[CI SKIP]Editorial work using changes in math.css, part one.

2026-01-19 04:22:09 +00:00 · 2019-08-09 13:22:33 +01:00
parent 44e3ed82fa
commit 6981dc12f9
129 changed files with 945 additions and 775 deletions
--- a/doc/distributions/arcsine.qbk
+++ b/doc/distributions/arcsine.qbk
@@ -52,7 +52,7 @@ The [@http://en.wikipedia.org/wiki/Probability_density_function probability dens
 for the [@http://en.wikipedia.org/wiki/arcsine_distribution arcsine distribution]
 defined on the interval \[['x_min, x_max]\] is given by:

-[figspace] [figspace] f(x; x_min, x_max) = 1 /([pi][sdot][sqrt]((x - x_min)[sdot](x_max - x_min))
+[expression f(x; x_min, x_max) = 1 /([pi][sdot][sqrt]((x - x_min)[sdot](x_max - x_min))]

 For example, __WolframAlpha  arcsine distribution, from input of

@@ -77,7 +77,7 @@ and some generalized examples with other ['x] ranges.

 The Cumulative Distribution Function CDF is defined as

-[:F(x) = 2[sdot]arcsin([sqrt]((x-x_min)/(x_max - x))) / [pi]]
+[expression F(x) = 2[sdot]arcsin([sqrt]((x-x_min)/(x_max - x))) / [pi]]

 [graph arcsine_cdf]

@@ -137,7 +137,7 @@ and their appplication to solve  stock market and other
 The random variate ['x] is constrained to ['x_min] and ['x_max], (for our 'standard' distribution, 0 and 1),
 and is usually some fraction.  For any other ['x_min] and ['x_max] a fraction can be obtained from ['x] using

-[sixemspace] fraction = (x - x_min) / (x_max - x_min)
+[expression fraction = (x - x_min) / (x_max - x_min)]

 The simplest example is tossing heads and tails with a fair coin and modelling the risk of losing, or winning.
 Walkers (molecules, drunks...) moving  left or right of a centre line are another common example.
@@ -258,7 +258,7 @@ which was interpreted as

 and produced the resulting expression

-  x = -a sin^2((pi p)/2)+a+b sin^2((pi p)/2)
+[expression x = -a sin^2((pi p)/2)+a+b sin^2((pi p)/2)]

 Thanks to Wolfram for providing this facility.

--- a/doc/distributions/background.qbk
+++ b/doc/distributions/background.qbk
@@ -14,14 +14,14 @@ This means the probability density\/mass function (pdf) is written as ['f(k; n,
 Translating this into code the `binomial_distribution` constructor 
 therefore has two parameters:

-	binomial_distribution(RealType n, RealType p);
+  binomial_distribution(RealType n, RealType p);

 While the function `pdf` has one argument specifying the distribution type
 (which includes its parameters, if any),
 and a second argument for the __random_variate.  So taking our binomial distribution 
 example, we would write:

-	pdf(binomial_distribution<RealType>(n, p), k);
+  pdf(binomial_distribution<RealType>(n, p), k);

 [endsect]

@@ -72,7 +72,7 @@ describe how to change the rounding policy
 for these distributions.
 ]

-[endsect]
+[endsect] [/section:variates Random Variates and Distribution Parameters]

 [/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/bernoulli.qbk
+++ b/doc/distributions/bernoulli.qbk
@@ -34,9 +34,10 @@ sequences of independent Bernoulli trials can be based.
 The Bernoulli is the binomial distribution (k = 1, p) with only one trial.

 [@http://en.wikipedia.org/wiki/Probability_density_function probability density function pdf]
-f(0) = 1 - p, f(1) = p.
+[expression f(0) = 1 - p, f(1) = p]
+
 [@http://en.wikipedia.org/wiki/Cumulative_Distribution_Function Cumulative distribution function]
-D(k) = if (k == 0) 1 - p else 1.
+[expression D(k) = if (k == 0) 1 - p else 1]

 The following graph illustrates how the
 [@http://en.wikipedia.org/wiki/Probability_density_function probability density function pdf]
--- a/doc/distributions/beta.qbk
+++ b/doc/distributions/beta.qbk
@@ -72,15 +72,15 @@ The [@http://en.wikipedia.org/wiki/Probability_density_function probability dens
 for the [@http://en.wikipedia.org/wiki/Beta_distribution beta distribution]
 defined on the interval \[0,1\] is given by:

-f(x;[alpha],[beta]) = x[super[alpha] - 1] (1 - x)[super[beta] -1] / B([alpha], [beta])
+[expression f(x;[alpha],[beta]) = x[super[alpha] - 1] (1 - x)[super[beta] -1] / B([alpha], [beta])]

-where B([alpha], [beta]) is the
+where [role serif_italic B([alpha], [beta])] is the
 [@http://en.wikipedia.org/wiki/Beta_function beta function],
 implemented in this library as __beta.  Division by the beta function
 ensures that the pdf is normalized to the range zero to unity.

 The following graph illustrates examples of the pdf for various values 
-of the shape parameters.  Note the [alpha] = [beta] = 2 (blue line) 
+of the shape parameters.  Note the ['[alpha] = [beta] = 2] (blue line) 
 is dome-shaped, and might be approximated by a symmetrical triangular 
 distribution.

@@ -228,11 +228,9 @@ In the following table /a/ and /b/ are the parameters [alpha] and [beta],

 [table
 [[Function][Implementation Notes]]
-[[pdf]
-   [f(x;[alpha],[beta]) = x[super[alpha] - 1] (1 - x)[super[beta] -1] / B([alpha], [beta])
+[[pdf][[role serif_italic f(x;[alpha],[beta]) = x[super[alpha] - 1] (1 - x)[super[beta] -1] / B([alpha], [beta])]
   
    Implemented using __ibeta_derivative(a, b, x).]]
-    
 [[cdf][Using the incomplete beta function __ibeta(a, b, x)]]
 [[cdf complement][__ibetac(a, b, x)]]
 [[quantile][Using the inverse incomplete beta function __ibeta_inv(a, b, p)]]
@@ -244,12 +242,8 @@ In the following table /a/ and /b/ are the parameters [alpha] and [beta],
 [[kurtosis excess][ [equation beta_dist_kurtosis]  ]]
 [[kurtosis][`kurtosis + 3`]]
 [[parameter estimation][ ]]
-[[alpha
-
-   from mean and variance][`mean * (( (mean * (1 - mean)) / variance)- 1)`]]
-[[beta
-
-  from mean and variance][`(1 - mean) * (((mean * (1 - mean)) /variance)-1)`]]
+[[alpha (from mean and variance)][`mean * (( (mean * (1 - mean)) / variance)- 1)`]]
+[[beta (from mean and variance)][`(1 - mean) * (((mean * (1 - mean)) /variance)-1)`]]
 [[The member functions `find_alpha` and `find_beta`

  from cdf and probability x
@@ -260,7 +254,7 @@ In the following table /a/ and /b/ are the parameters [alpha] and [beta],
 __ibeta_inva, and __ibeta_invb respectively.]]
 [[`find_alpha`][`ibeta_inva(beta, x, probability)`]]
 [[`find_beta`][`ibeta_invb(alpha, x, probability)`]]
-]
+] [/table]

 [h4 References]

@@ -270,7 +264,7 @@ __ibeta_inva, and __ibeta_invb respectively.]]

