2.

Mathematics – 4
Question Bank

Unit – I
1. Definitions of limit, continuous function, differentiable function, analytic
function, harmonic function, conjugate function and orthogonal trajectories.
2. Show that the real and imaginary parts of an analytic function 𝑓(𝑧) =
𝜕2 𝑢 1 𝜕𝑢
𝑢(𝑟, 𝜃) + 𝑖 𝑣(𝑟, 𝜃) satisfy the Laplace equation in polar form + +
𝜕𝑟 2 𝑟 𝜕𝑟
1 𝜕2 𝑢 𝜕2 𝑣 1 𝜕𝑣 1 𝜕2 𝑣
= 0 and + + = 0, respectively.
𝑟 2 𝜕𝜃2 𝜕𝑟 2 𝑟 𝜕𝑟 𝑟 2 𝜕𝜃2
𝜕2 𝜕2
3. If 𝑓(𝑧) is a regular function of 𝑧, prove that ( 2 +
𝜕𝑥 𝜕𝑦 2
) |𝑓(𝑧)|2 =
4|𝑓 ′ (𝑧)|2 .
𝑥 3 (1+𝑖)−𝑦 3 (1−𝑖)
4. Prove that the function 𝑓(𝑧) defined by 𝑓(𝑧) = , (𝑧 ≠ 0),
𝑥 2 +𝑦 2
𝑓(0) = 0 is continuous and the Cauchy’s Riemann equations are satisfied at
the origin and 𝑓 ′ (0) does not exist.
5. Show that the following functions are not analytic at any point.
a. 𝑓(𝑧) = 𝑧̅
b. 𝑓(𝑧) = |𝑧|2
𝑦
6. If 𝑢 = 𝑥 2 − 𝑦 2 , 𝑣 = − 2 2, then show that both 𝑢 and 𝑣 are harmonic, but
𝑥 +𝑦
𝑢 + 𝑖𝑣 is not analytic.
7. Show that for the function 𝑓(𝑧) = √|𝑥𝑦|, the C-R equations are satisfied at
the origin.
8. If 𝑤 = 𝑓(𝑧) is an analytic function, then prove that the family of curves
defined by 𝑢(𝑥, 𝑦) = 𝑐1 cuts orthogonally the family of curves 𝑣(𝑥, 𝑦) = 𝑐2 .
2
9. For 𝑤 = 𝑒 𝑧 , find 𝑢 and 𝑣 and prove that the curves 𝑢(𝑥, 𝑦) = 𝑐1
and𝑣(𝑥, 𝑦) = 𝑐2 where 𝑐1 and 𝑐2 are constants cut orthogonally.
10.Prove that 𝑢 = 𝑒 −𝑥 ((𝑥 2 − 𝑦 2 ) cos 𝑦 + 2𝑥𝑦 sin 𝑦) is harmonic and find the
analytic function whose real part is 𝑢.
11.Show that the function 𝑓(𝑥, 𝑦) = 𝑥 3 𝑦 − 𝑥 𝑦 3 + 𝑥𝑦 + 𝑥 + 𝑦 can be
imaginary part of an analytic function of 𝑧 = 𝑥 + 𝑖𝑦.
12.If 𝑓(𝑧) = 𝑢 + 𝑖𝑣 is an analytic function of 𝑧 and if 𝑢 − 𝑣 = 𝑒 𝑥 (cos 𝑦 −
sin 𝑦), find 𝑓 in term of z.
13.If 𝑤 = 𝜙 + 𝑖𝜓 represents the complex potential for an electric filed and 𝜓 =
𝑥
𝑥 2 − 𝑦 2 + 2 2, determine the function 𝜙.
𝑥 +𝑦
14.Find 𝑘 such that 𝑓(𝑥, 𝑦) = 𝑥 3 + 3𝑘𝑥𝑦 2 may be harmonic and find its
conjugate.
15.Find the imaginary part whose real part of an analytic function 𝑓(𝑧) = 𝑥 2 −
𝑦 2 − 𝑥 by using Milne’s Thomson method.
