| Module Code | STU34505 |
| Module Name | Modern Statistical Methods I |
| ECTS Weighting[1] | 5 ECTS |
| Semester taught | Semester 1 |
| Module Coordinator/s | Professor Simon Wilson |
Module Learning Outcomes
LO1. Derive the structure function from the structure diagram of a system and prove results on system reliability in terms of the reliability of their components;
LO2. Define and interpret the failure rate and derive the survival function from it;
LO3. Fit lifetime distributions to data, including censored data;
LO4. Calculate non-parametric estimates of the survival function;
LO5. Calculate various exceedances and the distribution of the maxima and minima of a sequence of random variables;
LO6. State the extreme value theorem and apply it to derive approximate distributions of extremes;
LO7. Define a neural network and describe the principal types of network and how they are fitted to data.
Module Content
Survival Analysis: systems of components, reliability of systems, failure rate, lifetime distributions, inference, censoring;
Extreme Value Theory: modelling extrema, extreme value theorem, inference, extrema under non- random and random censoring;
Neural networks: definition, types, fitting by stochastic gradient, and introduction to transformer architecture.
Teaching and learning Methods
| Pre-recorded video lectures with accompanying lecture notes and handouts, available through Blackboard. Question sheets will be handed out and answered in live sessions through Blackboard. |
Assessment Details
| Assessment Component | Brief Description | Learning Outcomes Addressed | % of total | Week set | Week Due |
| Examination | In person. To be completed in 2 hours. | LO1, LO2, LO3, LO4, LO5, LO6, LO7 | 100% | n/a | n/a |
Reassessment Details
Examination In person (to be completed over 2hrs, 100%)
Contact Hours and Indicative Student Workload
| Contact Hours (scheduled hours per student over full module), broken down by: | 33 hours |
| Video lectures and note reading | 33 hours |
| Independent study (outside scheduled contact hours), broken down by: | 83 hours |
| Preparation for classes and review of material (including preparation for examination, if applicable | 36 hours |
| completion of assessments (including examination, if applicable) | 47 hours |
| Total Hours | 116 hours |
Recommended Reading List
Barlow, R.E. and Proschan, F. (1981), Statistical Theory of Reliability and Life Testing, 2nd edition. To Begin With.
Crowder, M.J., Kimber, A.C., Smith, R.L. and Sweeting, T.J. (1991), Statistical Analysis of Reliability Data. Chapman & Hall.
Reiss, R-D and Thomas, M. (1991), Statistical Analysis of Extreme Values. Birkha ̈user. • For the bootstrap:
Prerequisite modules:
Prerequisite modules: STU23501
Other/alternative non-module prerequisites: NA
Module Co-requisites
None