 [@http://mathworld.wolfram.com/BetaDistribution.html Wolfram MathWorld]

-[endsect][/section:beta_dist beta]
+[endsect] [/section:beta_dist beta]

 [/ beta.qbk
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/binomial.qbk
+++ b/doc/distributions/binomial.qbk
@@ -130,8 +130,7 @@ best estimate for the success fraction is simply ['k/n], but if you
 want to be 95% sure that the true value is [*greater than] some value,
 ['p[sub min]], then:

-   p``[sub min]`` = binomial_distribution<RealType>::find_lower_bound_on_p(
-                       n, k, 0.05);
+   p``[sub min]`` = binomial_distribution<RealType>::find_lower_bound_on_p(n, k, 0.05);

 [link math_toolkit.stat_tut.weg.binom_eg.binom_conf See worked example.]

@@ -210,8 +209,7 @@ best estimate for the success fraction is simply ['k/n], but if you
 want to be 95% sure that the true value is [*less than] some value,
 ['p[sub max]], then:

-   p``[sub max]`` = binomial_distribution<RealType>::find_upper_bound_on_p(
-                       n, k, 0.05);
+   p``[sub max]`` = binomial_distribution<RealType>::find_upper_bound_on_p(n, k, 0.05);

 [link math_toolkit.stat_tut.weg.binom_eg.binom_conf See worked example.]

--- a/doc/distributions/binomial_example.qbk
+++ b/doc/distributions/binomial_example.qbk
@@ -321,7 +321,7 @@ less than 1 in 1000 chance of observing a component failure

 [endsect] [/section:binom_size_eg Estimating Sample Sizes for a Binomial Distribution.]

-[endsect][/section:binom_eg Binomial Distribution]
+[endsect] [/section:binom_eg Binomial Distribution]

 [/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/chi_squared.qbk
+++ b/doc/distributions/chi_squared.qbk
@@ -150,7 +150,7 @@ In the following table /v/ is the number of degrees of freedom of the distributi
 * [@http://mathworld.wolfram.com/Chi-SquaredDistribution.html Weisstein, Eric W. "Chi-Squared Distribution." From MathWorld--A Wolfram Web Resource.]


-[endsect][/section:chi_squared_dist Chi Squared]
+[endsect] [/section:chi_squared_dist Chi Squared]

 [/ chi_squared.qbk
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/dist_tutorial.qbk
+++ b/doc/distributions/dist_tutorial.qbk
@@ -171,7 +171,7 @@ by placing a semi-colon or vertical bar)
 to separate the variate from the parameter(s) that defines the shape of the distribution.

 For example, the binomial distribution probability distribution function (PDF) is written as
-['f(k| n, p)] = Pr(K = k|n, p) = probability of observing k successes out of n trials.
+[role serif_italic ['f(k| n, p)] = Pr(K = k|n, p) = ] probability of observing k successes out of n trials.
 K is the __random_variable, k is the __random_variate, 
 the parameters are n (trials) and p (probability).
 ] [/tip Random Variates and Distribution Parameters]
--- a/doc/distributions/exponential.qbk
+++ b/doc/distributions/exponential.qbk
@@ -97,7 +97,7 @@ In the following table [lambda] is the parameter lambda of the distribution,
 Samuel Kotz & Saralees Nadarajah]
 discuss the relationship of the types of extreme value distributions.

-[endsect][/section:exp_dist Exponential]
+[endsect] [/section:exp_dist Exponential]

 [/ exponential.qbk
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/extreme_value.qbk
+++ b/doc/distributions/extreme_value.qbk
@@ -43,11 +43,11 @@ Samuel Kotz & Saralees Nadarajah].

 The distribution has a PDF given by:

-[:f(x) = (1/scale) e[super -(x-location)/scale] e[super -e[super -(x-location)/scale]]]
+[expression f(x) = (1/scale) e[super -(x-location)/scale] e[super -e[super -(x-location)/scale]]]

 which in the standard case (scale = 1, location = 0) reduces to:

-[:f(x) = e[super -x]e[super -e[super -x]]]
+[expression f(x) = e[super -x]e[super -e[super -x]]]

 The following graph illustrates how the PDF varies with the location parameter:

@@ -108,7 +108,7 @@ In the following table:
 [[kurtosis excess][kurtosis - 3 or 12 / 5]]
 ]

-[endsect][/section:extreme_dist Extreme Value]
+[endsect] [/section:extreme_dist Extreme Value]

 [/ extreme_value.qbk
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/f_dist_example.qbk
+++ b/doc/distributions/f_dist_example.qbk
@@ -50,7 +50,7 @@ The procedure begins by printing out a summary of our input data:
 The test statistic for an F-test is simply the ratio of the square of
 the two standard deviations:

-[:F = s[sub 1][super 2] / s[sub 2][super 2]]
+[expression F = s[sub 1][super 2] / s[sub 2][super 2]]

 where s[sub 1] is the standard deviation of the first sample and s[sub 2]
 is the standard deviation of the second sample.  Or in code:
@@ -83,9 +83,9 @@ critical value of the F distribution with degrees of freedom N1-1 and N2-1.

 The upper and lower critical values can be computed using the quantile function:

-[:F[sub (1-alpha; N1-1, N2-1)] = `quantile(fisher_f(N1-1, N2-1), alpha)`]
+[expression F[sub (1-alpha; N1-1, N2-1)] = `quantile(fisher_f(N1-1, N2-1), alpha)`]

-[:F[sub (alpha; N1-1, N2-1)] = `quantile(complement(fisher_f(N1-1, N2-1), alpha))`]
+[expression F[sub (alpha; N1-1, N2-1)] = `quantile(complement(fisher_f(N1-1, N2-1), alpha))`]

 In our example program we need both upper and lower critical values for alpha
 and for alpha/2:
--- a/doc/distributions/find_location_and_scale.qbk
+++ b/doc/distributions/find_location_and_scale.qbk
@@ -28,8 +28,6 @@ for full source code & appended program output.