16.Find the regular function whose real part is 𝑢 = 𝑒 2𝑥 (𝑥 cos(2𝑦) −
𝑦 sin(2𝑦)).
17.Show that the function 𝑢 = 2log(𝑥 2 + 𝑦 2 ) is harmonic and find its harmonic
conjugate.
 Unit - II
1. Express 𝐽5 (𝑥) in terms of 𝐽0 (𝑥) and𝐽1 (𝑥).
𝑑
2. Prove that [𝑥 𝑛 𝐽𝑛 (𝑥)] = 𝑥 𝑛 𝐽𝑛−1 (𝑥).
𝑑𝑥
3. Prove that
2 3−𝑥 2 3
a. 𝐽5 (𝑥) = √ ( sin 𝑥 − cos 𝑥).
2 𝜋𝑥 𝑥2 2

2 1
b. 𝐽3 (𝑥) = √ ( sin 𝑥 − cos 𝑥).
2 𝜋𝑥 𝑥
𝑑
4. Prove that [𝑥 −𝑛 𝐽𝑛 (𝑥)] = −𝑥 −𝑛 𝐽𝑛+1 (𝑥).
𝑑𝑥
1 2
5. Prove that ∫ 𝐽0 (𝑥)𝐽1 (𝑥)𝑑𝑥 = − (𝐽0 (𝑥)) .
2
𝑑
6. Prove that 𝑥 [𝐽𝑛 (𝑥)] = 𝑛 𝐽𝑛 (𝑥) − 𝑥 𝐽𝑛+1 (𝑥).
𝑑𝑥
𝑛
7. Show that 𝐽𝑛 (𝑥) + 𝐽𝑛′ (𝑥) = 𝐽𝑛+1 (𝑥).
𝑥
8. Write down the power series expansion for 𝐽𝑛 (𝑥) and hence show
2 2
that𝐽−1 (𝑥) = √ cos 𝑥 and 𝐽1 (𝑥) = √ sin 𝑥.
2 𝜋𝑥 2 𝜋𝑥
9. Prove that the two Bessel functions 𝐽𝑛 (𝛼𝑥) and 𝐽𝑛 (𝛽𝑥) are orthogonal.
10.Solve the Bessel differential equation.
11.Solve the Legendre differential equation.
1
0 𝑖𝑓 𝑚 ≠ 𝑛
12.Prove that ∫−1 𝑃𝑚 (𝑥)𝑃𝑛 (𝑥)𝑑𝑥 = { 2
𝑖𝑓 𝑚 = 𝑛
2𝑛+1
13.Show that 𝑃𝑛 (1) = 1 and 𝑃𝑛 (−1) = (−1)𝑛 .
1 𝜋
14.When 𝑛 is a positive integer, prove that 𝑃𝑛 (𝑥) = ∫0 (𝑥 ±
𝜋
√𝑥 2 − 1 cos 𝜃)𝑛 𝑑𝜃.
1
15.Show that (1 − 2𝑥𝑡 + 𝑡 2 )−2 = ∑∞𝑛=0 𝑃𝑛 (𝑥)𝑡
𝑛

16.
a. Prove Rodrigue’s formula for Legendre polynomials
8 4 1
b. Prove that 𝑥 4 = 𝑃4 (𝑥) + 𝑃2 (𝑥) + 𝑃0 (𝑥).
35 7 5
17.Show that (1 − 𝑥 2 )𝑃𝑛′ (𝑥) = 𝑛 (𝑃𝑛−1 (𝑥) − 𝑥𝑃𝑛 (𝑥))
Unit III
1. Define sampling and explain various types of sampling with examples.
2. Define sampling distribution and standard error briefly.
3. Find the mean and standard deviation of sampling distribution of variances
for the population 2, 3, 4, 5 by drawing samples of size two
(a) with replacement
(b) without replacement.
4. Samples of size 2 taken from the population 1, 2, 3, 4, 5, 6 (i) with
replacement and (ii) without replacement . Find
(a) The mean and standard deviation of the population
(b) The mean and standard deviation of the sampling distribution of means.
