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B.E./B.Tech.DEGREEEXAMINATIOI{, \'IAY/JUNE 2007.

Fourth Semester

(Regulation 2004)

Computer Scienceand Engineering

MA L252- PROBABILITY AND QUEUEING THEORY

(Common to B.E. (Part-Time) Third Semester Regulation 2005)

Time : Three hours Maximum : 100 marks

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Answer ALL questions.

PARTA-(10 x2=20 marks)


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A lot of integrated circuit chips consists of 10 good, 4 with minor defects and2
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1.
with major defects. TWo chips are randomly chosen from the lot. What is the
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probability that at least one chip is good?


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2. A continuous random variable X has a probability density function


f (x)=k(1+x),2<x<5. Find P(X <4).
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3. One percent of jobs arriving at a computer system need to wait until weekends
for scheduling, owing to core-sizelimitations. Find the probability that among
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a sampleof 200 jobs there are no jobs that have to wait until weekends.

4. A fast food chain finds that the averagetime customers have to wait for service
is 45 seconds.If the waiting time can be treated as an exponential random
variable, what is the probability that a customer will have to wait more than
5 minutes given that already he waited for 2 minutes?

5. Thejoint pdfof2 random variabiesX and Y is

f (x,y) = cx(x- y), 0 1 x 12, -x < y <x


= 0, elsewhere.

Evaluate c .
random variable. Define covari'ance of
r). Let (X,Y) b e a two dimensional
rvill be the covariance of (X, Y)?
( X , Y ) . I f X a n d Y are indePendent, what

nt . Define a Markov chain and give an example'

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If the transition probabiiity matrix of a Markov chain -" [ 0 rl2)' find
rq I t. the
8. lrl2
iimiting distribution of the chain'

system' i f ) = 12 per hour and


g. In the usual notation of an M lM lI queueing
number of customers in the system.
! = 24 per hour, find the average

the notations'
10. Write Pollaczek-Khintchine formula and explain

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PARTB-(5x16=80marks)
N. as one of 2 types of
11. (a) (i) A binary communication channel carries data
a transmitted 0 is
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signais denoted by 0 and 1' Due to noise'
1 is sometimes
sometimes received as a 1 and a transmitted
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a probabiiity of 0'94
received as a 0. For a given channel assume
a 0 and a probabiiity of
that a transmitted 0 is correctly received as
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a 1' Further assume a


0.91 that a transmitted 1 is received as
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is sent' determine
probability of 0.45 of transmitted a 0' If a signal
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the probabilitY that


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(1) alisreceived

(2 ) a 1 was transmitted given that a l was received

( 3 ) a 0 was transmitted, given that a 0 was received


(8)
G) an error occurs.

densitY is glven by
(ii) In a continuous distribution, the probability
< 2 ' F i n d Iz, mean' variance and the
f ( x )= h x ( 2 - x ) , 0 < x
(8)
distribution function.

Or

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(b) (i) The cumulative distribution function (cdfl of a random variabie x
is given by

F(r)=0, x<0
t
=Jfl, 0S.r- (;
Z

-Or^rl
= I-
25
(J -"t/ , 1<r.e
2

=1, r>3

Find the pdf of X and evaluate P (l X | < 1) using both the pdf and
cdf. (8)

(ii) Find the moment generating function of the geometric random


variable with the pdf f (r) = pqx-\, x = I, 2, 3,... and hence obtain
'1 (8)

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its mean and variance.
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L2. (a) (i) The number of monthly breakdown of a computer is a random
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variable having a Poissondistribution with mean equal to 1.8. Find
the probability that this computer will function for a month
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(1) without a breakdown
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(2) with only one breakdown and \

(3) with atleast one break down. (8)


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(ii ) The iife time X in hours of a component is'.modeledby a weibull


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distribution with g = 2 . Starting *Th a large number of


