PANIMALAR ENGINEERING COLLEGE

VARADHARAJAPURAM, CHENNAI 600 123

[ An ISO 9001 – 2000 Certified Institution ]
[ Accredited By Board Of Accreditation – NBA, New Delhi ]
DEPARTMENT OF INFORMATION TECHNOLOGY
QUESTION BANK
Subject Code : MA6453 Credit Points: 4
Subject Name : Probability and queueing theory Subject Type: Core/ Elective
Semester/Year : IV / II Section : A,B & C

Unit No./ Title : I / RANDOM VARIABLES

Discrete and continuous random variables – Moments – Moment generating functions –

Binomial, Poisson, Geometric, Uniform, Exponential, Gamma and Normal distributions.

1
Q.NO. QUESTION
PART-A
If a fair coin is tossed twice, Find P(X≤1), where X denotes the number of heads in
1. each experiment.

If a random variable X takes the values 1,2,3,4 such that

2. 2P(X=1)=3P(X=2)=P(X=3)=5P(X=4). Find the probability distribution of X

Let X be a random variable with probability mass function

 x
, x  1,2,3,4 X
3. P X  x   10 Compute P ( X  3) and E  
 0, otherwise  2

If the probability density function of a random variable is given by

1
4. f ( x)  ,2  x  2 . evaluate P  x  1 .
4

A test engineer discovered that the cumulative distribution function

Of the lifetime of an equipment (in years) is given by
5.

x What is the expected lifetime of the equipment.
Fx ( x)  1  e 5
, x  0.

6. If a RV has the moment generating function given by Mx(t) = , compute E(X2).

7. If X is a geometric variable, then find probability that X is odd.

A machine manufacturing screws is known to produce 5 % defectives. In a random

8. sample of 15 screws, what is the probability that there are a) exactly 3 defectives b)
not more than 3 defectives?

What is meant by memoryless property? Which discrete distribution follows this

9. property?

If X is a normal random variable with mean 3 and variance 9, find the probability
10.
that X lies between 2 and 5.
A Continuous random variable X that can assume any value between x=2 and x=5
11.
has a density function given by f(x)=k(1+x). Find(X<4).
Identify the random variable and name the distribution it follow from the following
statement:
“ A realtor claims that only 30% of the houses in a certain neighbourhood, are
12.
appraised at less than Rs. 20 lakhs. A random saple of 10 houses from that
neighbourhood is selected and appraised. To check the realtor’s claim is acceptable
are not”.
Suppose that a continuous random variable X has the probability
13. k (1  x 2 ) for 0  x  1
density function f ( x )   . Find the value of k.
 0, elsewhere
4
If X is a binomially distributed random variable with E ( X )  2 and var( X )  ,
14. 2 3
then find the brobability mass function of x.
15. What are the limitations of Poisson distribution?
 x ,1  x  1
 PANIMALAR ENGINEERING COLLEGE
VARADHARAJAPURAM, CHENNAI 600 123
[ An ISO 9001 – 2000 Certified Institution ]
[ Accredited By Board Of Accreditation – NBA, New Delhi ]
DEPARTMENT OF INFORMATION TECHNOLOGY
QUESTION BANK
Subject Code : MA6543 Credit Points: 4
Subject Name : Probability and queueing theory Subject Type: Core/ Elective
Semester/Year : IV/ II Section : A,B & C

Unit No./ Title : II / TWO – DIMENSIONAL RANDOM VARIABLES

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and

Linear regression – Transformation of random variables.

Q.NO. QUESTION
PART-A
The joint pdf of a two-dimensional random variable (X,Y) is given by
1.
kxe  y ;0  x  2, y  0
f  x, y    Find the value of ‘k’.
 0; otherwise
If X and Y are random variables having the joint density function
2. 1
f  x , y   6  x  y  , 0  x  2 , 2  y  4 , find P X  Y  3 .
8

3. Define conditional distributions for a two dimensional discrete and continuous

random variables.
4. Let X and Y are independent random variables with Var(X) =9 and Var(Y) =3,
find Var(4X-2Y+6).
5. If X  R cos  , Y  R sin  , how are the joint probability distributions of  X , Y 
and  R,   related?
6. Given the two regression lines 3x  2 y  19, 3 y  9 x  46 find the coefficient of
correlation between X and Y.
7. 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].
8. Let the joint probability density function of a random variables X and Y be given
by f(x,y)=8xy 0≤y≤x≤1. Calculate the marginal probability density function of X.
The joint probability density function of the random variable  X , Y 
9.
is given by f  x , y   4 x y e   x  y  , x  0 , y  0 .Verify whether the
2 2

variables are independent or not.

