a multistage queuing system consider the physical examination procedure,
where each patient proceeds through various stages of medical examination, like throat check
up, eye test, blood test etc.

ld
Kendall’s notation 

A queuing process can be described using a notation which uses series of symbols and slashes such 
as A/B/X/Y/Z, where  

or
A: indicates the interarrival time distribution 
B: indicates the service time distribution 
X: the number of parallel servers 
Y: the restriction on system capacity 
Z: the queue discipline 
Standard symbols for the characteristics A and B 

M 
D 
Exponential 
Deterministic 
W
TU
EK  Erlang type k 
HK  Mixture of k exponentials 
PH  Phase type 
G  General 
 

1.2 Poisson Process and Exponential Distribution 
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The most common stochastic models assume that the arrival rate and service rate follow a poisson 
distribution. 

The Poisson process is a counting process {N(t),t≥0}, where N(t) denotes the total number of arrivals 
up to time t with N(0)=0 and which satisfies the following three assumptions: 

i. The probability that an arrival occurs between time t and t+∆t is equal to λ∆t+o(∆t), 
where λ is a constant independent of N(t) and 
ll

= 0 
ii. Pr{more than one arrival between t and t+∆t }= o(∆t) 
A

iii. The number of arrivals in nonoverlapping intervals is independent, i.e. the 
process has independent increments. 

Stationary increments: One of the most important properties of Poisson process is that the 
number of occurrences in intervals of equal width are identically distributed. In particular, 
for t>s, the difference N(t) – N(s) is identically distributed as N(t+h) – N(s+h). 
 

Now, if the arrival process is Poisson then it can be easily shown that the associated random 
variable defined as the time between successive arrivals (interarrival time) follows the 
exponential distribution. Likewise if the interarrival times are independent and have the 
same exponential distribution , then the arrival rate follows a Poisson distribution. 

The above theory also holds for service rate and service times. 

ld
Markovian property of the exponential distribution:  A stochastic process has the Markov 
property if the conditional probability distribution of future states of the process depends 
only upon the present state; that is, given the present, the future does not depend on the

or
past. For service times this property states that the probability that a customer currently in service
has t units of remaining service is independent of how long it has already been in service. Thus we
have,

Pr{T≤t1|T≥t0} = Pr{0≤T≤t1-t0}

distribution does not change when shifted in time or space i.e.

W
Stationary process (or strict(ly) stationary process) is a stochastic process whose joint probability

If Xt is a stochastic process then Xt is said to be stationary if, for all k, for all τ, and for all,
t1,t2,...tk
TU

1.3 Markov process 
Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random
phenomenon for which a specific property the Markov property holds. 

Markov Chain: If we assume that the state space, I, is discrete, then the Markov process is known as 
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a Markov Chain 

DTMC(Discrete Time Markov Chain): If the parametric space , T, is also discrete, then the Markov 
chain is known as a discrete time Markov chain. In this case we let T= {0,1,2,...}. For a DTMC the 
Markov propert can be stated as  

                                     P (Xn=in|X0=i0,X1=i1,...,Xn‐1=in‐1) =  P (Xn=in|Xn‐1=in‐1),  i0,i1,...,in є I 
ll

CTMC(Continuous Time Markov Chain): If the parametric space, T, is continuous, then the Markov 
chain is called a continuous time Markov chain.  In this case we let T= [0,∞). For a CTMC the Markov 
property can be stated as  
A

                                    P (X(t)=x|X(tn)=xn,X(tn‐1)=xn‐1,...,X(t0)=x0) =  P (X(t)=x | X(tn)=xn) 

1.4 Birth‐death process 
The  birth‐death  process  is  a  special  case  of  CTMC  where  the  states represent  the  current 
size of a population and where the transitions are limited to births and deaths. Birth‐death 
processes  have  many  applications  in  demography,  queueing  theory,  performance 
engineering, or in biology. 

When  a  birth  occurs,  the  process  goes  from  state  n  to  n+1.  When  a  death  occurs,  the 

process goes from state n to state n‐1. The process is specified by birth rates 

ld
and death rates  . 

or
              

Examples 

A pure birth process is a birth-death process where μi = 0 for all

A pure death process is a birth-death process where λi = 0 for all

W .

.
TU
A (homogeneous) Poisson process is a pure birth process where λi = λ for all

M/M/1 model and M/M/c model, both used in queueing theory, are birth-death processes
used to describe customers in an infinite queue.
JN

2 Markovian Queuing Models 
2.1 M/M/1/∞ 
The M/M/1 queuing system is described as a queuing model where: 

ƒ arrivals are a Poisson process i.e. interarrival time is exponentially distributed;

ll

ƒ service time is exponentially distributed;

ƒ there is one server;
ƒ the length of queue in which arriving users wait before being served is infinite;
A

ƒ the population of users (i.e. the pool of users) available to join the system is infinite
 

                       
                           λ 
                                                              
µ
                                                     
3 2 1 
          

              A simple M/M/1 queue with arrival rate λ and service rate µ             

2.1.1 Steady State Distribution 
Let pn represents the probability mass function of a discrete random variable denoting the number 
of customers in the system in long run    
                                                       pn = (1‐ρ) ρn                    , ρ<1 

ld
where, 
 ρ =λ/µ represents the traffic intensity of the system. For a stable system the intensity ρ must be less 
than 1.  
It can be seen above that the steady state probabilities for an M/M/1 queue follows the geometric 

or
distribution with parameter (1‐ ρ) 
 
Measures of Effectiveness  
Measure  Expression  
Average number of 
customers in the system(Ls) 
Average number of 
customers in the Queue(Lq) 
Expected waiting time in 
system(W) 
ρ/(1‐ ρ) 

ρ2/(1‐ ρ) 

1/(µ‐λ) 
W
Expected waiting time in 
TU
ρ/( µ‐λ) 
queue(Wq) 
Utilization  Ρ 
 

2.1.2 Transient solution 
The transient probabilities pn(t)=Pr{X(t)=n} for an M/M/1 queue are given by 
JN

 
ll

for all n≥0, where 
A

 
is the infinite series for the modified Bessel function of the first kind.  

