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Department of Mathematics
Sub Title: PROBABILITY AND QUEUING THEORY
Sub Code: MA1014
Unit -I - Probability and Random Variables
1. The Random variable which can take infinite number of values in an interval is called ..
(a) Random Variable (b) Continuous R.V (c) Discrete R.V (d) Range space
Ans: (b)
2. A random variable is said to be discrete if
a) its possible values can be counted or listed b) it can assume any real number within an interval
c) the rules of probability apply
3. The conditions satisfied by the pdf are
(a)
(c)
Ans: (a)
Ans: (b)
4. A ________ describes the number of occurrences of an event over a specified interval of time or space.
a) Binomial random variable
Ans: (d)
Ans: (c)
6. After a coin is tossed 2 times. If X is the number of heads, what is the value of Px 0 ?
a) 0
7.
b) 1
c)
1
4
d)
1
2
Ans: (c)
d
F ( x) f ( x) at all points here F(x) is
dx
(c) 1
(d) Differentiable
Ans: (d)
Page 1
-2
-1
p(x)
0.1
0.2
2k
0.3
3k
(a) 1
(b) 1
(c) 1
(d) 2
15
10
Ans: (c)
Ans: (c)
(b)
1
15
(c)
1
2
(d) 1
Ans: (c)
30
Consider a discrete random variable X that can assume the values 0,1, and 2 with probabilities 0.2,0.5, and 0.3
respectively. What is the expected value of X?
a) 1.1
b) 1
c) 0.9
d) 1.3
Ans: (a)
12. The Relation between Variance and Standard deviation is -----(b) var
(a) var S .D 2
(c) var S.D 0
S.D
(d) var 2 S .D
Ans: (a)
(d) cov( X , Y ) E ( XY ) 2 ( E ( X ) E (Y )) 2
Ans: (a)
Ans: (a)
Ans: (c)
b) aE ( x) b
c) a 2 E ( x)
d) a 2 E ( x) b
Ans: (b)
17. The Relation between Variance and Mean is -----(a) VarX E ( x) ( E ( x)) 2 (b) VarX E ( x 2 ) ( E ( x)) 2
(c) VarX ( E( x)) 2 E ( x 2 ) (d) VarX ( E ( x)) 2 E ( x)
18. If Var ( x) 4 find Var (3x 8) , where X is a random variable.
a) 11 b) 12
c) 24 d)36.
Ans: (b)
Ans: (d)
Page 2
Y g (x) is given by
(a) h( y ) f ( x)
dx
dy
(b) h( x) f ( y )
dx
dy
(c) h( y ) f ( x)
dy
dx
(d) h( x) f ( y )
dy
dx
Ans: (a)
Ans: (d)
1
1
(b) P X k 1 2
2
k
k
1
1
(d) P X k 2
(c) P X k 2
k
k
(a) P X k 1
Ans: (a)
p ( x) 1
(b) f ( x) 0 &
p ( x) 0
(d) f ( x) 0 &
f ( x)dx 1
f ( x)dx 1
Ans: (a)
(b) 69
(c) 64
(d) 9
Ans(c)
24. If X and Y are independent random variables with Var 2 and 3 respectively, Then
Var(3X+4Y) is (a) 66
(b) 7
(c) 25
(d) 18
Ans: (a)
(b) 13
(c) 9
(d) 10
Ans: (b)
26. Var(aX) is
(a) aVar(X)
(b) a2 Var(X)
(c) Var(X)
(d) 0
Ans: (b)
(d)Var(X)
Ans: (b)
(b) a2 Var(X)
(c)aVar(X)
Page 3
28. Suppose X is a continuous random variable with probability density function f (x) . The moment generating
function (MGF) of X is
a) M X (t ) E (e tX )
c) M X (t ) E (e tX )
e tX f ( x)
b) M X (t ) E (e tX )
e tX f ( x)
tX
f ( x) dx
d) M X (t ) E (e tX ) e tX f ( x) dx
x 0
Ans: (b)
PART-B
1.
P( X 1)
Solution:
P( X 2)
P(x) 1
P( X 4)
P(1)+P(2)+P(3)+P(4) =1
30
61
1
61
30
2 3
5
6
30
10
15
; P( X 4)
; P( X 2) ; P( X 3)
P( X 1)
61
61
61
61
2.
p ( x)
15
61
10
61
30
61
6
61
2
x 1
,
f ( x) 3
Find the distribution function of x.
x
0, otherwise
Solution:
x
1
1
1
F ( x) f ( x) dx
dx
3
2
2
x
1
1x
x
1
x
Page 4
3.