10. The two regression lines are 4x-5y+33=0 and 20x-9y =107 and variance of x=25
find the means of x and y .Also find the value of r
11. Comment on the following : “ The random variable X and Y are independent
iff Cov(X,Y) = 0”.
12. If two random variables X and Y have probability density function

3
 f  x , y   ke   2 x  3 y  , x, y  0 Evaluate k
Let X and Y be continuous RV’s with joint pdf
13.
4 xy, 0  x  1,0  y  1
f  x, y    Find P(X+Y<1).
 0, elsewhere

 x  y ; 0  x  1 , 0  y 1
14. If X and Y have joint pdf f  x , y    . Check whether

0 ; otherwise
X and Y are independent.
PART-B
The joint probability mass function of  X , Y  is given by
15. p  x , y   k  2 x  3 y  , x  0,1, 2 , y  1, 2, 3 . Find all the marginal and
conditional probability distributions. Also find the probability distribution of
X Y .
x y
The joint probability mass function of  X , Y  is given by p x , y   ,
16. 21
x 1, 2,3 , y  1,2, . Find all the marginal and conditional probability
distributions.
Two continuous random variable X and Y have the joint pdf
61  x  y  , x  0, y  0,0  x  y  1
17. f  x, y   
 0, elsewhere
Find the marginal and conditional distributions of X and Y. Hence examine if X
and Y are independent.
k  x  1 e  y , 0  x  1, y  0
18. Find the constant ‘k’ such that f  x , y    is a joint
 0, elsewher

probability density functions. Are the variable X and Y independent. Explain.

The joint pdf of a two dimensional random variable  X , Y  is given by
x2
f  x , y  x y 2  , 0  x  2 ; 0  y  1 . Compute (1) P X  1
8
19.
(2) P Y  1  (3) P  X  1 Y  1  (4) P Y  1 X  1 (5) P X  Y  and
 2  2  2 
(6) P X  Y  1 .
Assume that the random variables X and Y have the joint PDF
20.
1 3
f  x, y   x y, 0  x  2,0  y  1 . Determine if X and Y are independent

 
2

c x y 2 , 0  x  y 1
The joint pdf of a bivariate RV  X , Y  is f  x , y    [R]
XY
0 , otherwise
21.

1 Find c  2 Find the marginal pdf of X and Y

 3 the conditional distribution of X given Y f X Y  x y .

22. The joint PDF of the random variables X and Y is defined as

4
 25e 5 y ; 0  x  0.2, y  0
f  x, y    (i)Find the
 0; otherwise
marginal PDFs and X and Y (ii)What is the covariance of
X and Y?
23. If the joint pdf is prove that the
variables X and Y are uncorrelated.
Find the equation of the regression line of Y on X from the following data:
24.
X:3 5 6 8 9 11
Y:2 3 4 6 5 8
Calculate the correlation coefficient for the following data:
25.
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
The two lines of regression are 8x-10y+66=0, 40x-18y+214=0 the variance of x is
26. 9.
Find (i)the mean values of X and Y.(ii)Correction coefficient between X and Y

2  x  y , 0  x  1 , 0  y  1
27. If f  x , y   is the joint pdf of the random variables

0 ; elsewhere
X and Y , find the correlation co-efficient of X and Y .
The joint probability distribution of a two dimensional random variable is given
28. c 4  x  y  , 0  x  2, 0  y  2
by f  x, y    Find the correlation coefficient
 0, otherwise
and the equation of the two lines of regressions.
29. If X and Y follow exponential distributions with parameters 2 and 3 and are
independent, find the density function of U=X+Y.
If X and Y are independent RV’s with pdf e  x , x  0, and e  y , y  0
30. respectively, Find the density function of U  X
and V  X  Y . Are U
X Y
and V independent.

