STU34505 – Modern Statistical Methods I

Module CodeSTU34505
Module Name Modern Statistical Methods I
ECTS Weighting[1]5 ECTS
Semester taughtSemester 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 the SIR model in epidemiology and implement inference on its parameters given data on the progression of an epidemic

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;
The SIR model for an epidemic: derivation, methods of inference

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 ComponentBrief Description Learning Outcomes Addressed% of totalWeek setWeek Due
Examination Online written examination to be completed over 24 hours.LO1, LO2, LO3, LO4, LO5, LO6, LO7100%n/an/a

Reassessment Details

Online examination (to be completed over 24 hours, 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 reading33 hours
Independent study (outside scheduled contact hours), broken down by:83 hours
Preparation for classes and review of material (including preparation for examination, if applicable36 hours
completion of assessments (including examination, if applicable)47 hours
Total Hours116 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

Module Website

Blackboard