...one of the most highly
regarded and expertly designed C++ library projects in the
world.

— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards

(Specific detailed sources for individual functions and distributions are given at the end of each individual section).

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..

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.

NIST/SEMATECH e-Handbook of Statistical Methods

Mathematica Documentation: DiscreteDistributions The Wolfram Research Documentation Center is a collection of online reference materials about Mathematica, CalculationCenter, and other Wolfram Research products.

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.

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.

pugh.pdf (application/pdf Object) Pugh Msc Thesis on the Lanczos approximation to the gamma function.

http://www.adsciengineering.com*bpdcalc*
Binomial Probability Distribution Calculator.

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.

100-decimal digit calculator provided some spot values.

CDFLIB Library of Fortran Routines for Cumulative Distribution functions.

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*

NAG libraries.

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.

Statistics Glossary, Valerie Easton and John H. McColl.