| About the course |
The course gives an introduction to stochastic modelling and statistical methods for use in lifetime data analysis, with particular view to applications in reliability analysis and medicine.
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The lectures are based on knowledge from TMA4240/TMA4245 Statistics or equivalent. It will be an advantage to have taken one of the courses TPK4120 Industrial safety and reliability, TMA4260 Industrial statistics, and TMA4255 Design of experiments and applied statistical methods.
Contents:
Basic concepts in lifetime modelling. Censored
observations. Nonparametric estimation and graphical plotting for
lifetime data (Kaplan-Meier, Nelson-plot). Estimation and testing in
parametric lifetime distributions. Analysis of lifetimes with
covariates. (Cox-regression, accelerated lifetime
testing). Modelling and analysis of recurrent events. Nonhomogeneous
Poisson-processes. Nelson-Aalen estimators. Bayesian lifetime
analysis.
Lecturer |
Professor Bo
Lindqvist, room 1129, Sentralbygg II. Tlf. (735)93532
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Office hours: To be announced. Email: bo@math.ntnu.no Exercise lab teacher |
Research assistant Inge Christoffer Olsen,
room 1126, Sentralbygg II. Tlf. (735)91671
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Office hours: To be announced. Email: Inge.Olsen@math.ntnu.no Course book |
The main source will be
the book Rausand & Høyland:
System Reliability Theory: Models, Statistical Methods, and
Applications, 2nd Edition. Wiley 2004.
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Alternatively you may use the 1st edition: Høyland & Rausand: System Reliability Theory: Models and Statistical Methods, Wiley 1994. Notes/copies about certain topics will be handed out. Foils from the lectures can be downloaded as pdf-files from this website. Curriculum |
THE FINAL CURRICULUM can
be found
here. |
Lectures |
Tuesdays 10.15-12.00 in room 546, Sentralbygg II. |
Fridays 12.15-14.00 in room 546, Sentralbygg II. First ordinary lecture is January 18. Exercises |
Tuesdays 12.15-14.00. Room
will be announced. First time January 25.
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Some exercises (including the obligatory ones)
require use of the statistics computer package MINITAB, see
http://www.ntnu.no/itea.info/programvare/minitab.html Final exam: |
June 4, 2005. Written. 4 hours. |
Permitted aids: A. All printed or handwritten aids permitted. All calculators permitted. The examination and a solution can be downloaded here: Eksamen TMA4275 4. juni 2005 (norsk), Exam TMA4275 June 4, 2005 (English). Solution, TMA4275 June 4, 2005 (English). Earlier exams |
Mai 2000 Her er
løsningsforslag
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August 2000 Her er løsningsforslag Mai 2001 Her er løsningsforslag. Løsning oppgave 3c. Mai 2002 (pdf) Mai 2002 (ps) Her er løsningsforslag Mai 2003 (pdf) Mai 2003 (ps) Her er løsningsforslag August 2003 (pdf) August 2003 (ps) Her er løsningsforslag June 2004 (pdf) Here is solution (in English) Noen eksamensoppgaver m/løsning 1991-95 Diverse oppgaver m/løsning Progress |
Lecture week 13 (06.05 and 10.05): Will go through earlier
exams, with the aim of repeting important topics of the course.
The exercises will be (in this order:)
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- Mai 2002: 2 - Mai 2003: 2 - Mai 2002: 1 - Mai 2001: 2 - Mai 1987: 2 (In the beginning of the file "Diverse oppgaver m/løsning") - Mai 2002: 3 - August 2003: 4 Lecture week 12 (26.04): Observed information in power law NHPP. Confidence intervals. Trend testing. (29.04): Trend testing with several processes. Bayesian analysis of lifetime data (start). (03.05): Completion of Bayesian analysis theory. Foils can be downloaded here: Lecture week 12. Lecture week 12, supplement. Lecture week 11 (19.04): Recurrent events and repairable systems: Nonparametric estimation. (22.04): Parametric estimation in NHPP. Foils can be downloaded here: Lecture week 11. Lecture week 11, supplement. Lecture week 10 (12.04): Accelerated life testing. (15.04): Recurrent events. Repairable systems. Foils can be downloaded here: Lecture week 10. Lecture week 10, supplement. Lecture week 9 (01.04): Cox regression. The partial likelihood and simple example. (05.04): Cox-example with comaprison of two groups. Testing. Estimation of reliability function via estimation of baseline functions. (08.04): Example from a medical study on primnary biliary cirrhosis (PBC). Copy from book is distributed (or can be downloaded here). Foils from the lectures can be downloaded here: Lecture week 9. Lecture week 8 (15.03): Survival regression using log-location-scale models. In particular lognormal and Weibull distributions. Foils can be downloaded here: Lecture week 8. Copies on survival regression etc. can be downloaded here. (18.03) Continue survival regression. Residuals and residual plots.
Lecture week 7.
(25.2): Continue threshold parameter models. Left and right
truncation. Exam June 2004, Exercise 3. Additional foils
can be downloaded here: Lecture week 7, supplement.
Lecture week 6 (15.02): Parametric inference in two-parameter models, with emphasis on Weibull distribution. Probability plotting. Foils can be downloaded here: Lecture week 6. (18.02): Parametric inference in lognormal distributon. Additional foils can be downloaded here: Lecture week 6, supplement. Lecture week 5 (08.02): Parametric inference in lifetime models. Censoring: Left, interval, right. Construction of likelihood. Examples from exponential distribution. Foils can be downloaded here: Lecture week 5. Download copies from books: On likelihood construction, On parametric inference in lifetime models. (11.02): Derivation of confidence intervals for one-parameter models, with emphasis on exponential distribution. Additional foils can be downloaded here: Lecture week 5, supplement. Lecture week 4 (01.02): The TTT-plot and Barlow-Proschan's test for exponentiality. Foils can be downloaded here: Lecture week 4. (04.02): TTT and Barlow-Proshcan for censored data. Logrank test for comaparison of survival functions in several groups. Additional foils can be downloaded here: Lecture week 4, supplement. Lecture week 3 (25.01): Types of censoring. The Kaplan-Meier estimator. (28.01): Nelson-plot of cumulative hazard. TTT-plot. Note to be downloaded: About the Exponential Distribution, Poisson Process, Total Time on Test and Barlow-Proschan's Test. Foils can be downloaded here: Lecture week 3. Lecture week 2 (18.01): Basic concepts and distributions (chapter 2). (21.01): Weibull, lognormal, Gumbel distributions. Log-location-scale families. (Download note here). Foils can be downloaded here: Lecture week 2. Introductory meeting (10.01): Introduction to course, some topics from 2.1-2.5 in course book. Foils can be downloaded here: Introduction. Downloads |
Data files |
MINITAB 14 macros
Miscellanea |
Link to course in reliability at
Iowa State University.
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Link to course in lifetime analysis at University of Tennessee. Link to Electronic Textbook StatSoft. This is a web-based text in statistics. Note the chapter on "Survival Analysis" which contains much relevant information for the course. Link til NIST/SEMATECH e-Handbook of Statistical Methods. Chapter 8 (see left menu) on RELIABILITY contains some relevant topics. |
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Last updated:
2005-06-15 11:02