TMA 4275 Lifetime Analysis

Spring 2006

 

http://www.math.ntnu.no/~bo/TMA4275/2006v/

 

FINAL CURRICULUM

 

The curriculum is defined to be all that is covered in lectures or in exercises.

 

Main literature is  Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004 (denoted R & H)

Notes can be downloaded from the course homepage, see under “Progress”.

 

 

Updated April 26, 2006

 

Literature

R & H (2nd ed.)

Topic

Comment

R & H

Downloadable notes

2.1-2.14, 2.17, 2.20

 

Probability distributions for lifetimes. Fundamental properties. Important distributions and properties.

Only main results in 2.17 are covered.

“Log-location-scale families  (Week 3).

11.1-11.3, 11.5 

 

Lifetime data. Censoring. Nonparametric methods. Plotting (TTT, Kaplan-Meier, Nelson-Aalen.)

 

”About the exponential distribution, Poisson process, etc.” (Week 4).

 

11.4 

 

Parametric estimation and testing. Maximum likelihood. Information matrix. Confidence intervals. Probability plots  (MINITAB).

11.4.1 and 11.4.6 are not covered by the course.

“On likelihood construction” and “On parametric inference in lifetime models” (Week 6)

Ch. 12.  

 

Regression methods. Covariates. Weibull regression.  Cox-regression. Accellerated lifetime testing.

12.2 is not treated in lectures. Example 12.2 page 532 and rest of Ch. 12 are not covered by the course.

“Copies on surivial regression etc. -Ansell and Phillips” (Week 11) and

“Case study on Cox-regression” (Week 12)

Ch. 7

Point processes. Recurrent events. Repairable systems. Poisson processes and renewal processes. Modelling and statistical analysis of data. Likelihood-methods. Trend testing

The following is covered (not always in detail): 7.1 only to 7.1.3; most of 7.2, but only to 7.2.6; 7.3 to 7.3.4;  but in addition 7.3.8; most of 7.4. Extended versions of Laplace and Mil-Hdbk tests (as used by MINITAB) are treated in lectures.