Messages 
26.05 Here is SOLUTION (in English) and the Exam TMA4275 May 26, 2006 (in Norwegian). 10.05 The grading of Obligatory Exercise 2 is now found on the exercise website. 08.05 We managed to complete the first exam exercise only on May 5. Thus on May 9 we start on the exercise May 2003, 2. 28.04 There is no lecture on Thursday May 4. Instead there will be a lecture on Tuesday May 9 from 15.1517.00 in room R56. The program for the lectures on Friday May 5 and Tuesday May 9 are found under "Progress" on this website. 26.04 This week is the last week with new topics teached. The announced treatment of Bayesian analysis of reliability data will not be included in this year's curriculum. Here is final curriculum . 04.04 The second obligatory exercise has been put on the exercise homepage today, with deadline for submission on Friday April 28. 24.03Those of you that will not be present at lectures and exercises in the next weeks can download preliminary notes, foils and exercises on the web page http://www.math.ntnu.no/~bo/TMA4275/Travellers. The contents are foils from last year (F...pdf), teacher's notes, and a preliminary list of remaining exercises (all taken from earlier exams). ( 17.03The second obligatory exercise will be put on the exercise homepage on Tuesday April 4, with deadline for submission on Friday April 28. (Note that Easter vacation is within this period). 08.03The definition of left censoring in the beginning of Chapter 11.2 in the book is not according to the usual definition of the term, and not according to the lectures and a previously disitributed note (see Week 6). Also, the explanation of independent censoring given in Chapter 11.2 seems to be incorrect, although it is very vaguely formulated. For more detailed definitions and discussions of these matters you may read Chapter 1.3 in Kalbfleisch and Prentice ("The Statistical Analysis of Failure Time Data", Wiley 2002). Note that the formulation there includes a covariate 'x' which you can disregard when defining independent censoring for the case of ordinary lifetime data. The 'x' should be there, however, when we start looking at lifetime regression next week. 03.03 Note that there will be guidance of the obligatory exercise on the Fridays March 3 and 10 from 12.15  14.00 in Kjel 3 (lecture hours). In addition, there will be guidance in the exercise hour on Tuesday March 7. At these times you may ask questions or discuss your results with one of the teachers. 22.02 The first Obligatory Exercise is on the exercise web page now. You may submit your paper at lectures, classroom exercises, in the mailbox of Anastasia Ushakova at the department office in 7th floor SBII, or electronically to anastasi@math.ntnu.no. Please put your student number (and not your name) on your paper. Your solution has to be delivered not later than March 14. 15.02 NOTE: Lectures on February 16 and 17 are CANCELLED. The students are instead encouraged to self study. Relevant
exercises are EXERCISE 5 (see exercise website). 13.02 Two relevant chapters of Minitab User's Guide
(written for version 13, but also usable for version 14) can be
downloaded here (or under "Downloads" below):
09.02 Anastasia has reserved a computer lab for the exercises when needed: Datasal Vegas (Gløshaugen, Sentralbygg 2, Nordre lavblokk, 212). The exercise meeting on Tuesday 14.02 (and perhaps 21.02) will be in Datasal Vegas. 23.01The exercise website is found here. 20.01 First exercise meeting is Tuesday 24 January: Exercise 1 (due 24 Jan): From book: 2.1, 2.2, 2.8, 2.10. Exercise 2 (due 31 Jan): From book: 2.29, 2.31, 2.34, 2.36, 2.37. 20.01 Under "Progress" on this webpage you will find a short description of the topics for each week. In addition you will there find links to files that can be downloaded (foils, notes etc.) 12.01 This is to confirm that time for lectures on Fridays are changed to 12.15  14.00, and time for exercises is changed to Tuesdays 15.15  16.00. Complete schedule:
Lectures: Exercises: 10.01 Foils for the Introductory meeting can be downloaded here .
10.01 Introductory meeting will be Wednesday January 11,
13.1514.00 in room 734, Sentralbygg II. The final time schedule for lectures and
exercises will be decided then, but unless there are large problems
with the already given schedule, it will be as
already announced
here :
04.01 Introduksjonsmøte blir holdt
ONSDAG 11. JANUAR KL. 13.15  14.00 I ROM 734 SENTRALBYGG II.


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.
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 (KaplanMeier, Nelsonplot). Estimation and testing in parametric lifetime distributions. Analysis of lifetimes with covariates. (Coxregression, accelerated lifetime testing). Modelling and analysis of recurrent events. Nonhomogeneous Poissonprocesses. NelsonAalen estimators. Bayesian lifetime analysis.

