TMA 4275 Lifetime Analysis

Spring 2004

 

http://www.math.ntnu.no/~bo/TMA4275/2004v/

 

PRELIMINARY CURRICULUM AND LECTURE PLAN

 

Main literature is  Høyland & Rausand: System Reliability Theory: Models and Statistical Methods, Wiley 1994 (denoted H & R below).

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

 

 

Last updated February 3, 2004

 

Week

no.

Literature

H & R

Literature

R & H (2nd ed.)

Topic

Comment

H & R

Comment

R & H

2-3

2.1-2.4-2.7, 2.9-2.11, 2.14, 2.17

2.1-2.14, 2.17, 2.20

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

Only main results in 2.14 are required

 

4-5

Ch. 9

The note ”Litt om eksponensialfordeling …” (pdf-file).

11.1-11.3, 11.5  

The note ”Litt om eksponensialfordeling …” (pdf-file).

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

 

 

6-8

Copies on parametric  methods (pdf).

11.4

Copies on parametric  methods (pdf

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

 

 

9-10

 

 

No lectures

Mandatory homework

 

11-12

Ch. 10.  Copies on regression models (pdf). Copies on Cox-models etc. (pdf).

Ch. 12.  Copies on regression models (pdf). Copies on Cox-models etc. (pdf).

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

P. 428 and rest of chapter 10 is not required.

 

13

 

 

No lectures

Mandatory homework

 

14 and 16

Ch. 7

 

Ch. 7

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

Only selected parts of 7.3 are treated in class. From pages 293-313 are just  ”Superimposed …” s. 301-302 required.

 

15

 

 

Easter vacation

 

 

17

Ch. 11

Ch. 13

Bayesian lifetime analysis

 

 

18-19

 

 

Review.

Earlier exams.