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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 project)
14.02 Inference in log-location-scale models. Threshold models (3-parameter Weibull). Slides 10
19.02 Parametric survival regression. Slides 11
21.02 Parametric survival regression (cont.), Proportional hazards and Cox-regression Slides 12
2019-02-14, Bo Henry Lindqvist