DEPARTMENT OF MATHEMATICS

FACULTY OF ENGINEERING AND TECHNOLOGY

SRM UNIVERSITY

MA1014 - PROBABILITY AND QUEUEING THEORY

SEMESTER IV ACADEMIC YEAR: 2014‐2015
LECTURE SCHEME / PLAN

The objective is to impart students of Engineering and Technology, the concepts of statistical techniques on
probability to apply them for solving real world problems.

The list of instructions (provided below) may be followed by a faculty relating to his/her own schedule
includes warm‐up period, controlled/free practice, and the respective feedback of the classes who handle.
The lesson plan has been formulated based on high quality learning outcomes and the expected outcomes
are as follows

Each subject must have a minimum of 60 hours, which in turn, 45 hours for lecture and rest of the hours for
tutorials. The faculty has to pay more attention in insisting the students to have 95 % class attendance.
Lect. Lesson schedule Learning outcomes Cumulative
No hour(s)
UNIT-I: Probability & Random Variables
L 1.1  Introduction to probability 1
concepts, axioms, theorems  Students will demonstrate
L1.2  Characteristics of random variables knowledge & be able to examine 2
– Discrete case and understand & use basic
L1.3  Characteristics of random variables probability 3
– Discrete case
L1.4  Characteristics of random variables  Students will be able characterize 4
– Continuous case probability models using
probability mass (density)
L1.5  Characteristics of random variables 5
functions & cumulative
– Continuous case
distribution functions
L1.6  Moments 6
L1.7  Expectation, variance 7
L1.8  Moment generating functions 8
L1.9  Function of random variable 9
L.1.10  Chebychev’s inequality - proof 10
L.1.11  Applications of Chebychev’s 11
inequality
L.1.12  Tutorial 12
CYCLE TEST – I : Date: 09.02.2015
UNIT-II Theoretical Distributions
L2.1  Discrete distribution: Binomial 13
distribution – MGF, Mean, Variance
L2.2  Applications of Binomial distribution 14
L2.3  Poisson distribution – MGF, Mean, 15
Variance Students will be introduced to the
L2.4  Applications of Poisson distribution techniques of developing discrete & 16
continuous probability distributions and
L2.5  Geometric distribution – MGF, 17
its applications
Mean, Variance
L2.6  Applications of Geometric 18
distribution
L2.7  Uniform distribution 19
L2.8  Continuous distribution: Exponential 20
distribution - MGF, Mean, Variance

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 L2.9  Applications of Exponential 21
distribution
L2.10  Normal distribution – MGF, Mean, 22
Variance
L2.11  Applications of Normal distribution 23
L.2.12  Tutorial 24
CYCLE TEST – II : Date: 09.03.2015

UNIT-III Testing of Hypothesis

L3.1  Introduction to sampling  Students will be able to formulate 25

distributions null & alternate hypothesis,
L3.2  Large sample tests – Test for a identify type I & type II errors 26
specified mean
L3.3  Test for the difference of means  Students know how to use the 27
L3.4  Small sample tests – ‘t’ test for a test statistic, critical value 28
specified mean
 Students know to draw
L3.5  ‘t’ test for the difference of means 29, 30
L3.6 inferences by correctly
L3.7  ‘t’ test for the paired observations formulating a decision rule for 31
testing a hypothesis
L3.8  F test – Test of significance of the 32, 33
L3.9 difference between population
variances
L3.10  Chi square test for goodness of fit 34

L3.11  Chi square test for independence 35

of attributes
L.3.12  Tutorial 36
SURPRISE TEST
UNIT-IV : Properties of Queueing Theory
L4.1  Introduction to Markovian queueing 37
models
L4.2  Steady state distribution Students should be able to 38
 Understand the terminology &
L4.3  Single server model with infinite nomenclature appropriate to 39
system capacity queueing theory
 Demonstrate knowledge and
L4.4  Characteristics of the model (M/M/1) understanding of various 40, 41
L4.5 : (∞/FIFO) queueing models
L4.6  Single server model with finite  Describe applications of 42
system capacity queueing theory to practical
L4.7  Characteristics of the model (M/M/1) problems 43, 44
L4.8 : (k/FIFO)
L4.9  Applications of queueing theory to 45, 46
L.4.10 Computer Science & Engineering
L.4.11  Tutorial 47, 48
L.4.12
UNIT-V Markov Chains
L5.1  Introduction to Markov process 49

L5.2  Markov chain one step & n-step 50

transition probability, tpm

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 L5.3  Chapman Kolmogorov theorem 51

Students should be able to analyse the

L5.4  Applications on Chapman 52
behavior of various Markov chains
Kolmogorov theorem
L5.5  Transition probability - Applications 53, 54
L5.6
L5.7  Limiting distributions - Applications 55, 56
L5.8
L5.9  Classification of states of a Markov 57, 58
L.5.10 chain - Applications
L.5.11  Tutorial 59, 60
L.5.12
MODEL EXAM 15.04.2015 (Duration: 3 Hours)

LAST WORKING DAY : 30.04.2015

References:

 Veerarajan T., Probability, Statistics and Random Processes, Tata McGraw Hill,1st Reprint 2004.
 S.C. Gupta and V.K. Kapoor, Fundamentals of Mathematical Statistics, 9th extensively revised
edition, Sultan Chand & Sons, 1999.
 Trivedi K S, “ Probability and Statistics with reliability, Queueing and Computer Science
Applications”,Prentice Hall of India,New Delhi, 1984

 Gross.D and Harris.C.M. “Fundementals of Queuing theory”, John Wiley and Sons, 1985.

 Allen.A.O., “Probability Statistics and Queuing theory”,Academic Press, 1981.

 Moorthy.M.B.K., Subramani.K & Santha.A, “Probability and Queueing Theory”, Scitech Publications,
V Edition, 2013.

Web‐based resources
http://en.wikipedia.org/wiki/probabilityandstatistics
http://en.wikipedia.org/wiki/queueing-theory
http://en.wikipedia.org/wiki/markov-process
Internal marks Total: 50
Internal marks split up: Cycle Test 1: 10 Marks Model Exam: 20 Marks

Cycle Test 2: 10 Marks Surprise Test: 5 marks

Attendance: 5 marks

Dr.N.V. Anbarasi Dr. K. Ganesan

Associate Professor Professor & Head/Dept. of Mathematics

Course Co-ordinator (MA1014) Email: [email protected]

Email: [email protected] [email protected]

Tel: +91- 44 -27417000 Ext: 2701

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