TMA 4275 LIFETIME ANALYSIS
SPRING 2009

Messages

18.12.08 First lecture is Thursday, January 15, 12:15 – 14:00 F2

 

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 Bo Lindqvist, room 1129, Sentralbygg II. Tlf. (735)93532
Office hours: To be announced.
Email:
bo@math.ntnu.no

 

Exercise lab teacher

Research assistant Rupali Akerkar, room 1124, Sentralbygg II. Tlf. (735)92021
Office hours: To be announced.
Email:

 

Course book

The main source will be the book Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004.

Notes/copies about certain topics will be handed out. Foils from the lectures can be downloaded as pdf-files from this website.

 

Curriculum

PRELIMINARY CURRICULUM can be found here.  

 

Lectures

Thursdays 12.15-14.00 in room F6.
Fridays 10.15-12.00 in room F2.
First lecture is January 15.

 

Exercises

Mondays 15.15-16.00 in room F2.
First time: January 26.

Link to exercise website will come 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:

May 18, 2009. Written. 4 hours (9:00-13:00).
Permitted aids:
B - All printed and handwritten aids permitted, approved simple calculator.

 

Earlier exams

June 2008 (English), Solution (Norwegian)

May 2006 (Norwegian), Solution (English)

June 2005 (English) (Norwegian), Solution (English).

June 2004, Solution (English)

August 2003 Here is solution

May 2003 Here is solution

Mai 2002 Here is solution

May 2001 Here is solution. Solution exercise 3c.
August 2000 Here is solution
May 2000 Here is 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:
2009-12-18 13:50