2.2 M/M/1/N  
This system is a type of M/M/1/∞ queue with at most N(+ve integer ) customers allowed in the 
system. 
2.2.1 Steady State Distribution 
The state probabilities in equilibrium are given by: 

ld
Measures of Effectiveness 

Measure  Expression  
Average number of customers 
in the system(Ls) 

or
Average number of customers  Ls – (λ/µ) 
in queue(Lq)   
Expected waiting time in  Ls/ λ 
system(W) 
Expected waiting time in 
queue(Wq) 
Utilization 
Blocking Probability(PB) 
Lq/ λ 

ρ  W
TU

Throughput  ρ (1 − PB ) 

2.3 M/M/c/∞ 
This system is a multiserver model in which there are c servers and each server has an independent 
and identically distributed exponential service time distribution, with the arrival process again 
JN

assumed to be Poisson. 

2.3.1 Steady State Distribution 
For this model the steady state probabilities are given by: 
ll

where,  
A

                    , ρ<1 

ρ=λ/cµ, r= ρ=λ/µ 

Measures of Effectiveness 
Measure  Expression  
Average number of customers 
in the system(Ls) 
Average number of customers 
in the Queue(Lq) 
Expected waiting time in 
system(W) 

ld
Expected waiting time in 
queue(Wq) 

or
2.4 M/M/c/K 
2.4.1 Steady state distribution 
In this model there is a limit K placed on the number allowed in the system at any time. The steady 
state system size probabilities are given by: 

W
For this model the steady state probabilities are given by: 
TU
 

where,  
JN

where,   ,   

Measures of Effectiveness 
ll

Measure  Expression 
Average number of     ,ρ≠1         
customers          in the 
A

Queue(Lq)    
Average number of                                                Lq + r(1‐PK)           
customers          in the 
system(Ls)    
Expected waiting time in 
system(W) 
Expected waiting time in 
queue(Wq) 
Utilization                                                     ρ
Blocking Probability(PB) 

Throughput 

2.5 M/M/c/c 

ld
2.5.1 Steady State Distribution 
The special case of the truncated queue m/M/c/K for which K=c, i.e. where no line is allowed to 
form. For this model the steady state probabilities are given by: 

or
 

Measure 
Blocking Probability(PB) 
W
In case of an M/M/c model we define the following performance measures: 

Expression 
TU
Throughput  ρ (1 − PB ) 
where , r=(λ/µ) 

2.6 Bulk Input 
2.6.1 Steady State distribution 
JN

This is a queuing model wherein in addition to the assumption that the arrival process forms a 
Poisson process, we assume that the actual number of customers in any arriving module is a random 
variable X, which may take on any possible integral value less than ∞ with probability Cx. In this 
model the batch size can be a constant or a random variable with some distribution. Below we have 
discussed two cases, size constant or geometrically distributed. 

When the batch sizes are distributed geometrically 
ll

where,    
A

Measures of effectiveness when batch size is constant(K) 

Measure  Expression 
Average number of                                                            
customers  in the Queue(Lq)    
Average number of 
customers  in the system(Ls)   
 

Measures of effectiveness when batch size is distributed geometrically with parameter (1‐α) 

Measure  Expression 
Average number of                                                            

ld
customers  in the Queue(Lq)    
Average number of 
customers  in the system(Ls)   
 

or
where,   ,   

2.7 Bulk Service 
For this model it is assumed that the arrivals occur at a single channel facility as an ordinary Poisson 

W
process, they are served FCFS and that these customers are served K at a time. If less than k are in 
service, new arrivals immediately enter service up to the limit K, and finish with the others 
regardless of the time into service  after the service begins. Also the amount of time required for the 
service of a batch is exponentially distributed regardless of the fact that the batch is of full size K. 
TU
JN
ll
A
Arrival rate (λ): Average rate at which customers arrive to the system. Has units of "customers / 
time unit".  

Blocking Probability:  Blocking probability gives the probability of the event that an arrival finds all 
servers busy and leaves without service. 

ld
FIFO: First in, first out (FIFO) queuing is the most basic queue scheduling discipline. In FIFO queuing, 
all packets are treated equally by placing them into a single queue, and then servicing them in the 
same order that they were placed into the queue. FIFO queuing is also referred to as First come, first 
served (FCFS) queuing. 

or
LIFO: The LIFO Queue model supports the last‐in, first‐out (LIFO) queuing discipline. The entity that 
departs from the queue at a given time is the most recent arrival. 

