1[section:refs References] 2 3[h4 General references] 4 5(Specific detailed sources for individual functions and distributions 6are given at the end of each individual section). 7 8[@http://dlmf.nist.gov/ DLMF (NIST Digital Library of Mathematical Functions)] 9is a replacement for the legendary 10Abramowitz and Stegun's Handbook of Mathematical Functions (often called simply A&S), 11 12M. Abramowitz and I. A. Stegun (Eds.) (1964) 13Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 14National Bureau of Standards Applied Mathematics Series, 15U.S. Government Printing Office, Washington, D.C. 16[/ __Abramowitz_Stegun] 17 18NIST Handbook of Mathematical Functions 19Edited by: Frank W. J. Olver, University of Maryland and National Institute of Standards and Technology, Maryland, 20Daniel W. Lozier, National Institute of Standards and Technology, Maryland, 21Ronald F. Boisvert, National Institute of Standards and Technology, Maryland, 22Charles W. Clark, National Institute of Standards and Technology, Maryland and University of Maryland. 23 24ISBN: 978-0521140638 (paperback), 9780521192255 (hardback), July 2010, Cambridge University Press. 25 26[@http://www.itl.nist.gov/div898/handbook/index.htm NIST/SEMATECH e-Handbook of Statistical Methods] 27 28[@http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/DiscreteDistributions.html Mathematica Documentation: DiscreteDistributions] 29The Wolfram Research Documentation Center is a collection of online reference materials about Mathematica, CalculationCenter, and other Wolfram Research products. 30 31[@http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/ContinuousDistributions.html Mathematica Documentation: ContinuousDistributions] 32The Wolfram Research Documentation Center is a collection of online reference materials about Mathematica, CalculationCenter, and other Wolfram Research products. 33 34Statistical Distributions (Wiley Series in Probability & Statistics) (Paperback) 35by N.A.J. Hastings, Brian Peacock, Merran Evans, ISBN: 0471371246, Wiley 2000. 36 37[@http://www.worldscibooks.com/mathematics/p191.html Extreme Value Distributions, Theory and Applications] 38Samuel Kotz & Saralees Nadarajah, ISBN 978-1-86094-224-2 & 1-86094-224-5 Oct 2000, 39Chapter 1.2 discusses the various extreme value distributions. 40 41[@http://bh0.physics.ubc.ca/People/matt/Doc/ThesesOthers/Phd/pugh.pdf pugh.pdf (application/pdf Object)] 42Pugh Msc Thesis on the Lanczos approximation to the gamma function. 43 44[@http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2003 N1514, 03-0097, A Proposal to Add Mathematical Special Functions to the C++ Standard Library (version 2), Walter E. Brown] 45 46[h4 Calculators] 47 48We found (and used to create cross-check spot values - as far as their accuracy allowed). 49 50[@http://functions.wolfram.com/ The Wolfram Functions Site] 51The Wolfram Functions Site - Providing 52the mathematical and scientific community with the world's largest 53(and most authoritative) collection of formulas and graphics about mathematical functions. 54 55[@http://www.moshier.net/cephes28.zip 100-decimal digit calculator] provided some spot values. 56 57[@http://www.adsciengineering.com/bpdcalc/ http://www.adsciengineering.com/bpdcalc/] Binomial Probability Distribution Calculator. 58 59 60[h4 Other Libraries] 61 62[@http://www.moshier.net/#Cephes Cephes library] by Shephen Moshier and his book: 63 64Methods and programs for mathematical functions, Stephen L B Moshier, Ellis Horwood (1989) ISBN 0745802893 0470216093 provided inspiration. 65 66[@http://lib.stat.cmu.edu/general/cdflib CDFLIB Library of Fortran Routines for Cumulative Distribution functions.] 67 68[@http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html DCFLIB C++ version]. 69 70[@http://www.csit.fsu.edu/~burkardt/f_src/dcdflib/dcdflib.html DCDFLIB C++ version] 71DCDFLIB is a library of C++ routines, using double precision arithmetic, for evaluating cumulative probability density functions. 72 73[@http://www.softintegration.com/docs/package/chnagstat/ http://www.softintegration.com/docs/package/chnagstat/] 74 75[@http://www.nag.com/numeric/numerical_libraries.asp NAG] libraries. 76 77[@http://www.mathcad.com MathCAD] 78 79[@http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/Cdf.html JMSL Numerical Library] (Java). 80 81John F Hart, Computer Approximations, (1978) ISBN 0 088275 642-7. 82 83William J Cody, Software Manual for the Elementary Functions, Prentice-Hall (1980) ISBN 0138220646. 84 85Nico Temme, Special Functions, An Introduction to the Classical Functions of Mathematical Physics, Wiley, ISBN: 0471-11313-1 (1996) who also gave valuable advice. 86 87[@http://www.cas.lancs.ac.uk/glossary_v1.1/prob.html#probdistn Statistics Glossary], Valerie Easton and John H. McColl. 88 89[__R] 90R Development Core Team (2010). R: A language and environment for 91statistical computing. R Foundation for Statistical Computing, 92Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org. 93 94For use of R, see: 95 96Jim Albert, Bayesian Computation with R, ISBN 978-0-387-71384-7. 97 98[@http://www.quantnet.com/cplusplus-statistical-distributions-boost 99C++ Statistical Distributions in Boost - QuantNetwork forum] 100discusses using Boost.Math in finance. 101 102[@http://www.quantnet.com/boost-and-computational-finance/ Quantnet Boost and computational finance]. 103Robert Demming & Daniel J. Duffy, Introduction to the C++ Boost Libraries - Volume I - Foundations 104and Volume II ISBN 978-94-91028-01-4, Advanced Libraries and Applications, ISBN 978-94-91028-02-1 105(to be published in 2011). 106discusses application of Boost.Math, especially in finance. 107 108[endsect] [/section:references References] 109[/ 110 Copyright 2006 John Maddock and Paul A. Bristow. 111 Distributed under the Boost Software License, Version 1.0. 112 (See accompanying file LICENSE_1_0.txt or copy at 113 http://www.boost.org/LICENSE_1_0.txt). 114] 115 116