Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972.
Robert Piessens, Elise de Doncker-Kapenga, C.W. Überhuber, D.K. Kahaner. QUADPACK, A subroutine package for automatic integration. Springer Verlag, 1983.
William H. Press, Brian P. Flannery, Saul A. Teukolsky, William T. Vetterling. Numerical Recipes in C. Cambridge, UK: Cambridge University Press, second edition 1992. ISBN 0-521-43108-5
Josef Stoer and Roland Bulirsch. Introduction to Numerical Analysis. New York: Springer-Verlag, 1980.
Regina Elandt-Johnson and Norman Johnson. Survival Models and Data Analysis. New York: John Wiley & Sons. 1980/1999.
Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B. Rubin. Bayesian Data Analysis, 2nd edition. CRC Press, 2003. ISBN 158488388X
Alan Jeffrey and Daniel Zwillinger, editors. Gradshteyn and Ryzhik's Table of Integrals, Series, and Products, sixth edition. Academic Press, 2000. ISBN 0-12-294757-6. Errata.(Several previous editions as well.)
Jerald F. Lawless. Statistical Models and Methods for Lifetime Data, 2nd edition. John Wiley and Sons, Hoboken. 2003.
Arthur Dempster, Nan Laird, and Donald Rubin. "Maximum likelihood from incomplete data via the EM algorithm". Journal of the Royal Statistical Society, Series B, 39(1):1–38, 1977.
Radford Neal, Geoffrey Hinton. "A view of the EM algorithm that justifies incremental, sparse, and other variants". In Michael I. Jordan (editor), Learning in Graphical Models pp 355-368. Cambridge, MA: MIT Press, 1999.
George Arfken and Hans Weber. Mathematical Methods for Physicists. Harcourt/Academic Press, 2000.
Harald Niederreiter. Random Number Generation and Quasi-Monte Carlo Methods. Society for Industrial and Applied Mathematics, 1992. ISBN 0-89871-295-5
A. Khintchine. "Über einen Satz die Wahrscheinlichkeitsrechnung", Fundamenta Mathematica, 6:9-20, 1924. (The author's name is shown here in an alternate transliteration.)
Vladimir Igorevich Arnold and André Avez. Ergodic Problems of Classical Mechanics. New York: W.A. Benjamin. 1968.
Leo Breiman. Probability. Original edition published by Addison-Wesley, 1968; reprinted by Society for Industrial and Applied Mathematics, 1992. ISBN 0-89871-296-3.
Trevor Hastie, Robert Tibshirani, and Jerome Friedman. The Elements of Statistical Learning. New York: Springer, 2001. ISBN 0-387-95284-5.
D.W. Scott. Multivariate Density Estimation. Theory, Practice and Visualization. New York: Wiley, 1992.
B.W. Silverman. Density Estimation. London: Chapman and Hall, 1986.
W.K. Hastings. "Monte Carlo Sampling Methods Using Markov Chains and Their Applications", Biometrika, 57:97-109, 1970.
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A.A. Markov. "Rasprostranenie zakona bol'shih chisel na velichiny, zavisyaschie drug ot druga". Izvestiya Fiziko-matematicheskogo obschestva pri Kazanskom universitete, 2-ya seriya, tom 15, pp 135-156, 1906. (Markov's original paper on Markov chains. A citation of a translation would be very helpful here.)
J.L. Doob. Stochastic Processes. New York: John Wiley and Sons, 1953. ISBN 0-471-52369-0.
Daniel Zwillinger. CRC Standard Mathematical Tables and Formulae, 31st edition. Chapman & Hall/CRC Press, 2002. ISBN 1584882913. (Many earlier editions as well.)
G.A.F Seber and C.J. Wild. Nonlinear Regression. New York: John Wiley and Sons, 1989.