M/M/1 model:  A queuing model with one server and arrival and service time exponentially 
distributed. 

distributed. 
W
M/M/c model:  A queuing model with c servers and arrival and service time exponentially 

M/M/1/N model:  A queuing model with 1 server, system capacity N and arrival and service time 
exponentially distributed. 
TU
M/M/c/K model:  A queuing model with c servers, system capacity K and arrival and service time 
exponentially distributed  

Orbit:  Queuing systems with retrial of the attempts are characterized by the fact that an arrival 
customer who finds the server occupied is obliged to join a group of blocked customers, called orbit, 
and reapply after random intervals of time to obtain the service. 
 
JN

Queuing delay: is the time a job waits in queue until it can be executed. 

Queuing model: is used to approximate a real queuing situation or system, so the queuing behaviour 
can be analysed mathematically. Queuing models help measure a number of useful steady 
state performance measures including the average number in the queue, or the system, average 
time spent in the queue, or the system, distribution of waiting times, the probability the queue is 
ll

full, or empty, and the probability of finding the system in a particular state. 

 
A

Retrial queues:  Many queuing systems have the feature that, customers who find all servers busy 
upon arrival are obliged to leave the service area and come back to the system after a random 
amount of time 

Sample Path: A sample path for the stochastic process {Xt: t є T} is the function on T to the range of 
the process which assigns to each t the value Xt(w), where w is a previously given fixed point in the 
domain of the process.  
Service Rate (µ): The average rate at which an individual server can serve customers. Has units of 
"customers / time unit" and is the reciprocal of the average time it takes to serve one customer. 

Service Discipline: Queue discipline or service discipline refers to the manner in which customers are 
selected for service when a queue has formed like FIFO/FCFS, LIFO etc. 

Servers: The number of servers available to serve customers entering a queuing system. The number 
of servers must be a whole number that is greater than or equal to one. 

ld
Steady State: The state of the system after it has been in operation for a long time. 

System Capacity: The total number of customers that can be in the system, either waiting or being 
served. Must be a whole number that is greater than or equal to one. 

or
Traffic Intensity:  Traffic intensity is a measure of the average occupancy of a server or resource 
during a specified period of time. 

Throughput: is the number of customers served per unit time 

W
Utilization: The proportion of time a server is busy is the server utilization. 

Waiting Times:  Customer waiting time can be of two types, the time the customer spends in the 
queue and the total time a customer spends in the system(waiting time in queue + service). 

 
TU
 

  
JN
ll
A
 ld
Problem 1 For  M / M /1 :   / FIFO  model, write down the Little’s Formula.

or
Solution:
i) LS  WS
ii) Lq  Wq
1
iii) WS  Wq 

iv) LS  Lq 


 W
Problem 2 For  M / M / C  :  N / FIFO  model, write down the Formula for
a) Average number of customers in the queue.
b) Average waiting time in the system.
TU

Solution:
  
a) Lq  0   1   n c   n  c 1     n c  when  
   C !1    c
1
b) WS  1 LS

JN

 i 1

 1   C    c  n   n 
 n0 
 1
LS  Lq 

Problem 3 What is the probability that a customer has to wait more than 15 minutes to
get his service completed in a  M / M /1 queuing system, if   6 per hour   10 per
ll

hour?

Solution:
Probability that the waiting time in the system exceeds t is
A

  e
     W
dW  e    t
t
  15  10 6. 14
P WS    e  e 1  0.3679
 60 
Problem 4 What is the probability that an arrival to an infinite capacity 3 server Poisson
 1
queueing system with  2 and P0  entries the service without waiting.
 9

ld
Solution:
P[Without waiting]  P  N  3  P0  P1  P2
n
1 
Pn    P0 when n  c  3 .
n!   

or
1 2 1 1 5
P  N  3    22   .
9 9 2 9 9
Problem 5 In a given  M / M /1 :   / FCFS  queue,   0.6 , What is the probability
that the queue contain 5 or more students?

Solution:
P  X  5   5   0, 6   0.0467
Problem 6
when   2 and   5
5

W
What is the effective arrival rate for  M / M /1 :  4 / FCFS  queuing model
TU
Solution:
 1   1   
1  /   1   2 / 5
 5 1     0  
1  /   1   2 / 5
K 1 5

 3/ 5   0.6 
 5 1  5
 5 1  
JN

 1   2 / 5    1  0.01024
 0.6 
 5 1   5 1  0.607 
 0.989 
 5  0.393  1.965  2
Problem 7 a) In  M / M /1 :  K / FIFO  write down the expression for P0.
b) In  M / M /1 :  K / FIFO  ,   3/ hr ,   4 / hr , K  7 Calculate P0
ll

Solution:

1

a) P0  of   
A

K 1
 
1  

1
 of   
K 1
 

b) P0  1  K 1
of   

1  

3

ld
 1 4  0.2778
8
 3
1  
 4
Problem 8 In  M / M / S  :   / FIFO  ,   10 / hr ,   15 / hr , S  2 Calculate P0

or
Solution:
1
 S 1 1   n 1    s   s  
P0          
 n 0 n !    S !      s    


 1  10  1  10  2  30  
 1        
 1!  15  2!  15   30  10  
1
2
W
1

Problem 9 In a two server system with infinite capacity and   20 / hr and   11/ hr ,
TU
find P0.

Solution:
1
 S 1 1   n 1    s   s  
P0          
 n 0 n !    S !      s    
1
 20 1  20 2  11 2  
JN

 1      
 11 2  11   22  20  
1

21
Problem 10 Write the steady states equations in  M / M /1 :  K / FIFO  where
n   for n  0,1, 2...K  1
 0 for n  k
ll

and  n   n  1, 2,3

Solution:
A

 Pn1       Pn   Pn 1 1  n  K  1
 P1   P0 n  0
 Problem 11 In  M / M /1 :  K / FIFO  ,   3 / hr ,   5 / hr , K  7 , what is the
probability that the server will be idle.

