PROBABILITY STATISTICS AND QUEUEING THEORY – 23MT2005

TUTORIAL WORKBOOK

23MT2005 Probability Statistics and Queueing Theory

TEAM PSQT
KLEF

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 PROBABILITY STATISTICS AND QUEUEING THEORY – 23MT2005

TUTORIAL WORKBOOK

STUDENT NAME

REG.NO.

YEAR

SEMESTER

SECTION

FACULTY

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 PROBABILITY STATISTICS AND QUEUEING THEORY – 23MT2005

Contents
Organization of the STUDENT TUTORIAL WORKBOOK .................................................... 4
Discussion on SAS software for solving PSQT course problems and Demonstrate Probability:
Sample Space and Events #1. ................................................................................................ 6
Learning outcomes ............................................................................................. 6
Experiment 1 Task .............................................................. 6
Experiment 2 Task .............................................................. 10
Experiment 3 Task .............................................................. 13
Demonstrate Probability and bayes formula#2 ..................................................................... 17
Learning outcomes ........................................................................................ 17
Experiment 1 Task .............................................................. 17
Experiment 2 Task .............................................................. 20
Experiment 3 Task ............................................................... 23
Demonstrate Random variable, PDF and CDF #3................................................................... 27
Learning out comes .................................................................................... 21
Experiment 1 Task ............................................................... 21
Experiment 2 Task ............................................................... 23
Experiment 3 Task ................................................................ 25
Demonstrate Discrete and continuous RVs and Distributions #4....................................... 27
d
Learning out comes .................................................................................... 27
Experiment 1 Task ................................................................ 27
Experiment 2 Task ................................................................ 30
Experiment 3 Task............................................................... 33

Demonstrate Expectation of a Random Variable and its Function #5. .............................. 37

Learning outcomes .......................................................................................... 37
Experiment 1 Task ...................................................................37
Experiment 2 Task ...................................................................41
Experiment 3 Task............................................................... 43
Demonstrate Higher Order Moments and Joint Distributions #6 ..................................... 44
Learning outcomes ........................................................................................... 44
Experiment 1 Task ...................................................................44
Experiment 2 Task ...................................................................46
Experiment 3 Task .................................................................. 48

Demonstrate Measures of central tendency and Dispersion #7 .........................................54

Learning outcomes ............................................................................................ 54
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 PROBABILITY STATISTICS AND QUEUEING THEORY – 23MT2005
Experiment 1 Task .................................................................... 54
Experiment 2 Task .................................................................... 56
Experiment 3 Task .....................................................................58
Demonstrate Linear regression Confidence limits and interval #8....................................61
Learning outcomes ............................................................................................ 61
Experiment 1 Task ..................................................................... 61
Experiment 2 Task ..................................................................... 65
Experiment 3 Task .....................................................................67

Demonstrate t-test, Chi Square Test and ANOVA #9. ........................................................ 69

Learning outcomes .............................................................................................. 69
Experiment 1 Task ....................................................................... 69
Experiment 2 Task ...................................................................... 71
Experiment 3 Task ........................................................................ 74
Demonstrate queues, measures of system performance, Stochastic processes #10.......81
Learning outcomes ............................................................................................... 81
Experiment 1 Task ........................................................................ 81
Experiment 2 Task ........................................................................ 83
Experiment 3 Task ........................................................................ 85

Demonstrate Markov chain and Birth-death process #11 .................................................. 87

Learning outcomes ................................................................................................ 87
Experiment 1 Task ......................................................................... 87
Experiment 2 Task ......................................................................... 89
Experiment 3 Task ......................................................................... 91

Demonstrate Non-birth-death Markovian queueing systems, Queueing networks #12. 95

Learning outcomes .............................................................................................. 95

Experiment 1 Task ......................................................................... 95

Experiment 2 Task ......................................................................... 98

Experiment 3 Task ........................................................................ 100

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 Probability Statistics and Queueing Theory - 22MT2005

2023-24 EVEN SEMESTER TUTORIAL CONTINUOUS EVALUATION

Experiem Experiement2 Experie Viva

Sl. ent 1 Tutorial ment3 voic Total (50M) Faculty Signature
No Date Tutorial Name Tutorial (20M) Tutorial e
(10M) (15M) (5M)

8
9

10

11

12

5
 Experiement # STUDENT ID :
Date : STUDENT NAME :

2024-25 ODD SEMESTER TUTORIALCONTINUOUS EVALUATION

SUBJECTCODE: 23MT2005
PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 1:
Discussion on SAS software for solving PSQT course problems
Demonstrate Probability: Sample Space and Events

Date of the Session: // Time of the Session: to

Learning outcomes:

● Familiarity with SAS software.

● Outcome related to second session

Experiment 1
1. Rahul and Ravi planned to play Business ( board game) in which they were supposed to use two dice.

a) Ravi got first chance to roll the dice. What is the probability that he got the sum of the two numbers
appearing on the top face of the dice is 8?

b) Rahul got next chance. What is the probability that he got the sum of the two numbers appearing
on the top face of the dice is 13?

c) Now it was Ravi’s turn. He rolled the dice. What is the probability that he got the sum of the two
numbers appearing on the top face of the dice is less than or equal to 12 ?

d) Rahul got next chance. What is the probability that he got the sum of the two numbers appearing
on the top face of the dice is equal to 7 ?

e) Now it was Ravi’s turn. He rolled the dice. What is the probability that he got the sum of the two
numbers appearing on the top face of the dice is greater than 8 ?
f) Generate the solution using SAS Code also.