0,
otherwise
Solution:
F x
f ( x) dx 1
cx e
f ( x) dx
0
x
dx 1
cx e
x
x
c x e e 1
0
c1 1
c 1
0
x
xe
dx
0
x
x
x e e
1 x e
4.
dx
A continuous random variable X has the probability density function f(x) given by
x
f ( x) ce
, x . Find the value of c and CDF of X.
Solution:
f ( x) dx 1
ce
2ce
2ce
dx 1
dx 1
dx 1
x
2c e 1
0
2c1 1
c
1
2
Page 5
Case(i ) x 0
x
F x
f ( x) dx
x x
ce
dx
x x
dx
x
ce
1 x
e
2
Case(ii ) x 0
F x
f ( x) dx
x x
ce
dx
x x
0 x
e dx c e
x
c e
c ce
dx
0
x
c 2 e
x
1
2 e
2
1 x
e ,
x0
2
F ( x)
x
1
2 e , x 0
Page 6
5.
2x
2 e
,
x 0 . Find the probability that it
If a random variable has the probability density f ( x)
0, otherwise
will take on a value between 1 and 3. Also, find the probability that it will take on value greater than 0.5.
Solution:
P(1 X 3)
P( X 0.5)
f ( x) dx
0.5
6.
3
2
6
2x
dx e
e e
2x
2x
f ( x) dx 2e
2e
0.5
1
2x
dx e
e
0.5
0,
1
f ( x) 3 2 x ,
18
0,
x2
2 x4
x4
Solution:
4
3 2 x 2
1
(
)
f
x
dx
x
dx
18
72
2
2
4
Hence it is density
function.
7.
, x 0 . Find
f ( x) F x
x
x
0 1 x e 1 e
Solution:
xe
8.
x0
The number of hardware failures of a computer system in a week of operations has the following probability
mass function:
No of failures:
0
1
2
3
4
5
6
Probability : 0.18
0.28
0.25
0.18
0.06
0.04
0.01
Find the mean of the number of failures in a week.
Solution:
E( X )
x P( x)
Page 7
9.
0 x 1
6 x(1 x),
Find the CDF of X.
elsewhere
0,
3
2
3
2
F ( x) f ( x) dx 6 x(1 _ x) dx 6 x _ 6 x dx 3x 2 x 3x 2 x
0
0
0
0
10.
A continuous random variable X has the probability function f ( x) k (1 x), 2 x 5 . Find P(X<4).
Solution:
4
5
f ( x)dx 1
k 1 x dx 1
2
5
1 x 2
k
1
2 2
27
k
1
2
2
k
27
4
16
2 1 x 2
1
2 4
1 x dx
P( X 4) f ( x) dx
25 9
27
27 2
25
27
2
2
2
4
11.
12.5 x 1.25
f ( x)
0,
0.1 x 0.5
elsewhere
P(0.2 X 0.3)
0.3
(12.5 x 1.25) dx
0.2
0.3
12.5
1.25 x
0.2
0.1875
Page 8
12.
3
. Find the mean and variance of X.
3t
2
t
t t
t
1 1 ...
t
3
3 3
3
1
3
1
E ( X ) coefficien t of t 1!
is the mean
3
2
2
1
2
E ( X ) coefficien t of t 2! 2!
9
9
2
2
2 1 1
Variance E ( X ) E ( X )
9 9 9
3
M X t
3t
13.
t
1
If the MGF of a discrete R.V X is given by M X t
1 2e ,find the distribution of X.
81
Solution:
t
1
1
t
t
t
t
1 4C1 2e 4C 2 2e 4C3 2e 4C 4 2e
1
2
e
81
81
1
8 t 24 2t 32 3t 16 4t
e e e e
81 81
81
81
81
4
M X t
By
definition of MGF ,
tx
t
2t
3t
4t
M X t e p( x) p(0) p(1)e p(2)e p(3)e p(4)e
On comparison with above expansion the probability distribution is
p ( x)
1
81
1
8
81
24
81
32
81
16
81
Page 9
14.
1
,
0 x 10
0, elsewhere
Solution:
M X t
10
1 tx
10 e dx
10
tx
1 e
10 t
10t
1 e
1
t
10
2
3
1
100t
1000t
t
1
10
....
1
10t
2!
3!
1000 2
t .....
1 5t
31
Mean coefficien t of t 5
15.
f ( x)
1 x
Solution:
f ( x) dx 1
1 x
dx 1
F ( x)
1 1
k tan tan 1
k 1
2 2
1
k
f ( x) dx
1 x
1
k tan x
1
dx
x
1 1
tan x
1 1 1
tan tan x
1 1
1
1
tan x cot x
2
Page 10
16.