Solution:
The probabilities that the server will be idle


ld
1 3 2
1
 5  5 0.4
 P0  K 1
   0.407
 3  1  0.0168 0.983
8
 
1   1  
 5

or
Problem 12 In  M / M / S  :  K / FIFO  , write the expression for P0.

Solution:
1
 s 1 1 1 k
   
ns

P0      /      /      

W
n s

ns   s 
 n 0 n ! s! 
Problem 13 What is effective arrival rate in  M / M / S  :  K / FIFO 

Solution:
Effective arrival rate
TU
 s 1 
 1    s    s  n  n 
 n 0 
Problem 14 In  M / M / S  :  K / FIFO  with
  3.76 / hr and   4, s  2, k  7, compute P5 where P0  0.3617 .

Solution:
JN

1
n s 
 /   P0
n
P5 
s !s
5
1  3.76 
   0.3617
2!25 2  4 
 0.0166
ll

Problem15 A repairman is to be hired to repair machines which break down at an

average rate of 3 per hour. The breakdown follows Poisson distribution. Non- productive
A

time of machine is considered to cost Rs.16/hr. Two repairmen have been invited. One is
slow but cheap while the other is fast and expensive. The slow repairman charges Rs.8
per hour and he services machines at rate of 4 per hour. The fast repairman demands
Rs.10 per hour and service at the average rate of 6 per hour. Which repair man should be
hired?
 Solution:
For the slow man: Model  M / M /1 :   / FIFO    3 / Hr ,   4 / hr
1 1
Expected waiting time of a machine    1hr
  43
Non productive cost =16 / hr

ld
 Non productive cost = 3  16 =Rs.48.
Charges paid to the repairman  8  3  24
Total cost =48+24=72
For fast man: M
  3 / hr ,   6 / hr.

or
1 1
Expected waiting time   hour
  3
1
Non productive cost 3  16  16
3
Charge paid to repairman  10  1  10
 Total cost =16+10=26
 Fast repairman can be hired.
W
Problem 16 A two person barber shop has 5 chairs to accommodate waiting customers.
Customers who arrive when all 5 chairs are full leave without entering barber shop.
Customers arrive at the average rate of 4 per hour and spend an average of 12 minutes in
TU
the barber’s chair. Compute P0 , P1 and average number of customers in the queue

Solution: This is model  M / M / C  :  K / FIF 0    4 / hr ,   5 / hr , C  2, N  2  5  7

i
 1 1 1 7
1 
P0      /     n2 
 /  
n n

 n0 n ! C! n2 2 
1
 4 8  2  2   2   
JN

2 5

 1   1      ...     
 5 25  5  5   5   
 0.4287
1
Pn  n  c   /   P0 , n  0
C C!
1
P7  7  2  4 / 5   0.4287
7

2 2!
ll

 0.0014.
 PC   1   N C  1   N  C  N C 
C

Lq  P0 2     
C !1   
A

Where    / C
0.4
 0.4287.  0.8  1   0.4 5  5  0.6   0.4 5   0.15 Customers
2

2!1  0.4 
2  
 Problem 17 Derive the formula for
i) Average number Lq of customers in the queue.
ii) Average waiting time of a customer in the queue for
 M / M /1 :   / FIFO  MODEL.

ld
Solution:
  
Lq    n  1 Pn  nPn   Pn
n 1 n 1 n 1

   
 nP    n 0    nPn  1  P0 
P  P

or
n
n 1  n 0  n 0
 Ls  1  P0 
     2
  1  1    
            

Wq   W


0

 W
ii) Average waiting time of a customer is the queue Wq


     e   w dw where  /       e    w is the probability density

function of the waiting time distribution of the queue.

       w.e    w dw

TU
0

   e     w 

      w
e dw 
        W
    0 0    
  

  
 1  
  
          
JN

Problem 18 On average 96 patients over 24 hour day require the service of an

emergency classic. Also on average a patient requires 10 minutes of active attention.
Assume that the facility can handle any one emergency at a time. Suppose that it costs the
clinic Rs.100 per patient treated to obtain an average servicing time of 10 minutes and
that each minute of decrease in this average time would cost Rs.10 per patient treated.
How much would have to be budgeted by the clinic to decrease the average size of the
1 1
queue from 1 patient to patient?
3 2
ll

96
Solution: This is  M / M /1 :   / FIFO  model    4 / hr .
24
  6 / hr
A

  4 1
Lq  .  1
   3 3
1 1
Now 1 customers to be reduced to , then we have to find  1 such that
3 2
 1  
 ie  2  4 1  32  0
2   
 1
 8   1  4   0   1  8 Patient /hr
1 15'
Average time required to each patient  hr 
8 2

ld
15 5
 Decrease in the time required to attend a patient  10   min.
2 2
Decrease in each minute cost Rs.10 per patient.
5
 Cost  10  25 .

or
2
Budget required for each patient= 100+25=125 to decrease the size of the queue.