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2. A fair die is thrown. Write the set of outcomes associated with the following events:
a. A: a number less than 7
b. B: a number greater than 7
c. C: a multiple of 3
d. D: a number less than 4
e. E: an even number greater than 4
f. F: a number not less than 3

Generate the solution using SAS Code

Solution:

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3. On a weekend Rani was playing cards with her family .The deck has 52 cards.If her brother
drew one card.

a) Find the probability of getting a king of red colour.

b) Find the probability of getting a face card.

c) Find the probability of getting a jack of hearts.

d) Find the probability of getting a red face card.

e) Find the probability of getting a spade.

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Experiment 2
3. A)Assume that in a family, each child is equally likely to be a boy or a girl. A family with three
children is chosen at random. The probability that the eldest child is a girl given that the family has at
least one girl is
b) A box contains 3 orange balls, 3 green balls and 2 blue balls. Three balls are drawn at random from
the box without replacement. The probability of drawing 2 green balls and one blue balls
c) A and B are two students. Their chances of solving a problem correctly are 1/3 and 1/4
respectively. If the probability of their making common error is 1/20 and they obtain the same answer,
then the probability of their answer to be corrct is

Solution:

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5)Weather Prediction
Background: Raj is working for a meteorological department, and his task is to predict the
weather for a particular city. Raj has gathered historical data on weather conditions, and he wants
to use probability concepts to make predictions help me doing this.

Solution:

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6. A coach is training 3 players. He observes that the player A can hit a target 4 times in 5 shots, player B
can hit 3 times in 4 shots and the player C can hit 2 times in 3 shots.
From this situation answer the following:
1. Let the target is hit by A, B: the target is hit by B and, C: the target is hit by A and C. Then, the
probability that A, B and, C all will hit, is
2. Referring to (i), what is the probability that B, C will hit and A will lose?
3. With reference to the events mentioned in (i), what is the probability that ‘any two of A, B and C
will hit
4. What is the probability that ‘none of them will hit the target’?
5. What is the probability that at least one of A, B or C will hit the target?

Solution:

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Experiment 3

7.Following the example of information on students' performance in three different university courses,
write an SAS code to 'print' the data of the marks of students obtained in different courses. The data
should contain the course name, maximum mark, and mark obtained. The data includes the course
name, the maximum mark achievable, and the mark obtained by each student

Solution:

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8.The following frequency table shows the classification of 58 landfills in a state according to their
concentration of the three hazardous chemicals arsenic, barium, and mercury.

Barium
High Low
Mercury Mercury
High Low High Low
Arsenic High
Low 1 3 5 9
4 8 10 18

If a landfill is selected at random, find the probability that it has

i) a high concentration of mercury;
ii) a high concentration of barium and low concentrations of arsenic and mercury;
iii) high concentrations of any two of the chemicals and low concentration of the third;
iv) A high concentration of any one of the chemicals and low concentrations of the other two.

Solution:

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9. In answering a question on a multiple choice test for class XII, a student either knows the answer or
guesses. Let 3/5 be the probability that he knows the answer and 2/5 be the probability that he guesses.
Assume that a student who guesses at the answer will be correct with probability 1/3. Let E1, E2, E be the
events that the student knows the answer, guesses the answer and answers correctly respectively.

Based on the above information, answer the following

1. What is the value of P(E1)?

2. Value of P(E | E1)

3.

4.

4. What is the probability that the student knows the answer given that he answered it correctly?

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1. What is a sample space in probability theory?

2. How do you calculate the number of outcomes in a sample space?

3. Define a complementary event in probability.

4. Define different types of events in the context of probability theory.

(For Evaluators use only)

Comment of the Evaluator (if Any) Evaluator’s Observation

Marks Secured: out of
Full Name of the Evaluator:

Signature of the Evaluator:

Date of Evaluation

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SUBJECTCODE: 23MT2005
PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 2:

Demonstrate Conditional Probabilities, Independent Events,

Describe Bayes Formula and its applications.

Date of the Session: // Time of the Session: to

Learning outcomes:

Understanding the Probabilities defined on Events Demonstrate Conditional Probabilities

Understand the Conditional Probabilities Apply Bayes Formula to solve related problems

Experiment 1
1. Three cards are drawn in succession, without replacement, from an ordinary deck of playing cards.
Find the probability that the events A1  A2  A3 occurs where A1 is the event that the first card is

red ace, A2 is the event that the second card is a 10 or a jack, and A3 is the event that the third card is
greater than 3 but less than 7

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2. A professor is interested in understanding the relationship between students' study habits and their
performance on an exam. The professor collects data on whether students attended review sessions and
whether they passed the exam.
Events of Interest:
1. Event A: The event that a student passes the exam.
2. Event B1: The event that a student attended review sessions.
3. Event B2: The event that a student did not attend review sessions.
Objective: Calculate the probabilities of the following events:
 P(A) - Probability that a student passes the exam.
 P(B1) - Probability that a student attended review sessions.
 P(B2) - Probability that a student did not attend review sessions.
 P(A∣B1) - Probability that a student passes the exam given they attended review sessions.
 P(A∣B2) - Probability that a student passes the exam given they did not attend review sessions.
Provide the solution using SAS Code

