SB3.2: Statistical Lifetime Models

Hilary Term, 2019

Lecture notes 

Lecture notes
Last update 15/04/2019

Lecture notes chapter 2, corrected version
Lecture notes chapter 5, corrected and extended version
Lecture notes chapter 9, corrected version

The optional topics "Multiple Decrements Models" and "Dynamic Predictions” were both not covered in the lectures this year, and will not be examined.

  1. (16 Jan.)  slides   
  2. (17 Jan)   slides  
  3. (23 Jan)  
  4. (24 Jan)   slides
  5. (30 Jan)   slides
  6. (31 Jan)   slides
  7. (6 Feb)    slides
  8. (7 Feb) 
  9. (13 Feb)   slides
  10. (14 Feb)
  11. (20 Feb)   slides
  12. (21 Feb)   slides
  13. (27 Feb)    slides
  14. (28 Feb)
  15. (6 Mar)
  16. (7 Mar)


There will be one revision class (20/5 9:30-11 in LG.01) and two consultation sessions (15/5 9:30-11:15 and 30/5 11-12:45 in Worcester College room 16.4).  The class will cover a set of questions from past papers and sample questions given here.  The consultation sessions are intended for individuals to bring their own questions. To allow space for individual questions, the time will be split into 15-minute slots, with a maximum of 3 students per slot. Sign-ups at Doodle. You may sign up for multiple slots, within reason. If you feel you need extra time, contact the lecturer.

Be aware that changes to the syllabus mean that some earlier questions (about estimation for general Markov processes -- such as Q3 from the 2018 exam -- and about multiple decrements are not examinable this year); and that the material about additive hazards models, and about correlated and repeated events, was not on earlier exams.

Problem Sheets

There will be four problem sheets. Sheets will be posted here, and solutions will be posted before the classes.
You are encouraged to review the solutions, particularly for the questions that are not submitted, to know what to ask about.
Sheet 1 (due week 3)   Solutions
Sheet 2 (due week 5)   Solutions
Sheet 3 (due week 7)   Solutions
Sheet 4 (due week 0 TT)  Solutions (problem 6 corrected 19/5)

Other resources

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