Problem 19 Obtain the expressions for steady state probability of a M/M/C queuing
system

Solution:
 n  n 1  n  C 
 C  n  c 
W
It can be treated as a birth death process with  n   for all n and  n
is given by (1)
TU

In a birth death process

1
 n
 i 1 
  i 1
n

a
Pn  P0 and P0  1    for M/M/C.
i  1 i  n 1 i 
 i 1 
  
Pn  0 1 .... n 1 P0
JN

1  2  n 1
n
...  n   if 1  n  C 
P0

1  2 
n
 of 1  n  c
ni  n P0
n   c  1 ......  c  
Pn  ....  c  1    if n  c
ll

1  2   n  c 1 
n
....  c  1   c  1
n  c 1

1  2 
A

n
 C  n1 of n  c
C !n
  C 1  n 
n 
P0      nc n 
 n 0 n !  n n  c c c !  

Problem 20 Arrivals at a telephone booth are considered to be Poisson with an average

time of 12 mins. The length of a phone call is assumed to be distributed exponentially

ld
with mean 4 min. Find the average number of persons waiting in the system. What is the
probability that a person arriving at the booth will have to wait in the queue? Also
estimate the traction of the day. Where phone will be in use

Solution: This is model  M / M /1 :   / FIFO 

or
1
 12,   12 per min

1 1
 4,   per min
 4

LS 

  1  1
1
 12  0.5.

4 12 W
P  LS  0  1  P t s  0  1  P [No customer in the system]
1
TU
 1  P0  1  1   /     /   .
3
 2
P  Phone will be idle  =  P0  1  
 3
1
 P  Phone will be in use =
3
Problem 21 There are three typists in an office. Each typist can type an average of 6
JN

letters per hour. If letters arrive for being typed at the rate of 15 letters per hour, what
fraction of time all the typists per hour will be busy? What is the average number of
letters waiting to be types?

Solution: This is  M / M / C  :   / FIFO 

C  3,   15 / hr ,   6 / hr
P [all the three typists buy]  P  N  3
ll

3

   P0
  
A

  
3! 1  
 3 
 1
P0  r 1
1   1
 n !    n 
n 0

3

 
   
c !1  
 c 

ld
1

 
  2.5 
2
  1  2.53 
1  2.5   
 2!  
 3! 1  15  
  6  3  

or
 0.0449.
P  N  3  0.7016
c 1


Lq   


 
c.c !1  
 
 2.5 
 25 
2

3  6 1   2
 3
P0

 0.0449  3.5078
W
TU

Problem 22 A bank has two tellers working are savings account. The first teller handles
with drawals 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 through out the day with mean arrival rate of 16 per hour withdrawals also arrive
in a poisson fashion with mean arrival rate of 14 per hour. What would be the effect on
JN

the average waiting time for the customers if each teller could handle both withdrawals
and deposits?

Solution:
1. When the tellers handle separately withdrawals and deposits. This is Model
 M / M /1 :   / FIFO  .
For depositors   16 / hr ,   20 / hr
ll

 1
Wq   hr  12 min
     5
For withdrawals   14 / hr ,   20 / hr
A


Wq   7 min
    
ii) If both tellers do both service, one it will be a  M / M /1 :   / FIFO  model.
C2   20 / hr   16  14  30 / hr
 1
 i 1 1   n 1   c  c 
P0         
 n 0 n !    c !     c   
1
 30 1  30 2  40   1
 1       
 20 2i  20   40  30   7

ld
c

2
 30 
   1
1 1   1 1  20 
Wq  P0 
 c.c !    2
20 2.21  30 2 7
1   1  

or
 c   40 
 0.0642 hr or 3.857

Problem 23 In a heavy machine shop, the overhead crane is 75% utilized. Time study
observations gave the average slinging time as 10.5 minutes with a SD of 8.8 minutes.

W
What is the average calling rate for the service of the crane and what is the average delay
in getting service? If the average service time is cut to 8.0 minutes, with a standard
deviation of 6.0 minutes, how much reduction will occur on average in the delay of
getting service?

Solution: This is model  M / G /1 :   / FIFO 

Average delay is getting service
TU


1   2 2  p   / 
2  1   
  0.75,   5.71/ hr ,   8.8.
0.75  2  8.8  
2
60
 1   5.71   
2 1  0.75    60   5.71
JN

Average calling rate      0.75  5.71  4.28 per hr. If the service time is cut to
60 4.29
8 minutes, then    7.5 / hr ,    0.571
8 7.5
 utilization of the crane reduced to 57.1 percent and average delay in getting service

0.571  2  600  
2
60
Wq  1   7.5     
2 1  0571   60   7.5
ll

 8.3 minutes.
 a reduction of 18.5 minutes approximately 70%
A

Problem 24 A Super market has two girls ringing up sales at the customers. If the service
time for each customer is exponential with mean 4 minutes and if the people arrive in a
Poisson fashion at the rate of 10 per hour
a) What is the probability of having to wait for service?
b) What is the expected percentage if idle time for each girl?
 Solution:
This is model  M / M / C  :   / FIFO 
1 1  1
  ,   ; C  2      .
6 4 C 3
1
 c 1 1  4 n 1  4 2 2.1/ 4  1
P0        

ld
 
 n 0 n !  6  2!  6  2.1/ 4  1/ 6  2
 2 1 1
P1  P0  . 
 3 2 3

1 1 1

or
a) P C  2   Pc  1     
c2  2 3 6
Expected number of idle girls
b) Probability of any girl being idle  .
Total number of girls
1 1
2   1

2  P0  1 P1
C
 2
2 6
W
3  4  0.67

Hence expected percentage of idle time each girl is 67%.

