Lecture plan and progress
| Date | R&H | Topic | Slides | Notes |
|---|---|---|---|---|
| 14.01 | 2.3-2.5 | Introduction. General concepts for lifetime distributions, failure/hazard rate. | Slides 1 | |
| 17.01 | 2.6, 2.9-2.14 | MTTF, Exponential, Weibull, lognormal distributions. | Slides 1 | |
| 21.01 | Gumbel distribution. Log-location-scale families. | Slides 1 | Extreme value distribution, log-location-scale distribution, New January 21: More on log-location-scale | |
| 24.01 | No lecture | |||
| 28.01 | 11.1-11.3.3 | Censoring. Nonparametric estimation of reliability/survival function | Slides 2 | 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. |
| 31.01 | 11.3.5 | The Kaplan-Meier estimator. | Slides 2 | |
| 04.02 | 11.3.6, 2.7 | The Nelson-Aalen estimator. Mean residual life | Slides 2 | |
| 07.02 | 11.3.7 | The exponential distribution. The Nelson-Aalen estimator. TTT-plot. | Slides 2 | About the Exponential Distribution, Poisson Process, Total Time on Test and Barlow-Proschan's Test. |
| 11.02 | 2.10, 11.3.7, 11.5.1 | The Poisson process. TTT-plot and Barlow-Proschan’s test for exponential distribution. | Slides 2 | |
| 14.02 | TTT-plot and Barlow-Proschan's test with censored observations.The log-rank test. | Slides 2 | The log-rank test | |
| 18.02 | (11.4) | Parametric inference in lifetime models. Censoring: Left, interval, right. Construction of likelihood. Estimation for exponential distribution. | Slides 3 | Download notes: Download copies from books: On likelihood construction, On parametric inference in lifetime models. |
| 21.02 | More on exponential distribution. Confidence intervals. | Slides 3 | The standard confidence interval for positive parameters. | |
| 25.02 | Weibull estimation. Probability plots for model checking. | Slides 3 | Some likelihood theory. | |
| 28.02 | Statistical inference in log-location-scale models (e.g. lognormal). | Slides 3 | ||
| 04.03 | 11.4.4 | Threshold parameter models. Exact confidence interval for exponential distribution under Type II censoring. | Slides 3 | |
| 07.03 | Survival regression analysis using log-location-scale models. | Slides 4 | ||
| 11.03 | Residuals and residual plots for survival regression. | Slides 4 | Book chapter on survival regression | |
| 14.03 | No lecture | |||
| 18.03 | Cox regression. | Slides 4 | ||
| 21.03 | 12 | More on Cox-regression. Case studies. | Slides 4 | Extra slides on simple Cox example, Case study: Medical, Case study: Reliability |
| 25.03 28.03 01.04 | Easter vacation | |||
| 04.04 | 7 | Summing up on survival regression modeling. Accelerated life testing. | Slides 4 | Modelling of covariates and factors |
| 08.04 | No lecture. Start working on Obligatory II | |||
| 11.04 | 7.1, 7.2.1, 7.3.1, 7.4.1, 7.4.2 | Recurrent events and repairable systems. The nonhomogeneous Poisson process (NHPP). | Slides 5 | |
| 15.04 | 7.4.3 | Nonparametric estimation in repairable systems (Nelson-Aalen estimator). | Slides 5 | |
| 18.04 | 7.4.4 | Parametric estimation: Power law NHPP. | Slides 5 | |
| 22.04 | 7.4.5 | Tests for trend in repairable systems. The Laplace Test and the Military Handbook Test. | Slides 5 | |
| 25.04 | Go through exam exercises (in this order, as far as we get today and next time): 2009 Problem 2 2012 Problems 1,2,4 2010 Problem 2,3 2004 Problem 2 | |||
| 29.04 | Continue with exam exercises - final lecture. | |||