Lecture plan and progress
R&H refers to relevant sections in Rausand & Høyland: System Reliability Theory: Models, Statistical Methods, and Applications, 2nd Edition. Wiley 2004.
| Date | R&H | Topic | Slides | Notes/Supplementary reading | |
|---|---|---|---|---|---|
| 07.01 | 2.3-2.5, 2.6, 2.9-2.14 | Introduction and motivation. General concepts for lifetime modeling. Parametric families of lifetime distributions. | Slides 1, Slides 2, Slides 3 | ||
| 10.01 | No ordinary lecture. Installation and information of MINITAB 10:15-11:00 in MA24 | ||||
| 14.01 | 2.6, 2.9-2.14, 2.17 | Parametric families of lifetime distributions (cont.). Gumbel distribution. | Slides 3, Slides 4 | Extreme value distribution, More on log-location-scale families | |
| 17.01 | 11.1-11.3.3, 11.3.5 | Log-location-scale families (cont.). Censoring; empirical survival function; Kaplan-Meier estimator. | Slides 4, Slides 5 | ||
| 22.01 | 11.3.6 | Kaplan-Meier estimator (cont.). Nelson-Aalen estimator. | Slides 5, Slides 6 | ||
| 24.01 | 11.3.7 | Properties of the exponential distribution. Derivation of the Nelson-Aalen estimator, TTT-plot | Slides 6 | About the Exponential Distribution, Poisson Process, Total Time on Test and Barlow-Proschan's Test. | |
| 29.01 | 11.3.7 | More on TTT-plot. Barlow-Proschans test. The logrank test. | Slides 6 (start p. 27) | Note on the logrank test, Algorithm for TTT and BP | |
| 31.01 | 11.4.3, 11.4.4 | Introduction to parametric methods. Parametric inference for the exponential model. | Slides 7 (replaced 31.01), Slides 8 | The standard confidence interval for positive parameters. Some likelihood theory. | |
| 05.02 | 11.4.5 | Lecture from 15:15-16 only. Extra: In Exam 2007, Problem 4 (b), do the logrank test. Do (a) if you have time. In lecture: Confidence intervals for the exponential distribution. | Slides 8 | ||
| 07.02 | 11.4.5 | Parametric inference for the Weibull model. | Slides 9 | ||
| 12.02 | NO LECTURE (work on Obligatory I) | ||||
| 14.02 | Inference in log-location-scale models. Threshold models (3-parameter Weibull). | Slides 10 | |||
| 19.02 | Parametric survival regression. | Slides 11 | Book chapter on survival regression, | ||
| 21.02 | Parametric survival regression (cont.), Proportional hazards and Cox-regression | Slides 12, p. 1-31 | Modelling of covariates and factors, Case study in Cox regression: Medical data | ||
| 26.02 | 12 | Model checking in Cox-regression. Case studies of Cox-regression. Accelerated life testing. | Slides 12, p. 32-48, Slides 13. | Case study in Cox regression: Reliability - paper, Case study in Cox regression: Reliability - slides, Download INSULATE.MTW. | |
| 28.02 | 7.3.1, 7.4.1, 7.4.2, 7.4.3 | Recurrent events and repairable systems. The nonhomogeneous Poisson process (NHPP) | Slides 14, p. 1-23 | ||
| 05.03 | 7.3.1, 7.4.1, 7.4.2, 7.4.3 | Recurrent events and repairable systems. Nonparametric estimation of cumulative ROCOF. | Slides 14, p. 24-41 | ||
| 07.03 | 7.4.4 | Parametric estimation in NHPPs. | Slides 15 | ||
| 12.03 | 7.4.5 | Trend testing in NHPPs. | Slides 16, p. 1-22 | ||
| 14.03 | 7.4.4, 7.4.5, 7.3.1, 7.3.2, 7.3.3 | Trend testing in NHPPs (cont.). TTT-plots for repairable systems. Renewal processes. | Slides 16, p. 23-31 | ||
| 19.03 | NO LECTURE (Obligatory II) | ||||
| 21.03 | NO LECTURE (Obligatory II) | ||||
| 26.03 | Unobserved heterogeneity in NHPPs | Slides 17, | Article on unobserved heterogeneity. | ||
| 28.03 | Case study and exercise on unobserved heterogeneity in NHPPs | Seminar slides on wind turbine reliability, Exercise on heterogeneity in HPP, | |||
| 02.04, 04.04 | Go through and discuss topics from exam exercises (in this order, as far as we get): 2016, 1: Kaplan-Meier + cure model (02.04) 2016, 3: log-logistic distribution (02.04) 2009, 2: Nelson-Aalen for repairable system (02.04) 2009, 3: Parametric estimation in NHPP (04.04) 2010, 2: A new cdf F(t) (04.04) 2012, 1: Parametric estimation with censored data (04.04) 2012, 2: Kaplan-Meier, logrank, Cox (04.04) | ||||
| 09.04, 11.04 | 2014, 1: Weibull regression 2008, 2: Hazard rate, renewal process, NHPP 2015, 1: Nelson-Aalen, Total Time on Test 2005, 1: Cox-regression 2014, 3: Construction of an F(t) 2013, 1: Weibull-regression |