TMA 4275 LIFETIME ANALYSIS
SPRING 2007

Messages	15.01.07 The exam date has been changed due to a collision with the exam in TMA 4265 Stokastiske prosesser: New date and time is June 6 at 09.00. 15.01.07 Lectures on Mondays will be 14.15 – 16.00 in F4 (instead of 15-17), starting today. 09.01.07 There is now a new room for the Friday lecture (starting Friday this week): F3. Since Mondays 14-15 is supposed to be a time for students meetings, the administration asks us to avoid having lectures at that time. Thus we need to have the official lecture time on Mondays to be 15-17 as before. However, if it is fine for the students of the course, we may still start at 14 (and end at 16). We will discuss this on Friday. The new official times are therefore: Mondays 15.15 – 17.00 in room F4 Fridays 12.15 – 14.00 in room F3 08.01.07 First lecture was today. Due to collisions with other courses, the lecture times were changed to: Mondays 14.15 – 16.00 Fridays 12.15 – 14.00 Lecture rooms will be announced as soon as they are available. 13.12.06This page is under construction!
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 (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. Weekly hours: Spring: 4F+1Ø+7S = 7,5 SP Course type: Lectures and exercises with the use of a computer (MINITAB). Lectures may be given in English. Portfolio assessment is the basis for the grade awarded in the course. This portfolio comprises a written final examination 80% and selected parts of the exercises 20%. The results for the constituent parts are to be given in %-points, while the grade for the whole portfolio (course grade) is given by the letter grading system. Retake of examination may be given as an oral examination.
Lecturer	Professor Jayant V. Deshpande
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	Jayant V. Deshpande & Sudha G. Purohit: Life time data : statistical models and methods, World Scientific, 2005. Recommended but not required: Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004. Notes/copies about certain topics may be handed out.
Curriculum	Preliminary curriculum and lecture plan is found here.
Lectures	Mondays 15.15 – 17.00 F4. First time Monday January 8. Tuesdays 12.15 – 14.00 KJL4
Exercises	Thursdays 17.15 – 18.00 F2 Exercise website is here. Some exercises (including the obligatory ones) require use of the statistics computer package MINITAB, see http://www.ntnu.no/itea.info/programvare/minitab.html Note that NTNU has an unlimited site licence for Windows and Macintosh for installation of MINITAB on NTNUs area and on private machines of students and staff. MINITAB is also available on computer labs Gombe (Realfagbygget R90, 24 machines) and Chobe (Realfagbygget R91, 12 machines).
Final exam:	June 6 at 09.00. Written. 4 hours. (Note: Changed January 15 due to collision with other exam). Permitted aids: B
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) Exam TMA4275 4 June 2005 (Norwegian), Exam TMA4275 June 4, 2005 (English). Solution, TMA4275 June 4, 2005 (English). Exam TMA4275 May 26, 2006. Solution, TMA4275, May 2006. Some exam exercises w/solution 1991-95 Some exercises w/solution
Progress
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 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: 2007-01-17 13:03