Verify that means of sampling distribution is equal to the mean of
population and standard deviations of the means of sampling distribution are
not equal to the standard deviation of the population.
5. If the population is 3, 6, 9, 15, 27.
(a) List all possible samples of size 3 that can be taken without replacement
from the finite population.
(b) Calculate the mean of each of the sampling distribution of means
(c) Find the standard deviation of sampling distribution of means.
6. A population consists of five members 2, 3, 6, 8 and 11. Consider all
possible samples of size two which can be drawn with replacement from this
population. Find
(a) The mean and standard deviation of the population.
(b) The mean of the sampling distribution of means.
(c) The standard error of means.
7. The random variable X, representing the number of cherries in a cherry puff,
has the following probability distribution
x 4 5 6 7
P(X=x) 0.2 0.4 0.3 0.1
(a) Find the mean and the variance of X.
 (b) Find the mean and the variance of the mean for random sample of 36
cherry puffs.
(c) Find the probability that the average number of cherries in 36 cherry
puffs will be less than 5.5.
8.
(a) If the standard deviation of the mean for the sampling distribution of
random sample of size 36 from a large or infinite population is 2, how
large must the sample size become if the standard deviation is to be
reduced to 1.2?
(b) A certain type of thread is manufactured with a mean tensile strength of
78.3 kilograms and a standard deviation of 5.6 kilograms. How is the
variance of the sample mean changed when the sample size is
(i) increased from 64 to 196?
(ii) decreased from 784 to 49?

(a) If a certain machine makes electrical resistors having a mean resistance

of 40 ohms and a standard deviation of 2 ohms, what is the probability
that a random sample of 36 of these resistors will have a combined
resistance of more than 1458 ohms?
(b) The mean voltage of a battery is 15 and standard deviation is 0.2. Find
the probability that four such batteries connected in series will have a
combined voltage of 60.8 or more volts.
9. Given a random sample of size 24 from a normal distribution, find k such
that
(a) 𝑃(−2.069 < 𝑡 < 𝑘) = 0.965
(b) 𝑃(𝑘 < 𝑡 < 2.807) = 0.095
(c) 𝑃(−𝑘 < 𝑡 < 𝑘) = 0.90
10. Explain student 𝑡, chi-square and variance ratio distributions with their
properties and applications.
11. Find the value of
(i) 𝐹0.05 for 𝜈1 = 15 and 𝜈2 = 7
(ii) 𝐹0.95 for 𝜈1 = 12 and 𝜈2 = 15
(iii) 𝐹0.95 for 𝜈1 = 10 and 𝜈2 = 20
 (iv) 𝐹0.99 for 𝜈1 = 6 and 𝜈2 = 20
(v) 𝑃(𝑋 2 > 𝜒𝛼2 ) = 0.01 when 𝜈 = 21
(vi) 𝑃(𝑋 2 < 𝜒𝛼2 ) = 0.95 when 𝜈 = 6
(vii) 𝑃(𝜒𝛼2 < 𝑋 2 < 23.209) = 0.015 when 𝜈 = 10
12.A machine which produces mica insulating washers for use in electric
devices is set to turn out washers having a thickness of 10mm. A sample of
10 washers has an average thickness 9.52mm with a S.D. of 0.6mm.
Calculate student’s t.
13.Define estimate, estimator, types of estimators, unbiased and biased
estimators.
14.Prove that 𝑠 2 is a biased estimator of the parameter 𝜎 2 and 𝑆 2 is an unbiased
estimator of 𝜎 2 .
15.An electrical firm manufactures light bulbs that have a length of life that is
approximately normally distributed with a standard deviation of 40 hours. If
a sample of 30 bulbs has an average life of 780 hours, find a 96% confidence
interval for the population mean of all bulbs produced by this firm.
16. The heights of a random sample of 50 college students showed a mean of
174.5cm and a standard deviation of 6.9cm.
(a) Construct a 98% confidence interval for the mean height of all college
students.
