Statistical aspects of Tricomi's function and modified Bessel functions of the second kind

被引:3
|
作者
Fitzgerald D.L. [1 ]
机构
[1] Met Eireann, Dublin 9, Glasnevin Hill
关键词
Confluent hypergeometric; Generalised inverse Gaussian; Halphen system of distributions; Modified Bessel; Randomisation; Simulation; Sufficient statistics;
D O I
10.1007/PL00009777
中图分类号
学科分类号
摘要
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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页码:139 / 158
页数:19
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