RANDOM PROCESSES QUESTION BANK UNIT II PART A 1) Suppose the duration X in minutes of long distance calls from your

(1/ 8e - ( x / 8) ) forx > 0 home,follows exponential law with PDF f(x)= . Find 0otherwise P[x>5], P[3 X 8], P [X / X 4], mean and variance of X. 1 for0 < x < 1 2) Let X be a RV with pdf f(x)= . If Y = -2 log X find the PDF 0otherwise of Y and E(Y). 3) If X is binomially distributed RV with E(X) = 2 and var(X) = 4/3. Find P[X =5]. 4) A RV is uniformly distributed over [0,2 p ] . If Y = cos X then 1. Find PDF of Y and X 2. E(X) and E(Y) 5) The life time of a component measured in hours is Weibull distribution with parameter a = 0.2 and b = 0.5. Find the mean life time of the component. 6) If X is a Poisson variate such that P[X=2] = 9 P[X=4] + 90 P[X=6] find the variance. 2 . Find the first two terms of the 7) For a BD mean is 6 and SD is distribution. 8) If the RV X is uniformly distributed over (-1,1). Find the density function of Y = sin (p x / 2). 9) The life length [in months] X of an electronic component follows an exponential distribution with parameter l = (1/2). What is the probability that the components survives atleast 10 months Given that already it had survived for more than 9 months. 10) If M things are distributed among a men and b women find the number of things received by men is odd.

PART B 1. Let X be the length in minutes of a long distance telephone (1/10)e - ( x /10) forx > 0 conversation. The PDF of X is given by f(x)= . 0otherwise 2. The life time X in hours of a component is modeled by Weilbull distribution with b = 2 starting with a large number of components . It is observed that 15% of the components that have lasted 90 hours fail before 100 hours. Find the parameter a . 3. State central limit theorem in Lindberg Levy form. A random sample of size 100 is taken from a population whose mean is 60 and variance is 400. Using CLT with what probability can we assert that the mean of the sample will not differ from m = 60 by more than 4? Area under the standard normal curve from z =0 to z=2 is 0.4772. 4. If the life X [in years] of a certain type of car has a Weibull distribution with parameter b = 2. Find the value of a given that the probability that the life of the car exceeds 5 is e -0.25 for these values of a and b find the mean and variance of X. 5. It is known that the probability of an item produced by a certain machine will be defective is 0.05. If the produced items are sent to the market in packets of 20, find the number of packets containing at least exactly and at most 2 defective items in a consignment of 100 0 packets using Poisson approximation to Binomial distribution. 6. State and prove the memoryless property of the exponential distribution and geometric distribution. 7. The daily consumption of milk in a city in excess of 20,000 litres is approximately distributed as an gamma variate with the parameters k=2 and l = (1 /10,000).the city has a daily stock of 30,000 litres. What is the probability that the stock is insufficient on a particular day? 8. Derive the mgf of negative binomial distribution. Also obtain its mean and SD. 9. Prove that poisson distribution is the limiting case of binomial distribution. 10. Find the MGF of a poisson distribution and hence find its mean and variance.

RANDOM PROCESSES UNIT IV TWO DIMENTIONAL RANDOM VARIABLES PART A 1 1. If X and Y are random variables having density function f(x,y) = (6 - x - y ) , 8 0 < x < 2, 2 < y < 4, Find P( X + Y < 3 ). 2. State the equation of two regression lines.what is the angle between them? 3. The following table gives the joint probability distribution of X and Y. Find (i) marginal density function of X. (ii) marginal density function of Y. Y X 1 2 3 1 0.1 0.1 0.2 2 0.2 0.3 0.1 4. If the joint pdf of the random variable is given by f(x,y) = kxy e-( x + y ) , x > 0 , y > 0 , find the value of k. 5. The tangent of the angle between the lines of regression y on x and x on y is 0,6 and 1 sx = sy , find the correlation coefficient between X and Y. 2 1 ,0 x < 2 6. If the joint pdf of (X,Y) is f(x,y) = 4 . 0,otherwise Find P(x+y 1) if P(y=1) = 0.4 and P(Y = 2 ) = 0.6 x + y ,0 < x < 1,0 < y < 1 7. If X and Y have joint pdf f(x,y) = ,check whether X and Y 0, otherwise are independent. 8. Find the marginal density functions of X and Y if 1 (2 x + 5),0 x 1,0 y 1 . f(x,y) = 4 0, otherwise 9. Find the marginal density functions of X and Y from the joint density function 2 (2 x + 3 y ),0 x 1,0 y 1 . f(x,y) = 5 0, otherwise 10. X and Y are two random variables having the joint density function 1 ( x + 2 y) , where x and y assumes the integer values 0,1 and 2. Find the f(x,y) = 27 marginal probability distribution of X. 11. Find the value of k if f(x,y) = k(1-x)(1-y) for 0 < x,y < 1is to be a joint density function. 12. Find k if the joint probability density function of a bivariate random variable (X,Y) is
2 2