(b) What can we assert with 98% confidence about the possible size of our
error if we estimate the mean height of al college students to be 174.5cm.
17.
(a) What is size of the smallest sample required to estimate an unknown
proportion to within a maximum error of 0.06 with atleast 95%
confidence.
(b) If we can assert with 95% that the maximum error is 0.05 and P = 0.2,
find the size of the sample.
(c) It is desired to estimate the mean number of hours of continuous use until
a certain computer will first require repairs. If it can be assumed that 𝜎 =
48 hours, how large a sample be needed so that one will be able to assert
with 90% confidence that the smaple mean is off by atmost 10 hours.
18.Find 95% confidence limits for the mean of a normality distributed
population from which the following sample was taken 15, 17, 10, 18, 16, 9,
7, 11, 13, 14.
19. The efficiency expert of a computer company tested 40 engineers to
estimate the average time it takes to assemble a certain computer
component, getting a mean of 12.73 minutes and S.D. of 2.06 minutes.
(a) If 𝑥̅ = 12.73 is used as a point estimate of the actual average time
required to perform the task, determine the maximum error with 99%
confidence.
(b) Construct 98% confidence intervals for the true average time it takes to
do the job.
(c) With what confidence can we assert that the sample mean does not differ
from the true mean by more than 30 seconds.
20.In a study of an automobile insurance a random sample of 80 body repair
costs had a mean of Rs. 472.36 and the S.D. of Rs. 62.35. If 𝑥̅ is used as a
point estimate to the true average repair costs, with what confidence we can
assert that the maximum error doesn’t exceed Rs. 10.
 Unit – IV
1. Define random process and explain the types of random process with
examples.
2. If 𝑋(𝑡) and 𝑌(𝑡) are two random process, then the following properties hold.
(a)
(b) 𝑅𝑋𝑌 (𝑡1 , 𝑡2 ) = 𝑅𝑌𝑋 (𝑡2 , 𝑡1 )
(c) 𝐶𝑋𝑌 (𝑡1 , 𝑡2 ) = 𝐶𝑌𝑋 (𝑡2 , 𝑡1 )
(d) 𝐶𝑋𝑌 (𝑡1 , 𝑡2 ) = 𝑅𝑋𝑌 (𝑡1 , 𝑡2 ) − 𝜇𝑋 (𝑡1 )𝜇𝑌 (𝑡2 )
(e) If 𝜇𝑋 (𝑡) = 0 and 𝜇𝑌 (𝑡) = 0 ⩝ 𝑡 , then 𝐶𝑋𝑌 (𝑡1 , 𝑡2 ) = 𝑅𝑋𝑌 (𝑡1 , 𝑡2 ) ∀ 𝑡1 , 𝑡2 .
3. Consider a random process 𝑋(𝑡) defined by 𝑋(𝑡) = 𝐴𝑐𝑜𝑠(𝜔𝑡 + 𝜃) where 𝐴
and 𝜃 are independent and uniform random variables over (−𝑘, 𝑘) and
(−𝜋, 𝜋), respectively. Find the
(a) Mean of 𝑋(𝑡)
(b) Auto-correlation function 𝑅𝑋𝑋 (𝑡1 , 𝑡2 ) of 𝑋(𝑡)
(c) Auto-covariance function 𝐶𝑋𝑋 (𝑡1 , 𝑡2 ) of 𝑋(𝑡)
(d) Variance of 𝑋(𝑡)
4. Show that the mean and variance of a first order stationary process are
constants.
5. Two random processes 𝑋(𝑡) and 𝑌(𝑡) are defined by 𝑋(𝑡) = 𝐴𝑐𝑜𝑠(𝜔𝑡) +
𝐵𝑠𝑖𝑛(𝜔𝑡) and 𝑌(𝑡) = 𝐵𝑐𝑜𝑠(𝜔𝑡) − 𝐴𝑠𝑖𝑛(𝜔𝑡). Show that 𝑋(𝑡) and 𝑌(𝑡) are
jointly wide sense stationary if 𝐴 and 𝐵 are uncorrelated random variables
with zero means and the same variance, and 𝜔 is a constant.