If X and Y are two independent random variables each normally distributed with
mean 0 and variance  2 , then find the joint probability density function of R=
31.
1 y
X 2  Y 2 and   tan ( ) and hence findthe probability density function of
x
.

PANIMALAR ENGINEERING COLLEGE

VARADHARAJAPURAM, CHENNAI 600 123
[ An ISO 9001 – 2000 Certified Institution ]

5
 [ Accredited By Board Of Accreditation – NBA, New Delhi ]
DEPARTMENT OF INFORMATION TECHNOLOGY
QUESTION BANK
Subject Code : MA6543 Credit Points: 4
Subject Name :Probability and queueing theory Subject Type: Core/ Elective
Semester/Year : IV / II Section : A,B & C

Unit No./ Title : III / RANDOM PROCESSES (9 + 3)

Classification – Stationary process – Markov process – Poisson process – Discrete parameter

Markov chain – Chapman Kolmogorov equations – Limiting distributions.

6
Q.NO. QUESTION
PART-A
1. What is a random process? When do you say a random process is a random
variable?
2. Define kth order stationary process. When will it become strict sense stationary
process.
The random process X(t) is given by X  t   Y cos(2 t ) , t > 0 where Y is a R.V
3.
with E(Y) =1. Is the process X(t) stationary.

4 2  6
4. A random process has the autocorrelation function R XX    2 , find the mean
 1
square value of the process.
5.
What is a Markov process?

6.
When is a Markov chain called homogeneous?

7.
What do you mean by an absorbing state?

8.
What is a continuous random sequence? Give an example.

9.
State Chapman-Kolmogrov theorem

10.
Is Poisson process stationary? Justify.

11.
State any two properties of poisson process.

12.
Derive the autocorrelation for the Poisson process with rate  .

If the initial state probability distribution of a Markov chain is

13.  0 1
5 1
p  0    and the transition probability matrix of the chain is  1 1  , find
6 6  2 2 
the probability distribution of the chain after 2 steps.
Consider a random process X (t )  cos(t   ), where  is a real constant and  is
14.

a uniform variable in (0, ) . Show that X(t) is not wide sense stationary.
2

A random process X  t   K cos t , t  0 where K is uniformly distributed in

(0,2). Determine the mean ,autocorrelation and auto covariance of the process
15. X(t).

PART-B
The probability distribution of the process  X (t ) is given by
7
 (at)n1
 n1 , n  1,2,3,..
16.
(1  at)
P X (t)  n  Show that it is not stationary.
 PANIMALAR ENGINEERING COLLEGE
VARADHARAJAPURAM, CHENNAI 600 123
[ An ISO 9001 – 2000 Certified Institution ]
[ Accredited By Board Of Accreditation – NBA, New Delhi ]
DEPARTMENT OF INFORMATION TECHNOLOGY
QUESTION BANK
Subject Code : MA6453 Credit Points: 4
Subject Name : Probability and queueing theory Subject Type: Core/ Elective
Semester/Year : IV / II Section : A,B & C

Unit No./ Title : IV / QUEUEING MODELS

Markovian queues – Birth and Death processes – Single and multiple server queueing models
– Little’s formula – Queues with finite waiting rooms – Queues with impatient customers: Balking
and reneging.