 [endsect] [/section:find_eg Find Location and Scale Examples]

-
-
 [/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
  Distributed under the Boost Software License, Version 1.0.
--- a/doc/distributions/fisher.qbk
+++ b/doc/distributions/fisher.qbk
@@ -31,7 +31,7 @@ whether two samples have the same variance.  If [chi][super 2][sub m][space] and
 [chi][super 2][sub n][space] are independent variates each distributed as 
 Chi-Squared with /m/ and /n/ degrees of freedom, then the test statistic:

-[:F[sub n,m][space] = ([chi][super 2][sub n][space] / n) / ([chi][super 2][sub m][space] / m)]
+[expression F[sub n,m][space] = ([chi][super 2][sub n][space] / n) / ([chi][super 2][sub m][space] / m)]

 Is distributed over the range \[0, [infin]\] with an F distribution, and
 has the PDF:
@@ -100,13 +100,13 @@ Direct differentiation of the CDF expressed in terms of the incomplete beta func

 led to the following two formulas:

-[:f[sub v1,v2](x) = y * __ibeta_derivative(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]
+[expression f[sub v1,v2](x) = y * __ibeta_derivative(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]

 with y = (v2 * v1) \/ ((v2 + v1 * x) * (v2 + v1 * x))

 and

-[:f[sub v1,v2](x) = y * __ibeta_derivative(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]
+[expression f[sub v1,v2](x) = y * __ibeta_derivative(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]

 with y = (z * v1 - x * v1 * v1) \/ z[super 2]

@@ -118,11 +118,11 @@ The aim is to keep the /x/ argument to __ibeta_derivative away from 1 to avoid
 rounding error. ]]
 [[cdf][Using the relations:

-[:p = __ibeta(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]
+[expression p = __ibeta(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]

 and

-[:p = __ibetac(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]
+[expression :p = __ibetac(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]

 The first is used for v1 * x > v2, otherwise the second is used.

@@ -131,11 +131,11 @@ avoid rounding error. ]]

 [[cdf complement][Using the relations:

-[:p = __ibetac(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]
+[expression p = __ibetac(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]

 and

-[:p = __ibeta(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]
+[expression p = __ibeta(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]

 The first is used for v1 * x < v2, otherwise the second is used.

@@ -143,15 +143,15 @@ The aim is to keep the /x/ argument to __ibeta well away from 1 to
 avoid rounding error. ]]
 [[quantile][Using the relation: 

-[:x = v2 * a \/ (v1 * b)]
+[expression x = v2 * a \/ (v1 * b)]

 where:

-[:a = __ibeta_inv(v1 \/ 2, v2 \/ 2, p)]
+[expression a = __ibeta_inv(v1 \/ 2, v2 \/ 2, p)]

 and

-[:b = 1 - a]
+[expression b = 1 - a]

 Quantities /a/ and /b/ are both computed by __ibeta_inv without the
 subtraction implied above.]]
@@ -159,15 +159,15 @@ subtraction implied above.]]

 from the complement][Using the relation:

-[:x = v2 * a \/ (v1 * b)]
+[expression x = v2 * a \/ (v1 * b)]

 where

-[:a = __ibetac_inv(v1 \/ 2, v2 \/ 2, p)]
+[expression a = __ibetac_inv(v1 \/ 2, v2 \/ 2, p)]

 and

-[:b = 1 - a]
+[expression b = 1 - a]

 Quantities /a/ and /b/ are both computed by __ibetac_inv without the
 subtraction implied above.]]
@@ -180,7 +180,7 @@ subtraction implied above.]]
    Weisstein, Eric W. "F-Distribution." From MathWorld--A Wolfram Web Resource.]  ]]
 ]

-[endsect][/section:f_dist F distribution]
+[endsect] [/section:f_dist F distribution]

 [/ fisher.qbk
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/gamma.qbk
+++ b/doc/distributions/gamma.qbk
@@ -109,7 +109,7 @@ data for those functions for more information.
 [h4 Implementation]

 In the following table /k/ is the shape parameter of the distribution, 
-[theta][space] is its scale parameter, /x/ is the random variate, /p/ is the probability
+[theta] is its scale parameter, /x/ is the random variate, /p/ is the probability
 and /q = 1-p/.

 [table
@@ -127,7 +127,7 @@ and /q = 1-p/.
 [[kurtosis excess][6 / k ]]
 ]

-[endsect][/section:gamma_dist Gamma (and Erlang) Distribution]
+[endsect] [/section:gamma_dist Gamma (and Erlang) Distribution]


 [/ 
--- a/doc/distributions/geometric.qbk
+++ b/doc/distributions/geometric.qbk
@@ -61,18 +61,17 @@ before the first success.
 (unlike another definition where the set of trials starts at one, sometimes named /shifted/).]
 The geometric distribution assumes that success_fraction /p/ is fixed for all /k/ trials.

-The probability that there are /k/ failures before the first success is
+The probability that there are /k/ failures before the first success

-__spaces Pr(Y=/k/) = (1-/p/)[super /k/]/p/
+[expression Pr(Y=/k/) = (1-/p/)[super /k/]/p/]

-For example, when throwing a 6-face dice the success probability /p/ = 1/6 = 0.1666[recur][space].
+For example, when throwing a 6-face dice the success probability /p/ = 1/6 = 0.1666[recur].
 Throwing repeatedly until a /three/ appears,
-the probability distribution of the number of times /not-a-three/ is thrown
-is geometric. 
+the probability distribution of the number of times /not-a-three/ is thrown is geometric. 

 Geometric distribution has the Probability Density Function PDF:

-__spaces (1-/p/)[super /k/]/p/
+[expression (1-/p/)[super /k/]/p/]

 The following graph illustrates how the PDF and CDF vary for three examples
 of the success fraction /p/, 
@@ -339,7 +338,7 @@ the expected number of failures using the quantile.
 [[`find_maximum_number_of_trials`][See __negative_binomial_distrib]]
 ]

-[endsect][/section:geometric_dist geometric]
+[endsect] [/section:geometric_dist geometric]

 [/ geometric.qbk
  Copyright 2010 John Maddock and Paul A. Bristow.
--- a/doc/distributions/inverse_chi_squared.qbk
+++ b/doc/distributions/inverse_chi_squared.qbk
@@ -38,7 +38,7 @@ A second version has an implicit scale = 1/degrees of freedom and gives the 1st
 The 2nd Wikipedia inverse chi_squared distribution definition can be implemented
 by  explicitly specifying a scale = 1.

-Both definitions are also available in Wolfram Mathematica and in __R (geoR) with default scale = 1/degrees of freedom.
+Both definitions are also available in __Mathematica and in __R (geoR) with default scale = 1/degrees of freedom.

