TMA 4275 Lifetime Analysis
Spring 2009
http://www.math.ntnu.no/~bo/TMA4275/2009v/
FINAL CURRICULUM
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 1204) can be downloaded from the course homepage
(under “Progress”)
Last
updated April 30, 2009
Topic

Literature
R & H

Comment
R & H

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

2.12.14, 2.17, 2.20
Notes:
Loglocationscale families (22.01)
Independent censoring (24.01).

Only main results in 2.17 are covered.

Lifetime data. Censoring. Nonparametric
methods. Plotting (TTT, KaplanMeier, NelsonAalen.)
The logrank test.

11.111.3, 11.5
Notes:
About the exponential distribution (30.01)
The logrank test
(12.02)


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

11.4
Notes:
Likelihood construction (13.02)
On parametric inference (13.02)
The standard confidence interval (19.02)


Regression methods. Covariates. Weibull regression.
Coxregression. Accellerated lifetime
testing.

Ch. 12.
Notes:
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. Likelihoodmethods.

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 MilHdbk tests (as used by MINITAB).