Solution:

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3. Aditi runs a handicraft shop in Bapu bazar in Jaipur. She makes beautiful necklaces
using colourful beads which she keeps in a potli. Today she prepared 19 necklaces
but could not make the 20th necklace as she had no yellow beads left. She counted
the beads and found that there were 8 red, 6 green and 14 blue beads remaining in
her potli. Her little daughter Dulari requested for a bead. Aditi decides to take out one
beadfrom her potli for Dulari.

1. Find the probability that she draws a green bead.

2. Find the probability that the bead drawn by her is not green.
3. Find the probability that she draws either a green or a blue bead.
4. Find the probability that she draws neither a red nor a green bead.
5. Which of the following is an impossible event?
6.Generate SAS Code also.
Solution:

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Experiment 2
4. Police plan to enforce speed limits by using radar traps at 4 different locations within the city
limits. The radar traps at each of the location L1 , L2 , L3 , L4 are operated 40%, 30%, 20% and10% of the time and
if a person who is speeding on his way to work has probabilities of 0.2, 0.1,
0.5 and 0.2 respectively, of passing through these locations, Find out what is the probability
that he will receive a speeding ticket using SAS Code.

Solution:

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5. A Covid test kit was given to people in a particular area, then Covid positive was verified through
blood tests. The following table shows the covid test results. Find
1. P (not Covid | positive test result)
2.P (positive test result | not Covid)

Table: Contingency/ Confusion matrix

Positive test Negative test Total

Covid 70 4 74

Not Covid 5 14 19

Total 75 18 93

Solution:

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6, One day, during games period four friends A, B, C and D planned to play game using number cards.
They prepared 20 numbered cards with labelled 1 to 20 and then they put all the number cards in the
empty chalk box available in the classroom. In this game, every friend was asked to pick the card
randomly and after each draw, card
was replaced back in the chalk box.
1. Find the probability, first boy pick the card and he get the card with an even
number?
2. If the card drawn in first case is replaced, and the second boy draws a card.
What is the probability getting a prime number?
3. Find the probability of getting a prime number.

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Experiment 3

7.Imagine a factory where quality control checks are conducted by three different inspectors: Inspector
X, Inspector Y, and Inspector Z. These inspectors are responsible for inspecting 30%, 40%, and 30% of
the products, respectively. Historical data reveals that 5%, 7%, and 3% of the products inspected by
Inspectors X, Y, and Z are found to be defective. If a product is found to be defective, what is the
probability that it was inspected by Inspector X?

Solution:

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8.At an electronic plant, it is known from past experience that the probability is 0.83 that a new worker
who has attended the company’s training program will meet the production quota and that the
corresponding probability is 0.35 for a new worker who has not attended the company’s training program.
If 80% of all new workers attend the training program. What is the probability that a new worker will
meet the production quota using SAS Code.

Solution:

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9. In a customer service department, it is known from past experience that the probability is 0.9 that a
customer who received a follow-up call will be satisfied with the service and that the corresponding
probability is 0.6 for a customer who did not receive a follow-up call. If 70% of all customers receive a
follow-up call, what is the probability that a customer will be satisfied with the service?

Solution:

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VIVA QUESTIONS

1. What is the definition of conditional probability?

2. Define Bayes' Formula.

3. Can you describe a real-life example where Bayes' Formula is applied?

4. Explain the difference between prior probability and posterior probability.

(For Evaluators use only)

Comment of the Evaluator (if Any) Evaluator’s Observation

Marks Secured: out of
Full Name of the Evaluator:

Signature of the Evaluator:

Date of Evaluation

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SUBJECTCODE: 23MT2005
PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 3:
Demonstrate discrete and continuous Random Variables, Probability Distribution Functions

Date of the Session: // Time of the Session: to

Learning outcomes:

 Understanding concept of a random variables and its types.

 Verify the probability functions and their properties

Experiment 1

1.In a university, the scores of students in a particular exam are modeled as a normal
distribution. The mean score is 75, and the standard deviation is 10. Analyze the probability
distribution of exam scores using the normal distribution function and calculate the probability
of scoring above a certain threshold using SAS code.
Solution:

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2.From a box containing 3 black balls and 2 green balls, 4 balls are drawn in succession, each ball being
replaced in the box before the next draw is made. Write a SAS program to calculate the probability
distribution for the number of green balls:
Solution:

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3.In a manufacturing process, the probability that a component is defective is 0.1. A random sample of 20
components is selected for quality inspection.

1. What is the probability that exactly 3 components are defective?

2. What is the probability that at most 2 components are defective?
3. What is the mean and standard deviation of the number of defective components?