 See 

@@ -60,7 +60,7 @@ See also __inverse_gamma_distrib and __chi_squared_distrib.
 The inverse_chi_squared distribution is a special case of a inverse_gamma distribution
 with [nu] (degrees_of_freedom) shape ([alpha]) and scale ([beta]) where

-__spaces [alpha]= [nu] /2 and [beta] = [frac12].
+[expression [alpha]= [nu] /2 and [beta] = [frac12]]

 [note This distribution *does* provide the typedef:

@@ -75,20 +75,20 @@ or you can write `inverse_chi_squared my_invchisqr(2, 3);`]
 For degrees of freedom parameter [nu],
 the (*unscaled*) inverse chi_squared distribution is defined by the probability density function (PDF):

-__spaces f(x;[nu]) = 2[super -[nu]/2] x[super -[nu]/2-1] e[super -1/2x] / [Gamma]([nu]/2)
+[expression f(x;[nu]) = 2[super -[nu]/2] x[super -[nu]/2-1] e[super -1/2x] / [Gamma]([nu]/2)]

 and Cumulative Density Function (CDF)

-__spaces  F(x;[nu]) = [Gamma]([nu]/2, 1/2x) / [Gamma]([nu]/2)
+[expression F(x;[nu]) = [Gamma]([nu]/2, 1/2x) / [Gamma]([nu]/2)]

 For degrees of freedom parameter [nu] and scale parameter [xi],
 the *scaled* inverse chi_squared distribution is defined by the probability density function (PDF):

-__spaces f(x;[nu], [xi]) = ([xi][nu]/2)[super [nu]/2] e[super -[nu][xi]/2x] x[super -1-[nu]/2] / [Gamma]([nu]/2)
+[expression f(x;[nu], [xi]) = ([xi][nu]/2)[super [nu]/2] e[super -[nu][xi]/2x] x[super -1-[nu]/2] / [Gamma]([nu]/2)]

 and Cumulative Density Function (CDF)

-__spaces  F(x;[nu], [xi]) = [Gamma]([nu]/2, [nu][xi]/2x) / [Gamma]([nu]/2)
+[expression  F(x;[nu], [xi]) = [Gamma]([nu]/2, [nu][xi]/2x) / [Gamma]([nu]/2)]

 The following graphs illustrate how the PDF and CDF of the inverse chi_squared distribution
 varies for a few values of parameters [nu] and [xi]:
--- a/doc/distributions/inverse_gamma.qbk
+++ b/doc/distributions/inverse_gamma.qbk
@@ -33,7 +33,6 @@ See [@http://en.wikipedia.org/wiki/Inverse-gamma_distribution inverse gamma dist

 See also __gamma_distrib.

-
 [note
 In spite of potential confusion with the inverse gamma function, this
 distribution *does* provide the typedef:
@@ -49,11 +48,11 @@ or you can write `inverse_gamma my_ig(2, 3);`]
 For shape parameter [alpha] and scale parameter [beta], it is defined 
 by the probability density function (PDF):

-__spaces f(x;[alpha], [beta]) = [beta][super [alpha]] * (1/x) [super [alpha]+1] exp(-[beta]/x) / [Gamma]([alpha])
+[expression f(x;[alpha], [beta]) = [beta][super [alpha]] * (1/x) [super [alpha]+1] exp(-[beta]/x) / [Gamma]([alpha])]

 and cumulative density function (CDF)

-__spaces F(x;[alpha], [beta]) = [Gamma]([alpha], [beta]/x) / [Gamma]([alpha])
+[expression F(x;[alpha], [beta]) = [Gamma]([alpha], [beta]/x) / [Gamma]([alpha])]

 The following graphs illustrate how the PDF and CDF of the inverse gamma distribution
 varies as the parameters vary:
@@ -100,7 +99,7 @@ But in general, inverse_gamma results are accurate to a few epsilon,
 [h4 Implementation]

 In the following table [alpha] is the shape parameter of the distribution, 
-[alpha][space] is its scale parameter, /x/ is the random variate, /p/ is the probability
+[alpha] is its scale parameter, /x/ is the random variate, /p/ is the probability
 and /q = 1-p/.

 [table
@@ -118,7 +117,7 @@ and /q = 1-p/.
 [[kurtosis_excess][(30 * [alpha] - 66) / (([alpha]-3)*([alpha] - 4)) for [alpha] >4, else a __domain_error]]
 ] [/table]

-[endsect][/section:inverse_gamma_dist Inverse Gamma Distribution]
+[endsect] [/section:inverse_gamma_dist Inverse Gamma Distribution]

 [/ 
  Copyright 2010 John Maddock and Paul A. Bristow.
--- a/doc/distributions/inverse_gaussian.qbk
+++ b/doc/distributions/inverse_gaussian.qbk
@@ -67,11 +67,11 @@ For mean parameters [mu] and scale (also called precision) parameter [lambda],
 and random variate x,
 the inverse_gaussian distribution is defined by the probability density function (PDF):

-__spaces f(x;[mu], [lambda]) = [sqrt]([lambda]/2[pi]x[super 3]) e[super -[lambda](x-[mu])[sup2]/2[mu][sup2]x]
+[expression f(x;[mu], [lambda]) = [sqrt]([lambda]/2[pi]x[super 3]) e[super -[lambda](x-[mu])[sup2]/2[mu][sup2]x] ]

 and Cumulative Density Function (CDF):

-__spaces  F(x;[mu], [lambda]) = [Phi]{[sqrt]([lambda]/x) (x/[mu]-1)} + e[super 2[mu]/[lambda]] [Phi]{-[sqrt]([lambda]/[mu]) (1+x/[mu])} 
+[expression  F(x;[mu], [lambda]) = [Phi]{[sqrt]([lambda]/x) (x/[mu]-1)} + e[super 2[mu]/[lambda]] [Phi]{-[sqrt]([lambda]/[mu]) (1+x/[mu])} ]

 where [Phi] is the standard normal distribution CDF.

--- a/doc/distributions/laplace.qbk
+++ b/doc/distributions/laplace.qbk
@@ -130,7 +130,7 @@ q <=0.5: x = [mu] - [sigma]*log( 2*q )

 * M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions, 1972, p. 930.

-[endsect][/section:laplace_dist laplace]
+[endsect] [/section:laplace_dist laplace]

 [/
  Copyright 2008, 2009 John Maddock, Paul A. Bristow and M.A. (Thijs) van den Berg.
--- a/doc/distributions/logistic.qbk
+++ b/doc/distributions/logistic.qbk
@@ -92,7 +92,8 @@ in such cases, only a low /absolute error/ can be guaranteed.
 [[variance][ ([pi]*s)[super 2] / 3]]
 ]

-[endsect]
+[endsect] [/section:logistic_dist Logistic Distribution]
+

 [/ logistic.qbk
  Copyright 2006, 2007 John Maddock and Paul A. Bristow.
--- a/doc/distributions/lognormal.qbk
+++ b/doc/distributions/lognormal.qbk
@@ -108,7 +108,7 @@ and /q = 1-p/.
 [[kurtosis excess][e[super 4s[super 2] ] + 2e[super 3s[super 2] ] + 3e[super 2s[super 2] ] - 6 ]]
 ]

-[endsect][/section:normal_dist Normal]
+[endsect] [/section:lognormal_dist Log Normal Distribution]

 [/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/nc_beta.qbk
+++ b/doc/distributions/nc_beta.qbk
@@ -33,11 +33,12 @@
 The noncentral beta distribution is a generalization of the __beta_distrib.

