M 003

MODEL PAPER

B.E. DEGREE EXAMINATION.

Fourth Semester

Computer Science and Engineering

MA 040 — PROBABILITY AND QUEUEING THEORY

Time : Three hours Maximum : 100 marks

Answer ALL questions.

PART A — (10 × 2 = 20 marks)

1. If A and B are independent events, prove that A and B are also

independent events.

2. Find the cumulative distribution function F (x) corresponding to the

1 1
p.d.f. f (x) = , for − ∞ < x < ∞ .
π (1 + x 2 )

3. The joint p.d.f. of a bivariate R.V. ( X , Y ) is given by

4xy, 0 < x < 1, 0 < y < 1
f (x, y) = 
 0, otherwise.
Find P ( X +Y < 1) .

4. State the central limit theorem for independent and identically distributed
random variables.

5. Describe Bernoulli process.

6. Show that if a random process X (t) is wide sense stationary, then it

must also be covariance stationary.

7. Consider a Markov chain with two states and transition probability matrix
3 4 1 4
P =  . Find the stationary probabilities of the chain.
1 2 1 2
8. Establish the relation between hazard function and reliability function.

9. Consider an M/M/1 queueing system. Find the probability of finding at

least ‘n’ customers in the system.

10.Consider an M/M/C queueing system. Find the probability that an arriving

customer is forced to join the queue.

PART B — (5 × 16 = 80 marks)

11.(i) Derive the distribution of Poisson process and hence find its mean
and variance.

(ii) Let { N (t) : t ≥ 0} be a renewal process with distribution F (t) . Prove that
the probability P { N (t) = n} is P { N (t) = n} = F n (t) − F n+1 (t) and
∞
the expected number of renewals by M (t) = ∑F
n=1
n (t) , where

F n (t) is the n–fold convolution of F (t) with itself. Find also

P { N (t) = n} and M (t) for F (t) = 1 − e−λt , t ≥ 0 .

12.(a) (i) A box contains 5 red and 4 white balls. Two balls are drawn
successively from the box without replacement and it is noted
that
the second one is white. What is the probability that the first
is also
white?

(ii) Let Y = ex . Find the p.d.f. of Y if X is a uniform random variable

over (0, 1) .

(iii) Let X be a uniform random variable over (0, 1) . Determine the

moment Generating function of X and hence find variance of
X.

Or

(b) (i) Determine the binomial distribution for which the mean is 4 and
the variance 3.

(ii) If var {X }= 4 , find var {3X + 8}, where X is a random variable.

2 M 003
 (iii) Let Y = X 2 . Find the p.d.f. of Y if X is a uniform random variable
over (−1, 2) .

13.(a) (i) If X and Y have the joint p.d.f.

 3 + xy, 0 < x < 1, 0 < y < 1
f (x, y) =  4
0 , otherwise,
 1 1
find f ( y x) and P  y > X =  .
 2 2

(ii) Suppose the joint probability mass function of a bivariate random

variable ( X , Y ) is given by

1
 , for (0, 1), (1, 0), (2, 1)
P XY (x, y) = 3
 otherwise.
 0,
(1) Are X and Y independent?
(2) Are X and Y uncorrelated?

Or

(b) (i) Consider Z = X + Y . Show that if X and Y are independent Poisson

Random variables with parameter λ1 and λ2 respectively,
then z is
also a Poisson random variable with parameter λ1 + λ2 .

(ii) Let X and Y be independent standard normal random variables.

X
Find the p.d.f. of Z = .
Y

14.(a) (i) Consider a Markov chain with state space {0, 1} and
transition
1 0
probability matrix P =  .
1 2 1 2
(1) Draw a transition diagram
(2) Show that state 0 is recurrent
(3) Show that state 1 is transient
(4) Is the state 1 periodic? If so, what is the period?
(5) Is the chain irreducible?
(6) Is the chain ergodic? Explain.

(ii) Distinguish the terms reliability and availability.

(iii) Find the MTTF for constant hazard function.

3 M 003
 Or

(b) (i) Describe the two–unit parallel system with repair.

(ii) Describe the preventive maintenance of the system and hence find
MTTSF.

15.(a) (i) Customers arrive at a watch repair shop according to a

Poisson
process at a rate of one per every 10 minutes, and the service
time
is an exponential random variable with mean 8 minutes. Find
the
average number of customer L S , the average waiting time a
customer spends in the shop WS and the average time a
customer
spends in the waiting for service Wq .

(ii) Determine the steady–state probabilities for M/M/C queueing

system.

Or

(b) (i) Cars arrive at a derive–in restaurant with mean arrival rate of 24
cars per hour and the service rate of the cars is 20 cars per
hour. The arrival rate and the service rate follow Poisson
distribution. The number of parking space for cars is only 4.
Find (1) L S the mean number of cars in the system (2)
WS , the mean waiting time in the system.

(ii) Determine the steady–state probabilities of the system size for the
M/M/ ∞ queueing system and hence find mean number of
customers in the system and the mean waiting time in the
system.

———————

4 M 003