2 x , 0 x 1
0 , elsewhere
Soln:
f Y ( y ) f X ( x)
dx
dy
Where y 8 x 3
y
y 3
x x
8
8
3
dx 1 y 3 1 1 y 3
dy 3 8 8 24 8
2
1 y 3
f Y ( y) 2 x
24 8
1
2 y 3 y 3
2 y3
24 8 8
24 8
0 x 1 0 y 8
12
1
8 3 1
y 3
6
y
f Y ( y)
17.
1
1
y 3 , 0 y 8
6
Y=3x+1 x
dx
, where Y = 3 x + 1
dy
y 1
3
dx 1
dx 1
dy 3
dy 3
f Y ( y) 2 x
1 2 y 1 2
( y 1) , 1 y 4
3 3 3 9
Page 11
PART-C
1. The density function of a random variable X is given by f ( x) kx2 x , 0 x 2 . Find k, mean ,
variance and rth moment.
Solution:
2
f x dx 1
0
k 2x x
dx 1
k 4 1
3
kx2 x dx 1
0
x3
k x 2 1
3 0
3
k
4
2 r
3
r x x2 x dx
4
0
r 2
3 2 r 1
2 x
x
dx
4
r 3
r 2
3 x
x
4 r 2 r 3
r 3
r 3
3 2
2
4 r 2 r 3
3 r 3 1
1
1
r
2
6 2
4
r 2 r 3
r 2r 3
24
6
12
put r = 1,2 1
1 2
34
45 5
6
1
Mean = 1 and variance = 2 2 1
1
5
5
2. The monthly demand for Allwyn watches is known to have the following probability distribution.
Demand:
1
2
3
4
5
6
7
8
Probability: 0.08
0.3k 0.19
0.24
k2
0.1
0.07
0.04
Determine the expected demand for watches. Also, compute the variance.
Solution:
P( x) 1
2
Page 12
E( X )
f ( x) F x
x
x
0 1 x e 1 e
(i)
xe
x0
(ii)
r
r
E X r x f ( x) dx
xe
dx
0
r 1 x
dx
r 1!
(iii) E X 1 1 1! 2
2
2
2
(iv) E X 2 2 1! 6 Variance = E X E ( X ) 2
4. Suppose that the duration X in minutes of long distance calls from your home, follows exponential law
x
1
5
, x 0 . Find p(X > 5), p(3X6),mean and variance.
with p.d.f f ( x) e
Solution:
(i) p( X 5)
f ( x) dx 5 e
(ii) p(3 X 6)
f ( x) dx
5 e
x
5
x
1
dx e 5 e
x
5
x
1.2
0.5
dx e 5 e
e
Page 13
(iii)
E( X )
xf ( x) dx 5
xe
x
5
dx
x
x
1
xe 5 5 e 5 25
5
0
1
0 25 5
5
2
(iv) E ( X )
f ( x) dx
1 2
x e
x
5
dx
x
x
x
1 2 5
x e 5 2 xe 5 25 2e 5 125
5
1
0 250 50
5
2
2
Variance = E X E ( X ) 50 25 25
7k2+ k
1
.
2
Solution:
P( x) 1
0 k 2k 2k 3k k
10k
k
9k 1 0
2k
k 1,
7k
k 1
1
10
1
0.1
10
Page 14
B X 2 3,4,5,6,7
(ii) A B 3,4
p(1.5 X 4.5 | X 2) p A | B
p A B
p(3,4)
p B
p(3,4,5,6,7)
5
2k 3k
5k
5
10
2
2
2
2
7
7
2k 3k k 2k 7k k 10k 6k
10
(iii)
X
0
p(X) 0
1
0.1
2
2k = 0.2
F(X)
0.1
4
2k = 0.2
0.3
0.5
5
3k=0.3
k2=0.01
0.8
0.81
6
2k2 = 0.02
7
7k2+k = 0.17
0.83
1
and the smallest value is 4
2
Therefore = 4.
6. Find the MGF of triangular distribution whose density function is given by
0 x1
x,
2 x , 1 x 2
Solution:
tx
tX
M X t E e e f x dx
1 tx
2 tx
x dx e
2 x dx
1
1
tx
tx
tx
tx
e
e
e
e
2 x
1
x
2
2
t
t
t 1
t 0
2t
1 e
e
e
e
e
2
2
2
2
t
t
t
t
t
t
M X t
2t
2e 1
t
Page 15
1 2t 4t 8t 16t ...
t
2t
2!
