Event Times Distributed as Sum of Weibull

This returns event times with a distribution resulting from the sum of two Weibull distributed random variables using the inversion method.

getWaitTimeSum(U, haz1, haz2, p1, p2, entry)

Arguments

U

(numeric)
uniformly distributed random variables.

haz1

(positive number)
first summand (constant hazard).

haz2

(positive number)
second summand (constant hazard).

p1

(positive number)
rate parameter of Weibull distribution for haz1.

p2

(positive number)
rate parameter of Weibull distribution for haz2.

entry

(numeric)
the entry times in the current state.

Value

This returns a vector with event times.

Examples

getWaitTimeSum(U = c(0.4, 0.5), haz1 = 0.8, haz2 = 1, p1 = 1.1, p2 = 1.5, entry = c(0, 0))
#> [1] 0.3839235 0.4863177