本文对PH极值分布进行了推广,应用构造相关联的Markov过程的方法,证明了札个相互独立的PH随机变量构成的次序随机变量的分布仍是PH分布。并给出了次序PH随机变量分布表达式的表示方法,本文同时也给出了次序PH随机变量的联合生存分布,本文最后给出了次序PH随机变量在可靠性理论与更新理论中的应用。
In this paper, we discussed the generalization of the extremes on phase-type distributions. By the means of constructing Markov processes, we proved that the distribution of the ordered PH random variables have PH distributions, we gave the method to construct the representation of distribution, and we also obtained the joint survival distributions of these ordered PH random variables. In the end of the paper, we showed a application in reliability and renewal theory.