given by f(x,y) = k(1-x)(1-y) if 0 < x < 4, 1 < y < 5 and 0 otherwise.

PART B 1.The joint density finction of a random variable X and Y is f(x,y) = 2, 0 < x < Y < . Find marginal and conditional probability density functions. Are X and y independent? 4ax,0 x 1 2. Two independent random variables X and Y are defined by f(x) = and 0,oterwise 4by,0 y 1 f(y) = . Show that U = X + Y and V = X +Y are uncorrelated. 0,otherwise 3.(X,Y) is a two dimensional random variable uniformly distributed over the triangular 4 region R bounded by y = 0, x = 3 and y = x . Find the correlation coefficient rxy. 3 1 4. X and Y are two random variables having density function f(x,y) = (6 - x - y ) , 8 0 < x < 2, 2 < y < 4. Find (i) P ( X < 1 Y < 3 ) (ii) P( X + Y < 3 ) (iii) P( X < 1 / Y < 3 ). 5. Given the joint distribution of X and Y. Y/X 0 1 2 0 0.02 0.08 0.10 1 0.05 0.20 0.25 2 0.03 0.12 0.15 Obtain (i) marginal distribution and (ii) the conditional distribution of X given Y = 0 . 6. A statistical investigation obtains the following regression equations in a survey. X Y 6 = 0 and 0.64X + 4.08 = 0. Here X = age of husband and Y = age of wife. Find (i) Mean of X and Y (ii) Correlation coefficient between X and Y and (iii) sy = S.D. of Y if sx = S.D. of X = 4. 7. Given the joint density function f(x,y) = cx(x-y), 0 < x <2, -x < y < x, Evaluate c . Find the marginal densities of X and Y. Find the conditional density of Y given X = x. 8. Calculate the correlation coefficient for the following heights (in inches ) of fathers (x) And their sons (Y). X 65 66 67 67 68 69 70 72 Y 67 68 65 68 72 75 69 71 9. If the joint density function of ( X, Y ) is given by f(x,y) = x + y , 0 x , y 1, find the correlation coefficient between X and Y. 10. The joint pdf of two random variables X and Y is given by 9(1 + x + y) f(x,y) = , 0 x , 0 y . Find the marginal distribution of X 2(1 + x) 4 (1 + y) 4 and Y and the conditional distribution of Y for X = x.

11.Two random variables X and Y are related as Y = 4X + 9. Find the coefficient of correlation between X and Y. 12. Marks obtained by 10 students in Mathematics(X) and Statistics (Y) are given below. Find the two regression lines, Also find Y when X = 55. X 60 34 40 50 45 40 22 43 42 64 Y 75 32 33 40 45 33 12 30 34 51 13.If two random variables X and Y have pdf f(x,y) = k e-( 2 x+ y ) for x , y > 0 , evaluate k. e - l lx p xq x - y , 14. The joint pmf of the random variables X and Y is p(x,y) = y!(x - y )! y = 0,1,2, x, x = 0,1,2, .. where l > 0 , 0 P 1, p+q = 1 are constants.Find the marginal and conditional distributions. 15. Two dimentional random variables aX and y have joint pdf f(x,y) = 8xy, 0 < x < y < 1: 0 otherwise. Find (i) marginal and conditional distributions (ii) Whether X and Y are independent? 16. The joint pdf of the random variable (X,Y) is given by
kxy,0 < x < 1,0 < y < 1 f(x,y) = where 0,otherwise

