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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&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 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 &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>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2006-2010, 2012-2014 Nikhar Agrawal,
      Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
      Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan R&#229;de, 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>)
      </p>
</div></td>
</tr></table>
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	4	<title>References</title>
	5	<link rel="stylesheet" href="../math.css" type="text/css">
	6	<meta name="generator" content="DocBook XSL Stylesheets V1.77.1">
	7	<link rel="home" href="../index.html" title="Math Toolkit 2.5.1">
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	18	<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
	19	<td align="center"><a href="../../../../../more/index.htm">More</a></td>
	20	</tr></table>
	21	<hr>
	22	<div class="spirit-nav">
	23	<a accesskey="p" href="remez.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../backgrounders.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="logs_and_tables.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
	24	</div>
	25	<div class="section">
	26	<div class="titlepage"><div><div><h2 class="title" style="clear: both">
	27	<a name="math_toolkit.refs"></a><a class="link" href="refs.html" title="References">References</a>
	28	</h2></div></div></div>
	29	<h5>
	30	<a name="math_toolkit.refs.h0"></a>
	31	<span class="phrase"><a name="math_toolkit.refs.general_references"></a></span><a class="link" href="refs.html#math_toolkit.refs.general_references">General
	32	references</a>
	33	</h5>
	34	<p>
	35	(Specific detailed sources for individual functions and distributions are given
	36	at the end of each individual section).
	37	</p>
	38	<p>
	39	<a href="http://dlmf.nist.gov/" target="_top">DLMF (NIST Digital Library of Mathematical
	40	Functions)</a> is a replacement for the legendary Abramowitz and Stegun's
	41	Handbook of Mathematical Functions (often called simply A&S),
	42	</p>
	43	<p>
	44	M. Abramowitz and I. A. Stegun (Eds.) (1964) Handbook of Mathematical Functions
	45	with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards
	46	Applied Mathematics Series, U.S. Government Printing Office, Washington, D.C.
	47	</p>
	48	<p>
	49	NIST Handbook of Mathematical Functions Edited by: Frank W. J. Olver, University
	50	of Maryland and National Institute of Standards and Technology, Maryland, Daniel
	51	W. Lozier, National Institute of Standards and Technology, Maryland, Ronald
	52	F. Boisvert, National Institute of Standards and Technology, Maryland, Charles
	53	W. Clark, National Institute of Standards and Technology, Maryland and University
	54	of Maryland.
	55	</p>
	56	<p>
	57	ISBN: 978-0521140638 (paperback), 9780521192255 (hardback), July 2010, Cambridge
	58	University Press.
	59	</p>
	60	<p>
	61	<a href="http://www.itl.nist.gov/div898/handbook/index.htm" target="_top">NIST/SEMATECH
	62	e-Handbook of Statistical Methods</a>
	63	</p>
	64	<p>
65	<a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/DiscreteDistributions.html" target="_top">Mathematica
66	Documentation: DiscreteDistributions</a> The Wolfram Research Documentation
67	Center is a collection of online reference materials about Mathematica, CalculationCenter,
68	and other Wolfram Research products.
69	</p>
70	<p>
71	<a href="http://documents.wolfram.com/mathematica/Add-onsLinks/StandardPackages/Statistics/ContinuousDistributions.html" target="_top">Mathematica
72	Documentation: ContinuousDistributions</a> The Wolfram Research Documentation
73	Center is a collection of online reference materials about Mathematica, CalculationCenter,
74	and other Wolfram Research products.
75	</p>
76	<p>
77	Statistical Distributions (Wiley Series in Probability & Statistics) (Paperback)
78	by N.A.J. Hastings, Brian Peacock, Merran Evans, ISBN: 0471371246, Wiley 2000.
79	</p>
80	<p>
81	<a href="http://www.worldscibooks.com/mathematics/p191.html" target="_top">Extreme Value
82	Distributions, Theory and Applications</a> Samuel Kotz & Saralees Nadarajah,
83	ISBN 978-1-86094-224-2 & 1-86094-224-5 Oct 2000, Chapter 1.2 discusses
84	the various extreme value distributions.
85	</p>
86	<p>
87	<a href="http://bh0.physics.ubc.ca/People/matt/Doc/ThesesOthers/Phd/pugh.pdf" target="_top">pugh.pdf
88	(application/pdf Object)</a> Pugh Msc Thesis on the Lanczos approximation
89	to the gamma function.
90	</p>
91	<p>
92	<a href="http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2003" target="_top">N1514,
93	03-0097, A Proposal to Add Mathematical Special Functions to the C++ Standard
94	Library (version 2), Walter E. Brown</a>
95	</p>
96	<h5>
97	<a name="math_toolkit.refs.h1"></a>
98	<span class="phrase"><a name="math_toolkit.refs.calculators"></a></span><a class="link" href="refs.html#math_toolkit.refs.calculators">Calculators</a>
99	</h5>
100	<p>
101	We found (and used to create cross-check spot values - as far as their accuracy
102	allowed).