 It is defined as the ratio
-X = [chi][sub m][super 2]([lambda]) \/ ([chi][sub m][super 2]([lambda])
-+ [chi][sub n][super 2])
-where [chi][sub m][super 2]([lambda]) is a noncentral [chi][super 2]
+[expression X = [chi][sub m][super 2]([lambda]) \/ ([chi][sub m][super 2]([lambda])
+ [chi][sub n][super 2])]
+where [role serif_italic [chi][sub m][super 2]([lambda])]
+is a noncentral [role serif_italic [chi][super 2]]
 random variable with /m/ degrees of freedom, and [chi][sub n][super 2]
-is a central [chi][super 2] random variable with /n/ degrees of freedom.
+is a central [role serif_italic [chi][super 2] ] random variable with /n/ degrees of freedom.

 This gives a PDF that can be expressed as a Poisson mixture
 of beta distribution PDFs:
--- a/doc/distributions/nc_chi_squared.qbk
+++ b/doc/distributions/nc_chi_squared.qbk
@@ -39,18 +39,18 @@
   }} // namespaces

 The noncentral chi-squared distribution is a generalization of the
-__chi_squared_distrib. If X[sub i] are [nu] independent, normally
-distributed random variables with means [mu][sub i] and variances
-[sigma][sub i][super 2], then the random variable
+__chi_squared_distrib. If ['X[sub i]] are /[nu]/ independent, normally
+distributed random variables with means /[mu][sub i]/ and variances
+['[sigma][sub i][super 2]], then the random variable

 [equation nc_chi_squ_ref1]

 is distributed according to the noncentral chi-squared distribution.

 The noncentral chi-squared distribution has two parameters:
-[nu] which specifies the number of degrees of freedom
-(i.e. the number of X[sub i]), and [lambda] which is related to the
-mean of the random variables X[sub i] by:
+/[nu]/ which specifies the number of degrees of freedom
+(i.e. the number of ['X[sub i])], and [lambda] which is related to the
+mean of the random variables ['X[sub i]] by:

 [equation nc_chi_squ_ref2]

@@ -205,7 +205,7 @@ This method uses the well known sum:

 [equation nc_chi_squ_ref5]

-Where P[sub a](x) is the incomplete gamma function.
+Where ['P[sub a](x)] is the incomplete gamma function.

 The method starts at the [lambda]th term, which is where the Poisson weighting
 function achieves its maximum value, although this is not necessarily
--- a/doc/distributions/nc_f.qbk
+++ b/doc/distributions/nc_f.qbk
@@ -33,7 +33,7 @@
 The noncentral F distribution is a generalization of the __F_distrib.
 It is defined as the ratio 

-   F = (X/v1) / (Y/v2)
+[expression F = (X/v1) / (Y/v2)]
   
 where X is a noncentral [chi][super 2]
 random variable with /v1/ degrees of freedom and non-centrality parameter [lambda], 
@@ -43,7 +43,7 @@ This gives the following PDF:

 [equation nc_f_ref1]

-where L[sub a][super b](c) is a generalised Laguerre polynomial and B(a,b) is the 
+where ['L[sub a][super b](c)] is a generalised Laguerre polynomial and ['B(a,b)] is the 
 __beta function, or

 [equation nc_f_ref2]
@@ -60,7 +60,7 @@ for different values of [lambda]:
 Constructs a non-central beta distribution with parameters /v1/ and /v2/
 and non-centrality parameter /lambda/.

-Requires v1 > 0, v2 > 0 and lambda >= 0, otherwise calls __domain_error.
+Requires /v1/ > 0, /v2/ > 0 and lambda >= 0, otherwise calls __domain_error.

      RealType degrees_of_freedom1()const;
      
@@ -104,43 +104,43 @@ is the non-centrality parameter,
 [[Function][Implementation Notes]]
 [[pdf][Implemented in terms of the non-central beta PDF using the relation:

-f(x;v1,v2;[lambda]) = (v1\/v2) / ((1+y)*(1+y)) * g(y\/(1+y);v1\/2,v2\/2;[lambda])
+[role serif_italic f(x;v1,v2;[lambda]) = (v1\/v2) / ((1+y)*(1+y)) * g(y\/(1+y);v1\/2,v2\/2;[lambda])]

-where g(x; a, b; [lambda]) is the non central beta PDF, and:
-
-y = x * v1 \/ v2
+where [role serif_italic g(x; a, b; [lambda])] is the non central beta PDF, and:
+ 
+[role serif_italic y = x * v1 \/ v2]
 ]]
 [[cdf][Using the relation:

-p = B[sub y](v1\/2, v2\/2; [lambda])
+[role serif_italic p = B[sub y](v1\/2, v2\/2; [lambda])]

-where B[sub x](a, b; [lambda]) is the noncentral beta distribution CDF and
+where [role serif_italic B[sub x](a, b; [lambda])] is the noncentral beta distribution CDF and

-y = x * v1 \/ v2
+[role serif_italic y = x * v1 \/ v2]

 ]]

 [[cdf complement][Using the relation:

-q = 1 - B[sub y](v1\/2, v2\/2; [lambda])
+[role serif_italic q = 1 - B[sub y](v1\/2, v2\/2; [lambda])]

-where 1 - B[sub x](a, b; [lambda]) is the complement of the 
+where [role serif_italic 1 - B[sub x](a, b; [lambda])] is the complement of the 
 noncentral beta distribution CDF and

-y = x * v1 \/ v2
+[role serif_italic y = x * v1 \/ v2]

 ]]
 [[quantile][Using the relation:

-x = (bx \/ (1-bx)) * (v1 \/ v2)
+[role serif_italic x = (bx \/ (1-bx)) * (v1 \/ v2)]

 where

-bx = Q[sub p][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic bx = Q[sub p][super -1](v1\/2, v2\/2; [lambda])]

 and 

-Q[sub p][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic Q[sub p][super -1](v1\/2, v2\/2; [lambda])]

 is the noncentral beta quantile.

