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TMA 4275 LIFETIME
ANALYSIS SPRING 2009 |
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25.02
There is a reference group
meeting on Thursday 26.02. You may contact members of the reference group before the meeting for
comments about the course. 19.02 The first obligatory exercise
will be posted on the exercise website on Tuesday 24 February. Deadline for
submission is March 13. There are no
other exercises for the Mondays March 2 and 9. Instead these exercise hours
are for guidance in the obligatory exercise. 05.02 There will be no lectures in
the week before Easter, i.e. April 2 and 3. 30.01 The computer lab Vegas,
Sentralbygg 2 (Central building 2) has been
reserved for the course Mondays 14.15-16.00. Some of the exercise meetings
will be here instead of F2. See information on exercise webpage. 30.01 There will be no lecture on Friday 6 February, due to Ph.d.-disputation. (No changes for lecture on Thursday 5
February and exercises on Monday 9 February).
27.01 The ordinary exercises in the course are
not obligatory. There are just two obligatory exercises, which will be
announced separately later. These two exercises count together 20% of the
final grade in the course. 21.01 Here is link to exercise
website. 19.01 First exercise
meeting is Tuesday 24 January: Exercise 1 (due 26 Jan): From book: 2.1, 2.2, 2.8, 2.10. Exercise 2 (due 2 Feb): From book: 2.29, 2.31, 2.34, 2.36, 2.37. 19.01.09 Under
"Progress" on this web-page you will find a short description of
the topics for each week. In addition you will there find links to files that
can be downloaded (foils, notes etc.) 18.12.08 First lecture
is Thursday, January 15, 12:15 – 14:00 F2 |
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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, or TMA4255
Experimental design 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.
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Professor Bo Lindqvist, room
1129, Sentralbygg II. Tlf. (735)93532 |
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Research assistant Rupali Akerkar,
room 1124, Sentralbygg II. Tlf.
(735)92021
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Reference
group |
Ole Thomas Helgesen (olethoh@stud.ntnu.no) Olakunle Olamilehin (olamileh@stud.ntnu.no) Shahrukh Hussain (shahrukhuaar@yahoo.com) |
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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. |
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PRELIMINARY CURRICULUM can be found here.
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Thursdays 12.15-14.00 in room F6. |
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Mondays 15.15-16.00 in room F2 or computer lab
Vegas, Sentralbygg 2 (Central building 2). See
exercise webpage for information on place.
Link to exercise
website. Some exercises (including the obligatory ones) require use of the statistics
computer package MINITAB, see http://www.ntnu.no/adm/it/brukerstotte/programvare/minitab. 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 several
computer labs. |
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Final exam:
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May 18, 2009. Written. 4 hours (9:00-13:00). |
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Earlier exams |
June 2008 (English), Solution (Norwegian) May
2006 (Norwegian), Solution
(English) June 2005 (English) (Norwegian), Solution (English). August 2003 Here
is solution May 2001
Here is solution. Solution exercise 3c. |
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27.02 Survival regression analysis
using log-location-scale models. In particular lognormal and Weibull distributions. Residuals and residual plots.
Foils can be downloaded here: Slides pages 101-156. You may also download Copies on survival regression etc.
from a book by Ansell and Phillips, and the MINITAB note Regression with Life Data. 26.02 Statistical inference and
probability plotting in log-location-scale models (e.g. lognormal). Exact
confidence interval for exponential distribution under Type II censoring. Threshold parameter models. 20.02 Finish inference in Weibull distributions. Probability plots for model
checking. 19.02 Continue parametric
inference. Confidence intervals and tests. Download note: The standard confidence
interval for positive parameters. Start with inference in Weibull distributions (likelihood). 13.02 Parametric inference in lifetime
models. Censoring: Left, interval, right. Construction of likelihood.
Examples from exponential distribution. Slides pages 69-100.
Download copies from books: On likelihood construction and
On parametric inference in lifetime models. 12.02 TTT-plot
with and without censoring (11.3.7). Barlow-Proschan’s
test for exponential distribution (11.5.1). The logrank
test (not in book). Note handed out in class: The
logrank test for comparison of survival functions. 06.02 No lecture 05.02 Continue with Nelson(- 30.01 The Nelson- 29.01 The Kaplan-Meier
estimator (11.3.5 in book, slides from 24.01). 24.01 Finish log-location-scale
families. Start chapter 11. Censoring. Nonparametric estimation of
reliability/survival function (to be continued). Slides to this and the
couple of next lectures is here: Slides pages 41-68. For a detailed definition and discussion of independent censoring you
may read Chapter 1.3 in Kalbfleisch and Prentice ("The Statistical Analysis
of Failure Time Data", Wiley 2002). Disregard the ‘x’
occurring there. 22.01 Gumbel
distribution. Log-location-scale families. (Download extra note here). 16.01 MTTF
(2.6). Distributions (2.9-2.14): Exponential, Weibull,
lognormal. 15.01 First lecture.
Introduction to course. Then 2.3-2.5 in book (general concepts for lifetime
distributions, failure/hazard rate). Slides to this and the couple of next
lectures is here: Slides pages 1-40. |
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Downloads |
Data files |
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Miscellanea |
Link to course in reliability at |
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Webmaster
Last updated: 2009-02-25 16:11