103	</p>
104	<p>
105	<a href="http://functions.wolfram.com/" target="_top">The Wolfram Functions Site</a>
106	The Wolfram Functions Site - Providing the mathematical and scientific community
107	with the world's largest (and most authorititive) collection of formulas and
108	graphics about mathematical functions.
109	</p>
110	<p>
111	<a href="http://www.moshier.net/cephes28.zip" target="_top">100-decimal digit calculator</a>
112	provided some spot values.
113	</p>
114	<p>
115	<a href="http://www.adsciengineering.com/bpdcalc/" target="_top">http://www.adsciengineering.com/bpdcalc/</a>
116	Binomial Probability Distribution Calculator.
117	</p>
118	<h5>
119	<a name="math_toolkit.refs.h2"></a>
120	<span class="phrase"><a name="math_toolkit.refs.other_libraries"></a></span><a class="link" href="refs.html#math_toolkit.refs.other_libraries">Other
121	Libraries</a>
122	</h5>
123	<p>
124	<a href="http://www.moshier.net/#Cephes" target="_top">Cephes library</a> by Shephen
125	Moshier and his book:
126	</p>
127	<p>
128	Methods and programs for mathematical functions, Stephen L B Moshier, Ellis
129	Horwood (1989) ISBN 0745802893 0470216093 provided inspiration.
130	</p>
131	<p>
132	<a href="http://lib.stat.cmu.edu/general/cdflib" target="_top">CDFLIB Library of Fortran
133	Routines for Cumulative Distribution functions.</a>
134	</p>
135	<p>
136	<a href="http://www.csit.fsu.edu/~burkardt/cpp_src/dcdflib/dcdflib.html" target="_top">DCFLIB
137	C++ version</a>.
138	</p>
139	<p>
140	<a href="http://www.csit.fsu.edu/~burkardt/f_src/dcdflib/dcdflib.html" target="_top">DCDFLIB
141	C++ version</a> DCDFLIB is a library of C++ routines, using double precision
142	arithmetic, for evaluating cumulative probability density functions.
143	</p>
144	<p>
145	<a href="http://www.softintegration.com/docs/package/chnagstat/" target="_top">http://www.softintegration.com/docs/package/chnagstat/</a>
146	</p>
147	<p>
148	<a href="http://www.nag.com/numeric/numerical_libraries.asp" target="_top">NAG</a>
149	libraries.
150	</p>
151	<p>
152	<a href="http://www.mathcad.com" target="_top">MathCAD</a>
153	</p>
154	<p>
155	<a href="http://www.vni.com/products/imsl/jmsl/v30/api/com/imsl/stat/Cdf.html" target="_top">JMSL
156	Numerical Library</a> (Java).
157	</p>
158	<p>
159	John F Hart, Computer Approximations, (1978) ISBN 0 088275 642-7.
160	</p>
161	<p>
162	William J Cody, Software Manual for the Elementary Functions, Prentice-Hall
163	(1980) ISBN 0138220646.
164	</p>
165	<p>
166	Nico Temme, Special Functions, An Introduction to the Classical Functions of
167	Mathematical Physics, Wiley, ISBN: 0471-11313-1 (1996) who also gave valueable
168	advice.
169	</p>
170	<p>
171	<a href="http://www.cas.lancs.ac.uk/glossary_v1.1/prob.html#probdistn" target="_top">Statistics
172	Glossary</a>, Valerie Easton and John H. McColl.
173	</p>
174	<p>
175	<span class="underline">_R</span> R Development Core Team (2010). R:
176	A language and environment for statistical computing. R Foundation for Statistical
177	Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org.
178	</p>
179	<p>
180	For use of R, see:
181	</p>
182	<p>
183	Jim Albert, Bayesian Computation with R, ISBN 978-0-387-71384-7.
184	</p>
185	<p>
186	<a href="http://www.quantnet.com/cplusplus-statistical-distributions-boost" target="_top">C++
187	Statistical Distributions in Boost - QuantNetwork forum</a> discusses using
188	Boost.Math in finance.
189	</p>
190	<p>
191	<a href="http://www.quantnet.com/boost-and-computational-finance/" target="_top">Quantnet
192	Boost and computational finance</a>. Robert Demming & Daniel J. Duffy,
193	Introduction to the C++ Boost Libraries - Volume I - Foundations and Volume
194	II ISBN 978-94-91028-01-4, Advanced Libraries and Applications, ISBN 978-94-91028-02-1
195	(to be published in 2011). discusses application of Boost.Math, especially
196	in finance.
197	</p>
198	</div>
199	<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
200	<td align="left"></td>
201	<td align="right"><div class="copyright-footer">Copyright © 2006-2010, 2012-2014 Nikhar Agrawal,
202	Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
203	Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan Råde, Gautam Sewani,
204	Benjamin Sobotta, Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p>
205	Distributed under the Boost Software License, Version 1.0. (See accompanying
206	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>)
207	</p>
208	</div></td>
209	</tr></table>
210	<hr>
211	<div class="spirit-nav">
212	<a accesskey="p" href="remez.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../backgrounders.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="logs_and_tables.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
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