Course content

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.

Learning outcome

The course gives the theoretical foundation for stochastic modeling and statistical analysis of lifetime data, with emphasis on applications in reliability analysis and medicine. The student will through the mandatory exercises be able to use the theory on realistic data.

Learning methods and activities

Lectures and exercises with the use of a computer (MINITAB). The 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.

Compulsory assignments

• Exercises

Recommended previous knowledge

Courses TMA4240/TMA4245 Statistics or equivalent. It will be an advantage to have taken at least one of the courses TPK4120 Industrial Safety and Reliability, TMA4267 Linear Statistical Models and TMA4255 Applied Statistics.

Course materials

To be announced at the start of the course.

Credit reductions