| Messages |
24.04.2012:
Final curriculum
18.04.2012: No lecture tomorrow.
16.03.2012:IMPORTANT- The details about second obligatory exercise are
now available in exercise section.
17-02-2012: The first obligatory exercise is now available in
exercise section. The deadline is March 05, 15:00.
There will be no lectures on 20 and 23 February, instead these hours
are for guidance in the obligatory exercise. Vaclav Slimacek will be
available in the lab. Computer lab nullrommet is
booked for the following:
Monday, 20-02-212, 15:00-17:00
Thursday, 23-02-2012, 8:00-10:00
12-02-2012 No lecture tomorrow.
27-01-2012: We need 3 students for reference group. It would be
nice to have one from industrial mathematics program, one from MSRAMS
and one from other program of study. Send me an e-mail if you want to be a
member of it.
26-01-2012:IMPORTANT: "There has been a mistake with respect to the exam date for TMA4275, which now has been corrected by the exam office. The new date for the TMA42745 exam is May 30 at 9.00"
23-01-2012:IMPORTANT: Computerlab "Banachrommet (380B) is booked for exercise sessions from week5.
The students those who do not follow the industrial mathematics program, should send me their username, which will then be forwarded to the admin of computer labs, so as to get access to the computers.
16-01-2012: The first exercise can be found here pdf.
09-01-2011: Topics discussed in lectures can be found under
"Progress" and
Excercise details can be found under "Exercises".
20-12-2011: First lecture is on Monday 9, January 2012 ,15:15-17:00 in F3.
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General information |
Lecturer
Rupali Akerkar
Email : akerkar@math.ntnu.no
Room 1124, 11th floor, Sentralbygg II.
Teaching Assistant
Vaclav Slimacek
Email : Vaclav.Slimacek@math.ntnu.no
Room 1138, 11th floor, Sentralbygg II.
Lectures
Mondays 15:15-17:00 in F3
Thursdays 8:15-10:00 in KJL4
Exercises
Tuesdays 16:15-17:00 in F3
Course Book
The main source will be the book Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004.
Notes/copies about certain topics will be handed out. Foils from the lectures can be downloaded as pdf-files from this website.
Supplementary reading (available at Tapir):
Jayant V. Deshpande & Sudha G. Purohit: Life time data: statistical models and methods, World Scientific, 2005.
For background in basic statistics: Walpole, Myers, Myers and Ye: Probability and Statistics for Engineers and Scientists, Prentice Hall.
For background in stochastic processes: Sheldon M. Ross: Introduction to probability models, Academic Press.
Exam
25 May 2011. Written 4 hours (9.00-13.00)
Examination aids: C
Specified, written and handwritten examination support materials are permitted. A specified, simple calculator is permitted.
Permitted aids at the exam are:
- Calculator HP30S with empty memory.
- Statistiske tabeller og formler (Tapir forlag)
- K. Rotman: Matematisk formelsamling
- One yellow paper (A4 with stamp) with your own formulas and notes
You can get the yellow A4 paper with stamp at the department office of Department of Mathematical Sciences, 7th floor, Central building 2.
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Progress |
23-04-2012: Lecture23: went through exam June 2010 and discussed
the final curriculum.
12-04-2012: Lecture22: went through exam May 2009.
29-03-2011: Lecture21: Discussed the Military Handbook
Test. Tests for trend in repairable systems when there are several
systems. Some theory for renewal processes. From lecture
slides-21.
26-03-2012: Lecture20: more on parametric estimation in NHPP
models. Likelihood construction and MLE. Detailed analysis of power
law NHPP. Started tests for trend in repairable systems. Discussed the Laplace Test. From
lecture
slides-20
22-03-2012: Lecture19: more on recurrent events, finished
non-parametric analysis and started with parametric analysis in NHPP
models.
19-03-2012: Lecture18: finished accelerated life testing (Ch. 12
in the book). From
lecture
slides-18
and
data . Started Recurrent events and repairable systems.
15-03-2012: Lecture17: Disscussed a case study in
reliability engineering. Started accelerated life testing (Ch. 12
in the book)
12-03-2012: Lecture16: Parametric survival regression - Weibull
model. Disscussed analysis of liver cirrhosis data. From
lecture
slides-16(a) and
slides-16(b), also disscussed a case study in
medical statistics.
08-03-2012: Lecture15: Analysis of lifetimes with
covariates.continue with Cox regression. Real data example with comparison of two groups from Ansell & Phillips. Testing for significant coefficients. Note that the copies from Ansell & Phillips (A &P) that are referred to in the foils, is the "Copies on survival regression etc.
extra slides on the simple cox-example .
05-03-2012: Lecture14: Analysis of lifetimes with covariates.continue with Cox regression. The partial likelihood. Simple example for hand calculation.
From lecture
slides-14.
01-03-2012: Lecture13: Finished log-location-scale models. From lecture
slides-13, Analysis of lifetimes with covariates. Residuals. Started with Cox proportional hazards model. Please
read copies on survival regression etc. from a book
by Ansell and Phillips.
27-02-2012: Lecture12: continue with parametric
inference. Exact confidence interval for expoential
distribution. Started with log-location-scale models.
16-02-2012: Lecture11: Inference in Weibull distribution.
From lecture
slides-11, R
function for log-minus-logplot
and R
function for PPplot
Download copies from book:
On parametric inference in lifetime models
09-02-2012: Lecture10: continue with parametric
inference. Example from exponential distribution. Confidence
intervals for exponential distribution with different parametrizations.
From lecture
slides-10.
06-02-2012: Lecture9: continue with parametric
inference. Construction of likelihood and MLE. Example from exponential distribution.Confidence intervals for exponential distribution.Download copies from
books:
On likelihood construction and Download
note:
The standard confidence interval for positive parameters
02-02-2012: Lecture8: Diagnostic plots : 4ways. Parametric
inference in lifetime models. Construction of likelihood. From lecture
slides-8
30-01-2012: Lecture7: TTT plots and Barlow Proschan's
test. Lecture slides
slides-7 , rcode-TTTplot
26-01-2012: Lecture6: more about Nelson-Aalen estimators. TTT
plots...to be continued.
23-01-2012: Lecture5: Nelson-Aalen estimator and some properties of
exponential distribution. Lecture slides slides-5
19-01-2012: Lecture4: Kaplan-Meier estimator and log rank
test. Slides to this
are slides-4
and Logrank test
16-01-2012: Lecture3: Censoring, Non-parametric estimation of
survival/reliability function.(to be continued).
For a detailed definition and discussion of independent censoring you
may read
Chapter 1.3 in Kalbfleisch and Prentice (The Statistical Analysis of Failure Time Data, Wiley 2002). Disregard the x occurring there.
12-01-2012: Lecture2: Location-Scale-family.
R.codes for exponential and Weibull dist.,
Minitab graphs
and R-codes
for log-normal dist.
09-01-2012: Lecture1: discussed
introduction, basic concepts of lifetime analysis, exponential
distribution.
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Exercises |
Check the link Exercises
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Data files |
Ball
bearings data
example11.4
example11.8
example11.15
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Earlier exams |
May 2011
June 2010
May 2009
, Solution
June 2008
, Solution
May 2006
, Solution
June 2005
, Solution
June 2004
, Solution
August 2003
, Solution
May 2003
, Solution
May 2002
, Solution
May 2001
, Solution, Solution exercise 3c
August 2000
, Solution
May 2000
, Solution
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Miscellaneous |
Minitab Tutorial
R Tutorial
Minitab
Macros
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