Abstract
The study of the sum of two independent phase-type (PH)-distributed variables, each of them being associated with a Markovian process with one absorbing state, is considered in this paper. The distribution function of the variable sum is computed, obtaining a new PH-distributed function of higher order. As the order increases in the new function, the exponential function of a block upper triangular matrix is calculated in terms of its respective blocks to reduce the dimension of the problem. The obtained results are applied to bladder carcinoma data.
2010 AMS Subject Classification::
Acknowledgement
This study has been funded by the Vicerrectorado de Investigación de la Universitat Politècnica de València. Code 2406.