UNIVERSITEITSEKSAMENS UNIVERSITY EXAMINATIONS = E2223; UNISAI=~ HONASMB Mayfiune 2013 APPLIED STOCHASTIC MODELLING DEPARTMENT OF DECISON SCIENCES Ouraton 3 Hours. 80 Marks EXAMINERS FIRST DR S MUKERU ‘SECOND PROF WL FOUCHE EXTERNAL DREM RAPOO- Programmable pocket calculator 1s permissible, Partrallimited open book examination Specified material as indicated on examination paper, permissible, This examination question paper remains the property of the University of South Africa and may not be removed from the examination venue This paper consists of three (3) pages. INSTRUCTIONS: 1 Answer ALL the questions 2 This 18 a partial/limmted open book examination You are only allowed to consult the book by Ross, S M “Introduction to Probability Models” Note that you may NOT exchange any literature with fellow students during the examination. Question 1 A pure birth process starting from 0 has birth parameters Ap = 1,1 X, denotes the random time that 1t takes the process to reach state n Ag = 2 and As = 3 Assume that (a) Calculate the expectation of Xs (that 1s, E[Xs}) (4) (b) Determine the mean of X, + X2+X3 (3) (c) What 1s the vanance of Xs? [3] Question 2 ‘A machmne can be in either one of two states “up” or “down” It 1s up at time zero and thereafter alternates between being up or down The lengths 2,22, of successive up times are dependent and identically dis- tnbuted random variables with mean ay, and the lengths ¥;,Y2, of successive down times are independent and identically distmbuted random variables with mean 8 (a) Explain why that system can be modelled as an alternative regenerative process with two states [4] (b) In the long run, what 1s the fraction of time that the machine is in the “up” state? fs] (c) Assume a = 10 and 6 =7 If the machine earns income at rate R130 per unit time while up, what is the long run total rate of mcome earned by the machine? fs] ITURN OVER]HONASMB 2 May/June 2013 Question 3 10 Potential customers arnve at a one-pump station st a Poisson rate of 10 cars per hour However, customers will enter the station for petrol if there are no more than two cars (meluding the one currently bemg attended to) at the pump Suppose the amount of tume required to service a car 1s exponentially distributed with a mean of five minutes (a) What fraction of the attendant's time will be spent on servicmg cars? (5] (b) What fraction of potential customers are lost? t5l Question 4 Go) Customers arnve at a one-server check station m a small grocery store according to a Poisson process at rate \ = 1 customer per minute ‘The checkout. station can be operated with or without a bagger ‘The checkout times for customers are exponentially distributed, and with a bagger the mean checkout time 1s 30 seconds, while without a bagger this mean time increases to 50 seconds Suppose the store's policy 1s to have the bagger help whenever there are two or more customers m the checkout line (a) Show that the system can be modelled as a birth and death process and give sts parameters [5] (b) In the long ran, what fraction of time is the bagger helping the cashier? You should use the identity lteter tott “4 for x such that 0<2 <1 15] Question 5 Suppose that renewal function of a renewal process {IV(t),t > 0} 1s given by mit) =t+(1—e*'] where a 18 a fixed positive number a) Using the Elementary Renewal Theorem, find the mean time j between renewals 15] b) It 15 known that under some conditions on the distribution of the mterarnval times, the following equality holds hi t 2 pe bn [moj] = where o? 1s the variance of the interarval times Assuming these condh:tions satisfied, determine the value of the standard deviation (5) Question 6 In operating a queueing system with Poisson arrivals at a rate of \ = 1 per hour and a single server, you have choice of server mechanisms Method A has a mean service time of 0,5 hours and a variance in service time of 0,2, while Method B has a mean service time of 0,4 hours and a variance of 0,9 In terms of mmmusing the waiting time of a typical customer, which method do you prefer? Justify your answer (TURN OVER]HONASMB 3 May/June 2013 Question 7 Go) ‘A missile complex has four subsystems m series the radar subsystem, the mssile, the computer control devices, and the human operators Four radars are provided, of which three are required for successful ‘operation (this 1s a S-out-of-4 system) The complex has only a single missile There are three computers arranged in a 2-out-of-3 system There are two human operators, one of whom must be capable of firing the missile a) Give a relevant diagram for this system consisting of 10 components Denote by c1, 62, ¢2, the four radars, by c; the missile, by cs, c7, cg the three computers and by cg, cio the two human operations [5] b) Wnite down the structure function 4(z) for this system You should consider the indicator variables 2, = 11f component ¢ 18 functioning and 0 otherwise (5} ) Assume that the reliabilities of the various components are given as follows ‘Component | Radar | Missile | Computer | Human Rehabihty | 0,9 | 0,96 0,98 0,95. Compute the reliabihty of exch of the four subsytems and deduce the reliability of the whole system [5] 4) The Defense Departinent would hke to increase the rehabihty of the missile system Evaluate the system reliabilities for each of the system changes proposed below ‘The changes are not cumulative () Add another radar with the same reliability (The requirement that three radars are required for successful operation remains unchanged) (u) Add a third human operator Only one is required as previously (im) Add an entire duplicate missile system at a nearby location Only one of the two systems must ‘work for mission success as previously 6 TOTAL (20) © UNISA 2013