Bessel integral

September 28, 2011

Pierre Pudlo and I worked this morning on a distribution related to philogenic trees and got stuck on the following Bessel integral

\int_a^\infty e^{-bt}\,I_n(t)\,\text{d}t\qquad a,b>0

where In is the modified Bessel function of the first kind. We could not find better than formula 6.611(4) in Gradshteyn and Ryzhik. which is for a=0… Anyone in for a closed form formula, even involving special functions?

Filed under: R, Statistics, University life Tagged: ABC, Bessel functions, philogenic trees

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