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- [section:refs References]
- [h4 General references]
- (Specific detailed sources for individual functions and distributions
- are given at the end of each individual section).
- [@http://dlmf.nist.gov/ DLMF (NIST Digital Library of Mathematical Functions)]
- is a replacement for the legendary
- Abramowitz and Stegun's Handbook of Mathematical Functions (often called simply A&S),
- 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.
- [/ __Abramowitz_Stegun]
- 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.
- ISBN: 978-0521140638 (paperback), 9780521192255 (hardback), July 2010, Cambridge University Press.
- [@http://www.itl.nist.gov/div898/handbook/index.htm NIST/SEMATECH e-Handbook of Statistical Methods]
- [@http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/DiscreteDistributions.html Mathematica Documentation: DiscreteDistributions]
- The Wolfram Research Documentation Center is a collection of online reference materials about Mathematica, CalculationCenter, and other Wolfram Research products.
- [@http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/ContinuousDistributions.html Mathematica Documentation: ContinuousDistributions]
- The Wolfram Research Documentation Center is a collection of online reference materials about Mathematica, CalculationCenter, and other Wolfram Research products.
- Statistical Distributions (Wiley Series in Probability & Statistics) (Paperback)
- by N.A.J. Hastings, Brian Peacock, Merran Evans, ISBN: 0471371246, Wiley 2000.
- [@http://www.worldscibooks.com/mathematics/p191.html Extreme Value Distributions, Theory and Applications]
- 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.
- [@http://bh0.physics.ubc.ca/People/matt/Doc/ThesesOthers/Phd/pugh.pdf pugh.pdf (application/pdf Object)]
- Pugh Msc Thesis on the Lanczos approximation to the gamma function.
- [@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]
- [h4 Calculators]
- We found (and used to create cross-check spot values - as far as their accuracy allowed).
- [@http://functions.wolfram.com/ The Wolfram Functions Site]
- 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.
- [@http://www.moshier.net/cephes28.zip 100-decimal digit calculator] provided some spot values.
- [@http://www.adsciengineering.com/bpdcalc/ http://www.adsciengineering.com/bpdcalc/] Binomial Probability Distribution Calculator.
- [h4 Other Libraries]
- [@http://www.moshier.net/#Cephes Cephes library] by Shephen Moshier and his book:
- Methods and programs for mathematical functions, Stephen L B Moshier, Ellis Horwood (1989) ISBN 0745802893 0470216093 provided inspiration.
- [@http://lib.stat.cmu.edu/general/cdflib CDFLIB Library of Fortran Routines for Cumulative Distribution functions.]
- [@http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html DCFLIB C++ version].
- [@http://www.csit.fsu.edu/~burkardt/f_src/dcdflib/dcdflib.html DCDFLIB C++ version]
- DCDFLIB is a library of C++ routines, using double precision arithmetic, for evaluating cumulative probability density functions.
- [@http://www.softintegration.com/docs/package/chnagstat/ http://www.softintegration.com/docs/package/chnagstat/]
- [@http://www.nag.com/numeric/numerical_libraries.asp NAG] libraries.
- [@http://www.mathcad.com MathCAD]
- [@http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/Cdf.html JMSL Numerical Library] (Java).
- John F Hart, Computer Approximations, (1978) ISBN 0 088275 642-7.
- William J Cody, Software Manual for the Elementary Functions, Prentice-Hall (1980) ISBN 0138220646.
- Nico Temme, Special Functions, An Introduction to the Classical Functions of Mathematical Physics, Wiley, ISBN: 0471-11313-1 (1996) who also gave valueable advice.
- [@http://www.cas.lancs.ac.uk/glossary_v1.1/prob.html#probdistn Statistics Glossary], Valerie Easton and John H. McColl.
- [__R]
- 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.
- For use of R, see:
- Jim Albert, Bayesian Computation with R, ISBN 978-0-387-71384-7.
- [@http://www.quantnet.com/cplusplus-statistical-distributions-boost
- C++ Statistical Distributions in Boost - QuantNetwork forum]
- discusses using Boost.Math in finance.
- [@http://www.quantnet.com/boost-and-computational-finance/ Quantnet Boost and computational finance].
- 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.
- [endsect] [/section:references References]
- [/
- Copyright 2006 John Maddock and Paul A. Bristow.
- Distributed under the Boost Software License, Version 1.0.
- (See accompanying file LICENSE_1_0.txt or copy at
- http://www.boost.org/LICENSE_1_0.txt).
- ]
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