k is a constant. (i) Find the value of k. (ii) Find P(X+Y<1) (iii) Are X and Y independent random variables? 17. If the joint pdf of the random variable (X,Y) is given by xe - (1+ y) , x > 0, y > 0 f(x,y) = , find f(y/x) and f(Y/X = x). 0, otherwise 18. If y = 2x -3 and y = 5x + 7 are the two regression lines, find the values of x and y . Find the correlation coefficient between x and y. Find an estimate of x when y = 1. 19. If the independent random variables X and Y have the variances 36 and 16 respectively , find the correlation coefficient between ( X + Y ) and ( X Y ). 20. From the following data , find (i) the two regression equations (ii) the coefficient of correlation between the marks in Economics and Statistics (iii)the most likely marks in statistics when marks in Economics are 30 Marks in 25 28 35 32 31 36 29 38 34 32 Economics Marks in 43 46 49 41 36 32 31 30 33 39 Statistics 21. Two random variables X and Y have joint density function

 xy ,0 < x < 4,1 < y < 5 .Find E(X) , E(Y), E(XY), E( 2X + 3Y ), V(X), f(x,y) = 96 0, elsewhere V(Y), Cov(X,Y).What can you infer from Cov(X,Y). 22. The joint probability density function of the two dimentional random variable is 8 xy,1 < x < y < 2 f(x,y) = 9 0, otherwise (i)Find the marginal density functions of X and Y. (ii)Find the conditional density function of Y given X = x. kx,0 x 2 2k,2 x 4 23. X is a continuous random variable with pdf given by f(x) = 6k - kx,4 x 6 0, elsewhere Find the value of k and also the cdf 0f f(x). 24. If the joint pdf of a random variable (X,Y) is given by xy f(x,y) = x 2 + ,0 x 1,0 y 2 , find the conditional densities of X given Y and 3 Y given X.

25. Let X and Y be random variables having joint density functions 3 2 2 (x + y ),0 x 1,0 y 1 f(x,y) = 2 .Find the correlation coefficient rxy. 0, elsewhere

RANDOMPROCESSES 1. Define Stochastic process. 2. Classify Random Process. 3. What is a continuous random sequence? Give an example. 4. Give an example of stationary random process and justify your claim. 5. Distinguish between wide sense stationary and strict sense stationary processes. 6. Prove that the first order stationary process has a constant mean. 7. What is a Markov processes. 8. Define Markov chain and one step transition probability 9. Give an example of Markov Processes. } 10. Find the invariant probabilities for Markov chain {X n ; n 1 with state space S = [0,1]
0 1 and one-step TPM P = . 1/ 2 1/ 2 11. What is stochastic matrix? When is said to be regular? 12. Define irreducible Markov chain and state Chapman Kolmorgow theorem. 13. What is meant by Steady state distribution of Markov chain? 14. State the Postulates of Poisson process. 15. State any two properties of Poisson process. 16. What will be the super position of n independent Poisson processes with respective average rates l1,l2, ln ? 17. Define auto correlation function and state any two of its properties. 18. Define autocorrelation function and prove that for a WSS process RXX (-t) = RXX (t). 19. Define cross correlation function and state any two of its properties. 20. Given the autocorrelation function for a stationary ergodic process with no periodic 4 . Find the mean and variance of the process. components is R(t) = 25 + 1 + 6t 2 4 , find the 21. If the autocorrelation function of a stationary process is RXX(t) = 36 + 1 + 3t 2 mean and variance of the process.

22. Define birth and death process. PART- B 1. Define a random (stochastic) processes. Explain the classification of random process. Give an example to each class. 2. Consider a random process y(t) = x(t) cos(w0t + q) where x(t) is distributed uniformly in (-p,p) and w0 is a constant. Prove that y(t) is wide sense stationary. 3. Two random processes X(t) and Y(t) are defined by X(t) = Acoswt + Bsinwt and Y(t) = Bcoswt - Asinwt. Show that X(t) and Y(t) are jointly Wide-Sense stationary if a and B are uncorrelated random variables with zero means and same variances and w is constant. 4. Show that the process X(t) = A coslt + B sinlt where A and B are random variables is wide sense stationary if (i) E(A) = E(B) = 0 (ii) E(A2) = E(B2) and (iii) E(AB) = 0. 5. Show that the random process X(t) = A sin(wt+j) where j is a random variable uniformly distributed in (0,2p) is (i) first order stationary (ii) stationary in the wide sense. 6. For a random process X(t) = Y sinwt, Y is an uniform random variable in ( -1, 1 ). Check whether the process is wide sense stationary or not.

