STAT- 408: Reliability Theory
Basic concepts of reliability, Structural reliability, Life time distributions
(Failure models): Hazard rate; Gamma, Welbull, Gumball, Log-Normal and
Inverse Gaussian Distribution, Stochastic fatigue-rate models, Point and
interval estimation, Fatigue-life model
Testing relabiity hypothesis, Monte-Carlo simulations, distrbution-ree and
Bayes methods in reliability, System reliability, ‘series and parallel
systems, Failure models, (k-outofm) New-better-than used models.
Inferences for these models, Accelerated lfe testing
Recommended Books:
4. Achintya Haldar, Sankaran Mahadevan (2000). Reliability
‘Assessment Using Stochastic Finite Element Analysis"
2. Crowder, MJ. (1994), "Statistical Analysis of Reliability Data’.
Gertsbakh, 1.8. (1989). “Statistical Reliability Theory” Marcel
Decker. New York,
4, Gertsbakh, |. Reliability theory : with applications to preventive
maintenance Publisher: New Delhi : Springer, 2009
5. Lawless, J.F, "Statistical Model and Methods for Lifetime Data" (2nd
ed.)
6. Lee, J. Bain, Bain Bain, (1991), “Statistical Analysis of Reliability and
Life-Testing Models”,
7. Mann, N.R., Scheefer, R.E. and Singapoor walla, N.D. (1974).
Methods for Statistical Analysis of Reliability, John Wiley & Sons.
STAT- 409: Time Series Analysis
Time series analysis: concepts, Stochastic Process, Stationary Time-
Series, Exponential smoothing ‘techniques, auto-correlation and auto-
covariance, estimation of auto-correlation function (ACF) and Partial
autocorrelation function (PACF) and standard errors, Periodogram,
‘spectral density functions, comparison with ACF, Linear stationary models:
‘Auto Regressive Moving Average (ARMA) and mixed models, Non-
stationary models, general ARIMA notation and models, minimum mean
square forecasting. ARIMA Seasonal Models
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