sum_ph {matrixdist}

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

Description

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

Usage

sum_ph(alpha1, S1, alpha2, S2)

Arguments

alpha1

Initial distribution.

S1

Sub-intensity matrix.

alpha2

Initial distribution.

S2

Sub-intensity matrix.