@@ -150,18 +150,18 @@ is the noncentral beta quantile.
 from the complement][
 Using the relation:

-x = (bx \/ (1-bx)) * (v1 \/ v2)
+[role serif_italic x = (bx \/ (1-bx)) * (v1 \/ v2)]

 where

-bx = QC[sub q][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic bx = QC[sub q][super -1](v1\/2, v2\/2; [lambda])]

 and 

-QC[sub q][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic QC[sub q][super -1](v1\/2, v2\/2; [lambda])]

 is the noncentral beta quantile from the complement.]]
-[[mean][v2 * (v1 + l) \/ (v1 * (v2 - 2))]]
+[[mean][[role serif_italic v2 * (v1 + l) \/ (v1 * (v2 - 2))]]]
 [[mode][By numeric maximalisation of the PDF.]]
 [[variance][Refer to, [@http://mathworld.wolfram.com/NoncentralF-Distribution.html
    Weisstein, Eric W. "Noncentral F-Distribution." From MathWorld--A Wolfram Web Resource.]  ]]
--- a/doc/distributions/nc_t.qbk
+++ b/doc/distributions/nc_t.qbk
@@ -31,18 +31,17 @@

 The noncentral T distribution is a generalization of the __students_t_distrib.
 Let X have a normal distribution with mean [delta] and variance 1, and let
-[nu] S[super 2] have
+['[nu] S[super 2]] have
 a chi-squared distribution with degrees of freedom [nu]. Assume that
-X and S[super 2] are independent. The
-distribution of t[sub [nu]]([delta])=X/S is called a
-noncentral t distribution with degrees of freedom [nu] and noncentrality
-parameter [delta].
+X and S[super 2] are independent.
+The distribution of [role serif_italic t[sub [nu]]([delta])=X/S] is called a
+noncentral t distribution with degrees of freedom [nu] and noncentrality parameter [delta].

 This gives the following PDF:

 [equation nc_t_ref1]

-where [sub 1]F[sub 1](a;b;x) is a confluent hypergeometric function.
+where [role serif_italic [sub 1]F[sub 1](a;b;x)] is a confluent hypergeometric function.

 The following graph illustrates how the distribution changes
 for different values of [nu] and [delta]:
--- a/doc/distributions/normal.qbk
+++ b/doc/distributions/normal.qbk
@@ -33,7 +33,7 @@ distribution: it is also known as the Gaussian Distribution.
 A normal distribution with mean zero and standard deviation one
 is known as the ['Standard Normal Distribution].

-Given mean [mu][space]and standard deviation [sigma] it has the PDF:
+Given mean [mu] and standard deviation [sigma] it has the PDF:

 [equation normal_ref1]

--- a/doc/distributions/pareto.qbk
+++ b/doc/distributions/pareto.qbk
@@ -29,10 +29,10 @@ The [@http://en.wikipedia.org/wiki/pareto_distribution Pareto distribution]
 is a continuous distribution with the
 [@http://en.wikipedia.org/wiki/Probability_density_function probability density function (pdf)]:

-[:f(x; [alpha], [beta]) = [alpha][beta][super [alpha]] / x[super [alpha]+ 1]]
+[expression f(x; [alpha], [beta]) = [alpha][beta][super [alpha]] / x[super [alpha]+ 1]]

-For shape parameter [alpha][space] > 0, and scale parameter [beta][space] > 0.
-If x < [beta][space], the pdf is zero.
+For shape parameter [alpha] > 0, and scale parameter [beta] > 0.
+If x < [beta], the pdf is zero.

 The [@http://mathworld.wolfram.com/ParetoDistribution.html Pareto distribution]
 often describes the larger compared to the smaller.
@@ -46,10 +46,8 @@ And this graph illustrates how the PDF varies with the shape parameter [alpha]:

 [graph pareto_pdf2]

-
 [h4 Related distributions]

-
 [h4 Member Functions]

   pareto_distribution(RealType scale = 1, RealType shape = 1);
@@ -110,7 +108,7 @@ and its complement /q = 1-p/.
 * Handbook of Statistical Distributions with Applications, K Krishnamoorthy, ISBN 1-58488-635-8, Chapter 23, pp 257 - 267.
 (Note the meaning of a and b is reversed in Wolfram and Krishnamoorthy).

-[endsect][/section:pareto pareto]
+[endsect] [/section:pareto pareto]

 [/
  Copyright 2006, 2009 John Maddock and Paul A. Bristow.
--- a/doc/distributions/poisson.qbk
+++ b/doc/distributions/poisson.qbk
@@ -92,6 +92,8 @@ In the following table [lambda][space] is the mean of the distribution,
 [[kurtosis excess][1/[lambda]]]
 ]

+[endsect] [/section:poisson_dist Poisson]
+
 [/ poisson.qbk
  Copyright 2006 John Maddock and Paul A. Bristow.
  Distributed under the Boost Software License, Version 1.0.
@@ -99,5 +101,4 @@ In the following table [lambda][space] is the mean of the distribution,
  http://www.boost.org/LICENSE_1_0.txt).
 ]

-[endsect][/section:poisson_dist Poisson]

--- a/doc/distributions/rayleigh.qbk
+++ b/doc/distributions/rayleigh.qbk
@@ -29,9 +29,9 @@ The [@http://en.wikipedia.org/wiki/Rayleigh_distribution Rayleigh distribution]
 is a continuous distribution with the
 [@http://en.wikipedia.org/wiki/Probability_density_function probability density function]:

-[:f(x; sigma) = x * exp(-x[super 2]/2 [sigma][super 2]) / [sigma][super 2]]
+[expression f(x; sigma) = x * exp(-x[super 2]/2 [sigma][super 2]) / [sigma][super 2]]

-For sigma parameter [sigma][space] > 0, and x > 0.
+For sigma parameter /[sigma]/ > 0, and /x/ > 0.

 The Rayleigh distribution is often used where two orthogonal components
 have an absolute value,
@@ -86,13 +86,13 @@ NTL RR type with 150-bit accuracy, about 50 decimal digits.

 [h4 Implementation]

-In the following table [sigma][space] is the sigma parameter of the distribution,
+In the following table [sigma] is the sigma parameter of the distribution,
 /x/ is the random variate, /p/ is the probability and /q = 1-p/.

 [table
 [[Function][Implementation Notes]]
 [[pdf][Using the relation: pdf = x * exp(-x[super 2])/2 [sigma][super 2] ]]
-[[cdf][Using the relation: p = 1 - exp(-x[super 2]/2) [sigma][super 2][space] = -__expm1(-x[super 2]/2) [sigma][super 2]]]
+[[cdf][Using the relation: p = 1 - exp(-x[super 2]/2) [sigma][super 2]= -__expm1(-x[super 2]/2) [sigma][super 2]]]
 [[cdf complement][Using the relation: q =  exp(-x[super 2]/ 2) * [sigma][super 2] ]]
 [[quantile][Using the relation: x = sqrt(-2 * [sigma] [super 2]) * log(1 - p)) = sqrt(-2 * [sigma] [super 2]) * __log1p(-p))]]
 [[quantile from the complement][Using the relation: x = sqrt(-2 * [sigma] [super 2]) * log(q)) ]]
--- a/doc/distributions/students_t.qbk
+++ b/doc/distributions/students_t.qbk
@@ -42,12 +42,11 @@ Given N independent measurements, let

 [equation students_t_dist]

-where /M/ is the population mean, [' ''' &#x3BC; '''] is the sample mean, and /s/ is the
-sample variance.
+where /M/ is the population mean, [mu] is the sample mean, and /s/ is the sample variance.

