MODULE – 4: - JOINT PROBABILITY DISTRIBUTION AND QUEUEING

1 a) The joint probability distribution is given by

X Y -3 2 4
1 0.1 0.2 0.2
3 0.3 0.1 0.1
Find the (i) Marginal distribution of X and Y (ii) COV(X,Y)

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b) The joint probability distribution of two random variables X and Y are given as:
X Y 1 3 9
2 1 1 1
8 24 12
4 1 1 0
4 4
6 1 1 1
8 24 12
Find the (i) Marginal distribution of X and Y (ii) COV(X,Y)

3 b) Suppose X and Y are independent random variables with the following respective
distribution. Find the joint distribution of X and Y. Also verify that COV(X,Y)=0
𝑥𝑖 1 2 𝑦𝑗 -2 5 8
𝑓(𝑥𝑖 ) 0.7 0.3 𝑔(𝑦𝑗 ) 0.3 0.5 0.2
4 a) If X and Y are independent random variables, find the joint probability
distribution of X and Y with the following marginal distribution of X and Y also show
that Cov(X,Y)=0

𝑥𝑖 1 2 𝑦𝑗 5 10 15
𝑓(𝑥𝑖 ) 0.6 0.4 𝑔(𝑦𝑗 ) 0.2 0.5 0.3
5 The joint probability distribution of two random variables X and Y are given
as:
X Y -4 2 7
1 1/8 1/4 1/8
5 1/4 1/8 1/8
Compute the following (i) E( X ) and E( Y ) (ii) E( XY ) (iii) COV(X,Y) (iv) 𝜌( 𝑋, 𝑌) (v)
𝜎𝑥 𝑎𝑛𝑑 𝜎𝑦 .

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6 X and Y are independent random variables. X takes the values 2,5,7 with
probabilities ½,1/4, ¼ respectively take values 3,4,5 with probabilities 1/3, 1/3,
1/3.
(i) Find the joint distribution of X and Y. (ii) Show that COV(X,Y)=0

7 The joint probability distribution of two discrete random variables X and Y is given
by 𝑓(𝑥, 𝑦) = 𝑘(2𝑥 + 𝑦), where 𝑥 and 𝑦 are integers such that 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 3.
(i) Find the value of the constant k (ii) Find the marginal distribution of X and Y.(iii)
Show that the random variables X and Y are dependent.

8 b) If X and Y are independent random variables, prove the following results.

(i) E (XY) =E(X).E(Y) (ii) COV(X, Y) =0

9 X and Y are random variables having joint density function

4𝑥𝑦, 0 ≤ 𝑥 ≤ 1,0 ≤ 𝑦 ≤ 1
f(x,y)= {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Verify that (i) E( X+Y )=E( X ) + E( Y ) (ii) E( XY ) = E( X ).E( Y )

10 The joint density function of two continuous random variables X and Y is given by
𝑘𝑥𝑦, 0 ≤ 𝑥 ≤ 4,1 ≤ 𝑦 ≤ 5
f(x,y)={
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find (a) the value of k (b) E(X) (c) E(Y) (d) E(XY) (e) E(2X+3Y)

11 If X and Y are continuous random variables having joint density function

𝑐(𝑥 2 + 𝑦 2 ), 0 ≤ 𝑥 ≤ 1 , 0 ≤ 𝑦 ≤ 1
𝑓(𝑥, 𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1 1 1 3 1
Determine (i) c (ii) 𝑃(𝑥 < 2 , 𝑦 > 2) (iii) 𝑃(4 < 𝑥 < 4) (iv) 𝑃(𝑦 < 2)

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12 If the joint Probability function of 2 continuous random variables X and Y is given
1
(6 − 𝑥 − 𝑦), 0 < 𝑥 < 2, 2 < 𝑦 < 4
by 𝑓(𝑥, 𝑦) = {8
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

13 b) Find (i) 𝑃(𝑥 + 𝑦 < 3) (ii) 𝑃(𝑥 < 1, 𝑦 < 3)

𝑒 −(𝑥+𝑦) , 𝑥 ≥ 0 , 𝑦 ≥ 0
Verify that 𝑓(𝑥, 𝑦) = { is a density function of joint
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
probability distribution. Also evaluate (𝑖)𝑃(𝑥 < 1) (ii) 𝑃(𝑥 > 𝑦)(ii) 𝑃(𝑥 + 𝑦 ≤ 1)
14 𝑘(𝑥 + 1)𝑒 −𝑦 , 0 < 𝑥 < 1, 𝑦 > 0
b)Find the constant k so that 𝑓(𝑥, 𝑦) = { is a joint
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
probability density function. Are x and y independent?
15 a) Two random variables X and Y have following joint probability distribution
function given by
2 − 𝑥 − 𝑦, 0 ≤ 𝑥 ≤ 1 , 0 ≤ 𝑦 ≤ 1
𝑓(𝑥, 𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find E(X), E(Y), E(X,Y)
16 Explain the basic structure of Queueing model

17 Explain the Kendall’s notation for representing the Queueing models

18 b)In a given M/M/1 Queuing system, the average arrivals is 4 customers per minute
and ρ=0.7. What are
i. Mean number of customers Ls in the system
ii. Mean number of customers Lq in the queue.
Probability that the server is idle.
19 A supermarket has a single cashier. During peak hours, customers arrive at a rate of
20 per hour. The average number of customers that can be processed by the cashier
is 24 per hour. Calculate
i. The probability that the cashier is idle.
ii. The average number of customers in the queuing system.
iii. The average time a customer spends in the system.

20 Customers arriving at a watch repair shop according to Poisson process at a rate of

one per every 10 minutes and the service time is an exponential random variable
with mean 8 minutes. Find
i. the average number of customers in the shop
ii. average time a customer spends in the shop
iii. average time of the customer in the queue

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