Survival and Reliability Models

Survival and reliability analysis - Basic concepts. Censored and truncated data. Basic Functions: Reliability or Survival Function, Risk Function, Mean residual lifetime, etc.
Non-parametric estimation. Kaplan-Meier, Nelson-Aalen. Log-rank test. Graphical tests.
Parametric models and lifetime distributions. Gamma, Weibull, Gumbel, Lognormal and others. Maximum likelihood estimation. Goodness-of-fit tests.
Regression models. Proportional hazards model, accelerated time model and the semi-parametric Cox model. Diagnostic methods, Cox-Snell residuals, Schoenfeld residuals.
Special issues of survival and reliability analysis. Frailty models, longitudinal data etc.

Division: Statistics, Probability and Operational Research

Recommended Literature:

Program of Studies:
Postgraduate - MCDA
Semester: B
ECTS: 7.5
Hours per week (Lec/Tut/L): 3/0/0
Code: MCDA112
Erasmus students: No