7. If X(t) is a wide sense stationary process with autocorrelation function RXX(t) and if Y(t) = X(t+a) X(t-a) , show that RYY(t) = 2RXX(T+2a) - RXX( T-2a). 8. If X(t) = 5 sin(wt+j) and Y(t) = 2cos(wt+j) where w is a constant q+j = p/2 and is a random variable uniformly distributed in (0,2p), find RXX(t) , RYY(t) , RXY(t) and RYX(t). Verify two properties of autocorrelation function and cross correlation function. 9. If the process {N (t);t 0 is a Poisson process with parameter lt, obtain P[N(t) = n and } ] E[N(t) .] 10. Find the mean and autocorrelation of of Poisson process. 11. State the Postulates of Poisson process. Discuss any two properties of Poisson processes. 12. Prove that the sum of two independent Poisson process is also a Poisson Process. 13. Let X be a random variable which gives the interval between two successive occurrences of a Poisson process with parameter l. Find out the distribution of X. 14. Given a random variable Y with characteristic function j(w) = E(eiwy) and a random process defined by X(t) = cos(lt + y). Show that {X (t )} is stationary in the wide sense if j(1) = j(2) = 0. 15. A man either drives a car or catches a train to go to office each day. He never goes 2 days in a row by train but if he drives one day, then the next day he is likely to drive again he is to travel by train. Now suppose that on the first day of the week, the man tossed a fair die and drove to work if and only if a 6 appeared. Find (i)the probability that he takes train on the third day (ii) the probability that he drives to work in the long run. 16. Three boys A, B and C are throwing a ball to each other. A always throws the ball to B and B always throws the ball to C but C is just as likely to throw the ball to B as to A. Show that the process is Markovian. Find the transition matrix and classify the states. 17. The transition probability matrix of a Markov Chain {X n } , n = 1, 2, 3, having 3 states

0.1 0.5 0.5 1, 2 and 3 is P = 0.6 0.2 0.2 and the initial distribution is 0.3 0.4 0 .3

P(0) = ( 0.7, 0.2, 0.1

) . Find (i) P(X 2= 3) (ii) P(X 3= 2, X 2= 3, X 1= 3, X 0= 2). } 18. The one step TPM of a Markov chain {X n ; n = 0,1,2 having state space

S = [1,2,3 ]is

0.1 0.5 0.5 P = 0.6 0.2 0. 2 and the initial distribution is P(0) = ( 0.7, 0.2, 0.1 ) . Find (i) P(X2 0.3 0. 4 0 .3 = 3) (ii) P(X3 = 2, X2 = 3, X1 = 3, X0 = 0) P(X2 = 3/ X0 = 1) . 19. Let {X n } , n = 1, 2, 3, be a Markov chain with state space S = 0,1,2 and one step 1 0 0 1/ 4 1/ 2 1/ 4 Transition Probability Matrix P = 0 1 0 (i) Is the chain ergodic? (ii) Find the invariant probabilities.
20. Show that random process X(t) = A cos(wt+q) is wide sense stationary if a and w are constants and q is uniformly distributed random variable in ( 0,2p). 21. For a random process X(t) = Y , Y is uniformly distributed random variable in ( -1, 1 ). Check whether the process is wide sense stationary or not.

