Course for international guest/part time students
- Faculty
- Faculty of Science
- Organization
- TTK Department of Probability Theory and Statistics
- Code
- eltael1u0um17em
- Title
- Analysis of survival data (l)
- Usual semester
- Spring
- Published semester
- 2025/26/2
- ECTS
- 3
- Language
- hu
- Learning outcomes
- Knowledge: getting familiar with the modern notions of analysis of survival data Ability: to understand and use analysis of survival data Attitude: the need to extend the mathematical knowledge, to gain new analytic and applied programming skills Autonomy and Responsibility: based on the gained knowledge in analysis of survival data, the students are able to decide which tools are the most suitable to solve applied problems
- Course content
- Basic concepts, failure times, types of censorship, total operating time. Hazard function, failure factor. Lifetime distributions. Exponential pattern analysis Non-parametric maximum likelihood. Survival function estimation from a censored sample: the Kaplan–Meyer product estimate. Greenwood formula. Actuarial estimate. Proportional hazard model. Full, conditional or partial likelihood. Classes of aging distributions: IFR, IFRA, NBU. Content relationships. Closedness of classes for weak convergence and convolution. Monotonic and coherent systems, system reliability. The closure of the IFRA and NBU department. Closing the IFR class. Water tank model. Preservation of aging properties in shock models. ML estimation of IFRA distribution function, inconsistency. ML estimation of IFR distribution function, largest convex minor. Consistency. The bioassay problem. The EM algorithm.
- Assessment method
- exam