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<div class="section">
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
<a name="math_toolkit.refs"></a><a class="link" href="refs.html" title="References">References</a>
</h2></div></div></div>
<h5>
<a name="math_toolkit.refs.h0"></a>
<span class="phrase"><a name="math_toolkit.refs.general_references"></a></span><a class="link" href="refs.html#math_toolkit.refs.general_references">General
references</a>
</h5>
<p>
(Specific detailed sources for individual functions and distributions are given
at the end of each individual section).
</p>
<p>
<a href="http://dlmf.nist.gov/" target="_top">DLMF (NIST Digital Library of Mathematical
Functions)</a> is a replacement for the legendary Abramowitz and Stegun's
Handbook of Mathematical Functions (often called simply A&S),
</p>
<p>
M. Abramowitz and I. A. Stegun (Eds.) (1964) Handbook of Mathematical Functions
with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards
Applied Mathematics Series, U.S. Government Printing Office, Washington, D.C.
</p>
<p>
NIST Handbook of Mathematical Functions Edited by: Frank W. J. Olver, University
of Maryland and National Institute of Standards and Technology, Maryland, Daniel
W. Lozier, National Institute of Standards and Technology, Maryland, Ronald
F. Boisvert, National Institute of Standards and Technology, Maryland, Charles
W. Clark, National Institute of Standards and Technology, Maryland and University
of Maryland.
</p>
<p>
ISBN: 978-0521140638 (paperback), 9780521192255 (hardback), July 2010, Cambridge
University Press.
</p>
<p>
<a href="http://www.itl.nist.gov/div898/handbook/index.htm" target="_top">NIST/SEMATECH
e-Handbook of Statistical Methods</a>
</p>
<p>
<a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/DiscreteDistributions.html" target="_top">Mathematica
Documentation: DiscreteDistributions</a> The Wolfram Research Documentation
Center is a collection of online reference materials about Mathematica, CalculationCenter,
and other Wolfram Research products.
</p>
<p>
<a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/ContinuousDistributions.html" target="_top">Mathematica
Documentation: ContinuousDistributions</a> The Wolfram Research Documentation
Center is a collection of online reference materials about Mathematica, CalculationCenter,
and other Wolfram Research products.
</p>
<p>
Statistical Distributions (Wiley Series in Probability & Statistics) (Paperback)
by N.A.J. Hastings, Brian Peacock, Merran Evans, ISBN: 0471371246, Wiley 2000.
</p>
<p>
<a href="http://www.worldscibooks.com/mathematics/p191.html" target="_top">Extreme Value
Distributions, Theory and Applications</a> Samuel Kotz & Saralees Nadarajah,
ISBN 978-1-86094-224-2 & 1-86094-224-5 Oct 2000, Chapter 1.2 discusses
the various extreme value distributions.
</p>
<p>
<a href="http://bh0.physics.ubc.ca/People/matt/Doc/ThesesOthers/Phd/pugh.pdf" target="_top">pugh.pdf
(application/pdf Object)</a> Pugh Msc Thesis on the Lanczos approximation
to the gamma function.
</p>
<p>
<a href="http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2003" target="_top">N1514,
03-0097, A Proposal to Add Mathematical Special Functions to the C++ Standard
Library (version 2), Walter E. Brown</a>
</p>
<h5>
<a name="math_toolkit.refs.h1"></a>
<span class="phrase"><a name="math_toolkit.refs.calculators"></a></span><a class="link" href="refs.html#math_toolkit.refs.calculators">Calculators</a>
</h5>
<p>
We found (and used to create cross-check spot values - as far as their accuracy
allowed).
</p>
<p>
<a href="http://functions.wolfram.com/" target="_top">The Wolfram Functions Site</a>
The Wolfram Functions Site - Providing the mathematical and scientific community
with the world's largest (and most authorititive) collection of formulas and
graphics about mathematical functions.
</p>
<p>
<a href="http://www.moshier.net/cephes28.zip" target="_top">100-decimal digit calculator</a>
provided some spot values.
</p>
<p>
<a href="http://www.adsciengineering.com/bpdcalc/" target="_top">http://www.adsciengineering.com/bpdcalc/</a>
Binomial Probability Distribution Calculator.
</p>
<h5>
<a name="math_toolkit.refs.h2"></a>
<span class="phrase"><a name="math_toolkit.refs.other_libraries"></a></span><a class="link" href="refs.html#math_toolkit.refs.other_libraries">Other
Libraries</a>
</h5>
<p>
<a href="http://www.moshier.net/#Cephes" target="_top">Cephes library</a> by Shephen
Moshier and his book:
</p>
<p>
Methods and programs for mathematical functions, Stephen L B Moshier, Ellis
Horwood (1989) ISBN 0745802893 0470216093 provided inspiration.
</p>
<p>
<a href="http://lib.stat.cmu.edu/general/cdflib" target="_top">CDFLIB Library of Fortran
Routines for Cumulative Distribution functions.</a>
</p>
<p>
<a href="http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html" target="_top">DCFLIB
C++ version</a>.
</p>
<p>
<a href="http://www.csit.fsu.edu/~burkardt/f_src/dcdflib/dcdflib.html" target="_top">DCDFLIB
C++ version</a> DCDFLIB is a library of C++ routines, using double precision
arithmetic, for evaluating cumulative probability density functions.
</p>
<p>
<a href="http://www.softintegration.com/docs/package/chnagstat/" target="_top">http://www.softintegration.com/docs/package/chnagstat/</a>
</p>
<p>
<a href="http://www.nag.com/numeric/numerical_libraries.asp" target="_top">NAG</a>
libraries.
</p>
<p>
<a href="http://www.mathcad.com" target="_top">MathCAD</a>
</p>
<p>
<a href="http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/Cdf.html" target="_top">JMSL
Numerical Library</a> (Java).
</p>
<p>
John F Hart, Computer Approximations, (1978) ISBN 0 088275 642-7.
</p>
<p>
William J Cody, Software Manual for the Elementary Functions, Prentice-Hall
(1980) ISBN 0138220646.
</p>
<p>
Nico Temme, Special Functions, An Introduction to the Classical Functions of
Mathematical Physics, Wiley, ISBN: 0471-11313-1 (1996) who also gave valueable
advice.
</p>
<p>
<a href="http://www.cas.lancs.ac.uk/glossary_v1.1/prob.html#probdistn" target="_top">Statistics
Glossary</a>, Valerie Easton and John H. McColl.
</p>
<p>
<span class="underline">_R</span> R Development Core Team (2010). R:
A language and environment for statistical computing. R Foundation for Statistical
Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org.
</p>
<p>
For use of R, see:
</p>
<p>
Jim Albert, Bayesian Computation with R, ISBN 978-0-387-71384-7.
</p>
<p>
<a href="http://www.quantnet.com/cplusplus-statistical-distributions-boost" target="_top">C++
Statistical Distributions in Boost - QuantNetwork forum</a> discusses using
Boost.Math in finance.
</p>
<p>
<a href="http://www.quantnet.com/boost-and-computational-finance/" target="_top">Quantnet
Boost and computational finance</a>. Robert Demming & Daniel J. Duffy,
Introduction to the C++ Boost Libraries - Volume I - Foundations and Volume
II ISBN 978-94-91028-01-4, Advanced Libraries and Applications, ISBN 978-94-91028-02-1
(to be published in 2011). discusses application of Boost.Math, especially
in finance.
</p>
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Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
Holin, Bruno Lalande, John Maddock, Johan Råde, Gautam Sewani, Benjamin Sobotta,
Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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