TMA 4275 Lifetime Analysis

Spring 2009

 

http://www.math.ntnu.no/~bo/TMA4275/2009v/

 

PRELIMINARY CURRICULUM AND LECTURE PLAN

 

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

 

 

Last updated April 30, 2009

 

 

Week

No.

Literature

R & H

Topic

Comment

R & H

3

2.1-2.14, 2.17, 2.20

Notes: 

Log-location-scale families (22.01)

Independent censoring (24.01).

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

Only main results in 2.17 are covered.

4-5

11.1-11.3, 11.5 

Notes:

About the exponential distribution (30.01)

The logrank test (12.02)

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

The logrank test.

 

6-8

11.4 

Notes:

Likelihood construction (13.02)

On parametric inference (13.02)

The standard confidence interval (19.02)

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

 

9-11

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)

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

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

12-13 and 17-18

 

 

(Note: No lectures in week 14)

Ch. 7

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

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).

15

 

Easter vacation

 

16

 

Discussing Exam June 2005

 

19 (1st of May lecture moved to May 6 )

 

Review: Exam June 2008