Solution :

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Experiment 2

4.An online store sells electronic gadgets, and the inventory of a particular product is managed by
the store. The store regularly receives shipments from suppliers, and each shipment may contain a
certain number of defective items. The store wants to analyze the probability distribution of the
number of defective items in each shipment to make informed decisions about quality control and
inventory management. The store decides to collect data on the number of defective items in 50
recent shipments. They record the number of defective items in each shipment. Generate the SAS
Code

Solution:

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5.A delivery service company is interested in analyzing the time it takes for their delivery trucks to travel
between two distribution centers. The company wants to understand the distribution of delivery times to
optimize scheduling and improve customer service. The company aims to model the delivery times as a
continuous random variable and analyze its statistical properties. The company collects data on the travel
times of 100 randomly selected delivery trucks between the two distribution centers.
Solution:

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6.In a city, car accidents occur according to a Poisson process with an average rate of 2 accidents per day.

1. What is the probability that exactly 3 accidents occur on a given day?

2. What is the probability that fewer than 2 accidents occur in a given day?
3. On average, how many accidents occur in a week?
4. What is the standard deviation of the number of accidents in a week?

Solution:

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Experiment 3

7.Determine the value of c so that each of the following functions can serves as a probability distribution
of the discrete random variable X and also find Cumulative distribution function.

Solution:

8.Let X be a continuous random variable with probability density function

ax, 0 ≤ x ≤ 1
f(x) = { a, 1 ≤ x ≤ 2
−ax + 3a, 2≤x≤3
i) Determine a ii) Compute P(X≤1.5).

Solution:

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VIVA QUESTIONS :

1. What is the key difference between a discrete and continuous random variable?

2. Define the probability mass function (PMF) for a discrete random variable.

3. How do you calculate the cumulative distribution function (CDF) for a random variable?

4. Explain the concept of expected value for a random variable?

(For Evaluators use only)

Comment of the Evaluator (if Any) Evaluator’s Observation

Marks Secured: out of
Full Name of the Evaluator:

Signature of the Evaluator:

Date of Evaluation

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SUBJECTCODE: 23MT2005
PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 4:
Demonstration of Discrete Probability distributions

Date of the Session: // Time of the Session: to

Learning outcomes:

● Outcome related to understanding of discrete random variables and Probability Mass Function
● Outcome related to understanding of continuous random variables and Probability Density
Function
Experiment 1
1. A factory produces light bulbs, and it is known that 5% of the bulbs are defective. A quality control
manager randomly selects 20 bulbs from the production line. What is the probability that exactly 2 bulbs
are defective?

Solution:

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2. A company conducts an online survey to gather customer feedback. The survey asks customers to
rate their satisfaction on a scale of 1 to 5, where 1 represents "Very Dissatisfied" and 5 represents
"Very Satisfied." The company is interested in analyzing the distribution of customer satisfaction
ratings. Objective: The company aims to model the customer satisfaction ratings as a discrete random
variable and analyze its PMF to understand the distribution of satisfaction levels. Data Collection: The
company collects data on the satisfaction ratings from 200 randomly selected customers. Write SAS
code Snipet

Solution:

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3. A manufacturing company is monitoring the quality of its products. They randomly inspect 300
products from a production batch and classify each product based on the number of defects found (ranging
from 0 to 4 defects). The company wants to analyze the distribution of defects in the inspected products
and understand the likelihood of finding a specific number of defects.

Solution:

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4.An e-commerce platform allows customers to leave reviews for products they have purchased. The
platform uses a rating system from 1 to 5, where 1 represents the lowest rating ("Not Satisfied") and 5
represents the highest rating ("Very Satisfied"). The platform is interested in understanding the distribution
of product ratings to improve the user experience. The e-commerce platform aims to model the product
ratings as a discrete random variable and analyze its PMF to gain insights into the overall satisfaction level
of customers. Data is collected from 300 randomly selected product reviews. Each review includes a rating
from 1 to 5.Write SAS code Snipet.

Solution:

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Experiment 2
5.It is conjectured that an impurity exists in 30% of all drinking wells in a certain rural community. In
order to gain some insight on this problem, it is determined that some tests should be made. It is too
expensive to test all of the wells in the area, so 10 were randomly selected for testing,
i) Using the binomial distribution, what is the probability that exactly 3 wells have the
impurity assuming that the conjecture is correct?
ii) What is the probability that more than 3 wells are impure?
iii) What is the probability that not more than 2 wells are pure? Write the SAS Code and generate
the solution.

Solution:

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6.The number of customers arriving at a grocery store is a Poisson random variable. On average 10
customers arrive per hour. Let X be the number of customers arriving from 10am to 11:30am. What is
P(10<X≤15)? Generate the SAS Code.

Solution:

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Experiment 3
7.A call center receives an average of 20 customer service calls per hour. The number of calls follows a
Poisson distribution. The call center manager is interested in understanding the likelihood of receiving a
specific number of calls within a given time frame. Determine the probabilities associated with different
numbers of customer service calls within a 2-hour period using SAS code.

Solution:

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8.A transportation agency is responsible for managing traffic flow on a particular highway. The agency
observes an average of 15 vehicles passing through a specific checkpoint per minute during peak hours.
The number of vehicles passing through this checkpoint follows a Poisson distribution. Analyze the
Poisson distribution to predict the likelihood of observing a certain number of vehicles passing through
the checkpoint in a 5-minute interval.
Solution:

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9. A transportation agency is responsible for managing traffic flow on a particular highway. The agency
observes an average of 15 vehicles passing through a specific checkpoint per minute during peak hours. The
number of vehicles passing through this checkpoint follows a Poisson distribution. Analyze the Poisson
distribution to predict the likelihood of observing a certain number of vehicles passing through the
checkpoint in a 5-minute interval.

