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We deduce some new functional inequalities, like Tur'an type inequalities, Redheffer type inequalities, and a Mittag-Leffler expansion for a special combination of modified Bessel functions of the first kind, called modified Dini functions. Moreover, we show the complete monotonicity of a quotient of modified Dini functions by introducing a new continuous infinitely divisible probability distribution. The key tool in our proofs is a recently developed infinite product representation for a special combination of Bessel functions of the first, which was very useful in determining the radius of convexity of some normalized Bessel functions of the first kind.

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