MTH 493/593: Reliability and Survival Analysis
Session 1, spring 2015
Class Meetings:
Class Time: Tuesday, Thursday 6:00 – 7:50 p.m.
Room: RT 1501
Lecture Instructor: Richard Yiying Fan, Ph.D.
Office: RT 1553
Office Phone: 687-4706
Email: y.fan67@csuohio.edu
Mailbox: RT 1518
Office Hours: Tue, Thu 10:00 AM - 12:00 PM, and Wed 2:00 PM - 3:00PM or by appointment
Prerequisite
MTH 424/524 Application of Probability or permission of instructor
Course Description:
To expose student to the basic concepts of reliability and survival models and statistical inference for probability
models and methods used in reliability assessment and survival analyses. It includes parametric and
nonparametric models, graphical methods, and classical interference procedures used in analyzing time-to-event
data.
Textbooks:
Reliability Modelling: A Statistical Approach, by Linda C. Wolstenholme, 1999. Publisher: Chapman and
Hall/CRC; 1 edition (June 25, 1999). ISBN-13: 978-1584880141
Survival Analysis: A Self-Learning Text, Third Edition (Statistics for Biology and Health), by David G.
Kleinbaum, Mitchel Klein. Publisher: Springer; 3rd ed. 2012 edition (August 31, 2011). ISBN-13: 9781441966452
Textbooks are recommended but not required.
Calculator: Each student will need a scientific calculator. Cell phone calculators are not permitted for use on
exams.
Using Blackboard
I will use Blackboard Learn for this course.
Grading:
In Class Exams (320 points) There will be two in class exams and a traditional final. The two in class exams
count 100 points each, and the final is worth 120 points. The final exam will be cumulative. Exams will
cover material discussed in class that may not be covered in the text. In addition, some techniques or
procedures will be taught in class differently than what appears in the text. You are responsible for all
material covered in class. Knowledge of the textbook alone is not sufficient. Some sections of the text will
be assigned that will not be explicitly gone over in class. This material may appear on exams as well. Students
who know they will miss an exam are required to let the instructor know prior to the scheduled exam
time. Make-up exams will not be given. Students missing an exam [with permission of the instructor] will
have the final exam replace the missing exam. Some problems on exams will be different between
undergraduate and graduate students. Some exam problems may be different between undergraduate and
graduate students.
1
Homework (80 points) Homework will be assigned and collected regularly throughout the semester. You
may work with others, but each student is responsible for turning in a paper with sufficient work and/or
computer output to support solutions. Expect 8 assignments each worth 10 points. A deduction of 1 point
per day (weekends count as one day) will result for homework turned in after the due date. Late
homework will not be accepted after the assignment has been returned.
Grading Scale:
Graduate
Undergraduate
A
368 – 400 points
(92% – 100%)
360 – 400 points
(90% – 100%)
A-
360 – 367 points
(90% – 91.9%)
340 – 359 points
(85% – 89.9%)
B+ 352 – 359 points
(88% – 89.9%)
332 – 339 points
(83% – 84.9%)
B
328 – 351 points
(82% – 87.9%)
308 – 331 points
(77% – 82.9%)
B-
320 – 327 points
(80% – 81.9%)
300 – 307 points
(75% – 76.9%)
C+ 312 – 319 points
(78% – 79.9%)
292 – 299 points
(73% – 74.9%)
C
280 – 311 points
(70% – 77.9%)
260 – 291 points
(65% – 72.9%)
D
240 – 279 points
(60% – 69.9%)
220 – 259 points
(55% – 64.9%)
F
<240 points
(<60%)
<220 points
(<55%)
MTH 493/593 Grades
Exam Grades
Homework Grades
Exam 1: _______ HW 1: _______
Exam 2: _______ HW 2: _______
Final:
_______ HW 3: _______
HW 4: _______
HW 5: _______
HW 6: _______
HW 7: _______
HW 8: _______
Disclaimer: I reserve the right to modify these procedures as the course progresses. Any changes will be
announced in class. You are responsible for any topic discussed in class. This includes exam days and changes
in policy.
Disabilities Statement: Students with disabilities which may affect their ability to complete course requirements
in this class may request appropriate accommodations by registering with the Office of Disability Services at
(216) 687-2015 in Main Classroom 147 and discussing the nature of their situation.
(http://www.csuohio.edu/offices/disability/)
Last Day to Withdraw from Courses: March 27, 2015
2
MTH 493/593: Reliability and Survival Analysis Schedule
Week
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
T 1-13
TH 1-15
T 1-20
TH 1-22
T 1-27
TH 1-29
T 2-03
TH 2-05
T 2-10
TH 2-12
T 2-17
TH 2-19
T 2-24
TH 2-26
T 3-03
TH 3-05
T 3-10
TH 3-12
T 3-17
TH 3-19
T 3-24
TH 3-26
T 3-31
TH 4-02
T 4-07
TH 4-09
T 4-14
TH 4-16
T 4-21
TH 4-23
T 4-28
TH 4-30
Topics
Chapter 1. Introduction and Definition
Assignment
HW1
Chapter 2. Lifetime Distributions
HW2
Chapter 6. System Reliability
HW3
Mid-term Exam
Chapter 4. Parametric Estimation for Life Distributions
HW4
Spring Recess
Chapter 3. Nonparametric Reliability Estimation
HW5
2nd Mid-term Exam
Cox’s proportional hazards model
HW6
HW7
HW8
Review
COMPREHENSIVE FINAL EXAM: Thursday, May 07 6:00-8:00 pm
Note: The lecture schedule may change slightly during the semester.
3