3!
4!
e 2e 1 1
M X t
2
2
2
3
4
t
t
t
t
t
. 1
21 t
2! 3! 4!
3
4
2
1 2t
6t
14t
...
2 2!
3!
4!
t
7t
t
1 t
....
12
4
Mean = E(X) = (coefficient of t) 1! = 1
E(X2) = ( coefficient of t2)2! =
7
6
1
6
1 x
e
, x . Hence its mean and
2
variance.
Solution:
tx
tX
M X t E e e f x dx
tx x
0 tx x
0 t 1x
dx e e
dx
0
1 t x
dx e
dx
1 t x
t 1x
e
e
1 t
t 1
0
M X t
1 1
1
2 1 t 1 t
1
1 t
1 t t ....
Page 16
2
Solution:
M X t E etX
e
x 0
tx
tx
p( x)
1
2x
et
x 0 2
et et et et
....
2 2 2 2
et
2
et
et
1
2
et
2
et
2
et
2
..
1
et
2 et
et
1
2
t
2 e e e e
2e
M X t
2
2
t
t
2 e
2 e
M X t
t t
t
t
t
2 e 2e 2e 2 2 e e
2 e
4e 2e
2t
2 e
put t = 0 above E( X ) M X 0 2
E X 2 M X 0 6
Variance E X 2 E X 6 4 2
2
Page 17
Solution:
M X t E e tX
e f x dx
tx
e tx e x dx
0
e t x dx
0
e t x
t 0
Expanding in powers of t
1
t t t
1 ...
M X t
t 1 t
E X coefficien t of t 1!
2
2
2
E X coefficien t of t 2!
2
E X 3 coefficien t of t 3 3!
E X 4 coefficien t of t 4 4!
3
24
Page 18
1 0
2 2 2C11 1 1
2
2
3 3 3C1 2 1 3C 2 1 1 1
2 1
1 1
4 4 4C1 3 1 4C 2 2 1 4C3 1 1
24
6 1
2 1
1
10. If the MGF of a (discrete) RV X is
5 4e
Solution:
M X t
1
1
5 4e t
4e t
51
5
1 4e t
1
5 5
By definition
4e t
5
2
3
4e t
...
tX
M X t E e
tx
e p ( x)
1 e
t0
t2
16
125
p3
p(0) e p(1) e
p(2) ...
On comparison
p(0)
p1
1
5
r
1 4
In general p X r ,
5 5
4
25
p2
64
625
r 0,1,2,3
Page 19
p X 5 or 6 p X 5 p X 6
5
1 4 1 4
5 5 5 5
1 4
5 5
4
1
5
9 4
25 5
3x
, x0
f ( x) dx
p (0.5 X 1)
0.5
3e
3 x
dx
0.5
e 3 x
3
3 0.5
e 3 e 1.5
(iii)
Mean E X
x f ( x) dx
0
3x e 3 x dx
0
e 3 x e 3 x
3 x
3
9 0
1 1
3
9 3
1
,
x2
0, otherwise
(ii) p( X >1)
Solution:
1
(i) p( X < 1) =
4 dx 4 x
1
2
3
4
Page 20
(ii) p( X 1) =
4 dx 4 x
1
1
1
Hence p( X >1)= 1 - p( X 1) =
1
2
1
2
3 1
=
4
4
p( X 0.5 X 1)
p( X 1)
p( 0.5 X 0.5 X 1)
p( X 1)
p( 0.5 X 0.5 )
p( X 1)
4 dx x
0.5
0.5
3
4
1
3
x 1
1 x4
4 x6
6 x 10
x 10
X
probability distribution is given by
p( X )
1
3
1
3
1 1
2 3
1
5 1
6 2
1
3
10
1
5
6
1
6
1
6
Page 21
1 95
1
1
1
p( x) 1 16 36 100
3
6
3
6
3
95 196 89
Variance = E(X2) E(X)2 =
=
3
9
9
(4) E(X2) =
x 1
:
0
4
F ( x) k 1 x :
0
:
1 x 3
x 3
F () F (3) 1
k 3 14 1
k
1
16
1 x , 1 x 3
1
3
The density function is f x F x
41 x
4
16
3
1
2 14 1
16
16
1 2 , x 2
x
0
,
x2
find
Solution:
(i) P(X < 3) = F(3) = 1
4
3
5
9
4 21 3
9
4
2
25 4 100
5
4
5 4
4
(iii) P ( X 3) = 1- F(3) = 1 - 1
= 1=
2
9 9
3
Page 22