Solution:

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Viva Questions

1. What is a discrete probability distribution?

2. What is the expected value of a discrete random variable?

3. How is the probability mass function (PMF) related to a discrete probability distribution?

4. How do you determine the cumulative distribution function (CDF) for a discrete probability

distribution?

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PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 5:
Demonstration of Expectation of discrete and continuous random variables
Demonstration of Expectation of a function of a random variable.

Date of the Session: // Time of the Session: to

Learning outcomes:

 Understand Expectation of discrete and continuous random variables

 Understand Variance of a function of a random variable
Experiment 1

1. A professor conducts exams for a class, and students' scores follow a discrete distribution. The
average score is known to be 75, and the distribution is modeled using the probability mass function.
Analyze the expectation (mean) of the exam scores and understand its significance using SAS Code.

Solution:

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2. A company's daily revenue follows a continuous distribution with an average of $10,000 per day.
The distribution is modeled using the probability density function. Analyze the expectation (mean)
of the daily revenue and interpret its significance for revenue forecasting Using SAS Code

Solution:

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Experiment 2

3. Six men and five women apply for an executive position in a small company. Two of the
applicants are selected for an interview. Let X denote the number of women in the interview pool.
We have found the probability mass function of X.

How many women do you expect in the interview pool?

Solution:

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4.If A dealer’s profit in units of $5000, on a new automobile can be looked upon as a random variable
X having the density function

Solution:

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Experiment 3

5.Compute the expectation of X2 where X is a random variable with the following probability density
function:

Solution:

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6.Determine the mean (i.e., E[X] ) and E[X2] of a discrete random variable X whose Cumulative
Probability Distribution (CDF) function is given below:

Solution:

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7.The random variable X representing the number of errors per 100 lines of software code has the
following probability distribution:
X 2 3 4 5 6
f(x) 0.01 0.25 0.4 0.3 0.04

i) Find Mean, standard deviation and Variance of X.

ii) Obtain the mean and variance of discrete random variable Z=3X-2, when X represents the number
of errors per 100 lines of code.

Solution:

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8. In a retail store, the arrival of customers follows a Poisson distribution with an average rate of 20
customers per hour. The store is interested in understanding the expected number of customers arriving in
different time intervals. Analyze the expectation (mean) of the customer arrival rates for 1-hour, 2-hour,
and 4-hour intervals.

Solution:

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VIVA QUESTIONS

1. How does the concept of the expectation of a random variable relate to real-world
applications?

2. How do you calculate the expectation of a function of a discrete random variable?

3. Provide an example of a continuous random variable.

4. What is the expectation (expected value) of a discrete random variable X?

(For Evaluators use only)

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PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 6:
Demonstrate Continuous probability distribution and joint random variables.
Date of the Session: // Time of the Session: to

Learning outcomes:

 Apply Continuous distributions to the realworld problems

 Define the Joint probability functions

Experiment 1
1.A company manufactures electronic devices, and the lifetime of a product follows an exponential
distribution with an average lifetime of 5 years. The company is interested in understanding the probability
of a product lasting a certain duration.Analyze the continuous probability distribution of product lifetimes
and calculate the probability of a product lasting at least 8 years using SAS Code.
Solution:

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2.The Heights of 1000 students are normally distributed with a mean of 174.5cm and a standard
deviation of 6.9 cm. assuming that the heights are recorded to the nearest half-cm, how many of these
students would you expect to have heights
a) less than 160.0 cms?
b) between 171.5 and 182.0 cms inclusive?
c) equal to 175.0cm?
d) greater than or equal to 188.0cms.

Solution:

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Experiment 2
3.In a manufacturing process, two variables, X and Y, represent the dimensions of a product. These
dimensions are modeled as independent normal random variables with means of 10 cm and 15 cm, and
standard deviations of 2 cm and 3 cm, respectively. Analyze the joint probability distribution of
dimensions X and Y and calculate the probability that both dimensions are within specified ranges using
SAS Code.
Solution:

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4.An investor has a portfolio consisting of two stocks, A and B. The annual returns on these stocks are
modeled as independent random variables with normal distributions. Stock A has a mean return of 8%
and a standard deviation of 2%, while stock B has a mean return of 12% and a standard deviation of
3%. Analyze the joint probability distribution of the annual returns on stocks A and B and calculate the
probability of achieving a positive overall portfolio return using SAS Code.
Solution:

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Experiment 3
5) In a manufacturing process, two quality control measurements, X and Y, are taken on each product.
These measurements are modeled as joint random variables with a bivariate normal distribution. The
means and standard deviations for X and Y are given. Analyze the joint probability distribution of
quality control measurements X and Y and calculate the probability that both measurements are within
specified ranges.

