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A Modified Bessel Distribution of the Second Kind

Saralees Nadarajah ()

Statistica, 2007, vol. 67, issue 4, 405-413

Abstract: Motivated by a Bayesian inference problem, a modification of the Bessel function distribution is introduced. Various particular cases, expressions for its moments and estimation procedures are derived. An application is illustrated to failure data.

Date: 2007
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