Problem 25 At a one man barber shop, the customers arrive following poisson process at
an average rate of 5 per hour and they are serviced according to exponential distribution
with an average service. Rate of 10 minutes assuming that only 5 seats are available for
TU
waiting customers find the average time a customer spends in the system.

Solution:
This is model  M / M /1 :  N / FIFO 
  5 / hr.
1
   60  6 per hour N  5
JN

10
 5
P 
 6
5
1
1  6  0.1666  0.2505.
P0  
1  N 1
5
6
0.6651
1  
6
ll

L
WS  S where

  
n 1
 5
6
A

 n  1   6 
     5 6
LS    
     65 5
6
 1   n 1 1  
   6
 
 6.0335 2.01
 5  5  198
1  0.335 0.665
 '   1  P0 
 6 1  0.2505   4.497
1 1.98

ld
Ws  LS   0.441 hrs
 '
4.497
Problem 26 At a railway station, only one train is handled at a time. The railway yard is
sufficient only for two trains to wait while the other is given signal to leave the station.
Trains arrive at the station at an average of 12 per hour. Assuming poisson arrivals and

or
exponential service distribution, find the steady state probabilities for the number of
trains in the system also find the average waiting time of a new train coming into the
yard. If the handling rate is reduced to half, what is the effect of the above results?

Solution:
This is Model  M / M /1 :  K / FIFO 
Hence   6 / hr ,   12 / hr , k  3


n

Pn    P0 when P0 

1




W
Steady state probability for the number of trains in the system  P1 , P2 and P3 .

K 1

1  
TU

6
1
 12  0.5  0.5  0.5333
1   0.5 
4 4
6 0.9375
1  
 12 
1

JN

P1    P0  0.2667

2

P2    P0 = 0.1334

3

P3    P0  0.0667

1
ll

Average waiting time of a new train coming in the yard is Ws  LS where


K 1

 K  1  
A

 
Ls   K 1
   
1  

 4  0.5 
4
6
   0.7333.
12  6 1   0.5 4
 1   1   c   12 1.05333  5.6004
0.7333
Ws   0.1309 hrs

ld
5.6004
Case II

If the handling rate is reduced to half, then   6 / hr ,   6 / hr and k  3

1 1

or
Hence    Pn  
k 1 4
1
P1  P2  P3 
4
Average waiting time of a new train coring into the yard in
L
Ws  1s

Ls 
K


2
 1
3
2
 1   1  P0   6 1    4.5
 4
W
 Since       1.5 train

L 1.5
TU
Ws  s1   0.333 hrs (or 201 )
 4.5

Problem 27 At a port there are 6 unloading berths and 4 unloading crews. When all the
berths are full, arriving ships are diverted to an overflow facility 20 kms down the river.
Tankers arrive according to a poisson process with a mean of 1 for every 2 hrs. If it takes
for an unloading crew on the average, 10 hrs to unload a tanker, the unloading time
follows an exponential distribution Determine.
JN

a) How many tankers one of the port on the average?

b) How long does a tanker spend at the port as the average?

Solution:
1

P1    P0  0.0361

2
1 
ll

P2    P0  0.0901
2!   
3
1
A

P3    P0  0.1502
3!   
 Ls  4.8214  4  0.00721  3  0.0361  2  0.0901  0.1502  4.3539 tankers.
b) Time spend by a tanker at the port
 1  c 1

WS 

L
1 S
Where  1
  

C  
n 0
 c  n  n 

1    S   4  P0  3P1  2 P2  P3  
1
  4  4  0.00721  3  0.0361  2  0.0901  0.1502 
10 

ld
 0.3532
4.3539
WS   12.3250
0.3532
Problem 28 A petrol pump has 2 pumps. The service time follows the exponential

or
distribution with a mean of 4 minutes and ears arrive for service in a poisson process at
the rate of 10 cars per hour. Find the probability that a customer has to want for service.
What proportion of time the pumps remain idle?

Solution:
This is model  M / M / C  :   / FIFO 

  10 / hr


   P0
c
1 4

 60
is   15 / hr C  2

P[ a customer has to wait ]  P  n  c 

W
  
TU

  
C !1  
 c 
2
 10 
 
P  n  2   
15
P0 where
 10 
2!1  
JN

 30 
1
 c 1 1   n 1   c  c 
P0         
 n 0 n !    c !     c  p 
1
 1  10  1  10 2  30  
 1        
 1!  15  2!  15   30  10  
ll

1
 2 1 1
 1    
 3 3 2
2
2
A

  1 1
 Probability that a customer has to want in P  n  2    .   0.1667
3
2 2 6
2.
3
  10 1
The traction of time when the pumps are busy =traffic intensity    
 c 30 3
Hence the pumps remain idle  1  
1 2
 1    67%
3 3

ld
Problem 29 A supermarket has two girls serving at the customers. The customers arrive
in a Poisson fashion at the rate of 12 per hour. The service time for each customer is
exponential with mean 6 minutes. Find
i) The probability that an arriving customer has to want for service.
ii) The average number of customers in the system, and

or
iii)The average time spent by a customer in the supermarket.

