TMA 4275 Lifetime Analysis

Objective

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.

Prerequisites

Courses 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.

Course Description

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.

Lectures and Exercises

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.

Per week: 4 hours lecture, 1 hour exercises, 7 hours self study.

Course Material

Rausand and Høyland:. System Reliability Theory. Models, Statistical Methods and Applications. Wiley 2004. Notes about special topics.

Responsible Professor

Professor Bo Henry Lindqvist