| [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/about/ DLMF (NIST Digital Library of Mathematical Functions)] |
| is intended to be a replacement for the legendary |
| Abramowitz and Stegun's Handbook of Mathematical Functions, |
| now scheduled to be completed in 2007. |
| |
| 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.. |
| |
| [@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.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* that we found (and used to cross-check - as far as their widely-varying accuracy allowed).] |
| |
| [@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://www.moshier.net/cephes28.zip 100-decimal digit calculator] provided some spot values. |
| |
| [@http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html C++ version]. |
| |
| [@http://lib.stat.cmu.edu/general/cdflib CDFLIB Library of Fortran Routines for Cumulative Distribution functions.] |
| |
| [@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). |
| ] |
| |