Solution: This is  M / M / C  :   / FIFO  . Here

1 6
X  12 / hr ,     10 / hr , c  2
 60



P n  c   

Ci 1 
C

   P0

 c 
 

W
i) Probability that an arrival customer has to wait is
TU
12 1  12  2  20  1 1 
P0         
10 2!  10   20  12  4 

2
 12  1
 
P  n  2   
10 4
 0.45
 12 
JN

2!1  
 20 
 The probability that an arrival customer has to want=0.45

c 1

 
1  
ii) Average number of customer is the system Ls  P
2 0
c.c !    
1   c 
ll

 
3
 12 
1  10  1 12
A

   1.875  2 customer
2.2!  12 2 4 10
1  
 20 
iii) Average time spent by a customer in the supermarket =Average waiting time
of a customer in the system
 1 1.875
Ws  Ls   0.1563 hours  9.375 minutes.
 12

Problem 30 Four counters are being run on the frontier of a country to check the
passports of the tourists. The tourists choose a counter at random. If the arrival at the

ld

frontier is poisson at the rate  and the service time is exponential with parameter ,
2
find the steady average queue at each counter.

or
Solution:
This is  M / M / C  :   / FIFO 
Average queue length


1   P
Lq 
c.c !   
1   c 


P0         

2 0

 3 1    n 1   c   c  
W

 n 0 n !    Ci      c    
1
1
TU
 2 2 23 1 2 
 1  2    24
 2 6 4! 2   
3

23
1 25 3 4
Lq  2
   0.1739
4.4!    23 23
1 
JN


 2 

Problem 31 In a given M/M/1 queuing system the average arrivals is 4 customers per
minutes   0.7 what are
1) Mean number of customers Ls in the system
2) Mean number of customers Lq in the queue.
3) Probability that the service is idle.
ll

4) Mean waiting time Ws in the system.

Solution:
A

 0.7 0.7
Ls     2.33.
1   1  0.7 0.3
Lq  Ls    2.333  0.7  1.633.
P0  1    1.07  0.3
 Ls 2.333
Ws    0.583
 4

Problem 32 A TV repairman finds the time spend on his job has an exponential
distribution with mean 30’.If he repairs sets in the model in which they come in and of
the arrival of sets is approximately poisson with an average rate of 10 sets per 8 hours

ld
day, what is the repairman’s expected idle time each day ? How many jobs ahead of the
average set just brought in?

Solution:
10 5 1

or
We are given    sets per hour    60  2 sets per hour
8 4 30
 5
Then   
 8
 5 3
The probability of no unit in the queue is P0  1   1 

Ls 

  2
5

5
2
W
 4  1 jobs = 2 TV Sets (approx)
3

3
8 8
Hence the idle time for repair man in an 8-hours day   8  3 hrs
8
TU
4

Problem 33 If for a period of 2 hours in the day trains arrive at the yard every 20
minutes but the service time continuous to remain 36 minutes. Calculate the following for
the above period.
i) The Probability that the yard is empty
ii) The average number of trains on the assumption that the line capacity of the yard
JN

is limited to 4 trains only.

Solution:
1 1
This model is  M / M /1 :  K / FIFO  Hence   per min;   per min ,
20 36
K  4.
i) Probability that the yard is empty

1
ll


 P0  K 1
, 

1  

A

36
1
 20  0.0447
5
 36 
1  
 20 
 ii) Average number of trains
K 1

 K  1  
LS

  of   
K 1
  
1  


ld
5
 1   36 
  5 
     5
20 20
30 27
1 1  36 
 1 
36 20  
 20 

or
=3 trains.

Problem 34 Suppose there are 3 typists is a typing pool. Each typist can type an average
of 6 letters / hr. If letters arrive to be typed at the rate of 15 letters/hr
a) What is the probabilities that there is only one letter in the system

Solution:
This is  M / M / S  :   / FIFO 
 s 1 1   n 1    s  s 
W
b) What is the average number of letters waiting to be typed?
c) What is the average time a letter spends in the system?

1
TU
P0         
 n 0 n !    s !     s   
1
 2 1  15 n 1  15 3 18 
       
 n 0 n !  6  3!  6  18  5 
1
 1 18 
 1  2.5  3.125  15.625 
JN

 6 3
 0.04494.

n
1 
a) P1    P0 Since n  s
n!   
1
1  15 
    0.04494  0.11235
1!  6 
ll

b) Average numbers of letters waiting to be typed

S 1

 
1 
A

Lq  P
2 0
ss !   
1   s 
 
 4
 15 
1  6 
  0.04494 
3.3!  15  2
1  
 18 
 3.51094 Letters.

ld
1
C) Ws  Ls

1 
  Lq  
 

or
1  15 
  3.51094    0.40073 hr
15  6
 24.0438 .

Problem 35 An automobile inspection station has 3 inspection stalls. Assume that cans

W
wait in such a way that when a stall becomes vacancy the car at the head of the time pulls
up to it. The Station can accommodate at most 4 cars waiting at one time. The arrival
pattern is poisson with a mean of I car every minute during the peak hours. The service
time is exponential with mean 6 min. Find the average number of customers is the queue
during peak hours and the average waiting time in the queue.

Solution:
TU

This is  M / M / C  :  K / FIFO  Model.

c  3, k  7.
  60 / hr   10 / hr.
1
 i 1 1   m 1   C k   m c 
P0            
 m  0 m !    C !    m v   c  
JN

1
 2 1 1 7
6 
m 3

  6  6    
m 3

 m 0 m ! 3! m 3  3  
1
 1 1 
 1  6  62  63 1  2  22  23  2 4  
 2! 3! 
  7  18  36  31  1141  0.000.8764
7 1
ll

i) Average no of customer is the queue.

c
  1
Lq    P0 1   K C   K  C 1     K C 
A

2 
 c ! 1   
 6
Where    2
c 3
 2 1
 63.0.0008764  1  24  4 1  2  24 
2 
3! 1  2 
 3.09
ii) Average waiting time in the queue.

ld
1  c 1

Wq 

L
' q
where  '
   c 
 m 0
  c  m  Pm 

 2

 1  10 3    3  m  Pm 
 m 0 

or
 10 3  3P0  2 P1  P2 
 10 3  3  0.00087  2  0.005256  0.015768
 29.76  30
3.09
 Lq   0.103hrs.
30

1 1
1 
n

Hence Pn    P0 ; n  c  3
n!   

