Abstract
The main aim of this article is to derive new representation formulae for CDF of random variable distributed according to the McKay Iν Bessel law: first set of formulae are given in terms of incomplete generalized Fox–Wright function while the other expressions include Exton generalized hypergeometric X function of two variables, and also the incomplete Lipschitz–Hankel integral for the modified Bessel function of the first kind. Also we establish the connection between CDF of the McKay Iν Bessel rv and another important CDF which belongs to the non–central chi–square law. Another goal is to give answers to the moment determinacy problem, unimodality and some mode results for this distribution.
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