Q.NO. QUESTION
PART-A
Write the Kendall’s notation and explain. (OR)What do the letters in notation (a/b/c):
1.
(d/e) represent?
Give a real life situation in which (a) customers are considered for service with last in
2.
first out queue discipline (b) a system with infinite number of servers
What is the probability that a customer has to wait more than 15 min. to get his
3. service Completed in ( M / M / 1) : ( / FIFO) queue system if
  6 / hr. &   10 / hr ?
A super market has a single cashier. During peak hours, customers arrive at a rate of
4. 20 per hour. The average number of customers that can be serviced by the cahier is
24 per hour. Calculate the probability that the cashier is idle.
Consider an (M/M/1) queueing system . If   6 and   6 find the probability of
5.
atleast 10 customers in the system.
6. State Little’s formula for  M / M / s  :   / FIFO  queueing model.
7. What are the values of P0 and Pn for (M/M/1) : (K/FIFO) when   
8. State the little’s formula for a (M|M|1):(GD|N|∞).
9. What do you mean by balking and reneging ?
Trains arrive at the yard every 15 minutes and the service time is 33 minutes. If the
10. line capacity of the yard is limited to 4 trains find the probability that the yard is
empty.
11. What are the characteristics of a queueing system?
PART-B
Suppose that customers arrive at a poisson rate of one per every 12 minutes and that
the service time is exponential at a rate of one service per 8 minutes.(i) What is the
12.
average number of customers in the system. (ii) What is the average time of a
customers spends in the system.
13. Customers arrive at a watch repair shop according to p poisson process at a rate of
one per every 10 minutes and the service time is an exponential random variable with
mean 8 min. ( i ) Find the average number of customers Ls in the shop.
8
 ( ii ) Find the average time a customer spends in the shop Ws
( iii ) Find the average number of customers in the queue Lq .
( iv ) What is the probability that the server is idle.
A TV repairman finds that the time spent on his job has an exponential distribution
with mean 30 minutes. If he repair sets in the order in which they came in and if the
14. arrival of sets is approximately Poisson with an average rate of 10 per 8 hour day.
Find (i) the repairman’s expected idle time each day (ii) how many jobs ahead of
average set just brought in?
Show that for a single service station, Poisson arrivals and exponential service time,
the probability that exactly n calling units in the queueing system is
15.
Pn  (1  e)e n , n  0 , where e is the traffic intensity. Also find the expected number
of units in the system.
Consider a single server queueing system with Poisson input and exponential service
times. Suppose that the mean arrival rate is 3 calling limits per units, the expected
16.
service time is 0.25 hour and the maximum permissible calling units in the system is
two. Calculate the expected number in the system.
In a car washing centre, cars arrive at a rate of 30 per day. Washing time is
exponentially distributed with an average of 40 minutes. Find
(i) The average queue length
17.
(ii) Probability that queue size exceeds 2 cars
(iii) Probability that the centre has at least 4 cars
(iv) The expected waiting time of a car in the centre.
There are three typists in an office. Each typist can type an average of 6 letters per
hour. If letters arrive for being typed at the rate of 15 letters per hour,
(a) What fraction of the time all the typists will be busy?
(b) What is the average number of letters waiting to be typed?
18.
(c) What is the average time a letter has to spend for waiting and for being
typed .
(d) What is the probability that waiting time including the typing time of a
letter is more than 20 min
A petrol pump station has 4 pumps. The service times follow the exponential
distribution with a mean of 6 min and cars arrive for service in a Poisson process at
the rate of 30 cars per hour.
19.
(1) What is the probability that an arrival would have to wait in line?
(2) Find the average waiting time, average time spent in the system and the average
no. of cars in the system.
A super market has two girls attending to sales at the counters. If the service time for
each customer is exponential with mean 4 mins and if people arrive in Poisson
20. fashion at the rate of 10 per hour, (a)what is the probability that a customer has to
wait for service?
(b)what is the expected percentage of idle time for each girl?
The local one person barber shop can accommodate a maximum of 5 people at a time
( 4 waiting and 1 getting hair-cut). Customers arrive according to a Poisson
distribution with mean 5 / hr. The barber cuts hair at an average rate of 4 / hr.
(exponential service time)
21.
(a) what % of time is the barber idle?
(b) what fraction of the potential customers are turned away?
(c) what is the expected number of customers waiting for a hair-cut?
(d) how much time can a customer expect to spend in the barber shop?
9
 Patients arrive at a clinic according to Poisson distribution at rate of 30 patients per
hour. The waiting room does not accommodate more than 14 patients. Examination
time per patient is exponential with mean rate of 20 per hour.
22. (i) What is the probability that an arriving patient does not have to wait?
(ii) What is the expected waiting time until a patient is discharged from the
clinic?

A 2 person barber shop has 5 chairs to accommodate waiting customers .Potential

customers , who arrive when all 5 chairs are full, leave without entering shop .
23. Customers arrive at average rate of 4 / hr and spend average of 12 min. in the barber
chair. Compute p 0 , p1 , p 7 , and Lq
Derive birth and death process obtain its steady state probabilitiesP0,Pn. How it
24. would be used to find the steady state solution for the M|M|1 model? Why is it called
geometric? Also, draw its steady state diagram
Derive p 0 , Ls , Lq , Ws , Wq for ( M / M / 1) : ( / FIFO) queueing model
25.