P1   6   0.0008764  0.005256
1!
1
W
P2   6   0.00087  0.015768
2
TU
2!
Problem 36 Patients arrive at a clinic according to Poisson distribution at a rate of 60
patients per hour. The waiting room does not accommodate more than 14 patients
Investigation time per patient in exponential with mean rate of 40 per hour.
a) Determine the effective arrival rate at the clinic.
b) What is the probability that an arriving patient will not wait?
c) What is the expected time (waiting) until the patient is discharged from the
JN

clinic?
Solution: This is  M / M / I  :  K / FIFO  model hence   60 patients / hr,
  40 / hr. K  14  1  15
a) Effective arrival rate
 1   1  P0 

1

ll

Where P0  K 1
of   

1  

A

60
1
 40  0.0007624
6
 60 
1  
 40 
   1  40 1  0.0007624   39.9695 / hr 
b) An arrived will rut want =there is no patient is the clinic.
 P[ a patient will not wait ]  P0  0.0007624
c) Effective waiting time
L
WS  S1

ld

K 1

 K  1  
When LS 
 
K 1
  

or
1  

16
 60 
16  
60  40 

40  60  60 
16

1  

Ws 
39.9695
 40 
 2  16.00  14 Patient
14
 0.3503 hr  or 21.018  W
Problem 37 A group of users in a computer browsing centre has 2 terminals. The
TU
average computing job requires 20 min of terminal time and each user requires some
computation about once every half an hour .Assume that the arrival rate is poisson and
service rate is exponential and the group contains 6 users. Calculate
a) The average number of users waiting to use one of the terminals and in the
computing job.
b) The total time lost by all users per day when the centre is opened 12 hrs/day.
JN

Solution:
1 30 1 1 20 1
This is  M / M / S  :  K / FIFO  Hence   ;  
 60 2  60 3
   2 / hr ,   3 / hr s  2, k  6
a) The average number of users waiting to use terminals and in the
Computing job is nothing but me average number of uses in the system.

S 1
LS  Lq  S    S  n Pn
ll

n 0
1
 S 1 1    n 1    s k    n s 
P0            
A

 n  0 n !    S !    n  s   s  
1
 2 1  2 2  1  1 2  1 3  1  4  
 1     1              0.5004
 3 2!  3   3  3   3   3   
 s
   
Lq  P0   1  y K  S   K  S 1     k  s  Where y 
2 
   S !1    s
1
3 . 1   1   4  2  1  
2 4 4
 
2
  0.5004    2       
 3   2    3   3  3  

ld
2! 
3
 0.0796
s 1
 LS  Lq  S    S  n Pn becomes

or
n 0

 Lq  S  2 P0  P1

 Lq  S  2 P0    P0

2
 0.0796  2  2  0.5004   0.5004 
 0.7452 .

Wq 
1
1
Lq where
3

W
b) Average waiting time of a user in the queue Wq 

 S 1

TU
 1    S    S  n  Pn 
 n 0 
 2 
   S  2 P0  P1   3  2  2  0.5004   0.5004 
 3 
 1.9968
1 0.0796
Wq  L   0.0399 hr
JN

1 q
 1.9968

Problem 38 The railway marshalling yard is sufficient only for trains (there are 11
lines one of which is earmarked for the shutting engine to reverse itself from the crest of
the hump to the rate of the train). Train arrive at the rate of 25 trains per day, inter-arrival
time and service time follow exponential distribution with an average of 30 minutes
Determine.
a) The probability that the yard is empty.
ll

b) The average queue length.

Solution:
A

This is model  M / M /  :  K / FIFO 

1
Hence   25 trains /day,  30   0.0333 train /min

  0.0174
 K  10 11  1
a) Probability that the yard is empty.

1

P0  K 1
if   


ld
1  

0.0174
1
 0.0333  1  0.5225  0.4779
1   0.5225 
11 11
 0.0174 
1 

or

 0.0333 
c) Average queue length.
K 1

 K  1  
LS 
  of   
K 1
 


0.0174
0.0333  0.0174

1  


11
 
 0.0174 

0.0333 
 0.0174 
1  
11
11
W
 0.0333 
TU
0.008721
 1.09434  .
0.9992
 1.0856
JN
ll
A
A
ll
JN
TU
W
or
ld
A
ll
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W
or
ld
A
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W
or
ld
A
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W
or
ld
A
ll
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TU
W
or
ld
A
ll
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W
or
ld
A
ll
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W
or
ld
A
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W
or
ld
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or
ld
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or
ld
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W
or
ld
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W
or
ld
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W
or
ld
A
ll
JN
TU
W
or
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TU
W
or
ld
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TU
W
or
ld
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TU
W
or
ld
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TU
W
or
ld
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TU
W
or
ld
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TU
W
or
ld
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TU
W
or
ld
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ll
JN
TU
W
or
ld
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TU
W
or
ld
A
ll
JN
TU
W
or
ld