MA2262 QUESTION BANK PROBABILITY AND

QUEUEING THEORY ANNA UNIVERSITY

PREVIOUS YEAR QUESTION PAPER DOWNLOAD
ANNA UNIVERSITY - April/MAY 2010
Fourth Semester
Regulation 2008
MA2262 Probability and Queuing theory
(Common to Fourth Semester B.Tech IT)
Time: Three Hours
Maximum Marks: 100

Answer all the questions

PART A-(10 X 2=20 marks)

1. Given the probability density function f(x) = k/(1+x2), -∞ < x <

∞, Find k
and C.D.F. F(x).
2. If the probability is 0.10 that a certain kind of measuring
device will show
excessive drift, what is the probability that the fifth measuring
device
tested will be the first show excessive drift? Find its expected
value also.
3. If X has mean 4 and variance 9, while Y has mean -2 and
variance 5, and
the two are independent, find (a).E(XY) (b).E(XY2)
4.Let X and Y be continuous RVs with J.p.d.f
f( x, y) = 2xy+3/2y2, 0<1, 0<1 f(x,y)= 0 ,otherwise Find P(X +
Y<1)
5. Define (a).Markov chain (b).Wide-Sense stationary process.
6. State any two properties of the Poisson process
7. In the usual notation of an M/M/I queuing system, if λ =
3/hour and
µ=4/hour, find P(X=5) where X is the number of customers in
the system.
8. Find P(X=c+n) for an M/M/C queuing system.
9. Write the P – K Formula in M/G/1 Queuing Model
10.Write the balance equation for the closed Jackson Network.
PART B-(5 X 16=80 marks)

11a (i).The time required to repair a machine is exponentially

distributed
with mean 2 . What is the probability that a repair takes at
least 10
hours given that its duration exceeds 9 hours?
(8)
(ii). A discrete R.V. X has moment generating function MX(t)=
(1/4+3/4e t)5
Find E(X),Var(X) and P(X=2). (8)
(OR)
11.(b).(i).Find the moment generating function of a poisson
variable and
hence obtain its mean and variance. (8)
(ii). A man draws 3 balls from an urn containing 5 white
and and 7
black balls. He gets Rs.10 for each white ball and Rs.5 for
each black
ball. Find his Expectation. (8)

12.(a).(i).(X, Y) is a two dimensional random variable uniformly

distributed
over the triangular region R bounded by y = 0 , x = 3 , y =
4/3 x. Find
the correlation coefficient (8)
(ii). Suppose that orders at a restaurant are i.i.d random
variables with
mean µ=Rs. 8 and standard deviation s=Rs. 2. Estimate
(1)the
probability that first 100 customers spend a total of more
than
Rs.840 (2).P( 780 < x <820). (8)
(OR)
12.(b).(i). Let X and Y be non-negative continuous random
variables having
the joint probability density function
f(x,y)=4xy e-(x2+y2) , x>0 , y>0
Find the p.d.f. of U=√(x2+y2). (8)
 (ii).If the joint p.d.f. of X and Y is given by X and Y is given by
g(x,y) = e-(x+y) , x>=0, y>=0
then
(1) find the m.p.d.f. of X
(2) find the m.p.d.f of Y.
(3) Are X and Y independent RVs? Explain?
(4) Find P(X > 2, Y<4)
(5) Find P(X>Y). (8)

13.(a).(i).Let {Xn;n=1,2,3…} be a Markov chain on the space

S={1,2,3} with one step transition probability matrix

0 1 0
p = ½ 0 ½
1 0 0
(1).Sketch the transition diagram.
(2).Is the chain irreducible? Explain
(3).Is the chain Ergodic? Explain. (8)
(ii) If the customers arrive in accordance with Poisson process,
with mean
rate of 2 per minute, find the probability that the interval
between 2
consecutive arrivals is (1) more than 1 minute (2) between 1
and 2
minutes (3) less than 4 minutes. (8)
(OR)
13.(b).(i).Consider a random process X(t) defined by
X(t)=Ucost+(V+1)sint,
where U and independent random variables for which
E(U)=E(V)=0;E(U2)=E(V2)=1.
(1).Find the auto-covariance function of X(t)
(2).Is X(t) wide-sense stationary? Explain your answer.
(8)
(ii). Ther are 2 white marbles in urn A and 4 red marbles in
urn B. At each
step of the process, a marble is selected from each urn and
the 2
marbles selected are interchanged. The state of the relaxed
Markov
chain is the number of red balls in A after the interchange.
What is
the probability that there are 2 red balls in urn A (i) after 3
steps and
(ii) in the long run? (8)

14.(a).(i).A concentrator receives messages from a group of

terminals and
transmits them over a single transmission line. Suppose
that
messages arrives according to a Poisson process at a rate of
one
message every 4 milliseconds and suppose that message
transmission
times are exponentially distributed with mean 3ms. Find
the mean
number of messages in the system and the mean total delay
in the
system. What percentage increase in arrival rate results in a
doubling
of the above mean total delay? (8)
(ii). Discuss the M/M/1 queuing system finite capacity and
obtain its
steady-state probabilities and the mean number of
customers in the
system. (8)
(OR)
14.(b).(i).A petrol pump station has 2 pumps. The service times
follow the
exponential distribution with mean of 4 minutes and cars
arrive for
service is a Poisson process at the rate of 10 cars per hour.
Find the
probability that a customer has to wait for service. What is
the
probability that the pumps remain idle? (8)
(ii) There are 3 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, what fraction of time all the typists will be busy?
What is
the average number of letters waiting to be typed?
(8)

15. (a)(i). 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 parking lot if the bay is busy. If
the
service time for the cars is constant and equal to 10 min,
determine
(1).mean number of customers in the system, (2).mean
number of
customers in the queue (3).mean waiting time in the system
(4).mean
waiting time in the queue. (8)
(ii) A repair facility shared by a large number of machines has
2
sequential stations with respective service rates of 2 per
hour and 3 per
hour. The cumulative failure rate of all the machines is 1 per
hour.
Assuming that the system behavior may be approximated by
the
2-stage tandem queue, find
(1) the average repair time including the waiting time.
(2) the probability that both the service stations are idle and

(3) the bottleneck of the repair facility. (8)

(OR)
15 (b). Customers arrive at a service centre consisting of 2
service points S1
and S2 at a Poisson rate of 35/hour and form a queue at the
entrance.
On studying the situation at the centre, they decide to go to
either S1 or
S2 .The decision making takes on the average 30 seconds in
an
exponential fashion. Nearly 55% of the customers go to S1,
that
consists of 3 parallel servers and the rest go to S2, that
consist of 7
parallel servers. The service times at S1, are exponential
with a mean
of 6 minutes and those at S2 with a mean of 20 minutes.
About 2% of
customers, on finishing service at S1 go to S2 and about 1% of

customers, on finishing service at S2 go to S1. Find the

average queue
sizes in front of each node and the total average time a
customer
spends in the service centre. (16)