Statistical aspects of Tricomi's function and modified Bessel functions of the second kind |
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Authors: | D. L. Fitzgerald |
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Affiliation: | (1) Met Eireann, Glasnevin Hill, Dublin 9, Ireland e-mail: denis.fitzgerald@met.ie, IE |
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Abstract: | Some of the considerable statistical content of modified Bessel functions of the second kind and of Tricomi's confluent hypergeometric function is illustrated. Moment solutions for the parameters of exponential class distribution functions based on both are derived. Unlike the generalised inverse Gaussian, the Tricomi exponential distribution is little known but it emerges that it is of wide applicability, highly flexible and has the gamma distribution as a special case. |
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Keywords: | : Confluent hypergeometric generalised inverse Gaussian Halphen system of distributions modified Bessel randomisation simulation sufficient statistics. |
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