Course content

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.

Learning outcome

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.

Learning methods and activities

Lectures, exercises and works (projects).

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

Compulsory assignments

• Projects

Recommended previous knowledge

TMA4240/TMA4245 Statistics or equivalent. It will be an advantage to have taken at least one of the courses TMA4267 Linear Statistical Models and TMA4255 Applied Statistics.

Course materials

To be announced at the start of the course.

Credit reductions