TMA 4275 Lifetime Analysis

Spring 2005

http://www.math.ntnu.no/~bo/TMA4275/2005v/

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)

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

Notes can be downloaded from the course homepage (under the given “Lecture week”).

Updated May 9, 2005

Literature H & R	Literature R & H (2nd ed.)	Topic	Comment H & R	Comment R & H
2.1-2.4-2.7, 2.9-2.11, 2.14, 2.17 Notes on “Log-location-scale…” (Lecture week 2).	2.1-2.14, 2.17, 2.20 Notes on “Log-location-scale…” (Lecture week 2).	Probability distributions for lifetimes. Fundamental properties. Important distributions and properties.	Only main results in 2.14 are covered.	Only main results in 2.17 are covered.
Ch. 9 The note ”About the exponential distribution …” (Lecture week 3).	11.1-11.3, 11.5 The note ”About the exponential distribution …” (Lecture week 3).	Lifetime data. Censoring. Nonparametric methods. Plotting (TTT, Kaplan-Meier, Nelson-Aalen.)
Notes on “Likelihood construction” and “On parametric inference….” (Lecture week 5).	11.4 Notes on “Likelihood construction” and “On parametric inference….” (Lecture week 5).	Parametric estimation and testing. Maximum likelihood. Information matrix. Confidence intervals. Probability plots (MINITAB).
Ch. 10. Notes on “Survival regression” (Lecture week 8) and “Medical study” (Lecture week 9).	Ch. 12. Notes on “Survival regression” (Lecture week 8) and “Medical study” (Lecture week 9).	Regression methods. Covariates. Weibull regression. Cox-regression. Accellerated lifetime testing.	P. 428 and rest of chapter 10 are not covered.	Example 12.2 page 532 and rest of Ch. 12 are not covered.
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 covered.	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. Pooled versions of Laplace and Mil-Hdbk tests (as used by MINITAB).
Ch. 11	Ch. 13	Bayesian lifetime analysis	Selected parts of 11.1-11.5 are covered.	Selected parts of 13.1-13.5 are covered.