6. The process {𝑋(𝑡)}, whose probability distribution under certain condition is
(𝛼𝑡)𝑛−1
𝑛+1
, 𝑖𝑓 𝑛 = 1, 2, …
given by 𝑃{𝑋(𝑡) = 𝑛} = {(1+𝛼𝑡)
𝛼𝑡
Show that it is not
, 𝑖𝑓 𝑛 = 0.
1+𝛼𝑡
stationary.
7. Show that the random process 𝑋(𝑡) = 𝐴𝑐𝑜𝑠(𝜔𝑡 + 𝜃) is wide sense stationary
if 𝐴 and 𝜔 are constants and 𝜃 is a uniformly distributed random variable in
(0, 2𝜋).
8. Consider the random process 𝑋(𝑡) = cos(𝑡 + 𝜙), where 𝜙 is a random
1 𝜋 𝜋
variable with density function 𝑓(𝜙) = , where – < 𝜙 < . Check whether
𝜋 2 2
or not the process is stationary.
9. Define Markov process, Markov chain, homogeneous Markov chain,
Transition matrix and limiting distribution of a Markov chain.
10.The transition probability matrix of a Markov chain {𝑥𝑛 , 𝑛 ≥ 0} having three
states 1, 2, and 3 is
0.2 0.3 0.5
𝑃 = (0.1 0.6 0.3)
0.4 0.3 0.3
and the initial probability distribution is 𝑃(0) = (0.5 0.3 0.2). Find the
following
(a) 𝑃{𝑋2 = 2}
(b) 𝑃{𝑋3 = 3, 𝑋2 = 2, 𝑋1 = 1, 𝑋0 = 3}.
11.Derive the mean, variance, auto – covariance and auto – correlation of a
Poisson process.
12.Show that the sum of two Poisson process is a Poisson process but the
difference is not Poisson.
13.A machine goes out of order, whenever a component fails. The failure of this
part follows a Poisson process with a mean rate of 1 per week. Find the
probability that 2 weeks have elapsed since last failure. If there are 5 spare
parts of this component in an inventory and that the next supply is not due in
10 weeks, find the probability that the machine will not be out of order in the
next 10 weeks.
14.Queries presented in a computer database are following a Poisson process of
rate 𝜆 = 6 queries per minute. An experiment consists of monitoring the
database for 𝑚 minutes and recording 𝑁(𝑚), the number of queries presented.
What is the probability of
(a) No queries in a one-minute interval?
(b) Exactly 6 queries arriving in a one – minute interval?
(c) Less than 3 queries arriving in a half – minute interval?
15.A house wife buys 3 kinds of cereals; 𝐴, 𝐵 and 𝐶. She never buys the same
cereal in successive weeks. If she buys cereal 𝐴, the next week she buys cereal
 𝐵. However, if she buys 𝐵 or 𝐶, the next week she is 3 times as likely to buy 𝐴
as the other cereal. In the long run, how often she buys each of the three
cereal.
16.At an intersection, a working traffic light will be out of order the next day with
probability 0.07 and an out of order traffic light will be working the next day
with probability 0.88. Let 𝑥𝑛 = 1 if an day 𝑛 the traffic light will work; 𝑥𝑛 =
0 if an day 𝑛 the traffic light will not work. Is {𝑥𝑛 ; 𝑛 = 0,1,2, … } a Markov
chain? If so, write the transition matrix.
 Unit – V
Queueing theory
1. Explain the basic concepts on queueing theory.
2. What is a kendal’s notation. Explain it briefly.
3. State and prove the pure birth process.
4. State and prove the pure death process
5. Derive the characteristic functions of M/M/1/∞/FIFO queue.
6. Derive the characteristic functions of M/M/c/∞/FIFO queue.
7. Derive the characteristic functions of M/M/1/N/FIFO queue.
8. Derive the characteristic functions of M/M/c/N/FIFO queue.
9. In a public telephone booth having just one phone, the arrivals are
considered to be Poisson with the average of 15 per hour. The length of a
phone call is assumed to be distributed exponentially with mean 3 minutes.