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components, it is observed Lhat lSvo of the components that have


lasted 90 hrs. fail before 100 hrs. Find the parameter a. (8)
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i '.",
i ', totn \.'
,. t\ '\ ' . I'., "
,tr\\

ft) (i)i ,The marks [pt.i.r"d'by u ntrmbel of\tudents in a certain subject


rr"\rpprNma\ely normally distributed with mean 65 and standard
\'S.
deViation ff g studehts are selected at random from this group,
what\is the probability that atleast one of them would have scored
abova 75? [Given the area between z = 0 and z = 2 under the
standard normal curve is 0.47721. (8)

Write the pdf of Gamma distribution. Find the MGF, mean and
variance. (B)

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(X,Y) is givenbY
joint density function of the random variable
13. (a) (i) The
0<r<1' 0<Ycr
fG,il=8xY'
= 0' elsewhere'

Find the
(1) marginal densitYof Y
Xp = y and
(2) conditional density of
(8)
(3)
"[".]J
\ -./

data :
the correlation coefficient for the foliowing
(ii) Calculate
68 69 70 72
X: 65 66 67 67
72 77
67 65

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Y,. (8)

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exponential random variables each
(i) If X and Y are rndependent (8)
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(b) -Y '
1, fttd th" pdf of U = X
with parameter
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A random
limit theorem in Lindberg-Levy's form'
(ii) State central mean is 60 and
100 is taken from a popuiation whose
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sample of size
varianceis400.Usingcentrallimit.theorem,withwhatprobability differ from
mean of the sample will not
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assert ilt"i iit"


can we from
standard normal curve
=60by more than 4? Area under the
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It (8)
0 to 2 is 0.4772'
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14. (a) (i) A t t h e r e c e i v e r o f a n A M r a d i o , t h e r e c e i v e with


d s i g naarandom s a c o sdi n e
l c o n t a i nphase
at the carrier frequency r'uo
carrier signal carrier
distributed over (0' 2n)' The received
that is uniformly
the process is second
is X (t) = Acos(ruof+ 9) ' Show that
signal (8)
order stationarY'
-b
(ii) :'fflT:;;#;; J:""::
Queries in
presented a data
computer "1"-":::li*l::;:::::T
fi".:'tr
ti::T;il11""i;;
;;;'";
iTT::'#,"" ffil'il:
N (rn)the
andrecording
minutes
number of queries Presented

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( 1 ) What is the probability that no queries in a one minute
intervai?

(2 ) What is the probability that exactly 6 queries arriving in one


minute interval?

(3 ) What is the probability of less than 3 queries arriving in a half


minute interval? (8)

Or

(b) (i) Assume that a computer system is in any one of the three states :
busy, idle and under repair respectively denoted by 0, 1, 2.
Observing its state at 2 pm each day, we get the transition
[06 0.2 021
probability matrix as P = O.t 0.8 0.1 Find out the 3rd step
| l.
10.6 o 0.4_l
transition probability matrix. Determine the limiting probabilities.

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(8)

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(ii) Obtain the steady state or long run probabilities for the population
size of a birth death process.
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15. (a) (i) Arrivals at a telephone booth are consideredto be Poisson with an
average time of 12 min. between one arrival and the next. The
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length of a phone call is distributed exponentialiy with mean


4 minutes
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(1) What is the average number of customers in the system?


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(2) What fraction of the day the phone will be in use?


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(3) What is the probability that an arriving customer have to


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wait? (8)

(ii ) There are three typists in an office. Each typist can type an average
of 6 letters per hour. If ietters arrive for being typed at the rate of
15 letters per hour

(1) What is the probabiiity that no letters are there in the


system?

(2) What is the probability that all the typists are busy? (8)

Or

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(b) (i) Explain an M/ltvl, finite capacity queueing model and obtain
expressionsfor the steady state probabilities for the system size. (g)

(ii) Patients arrive at a clinic according to Poissondistribution at a rate


of 30 patients per hour. The waiting room does not accommod.ate
more than 14 patients. Examination time per patient is exponential
with mean rate of 20 per hour.

(1) what is the probability that an arriving patient wiil not wait?

(2) What is the effective arrival rate? (g)

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