Solution:

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6..In a project management scenario, the completion time of two independent tasks, X and Y, is modeled as
a bivariate normal distribution. Task X has a mean completion time of 20 days with a standard deviation of
3 days, while task Y has a mean completion time of 30 days with a standard deviation of 5 days. The
correlation coefficient between the completion times of X and Y is 0.7. Analyze the joint probability
distribution of the completion times of tasks X and Y. Calculate the probability of completing both tasks
within a specified time frame.
Solution:

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VIVA QUESTIONS:

1. Define a continuous probability distribution.

2. How is the probability density function (PDF) used in a continuous probability distribution?

3. What is the cumulative distribution function (CDF) for a continuous probability distribution?

4. What is the concept of marginal probability in the context of joint random variables?

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PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 7:
Demonstrate Sample and population, Measures of central tendency: Mean, Median, Mode
Demonstrate Measure of Dispersion: Variance, Standard deviation, coefficient of variation.

Date of the Session: // Time of the Session: to

Learning outcomes:

 Understand Sample and population, Measures of central tendency: Mean, Median, Mode
 Understand the Measure of Dispersion
Experiment 1

1.A company wants to analyze the monthly income of its employees. The monthly income data is

collected for the entire employee population. Demonstrate the calculation of population measures of

central tendency (mean, median, mode) for the given population of monthly incomes using SAS Code.

Solution:

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2.Let's consider the data: 56, 67, 54, 34, 78, 43, 23. What is the median?
b. Find the mode of the given data:

c. A student has gotten the following grades on his tests: 87, 95, 76, and 88. He wants an 85 or
better overall. What is the minimum grade he must get on the last test in order to achieve that
average?
Solution:

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Experiment 2

3.A school wants to understand the relationship between the study hours of students and their exam
scores. Data on study hours and exam scores are collected for a sample of 40 students.Demonstrate the
calculation of the sample mean and median for both study hours and exam scores. Additionally, explore
the relationship between study hours and exam scores using SAS Code.

Solution:

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4.A researcher is studying the heights of individuals in a population. The heights data is collected for
the entire population.Demonstrate the calculation of population mean and median for heights.
Additionally, explore the distribution of heights using a histogram using SAS Code.

Solution:

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Experiment 3

5.Using the SAS data set College, report the mean and median GPA and ClassRank broken down by
school size (SchoolSize). Do this twice, once using a BY statement, and once using a CLASS statement.

Solution:

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VIVA QUESTIONS

1. What is the coefficient of variation (CV), and when is it useful?

2. How is the standard deviation calculated, and what is its significance?

3. Define variance and how it relates to the spread of data points.

4. When is the median a better measure of central tendency compared to the mean?

(For Evaluators use only)

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Signature of the Evaluator:

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PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 8:
Correlation and Linear regression
Confidence limits and intervals, Statistical tests of significance: Null and Alternate Hypothesis

Date of the Session: // Time of the Session: to

Learning outcomes:

 Student will be able to understand concept of liner regression and correlation

 Student will be able to understand concept of null and alternate hypothesis

Experiment 1
1.A company is interested in understanding the relationship between the training hours employees receive
and their performance scores. Data is collected for a sample of 30 employees. Demonstrate the calculation
of the correlation coefficient between training hours and performance scores. Additionally, perform a linear
regression analysis to predict performance scores based on training hours.

Solution:

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2.The marks secured by recruits in the selection test (X) and in the proficiency test (Y) are given
below:
10 15 12 17 13 6 24
30 42 45 46 33 4 40

Determine the Karlpearson’s correlation coefficient for the given data.

Solution:

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Experiment 2

3.A marketing team wants to analyze the relationship between advertising expenses and sales. Data is
collected for a sample of 50 products. Demonstrate the calculation of the correlation coefficient between
advertising expenses and sales. Conduct a linear regression analysis to predict sales based on advertising
expenses.

Solution:

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4. Determine a simple linear regression model using hours as the predictor variable and score as the
response variable for a dataset that contains the total hours studied and final exam score for 15
students

Solution:

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Experiment 3
5.A company conducts a product satisfaction survey where customers rate the product on a scale of 1 to 5.
The company wants to determine the average satisfaction score. Demonstrate the calculation of the
confidence interval for the mean satisfaction score. Test the hypothesis that the mean satisfaction score is
significantly different from the ideal score of 4.
Solution:

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VIVA QUESTIONS
1. What is linear regression, and how is it used in statistics?

2. How is the correlation coefficient interpreted?

3. How are confidence intervals calculated in hypothesis testing?

4. How is the p-value used in hypothesis testing?

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PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 9:
 Demonstrate t-test, Chi Square Test
 Demonstrate ANOVA
Date of the Session: // Time of the Session: to

Learning outcomes:

 Understand clearly what t-test is, and Chi Square Test is and where it can be implemented
 Understand clearly what ANOVA is
Experiment 1

1. A manufacturer of sports equipment has developed a new synthetic fishing line that he claims has a
mean breaking strength of 8 kilograms with a standard deviation of 0.5 kilogram. Test the hypothesis
that 8 kilograms against the alternative that 8 kilograms if a random sample of 50 lines is tested
and found to have a mean breaking strength of 7.8 kilograms. Use a 0.01 level of significance.

Solution:

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2.A company wants to compare the performance scores of two different training methods. Data is
collected on the scores of employees who underwent each training method. Compare the mean
performance scores of the two training methods using a t-test for two independent samples using SAS
Code.

