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<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&amp;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 &amp; 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 &amp; Saralees Nadarajah,
      ISBN 978-1-86094-224-2 &amp; 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 authoritative) 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 valuable
      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 &amp; 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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