 [@https://en.wikipedia.org/wiki/Student%27s_t-distribution Student's t-distribution]
 is defined as the distribution of the random
-variable t which is  - very loosely - the "best" that we can do not
+variable t which is  - very loosely - the "best" that we can do while not
 knowing the true standard deviation of the sample.  It has the PDF:

 [equation students_t_ref1]
@@ -133,12 +132,12 @@ In the following table /v/ is the degrees of freedom of the distribution,

 [table
 [[Function][Implementation Notes]]
-[[pdf][Using the relation: pdf = (v \/ (v + t[super 2]))[super (1+v)\/2 ] / (sqrt(v) * __beta(v\/2, 0.5))   ]]
+[[pdf][Using the relation: [role serif_italic pdf = (v \/ (v + t[super 2]))[super (1+v)\/2 ] / (sqrt(v) * __beta(v\/2, 0.5))] ]]
 [[cdf][Using the relations:

-p = 1 - z /iff t > 0/
+[role serif_italic p = 1 - z /iff t > 0/]

-p = z     /otherwise/
+[role serif_italic p = z     /otherwise/]

 where z is given by:

@@ -146,13 +145,13 @@ __ibeta(v \/ 2, 0.5, v \/ (v + t[super 2])) \/ 2 ['iff v < 2t[super 2]]

 __ibetac(0.5, v \/ 2, t[super 2 ] / (v + t[super 2]) \/ 2   /otherwise/]]
 [[cdf complement][Using the relation: q = cdf(-t) ]]
-[[quantile][Using the relation: t = sign(p - 0.5) * sqrt(v * y \/ x)
+[[quantile][Using the relation: [role serif_italic t = sign(p - 0.5) * sqrt(v * y \/ x)]

 where:

-x = __ibeta_inv(v \/ 2, 0.5, 2 * min(p, q))
+[role serif_italic x = __ibeta_inv(v \/ 2, 0.5, 2 * min(p, q)) ]

-y = 1 - x
+[role serif_italic y = 1 - x]

 The quantities /x/ and /y/ are both returned by __ibeta_inv
 without the subtraction implied above.]]
--- a/doc/distributions/triangular.qbk
+++ b/doc/distributions/triangular.qbk
@@ -45,9 +45,9 @@ The [@http://en.wikipedia.org/wiki/Triangular_distribution triangular distributi
 is a distribution with the
 [@http://en.wikipedia.org/wiki/Probability_density_function probability density function]:

-[:f(x) =]
-[:[:2(x-a)/(b-a) (c-a) [:for a <= x <= c]]]
-[:[:2(b-x)/(b-a) (b-c)  [:for c < x <= b]]]
+[expression f(x) =]
+[expression[:2(x-a)/(b-a) (c-a) [:for a <= x <= c]]]
+[expression[:2(b-x)/(b-a) (b-c)  [:for c < x <= b]]]

 Parameter ['a] (lower) can be any finite value.
 Parameter ['b] (upper) can be any finite value > a (lower).
--- a/doc/distributions/uniform.qbk
+++ b/doc/distributions/uniform.qbk
@@ -32,13 +32,13 @@ The [@http://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29 continu
 is a distribution with the 
 [@http://en.wikipedia.org/wiki/Probability_density_function probability density function]:

-[:f(x) =]
-[:[: 1 / (upper - lower) for lower < x < upper]]
-[:[:zero for x < lower or x > upper]]
+[expression f(x) =]
+[expression 1 / (upper - lower) for lower < x < upper]
+[expression zero for x < lower or x > upper]
        
 and in this implementation:
        
-[:1 / (upper - lower) for x = lower or x = upper]
+[expression 1 / (upper - lower) for x = lower or x = upper]

 The choice of x = lower or x = upper is made because statistical use of this distribution judged is most likely:
 the method of maximum likelihood uses this definition.
@@ -121,7 +121,7 @@ b is the /upper/ parameter,
 * [@http://mathworld.wolfram.com/UniformDistribution.html Weisstein, Weisstein, Eric W. "Uniform Distribution." From MathWorld--A Wolfram Web Resource.]
 * [@http://www.itl.nist.gov/div898/handbook/eda/section3/eda3662.htm]

-[endsect][/section:uniform_dist Uniform]
+[endsect] [/section:uniform_dist Uniform]

 [/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/distributions/weibull.qbk
+++ b/doc/distributions/weibull.qbk
@@ -1,6 +1,5 @@
 [section:weibull_dist Weibull Distribution]

-
 ``#include <boost/math/distributions/weibull.hpp>``

   namespace boost{ namespace math{ 
@@ -31,32 +30,32 @@ is a continuous distribution
 with the 
 [@http://en.wikipedia.org/wiki/Probability_density_function probability density function]:

-[:f(x; [alpha], [beta]) = ([alpha]\/[beta]) * (x \/ [beta])[super [alpha] - 1] * e[super -(x\/[beta])[super [alpha]]]]
+[expression f(x; [alpha], [beta]) = ([alpha]\/[beta]) * (x \/ [beta])[super [alpha] - 1] * e[super -(x\/[beta])[super [alpha]]]]

-For shape parameter [alpha] > 0, and scale parameter [beta] > 0, and x > 0.
+For shape parameter ['[alpha]] > 0, and scale parameter ['[beta]] > 0, and /x/ > 0.

 The Weibull distribution is often used in the field of failure analysis;
 in particular it can mimic distributions where the failure rate varies over time.
 If the failure rate is:

-* constant over time, then [alpha][space] = 1, suggests that items are failing from random events.
-* decreases over time, then [alpha][space] < 1, suggesting "infant mortality".
-* increases over time, then [alpha][space] > 1, suggesting "wear out" - more likely to fail as time goes by.
+* constant over time, then ['[alpha]] = 1, suggests that items are failing from random events.
+* decreases over time, then ['[alpha]] < 1, suggesting "infant mortality".
+* increases over time, then ['[alpha]] > 1, suggesting "wear out" - more likely to fail as time goes by.