Solution:

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Experiment 2
3.A survey is conducted to examine the relationship between gender and voting preferences. Data is
collected on the gender and voting choices of respondents. Determine if there is a significant association
between gender and voting preferences using a chi-square test for independence using SAS Code.

Solution:

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4.A shop owner claims that an equal number of customers come into his shop each weekday. To test this
hypothesis, a researcher records the number of customers that come into the shop in a given week and
finds the following:
Monday: 50 customers
Tuesday: 60 customers
Wednesday: 40 customers
Thursday: 47 customers
Friday: 53 customers
Use the following steps to perform a Chi-Square goodness of fit test in SAS to determine if the data
is consistent with the shop owner’s claim.

Solution:

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Experiment 3

5.Suppose a researcher recruits 30 students to participate in a study. The students are randomly
assigned to use one of three studying methods to prepare for an exam. Determine whether or not
there is a statistically significant difference between the means of three or more independent groups.
What would be the outcome of the statistical test conducted by the Professor?

The exam results for each student are shown below:

Solution:

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6.A fitness program is implemented, and measurements are taken before and after the program to assess its
effectiveness. Data is collected on the weight of participants before and after the program.
Determine if there is a significant difference in weight before and after the fitness program using a paired
t-test.

Solution:

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7.A university's admission data is collected, and the distribution of admitted students across different majors
is analyzed. The expected distribution is based on historical admission trends. Determine if the observed
distribution of admitted students across majors differs significantly from the expected distribution using a
chi-square test for goodness of fit.

Solution:

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VIVA QUESTIONS

1. What is a t-test, and when is it used?

2. What does the p-value in a t-test indicate?

3. What is the chi-square test, and when is it used?

4. What are the null and alternate hypotheses for the chi-square test?

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PROBABILITY STATISTICS AND QUEUING THEORY

Tutorial 10:
1. Demonstrate Introduction to queues, measures of system performance
2.Demonstrate Characteristics of queueing systems. Stochastic processes overview

Date of the Session: // Time of the Session: to

Learning outcomes:

• Understanding the queueing theory

• Demonstrate the performance measures of queueing system

Experiment 1

1. A supermarket wants to analyze the performance of its checkout queues. Data is

collected on the arrival rate of customers and the service rate of cashiers. Model
and analyze the supermarket's checkout queues to understand system performance
metrics using SAS Code.

Solution:

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2. A call center wants to optimize its customer service by analyzing the waiting times of incoming
calls. Data is collected on the arrival rate of calls and the average service time. Model and analyze
the call center queues to determine optimal staffing levels and waiting times using SAS Code.
Solution:

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Experiment 2
3. An emergency room at a hospital wants to optimize its patient service by analyzing waiting times. Data
is collected on the arrival rate of patients and the average service time. Model and analyze the emergency
room queues to determine the average waiting time for patients using SAS Code

Solution:

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4. A network administrator wants to analyze the performance of a router by studying the queues formed
due to incoming data packets. Data is collected on the packet arrival rate and the transmission rate of the
router. Model and analyze the router queues to determine the average queue length and waiting time for
data packets using SAS Code.

Solution:

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Experiment 3

5. An email server processes incoming emails, and the system administrator wants to understand the
average number of emails in the server queue. The server receives an average of 50 emails per minute,
and the average time a single email spends in the queue is 2 minutes. Calculate the mean number of
emails in the server queue using Little's Law.

Solution:

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VIVA QUESTIONS

1. What are the key performance measures used to evaluate a queueing system?

2. What is a queue in the context of computer science or operations research?

3. Define the term "arrival rate" in a queueing system.

4. Explain the term "utilization factor" in a queueing system.

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PROBABILITY STATISTICS AND QUEUING THEORY

Date of the Session: // Time of the Session: to

Tutorial 11:
Demonstrate Discrete-time Markov chains, Continuous-time Markov chain
Demonstrate Birth-death processes, Poisson process and exponential distribution
Learning outcomes:

 Understand Discrete-time and Continuous-time Markov chain

 Understand Birth-death processes, Poisson process
Experiment 1

1. Consider a simple weather model with three states: Sunny, Cloudy, and Rainy. The transition
probabilities between these states are as follows:
 On a Sunny day, there is a 30% chance of transitioning to a Cloudy day and a 10% chance of Rain.
 On a Cloudy day, there is a 40% chance of remaining Cloudy, a 30% chance of becoming Sunny,
and a 30% chance of Rain.
 On a Rainy day, there is a 20% chance of transitioning to Sunny, a 40% chance of becoming
Cloudy, and a 40% chance of remaining Rainy.
Simulate the weather for a period of 7 days using a discrete-time Markov chain.

Solution:

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2. Imagine a system with two states: Operational and Non-operational. This system transitions between
states according to a continuous-time Markov chain with the following transition rates:
The rate of transitioning from Operational to Non-operational is 0.1 per hour.
The rate of transitioning from Non-operational to Operational is 0.2 per hour.
Simulate the state transitions of the system over a period of 10 hours using a continuous-time Markov
chain.

