June 1: I have posted a preliminary solution to todays exam below.

May 25: To get the grades on project 2, contact Rasmus. On May 30, I will be available for answering questions in R21 in realfagsbygget between 9:00 and 16:00 except between 10:30-11:30. Send me an email or sms (99705519) if I'm not there.

May 7: The syllabus of the course is mainly the slides, but also material covered as part of the exercises and the projects including material referred to in the project (some sections from Moore 2016). The exam will include output from survival analysis in R so you'll need to be familiar with such output and the models behind such output. Writing R code, however, will not be part of the exam.

May 1. Permitted aids on the exam are "Tabeller og formler i statistikk, Tapir Forlag, K. Rottmann: Matematisk formelsamling, Calculator Casio fx-82ES PLUS, CITIZEN SR-270X, CITIZEN SR-270X College or HP30S, one yellow A4-sheet with your own handwritten notes."

April 17. Tentative date for "spørretime" is Wednesday, May 30 from 10:00-15:00. Let me know if you prefer an other date.

April 12. Rasmus (and sometimes me) will be available at the computerlab on the next few Tuesdays at 9:00 to assist with project 2. The last lecture will be on Tuesday 17 (I will continue going through some old exam, problem 2, june 2017 next time).

April 10. I have moved the deadline for project 2 to May 6.

April 4. Fitting the NHPP process using optim in project 2 may be a bit tricky. You should obtain parameter estimates close to \(a=-3\), \(b=2\) and \(c=30\). Although the model is not strictly identifiable without imposing constraints on the parameter (note how several parameter values lead to the same model), the numerical optimisation appears to work best without imposing any constraints on \(a\), \(b\) and \(c\) and without doing any reparameterization. The optimization then appear to converge for almost any choice of starting values including c(0,0,0).

March 12. You can get your graded project 1 back if you visit Rasmus in his office, room 1126 in SII.

Feb. 9: In the coming weeks, for project 1 and 2, Rasmus (and some times me) will be available between 9 and 10 each tuesday in Nullrommet (instead of 8-9 in B3).

Feb. 6: No teaching in week 8 (on february 20 and 22).

Feb. 6: To find a better time to meet for assistance with project 1 and 2 (this will take place in Nullrommet), please fill in suitable times at this google docs sheet at your earliest convenience.

Feb. 5: Project 1 is out, see below.

Jan. 16: You'll need access to the computerlab later on in the semester. If you don't already have access, fill in the necessary information at https://goo.gl/forms/Vg8umJdGLm0ERn9f1 and I'll provide access.

Jan. 1: The first lecture is Tuesday, January 9 at 10:15 in F4.

• Lecturer: Jarle Tufto, jarlet [at] math [dot] ntnu [dot] no, Room 1232, 12th floor, Sentralbygg II. Office Hours (treffetid): TBA.

• Teaching Assistant: Rasmus Erleman, rasmus [dot] erlemann [at] ntnu [dot] no, Sentralbygg II.

• Lectures: Tuesday 10:15-12:00 in F4 and Thursdays 12:15-14:00 in F3.

• Exercises: 8:15-9:00 in B3 (see https://www.ntnu.no/studier/emner/TMA4275#tab=timeplan) or * in the computer lab.

• Exam: June 1, 9:00.

Slides and lecture notes will be provided online along the course.

Relevant books for the course will be:

Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004.

Meeker & Escobar: Statistical methods for reliability data. Wiley, 1998.

Collett: Modelling Survival Data in Medical Research. 2nd ed. Chapman & Hall/CRC 20003.

For background in basic statistics: Walpole, Myers, Myers and Ye: Probability and Statistics for Engineers and Scientists, Prentice Hall.

For background in stochastic processes: Sheldon M. Ross: Introduction to probability models, Academic Press.

Moore, 2016. Applied Survival Analysis using R (freely available as ebook on springer link) covers much of the same material as and also has detailed explanations on how to do things in R.

Note that the computer based exercises will be updated to include information on how to solve the problems in R.

There are two obligatory exercise sets that will be graded, each counting 10% of the final grade in the course. Two students may work together and submit a common report. If you have completed the obligatory exercises in an earlier year, you can optionally use the score from previous years (in this case, send me an email with your student id number).

* Obligatory I. Out: Friday 5 February. Deadline: Friday, 2 March. Submit your report at https://www.dropbox.com/request/ia2cPZxNqWUNubkqnxaE

* Obligatory II. Out: Wednesday, March 14. Deadline: Sunday, May 6. Submit your report at https://www.dropbox.com/request/V7ZD1OrfYMUwGvrWpLEt

These are tentative dates.

We recommend that you write the report using Markdown or LaTeX + knitr, perhaps using tools such as sharelatex, dropbox or git (via bitbucket.org) if you're collaborating. The report should be written as a self-contained document intelligible to your peers. Make sure you include the email and student identity number of all groups members.

We recommend R and Rstudio and the survival-package all of which can be downloaded and installed for free. If you're not familiar with R you may want to read and solve some of the problems in "A (very) short introduction to R". A more detailed and technical introduction focusing on R as a language is "An Introduction to R". You may alternatively use https://innsida.ntnu.no/wiki/-/wiki/English/Minitab but then you're mostly on your own.

Code from the lectures.

Some datasets used in the exercises and lecture demos.

R&H refers to relevant sections in Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004.

Page. 56: First line should read "as \(t \rightarrow -\infty\)" (instead of "\(+\infty\)").