Derive steady state solution p0 , pn for multi server queueing model

26. ( M / M / s ) : ( / FIFO ) or  M / M / c  :  GD /  /   and hence derive
Ls , Lq , Ws , Wq using Little’s formula.
27. Derive p 0 , Ls , Lq , Ws , Wq for ( M / M / 1) : (k / FIFO)

PANIMALAR ENGINEERING COLLEGE

VARADHARAJAPURAM, CHENNAI 600 123
[ An ISO 9001 – 2000 Certified Institution ]
[ Accredited By Board Of Accreditation – NBA, New Delhi ]
DEPARTMENT OF INFORMATION TECHNOLOGY
QUESTION BANK
Subject Code : MA6453 Credit Points: 4
Subject Name : Probability and queueing theory Subject Type: Core/ Elective
Semester/Year : IV / II Section : A,B & C
Unit No./ Title : V / ADVANCED QUEUEING MODELS
Finite source models – M/G/1 queue – Pollaczek Khinchin formula – M/D/1 and M/EK/1 as
special cases – Series queues – Open Jackson networks.

10
Q.NO. QUESTION
PART-A
1. What do you mean by Ek in the M/Ek/1 queueing model?
State Pollazek-Khintchine formula for the average number of customers in a M|G|
2.
1 queueing model.
3. Define bottleneck of a system.
4. Write an expression for traffic equation of the open Jackosn network
5. Define series queue model.
6. Find the length of the queue for an M/G/1 model if   5,   6,   1 20
7. Give any two examples for series queueing situations.
8. Define a two stage tandem queues.
9. What do you mean by series queue with blocking?
10. Distinguish between open and closed queueing network.
11. What do you mean by non-Markovian queueing model?
12. What do you mean by closed queueing network?
PART-B
A car wash facility operates with only one bay. Cars arrive according to a Poisson
fashion with a mean of 4 cars per hour and may wait in the facility’s parking lot if
13. the bay is busy. The parking lot is large enough to accommodate any number of
cars. Find the average time a car spends in the facility, if the time for washing
and cleaning a car is constant of 10 minutes.
A one-man barber shop takes exactly 25 minutes to complete one hair-cut. If
customers arrive at the barber shop in a Poisson fashion at an average rate of one
14.
every 40 minutes, how long on the average a customer in the spends in the shop.
Also, find the average time a customer must wait for service?
15. Derive the Pollaczek-Khinchine formula.
An average of 120 students arrive each hour (inter-arrival times are exponential)
at the controller office to get their hall tickets. To complete the process, a
candidate must pass through three counters. Each counter consists of a single
16. server, service times at each counter are exponential with the following mean
times couter1, 20 seconds; counter 2, 15 seconds and counter 3, 12 seconds, on
the average how many students will be present in the controller’s office.

There are 2 salesmen in a ration shop, one in charge of billing and receiving
payment and the other in charge of weighing and delivering the items. Due to
limited availability of space, only one customer is allowed to enter the shop when
the billing clerk is free. The customer who finished billing job has to wait there
until the delivery section becomes free( i.e, the system is 2-stage series queue with
17. blockings). If customers arrive in accordance with a Poisson process at rate 1 and
the service time of two clerks are independent and have exponential rates of 3 and
2, find
1. the proportion of customers who enter the ration shop
2. the average number of customers in the shop
the average amount of time that an entering customer spends in the shop.
A Police department has 5 patrol cars. A patrol car breaks down and needs service
one in every 30 days. The police department has 2 repair workers, each of whom
takes 3 days to repair a car. Breakdown time and repair time are exponential.
18.
Determine the average number of patrol cars in good condition. Also, find the
average down time of a patrol car that needs repairs.

In a big factory, there are large number of operating machines has sequential
stations which do service of the damaged
11 machines exponentially with respective
19. rates one per hour and two per hour. The cumulative failure rate of all the
machines in the factory is 0.5 per hour. Find the average number of machines in
the service and the probability that both repair shops are idle.
Consider a system of where customer from outside the system arrive at server 1