TMA 4275 Lifetime Analysis

Spring 2009




The curriculum is defined to be all that is covered in lectures and exercises.


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


Notes and copies from books can be downloaded from the course homepage (under “Progress”). These are listed in the column for “Literature” in the course contents given below.


Slides used in the lectures (pages 1-204) can be downloaded from the course homepage (under “Progress”)



Last updated April 30, 2009





R & H


R & H

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

2.1-2.14, 2.17, 2.20



Log-location-scale families (22.01)

Independent censoring (24.01).

Only main results in 2.17 are covered.

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

The logrank test.

11.1-11.3, 11.5 



About the exponential distribution (30.01)

The logrank test (12.02)


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




Likelihood construction (13.02)

On parametric inference (13.02)

The standard confidence interval (19.02)


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

Ch. 12.  



Survival regression etc. (27.02)

Regression with Life Data – MINITAB (27.02)

Case study in medical statistics (12.03)

Case study in reliability (12.03)

Example 12.2 page 532 and rest of Ch. 12 are not covered.

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

Ch. 7

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).