Solution :

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Experiment 2
3.Suppose the weather transitions between three states: Sunny, Cloudy, and Rainy. The transition
probabilities are given by:
 P(Sunny→Cloudy)=0.3
 P(Cloudy→Sunny)=0.2
 P(Rainy→Sunny)=0.1

Solution:

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4.Implement the Poisson process and exponential distribution using SAS programming
Solution:

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Experiment 3
5.Research analyzing brand switching between different airlines, operating on the Delhi-Mumbai
route by frequent fliers. On the basis of the data collected by her, the researcher has developed the
following transition probability matrix.

It is found that currently the airlines AA, BB and CC have 20%, 50% and 30% of the market
respectively.
i) Obtain the market share for each airline in two months time, and
ii) Calculate the long run market share for each time.

Solution:

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6.Imagine a board game where players can be in one of three states: Start, Middle, or End. The
transition probabilities are as follows:
 P(Start→Middle)=0.5
 P(Middle→End)=0.3
 P(End→Start)=0.2
Solution:

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7.A salesman territory consists of cities A, B and C. He never sells in the same city on successive days.
If he sells in city A, then the next day he sells in city B. However, if he sells in either B or C, then the
next day he is twice as likely to sell in city A as in other city. In the long run how often does he sell in
each cites.
Solution:

Course Title : Probability Statistics and Queueing Theory ACADEMIC YEAR : 2024-25
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VIVA QUESTIONS

1.What is a Discrete-time Markov chain?

2.How is the rate matrix used to describe a Continuous-time Markov chain?

3.What are the key properties of a Poisson process?

4. How is the Exponential distribution related to the memoryless property?

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Course Title : Probability Statistics and Queueing Theory ACADEMIC YEAR : 2024-25
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SUBJECTCODE: 23MT2005
PROBABILITY STATISTICS AND QUEUING THEORY

Date of the Session: // Time of the Session: to

Tutorial 12:
 Birth-death queueing systems
 Non-birth-death Markovian queueing systems, Queueing networks

Learning outcomes:

 Understand the theory and equations for calculating Expected number of customers in a
M/M/1 queue
 Understand Non-birth-death Markovian queueing systems

Experiment 1

1. A maintenance service facility has Poisson arrival rates, negative exponential service times, and
operates on a first-come first-served queue discipline. Breakdowns occur on an average of three per day
with a range of zero to eight. The maintenance crew can service on an average six machines per day
with a range from zero to service. Find the
i) utilization factor of the service facility,
ii) mean time in the system,
iii) mean number in the system in Break down or repair,
iv) mean waiting time in the queue,
v) probability of finding two machines in the system.
vi) expected number in the queue.

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2. For the Non-Birth-Death Queueing Model MX /M/1 (Bulk Arrival Queues), derive the formula “Ls”
which is expected number of customers in a system.

Solution:

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Experiment 2

3.A service center consists of 2 servers, each working at an exponential rate of 2 services per hour. If
customers arrive at a Poisson rate of 3 per hour, then, assuming the system capacity is at most 3
customers,

(a) What fraction of potential customers enter the system

(b) What would be value of part (a) if there was only 1 single server, and his rate is twice
as fast (that is, µ = 4)

Solution:

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4.Consider a multistage machine line process which produces an assembly in quality. Number of
defectives per item is 1 or 2. The interarrival times are exponential and λ1 = 1/hr, λ2 = 2/hr, µ = 6/hr.
Find expected number of items in a system (Ls)

Solution:

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Experiment 3

5.Suppose we have a single server in a small grocery store. Customer arrival at the small grocery store
holds a Poisson distribution at a mean rate of 15 customers per hour. A server can serve each customer
with an exponential distribution at a mean service rate of 20 customers per hour.

Write a SAS program to find the summary of the following statistics:

(a) Find the average waiting time of the customer in the system
(b) Find the average waiting time of the customer in the queue
(c) Find the percentage of time the server is busy

Solution:

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6.There are two clerks in a university to receive dues from the students. If the service time for each student
is exponential with mean 4 minutes, and the boys arrive in a poisson fashion at the counter at the rate of
10 per hour.
(i) Obtain the probability of having to wait for service
(ii) Obtain the expected percentage of idle time for each clerk.

Solution :

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7. To analyze the performance of a birth-death queueing system in a computer server environment.

 Arrival rate (λ ): 6 entities per minute

 Departure rate (μ): 4 entities per minute
Simulate the birth-death process for a time period of 120 minutes using SAS Code.

Solution :

Course Title : Probability Statistics and Queueing Theory ACADEMIC YEAR : 2024-25
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VIVA QUESTIONS

1. What distinguishes Non-birth-death Markovian queueing systems from Birth-death queueing

systems?

2. How does the rate of arrivals and departures affect the steady-state behavior of a Birth-death

queueing system?

3. Give an example of a Non-birth-death Markovian queueing system.

4. What are the challenges of analyzing complex queueing networks?

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(For Evaluators use only)

Comment of the Evaluator (if Any) Evaluator’s Observation

Marks Secured: out of
Full Name of the Evaluator:

Signature of the Evaluator:

Date of Evaluation

Course Title : Probability Statistics and Queueing Theory ACADEMIC YEAR : 2024-25
Course Code : 23MT2005 Page 104 of 104