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.

Learning outcome

1. Knowledge. The student has a thorough knowledge of the basic theory of stochastic modelling and statistical analysis of survival data, with emphasis on graphical techniques. This includes both parametric and non-parametric analysis of censored survival data and data for recurrent events, as well as related regression models, such as Cox regression. The graphical techniques include the Kaplan-Meier plot, the Nelson-Aalen plot and simple plots for model checking.

2. Skills. The student is able to apply his or her knowledge on various situations from technical reliability analysis, risk analysis, medicine and other relevant applications, involving the concept of survival in a broad sense. Such applications include the establishment of an appropriate model, data analysis using statistical software, and formulation of conclusions in the form of estimates, predictions and practical advice.

Learning methods and activities

Lectures, exercises demanding the use of computer software (MINITAB or R), and semester project(s). Portfolio assessment is the basis for the grade awarded in the course. This portfolio comprises a written final examination (80%) and the semester project(s) (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. The lectures may be given in English.

Compulsory assignments

• Exercises

Recommended previous knowledge

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