Find the
(i) Average number of customers waiting in the system
(ii) Average number of customers waiting in the queue
(iii) Expected waiting time of a customer in the system
(iv) Expected waiting time of a customer in the queue
(v) Percentage of time that the telephone booth will be idle.
10. Automatic car wash facility operates with only one bay. Cars arrive
according to a Poisson process, with mean of 4 cars per hour and may wait
in the facility’s parking lot if the bay is busy. If the service time for all cars
is constant and equal to 10 minutes, determine 𝐿𝑠 , 𝐿𝑞 , 𝑊𝑠 and 𝑊𝑞 .
11. A road transport company has two reservation clerks serving the customers.
The customers arrive in a Poisson fashion at the rate of 8 per hour. The
service time for each customer is exponentially distributed with mean 10
minutes. Find the
(i) Probability that a customer has to wait for service
(ii) Average number of customers in the queue
 (iii) Average number of customers in the system
(iv) Expected waiting time of a customer in the queue
(v) Expected time a customer spends in the system.
12.A post office has three clerks serving at the service counters. Customers
arrive at the service counters at the average of 18 per hour. The average
service time for each customer is 5 minutes. Suppose that the customers
arrive in a Poisson fashion and that the inter-service time is exponentially
distributed. Find
(i) Probability that all the clerks will be busy
(ii) Average number of customers waiting in the queue
(iii) Average number of customers in the system
(iv) Average waiting time a customer spends in the system
(v) Find the expected time a customer spends in the system
(vi) Find the traffic intensity of the
13. Patients arrive at a doctor’s clinic according to Poisson distribution at a rate
of 30 patients per hour. The waiting room does not accommodate more than
9 patients. Examination time per patient is exponential with mean rate of 20
per hour. Find the
(i) Probability that an arriving patient will not wait
(ii) Effective arrival rate
(iii) Average number of patients in the clinic
(iv) Expected time a patient spends in the clinic
(v) Average number of patients in the queue
(vi) Expected waiting time of a patient in the queue.
14.A city has a one person barber shop which can accommodate a maximum of
5 persons at a time (4 waiting and 1 getting haircut). On average, customers
arrive at the rate of 8 per hour and the barber take 6 minutes for serving
each customer. It is estimated that the arrival process is Poisson and the
service time is an exponential random variable. Find
(i) Percentage of time the barber is idle.
(ii) Effective arrival rate of customers for the shop
(iii) Expected number of customers in the barber shop
(iv) Expected time a person spends in the barber shop
 (v) Expected number of customers waiting for a hair cut
(vi) Expected waiting time of a customer in the queue.
15.A beauty salon has 2 barbers and 6 chairs to accommodate waiting
customers. Potential customers, who arrive when all the 6 chairs are full,
leave the salon immediately. Customers arrive at the salon at the average
rate of 10 per hour and spend an average of 10 minutes in the barber’s chair.
The arrival process is Poisson and the service time is an exponential random
variable. Find
(i) Probability of no customer in the beauty salon
(ii) Effective arrival rate at the beauty salon
(iii) Expected number of customers in the queue
(iv) Expected waiting time of a customer at the queue
(v) Expected number of customers at the beauty salon
(vi) Expected time a customer spends at the beauty salon.
16. A petrol-filling station on a national highway has 2 petrol pumps which can
fill 2 car simultaneously. Due to space limitation, only 6 cars can wait in the
queue for filling, and other cars will leave the station without entering the
queue. The cars arrive at the station at the average rate of 20 per hour and
spend an average of 4 minutes in the petrol pump. The arrival process is
Poisson and the service time is exponential random variable. Find
(i) 𝑃0 , 𝑃1 and 𝑃8
(ii) The effective arrival rate at the petrol station
(iii) The expected number of cars at the queue
(iv) The expected waiting time of a car at the queue
(v) The expected number of cars of the petrol station.
(vi) The expected time a car spends at the petrol station.