Lifetime Analysis

Basic concepts in lifetime modelling and in martingale theory. Censored observations. Nonparametric estimation and graphical plotting for lifetime data (Kaplan-Meier, Nelson-Aalen 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.

1. Knowledge. The student has a thorough knowledge of the basic theory of stochastic modelling and statistical analysis of survival data, including 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.

Lectures and project work. The content and form of the project work will be given at semester start.

The course is given every second year. The course will be given in autumn in years of even numbers.

The final written school exam is only given in English. Students are free to choose Norwegian or English for their solutions of written assessments.