(at ) n-1 , n = 1,2,... n+1 22. The process P{X (t) = n =}(1 + at ) at ,n = 0 1 + at Show that X(t) is stationary. 23. If X(t) = A cosly + B sinlt ; t 0 is a random process where A abd B are independent N(0, s2) random variables, examine the stationary of X(t). 24. Let X(t) = A cos(wt+Y) be a random process where Y and w are independent random variables. Further the characteristic function j of Y satisfies j(1) = 0 and j(2) = 0 , while the density function f(w) of w satisfies f(w) = f(-w). Show that X(t) is wide sense stationary . 25. The autocorrelation function of a stationary random process is RXX(t) = 9 16 + . Find the variance of the process. 1 + 6t 2 } 26. Let {X(t) ;t 0 be a random process where X(t) = total number of points in the interval (0,t) = k , say 1if k is even = Find the autocorrelation function of X(t). -1if k is odd

QUEUEING THEORY PART-A 1. For ( M/M/1 : ( / FIFO) model, write down the littles formula. 2. For ( M/M/c) : ( N/ FIFO) model, write down the formula for (a) average number of customers in the queue.(b) Average waiting time in the system. 3. In a given M/M/1, queue, the arrival rate =7 customers/ hour and service rate h = 10 customers/ hour. Find P ( X > 5) where X is the number of customers in the system. 4. What is the effect arrival rate for M/M/1/N queuing system 5. In the usual notation of an M/M/1 queuing system if =12 per hour and =12 per hour system. 6. Write pollaczck khintchinine formula and explain the notations. 7. What are the basic characteristics of queuing process? 8. Obtain the steady state probabilities of on ( M/M/1); ( N/ FIFO) queuing System. 9. In a given ( M/M/1 : ( / FCFS) =0.6 what is the probabilities that the queue contain 5 or more customer 10. What is the effective arrival rate for ( M/M/1 : ( A/ FCFS) queuing model when =2and =5 =24 per hour .find average the number of customers in the

PARTB
1. Obtain the

steady state probabilities for ( M/M/1) : ( N/ FCFS) queuing

Model. 2. A petrol pump station has 2 pumps . The service times follow the Exponential distribution with mean of 4 min and cars arrive for service is Poisson process at the rate of cars per hour . Find the probabilities that a customer has to wait for service . What is the probabilities that pumps remain ideal.

3. In a given ( M/M/1) queuing System the ag arrival is 4 customer per minute =0.7 what are (i) ) mean number of customer Lq in the queue (ii) mean number of customer standing in the queue(iii) Probabilities that the server is ideal (iv) mean waiting time W6 in the system. 4. There are three typists in an office .Each typist type on any of 6 letter per hr. If letters arrive for being typed at the rate of 15 letters per hr. (i)What fraction of time all the typist will be busy? ( ii)What is the average number of letters waiting to be typed? (iii) What is the average time of letter has to spend waiting and for being typed? 5. A 2person barber shop has 5 chair to accommodate the waiting customer potential customer who arrive when all 5 chairs are foll Leave without entering the barber shop customers arrive at the average rate 4 per hr. and spend on average of 12 min in the barbers chair. compute P0, P1, P7 and Lg 6. In the railway marshalling yard goods trains arrive at a rate of 30 trains per day. Assume that the int distribution er arrival time follows the Exponential distribution and the service time distribution is also Exponential with an average 36 minutes . Calculate the following a. The mean square size b. The probabilities that the queue size exceeds 10 if the input of trains increase to an average of 33 per day , what will be the change in the above quantities? 7. Arrival rate of telephone calls at telephone booth are according to Poisson distribution with an average time of 12 min. between two consecutive calls arrival. The length of telephone call is assumed to be exponentially distributed with mean.4 min a. Determine the probabilities that person arriving at booth will have to wait. b. Find the average queue length that is formed from time to time c. The telephone company will install second booth when convinced that an arrival would expect to have wait at least 5 min for the phone find their increase in follows of arrival which will justify second booth.

d. What is the probabilities that an arrival will be wait for more then 15 min before thje phone is free. 8. Patients arrive at clinic according to Poisson distribution at a rate of 30 patients per hr. The waiting room does not accommodate more than 14patients .Examine time per patient is exponential with mean rate of 20 per hr. a. what is the probabilities that an arriving patient will not wait? b. What is the effective arrival rate 9. Automatic car W has facility operator with only one boy .Cars arrive according to Poisson distribution with mean of 4 cars per hr and may wait in the facilities parking Lot if the boy is busy . If the service time for all cars is content and equal to 10 min .Determine Ls Lq, Ws and Wq. 10. Derive pollaccekkhinchine formula for the average number of customer in the M/M/I queuing system