sum_dph {matrixdist}

Computes the initial distribution and sub-intensity of the sum of two discrete phase-type distributed random variables

Description

Computes the initial distribution and sub-intensity of the sum of two discrete phase-type distributed random variables

Usage

sum_dph(alpha1, S1, alpha2, S2)

Arguments

alpha1

Initial distribution.

S1

Sub-transition matrix.

alpha2

Initial distribution.

S2

Sub-transition matrix.