Lecturer  Professor Bo
Lindqvist, room 1129, Sentralbygg II. Tlf. (735)93532
Office hours: To be announced. Email: bo@math.ntnu.no 
Exercise lab teacher  Research assistant Anastasia Ushakova,
room 1126, Sentralbygg II. Tlf. (735)91671
Office hours: To be announced. Email: anastasi@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.
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 pdffiles from this website. 
Curriculum  FINAL CURRICULUM can be found here. 
Lectures 
Thursdays 14.1516.00 in room F6. Fridays 12.1514.00 in room KJL3. First ordinary lecture is January 19. 
Exercises 
Tuesdays 15.1516.00 in room R56.
First time: January 24. Link to exercise website. 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: 
May 26, 2006. Written. 4 hours. Permitted aids: A. All printed or handwritten aids permitted. All calculators permitted.
The examination from June 2005 and a solution can be downloaded here:

Earlier exams 
May 2000 Here is
solution
August 2000 Here is solution May 2001 Here is solution. Solution exercise 3c. Mai 2002 Here is solution May 2003 Here is solution August 2003 Here is solution June 2004 Here is solution (in English) Some exam exercises w/solution 199195 Some exercises w/solution 
Progress 
Week 18 (0405.05 plus 09.05): No lecture on Thursday May 4. On Friday May 5 and
Tuesday May 9 (15.1517 in room R56) I will go through earlier
exams, with the aim of repeting important topics of the course.
The exercises will be (in this order, as far as we get:)
 Mai 2003: 1  Mai 2003: 2  June 2005: 1  June 2005: 2  June 2004: 3  Mai 2001: 2  Mai 2002: 2. These exercises can be downloaded here. If you want the complete exams, these can be downloaded under "Earlier exams" above. Week 17 (2728.04): Trend testing with single and multiple processes. TTTplot for recurrent events data. Foils can be downloaded here: Lectures week 17. Week 16 (2021.04): Parametric estimation in NHPP. Observed information in power law NHPP. Confidence intervals. Model checking. Foils can be downloaded here: Lectures week 16. Week 14 (0607.04): Recurrent events and repairable systems: Nonparametric estimation. Foils can be downloaded here: Lectures week 14. Week 13 (3031.03): Finished Coxregression: Estimation of reliability function via estimation of baseline functions. Model checking in Coxregression. Accelerated life testing. Foils can be downloaded here: Lectures week 13.
Week 12 (2324.03): Cox regression. The partial likelihood. Simple
example for handcalculations. Real data example with comparison of two
groups. Testing for significant coefficients. Foils from the lectures can be downloaded here:
Lectures week 12.
Week 11 (1617.03): Survival regression using loglocationscale models. In particular lognormal and Weibull distributions. Residuals and residual plots. Foils can be downloaded here: Lectures week 11. You may also download Copies on survival regression etc. from a book by Ansell and Phillips, and the MINITAB note Regression with Life Data. Week 910: Midterm weeks. No lectures. Week 8 (2223.02): Parametric inference in twoparameter models: Weibull model, loglocationscale models (e.g. lognormal). Probability plotting. Exact confidence interval for exponential distribution under Type II censoring. Threshold parameter models. Foils can be downloaded here: Lectures week 78. Week 7 (1617.02): Lectures cancelled.
Week 6 (09.02): Parametric inference in lifetime
models. Censoring: Left, interval, right. Construction of
likelihood. Examples from exponential distribution.
Foils can be downloaded here:
Lectures week 6.
Week 5 (02.02): The TTTplot and BarlowProschan's test for exponentiality. Foils can be downloaded here: Lectures week 5. (03.02): TTT and BarlowProshcan for censored data. Logrank test for comparison of survival functions in several groups. Week 4 (26.01): Types of censoring. The KaplanMeier estimator. (27.01): Nelsonplot of cumulative hazard. Note to be downloaded: About the Exponential Distribution, Poisson Process, Total Time on Test and BarlowProschan's Test. Foils can be downloaded here: Lectures week 4. Week 3 (19.01): Basic concepts and distributions (chapter 2). (20.01): Weibull, lognormal, Gumbel distributions. Loglocationscale families. (Download note here). Foils can be downloaded here: Lectures week 3. Week 2. Introductory meeting (11.01):
Times for lecture and exercises were discussed. See messages.

Downloads 
Data files MINITAB 14 macros MINITAB Distribution Analysis , MINITAB Regression with Life Data . 
Miscellanea 
Link to course in reliability at
Iowa State University.
Link to course in lifetime analysis at University of Tennessee. Link to Electronic Textbook StatSoft. This is a webbased text in statistics. Note the chapter on "Survival Analysis" which contains much relevant information for the course. Link til NIST/SEMATECH eHandbook of Statistical Methods. Chapter 8 (see left menu) on RELIABILITY contains some relevant topics. 
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Last updated:
20060526 13:00