-The following graph illustrates how the PDF varies with the shape parameter [alpha]:
+The following graph illustrates how the PDF varies with the shape parameter ['[alpha]]:

 [graph weibull_pdf1]

-While this graph illustrates how the PDF varies with the scale parameter [beta]:
+While this graph illustrates how the PDF varies with the scale parameter ['[beta]]:

 [graph weibull_pdf2]

 [h4 Related distributions]

-When [alpha][space] = 3, the
+When ['[alpha]] = 3, the
 [@http://en.wikipedia.org/wiki/Weibull_distribution Weibull distribution] appears similar to the
 [@http://en.wikipedia.org/wiki/Normal_distribution normal distribution].
-When [alpha][space] = 1, the Weibull distribution reduces to the
+When ['[alpha]] = 1, the Weibull distribution reduces to the
 [@http://en.wikipedia.org/wiki/Exponential_distribution exponential distribution].
 The relationship of the types of extreme value distributions, of which the Weibull is but one, is
 discussed by
@@ -98,8 +97,8 @@ and as such should have very low error rates.
 [h4 Implementation]


-In the following table [alpha][space] is the shape parameter of the distribution, 
-[beta][space] is its scale parameter, /x/ is the random variate, /p/ is the probability
+In the following table ['[alpha]] is the shape parameter of the distribution, 
+['[beta]] is its scale parameter, /x/ is the random variate, /p/ is the probability
 and /q = 1-p/.

 [table
@@ -122,7 +121,7 @@ and /q = 1-p/.
 * [@http://mathworld.wolfram.com/WeibullDistribution.html Weisstein, Eric W. "Weibull Distribution." From MathWorld--A Wolfram Web Resource.]
 * [@http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm Weibull in NIST Exploratory Data Analysis]

-[endsect][/section:weibull Weibull]
+[endsect] [/section:weibull Weibull]

 [/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/html/index.html
+++ b/doc/html/index.html
@@ -126,7 +126,7 @@ This manual is also available in <a href="http://sourceforge.net/projects/boost/
 </div>
 </div>
 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
-<td align="left"><p><small>Last revised: August 07, 2019 at 14:09:37 GMT</small></p></td>
+<td align="left"><p><small>Last revised: August 09, 2019 at 11:49:38 GMT</small></p></td>
 <td align="right"><div class="copyright-footer"></div></td>
 </tr></table>
 <hr>
--- a/doc/html/indexes/s01.html
+++ b/doc/html/indexes/s01.html
@@ -24,7 +24,7 @@
 </div>
 <div class="section">
 <div class="titlepage"><div><div><h2 class="title" style="clear: both">
-<a name="id1978068"></a>Function Index</h2></div></div></div>
+<a name="id1974858"></a>Function Index</h2></div></div></div>
 <p><a class="link" href="s01.html#idx_id_0">1</a> <a class="link" href="s01.html#idx_id_1">2</a> <a class="link" href="s01.html#idx_id_2">4</a> <a class="link" href="s01.html#idx_id_5">A</a> <a class="link" href="s01.html#idx_id_6">B</a> <a class="link" href="s01.html#idx_id_7">C</a> <a class="link" href="s01.html#idx_id_8">D</a> <a class="link" href="s01.html#idx_id_9">E</a> <a class="link" href="s01.html#idx_id_10">F</a> <a class="link" href="s01.html#idx_id_11">G</a> <a class="link" href="s01.html#idx_id_12">H</a> <a class="link" href="s01.html#idx_id_13">I</a> <a class="link" href="s01.html#idx_id_14">J</a> <a class="link" href="s01.html#idx_id_15">K</a> <a class="link" href="s01.html#idx_id_16">L</a> <a class="link" href="s01.html#idx_id_17">M</a> <a class="link" href="s01.html#idx_id_18">N</a> <a class="link" href="s01.html#idx_id_19">O</a> <a class="link" href="s01.html#idx_id_20">P</a> <a class="link" href="s01.html#idx_id_21">Q</a> <a class="link" href="s01.html#idx_id_22">R</a> <a class="link" href="s01.html#idx_id_23">S</a> <a class="link" href="s01.html#idx_id_24">T</a> <a class="link" href="s01.html#idx_id_25">U</a> <a class="link" href="s01.html#idx_id_26">V</a> <a class="link" href="s01.html#idx_id_27">W</a> <a class="link" href="s01.html#idx_id_28">X</a> <a class="link" href="s01.html#idx_id_29">Y</a> <a class="link" href="s01.html#idx_id_30">Z</a></p>
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 <dt>
@@ -150,11 +150,11 @@
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 <p><span class="index-entry-level-0">apply_recurrence_relation_backward</span></p>
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+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
 </li>
 <li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">apply_recurrence_relation_forward</span></p>
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+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
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 <p><span class="index-entry-level-0">area</span></p>
@@ -835,7 +835,6 @@
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@@ -3164,7 +3163,6 @@
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 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/nmp.html" title="Non-Member Properties"><span class="index-entry-level-1">Non-Member Properties</span></a></p></li>
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@@ -3467,7 +3465,6 @@
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 <p><span class="index-entry-level-0">variance</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/beta_dist.html" title="Beta Distribution"><span class="index-entry-level-1">Beta Distribution</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/stat_tut/weg/cs_eg/chi_sq_size.html" title="Estimating the Required Sample Sizes for a Chi-Square Test for the Standard Deviation"><span class="index-entry-level-1">Estimating the Required Sample Sizes for a Chi-Square Test for the Standard Deviation</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/geometric_dist.html" title="Geometric Distribution"><span class="index-entry-level-1">Geometric Distribution</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/stat_tut/weg/inverse_chi_squared_eg.html" title="Inverse Chi-Squared Distribution Bayes Example"><span class="index-entry-level-1">Inverse Chi-Squared Distribution Bayes Example</span></a></p></li>
--- a/doc/html/indexes/s02.html
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@@ -24,7 +24,7 @@
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 <div class="section">
 <div class="titlepage"><div><div><h2 class="title" style="clear: both">
-<a name="id2005581"></a>Class Index</h2></div></div></div>
+<a name="id2001459"></a>Class Index</h2></div></div></div>
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 <dt>
@@ -37,7 +37,7 @@
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+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
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 <p><span class="index-entry-level-0">barycentric_rational</span></p>
@@ -145,7 +145,7 @@
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 <p><span class="index-entry-level-0">forward_recurrence_iterator</span></p>
-<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3 Term Recurrence Relations</span></a></p></li></ul></div>
+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
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--- a/doc/html/indexes/s03.html
+++ b/doc/html/indexes/s03.html
@@ -24,7 +24,7 @@
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-<a name="id2007170"></a>Typedef Index</h2></div></div></div>
+<a name="id2004432"></a>Typedef Index</h2></div></div></div>
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 <div class="variablelist"><dl class="variablelist">
 <dt>
@@ -423,7 +423,7 @@
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 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/quat.html" title="Template Class quaternion"><span class="index-entry-level-1">Template Class quaternion</span></a></p></li>
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+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li>
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--- a/doc/html/indexes/s04.html
+++ b/doc/html/indexes/s04.html
@@ -24,7 +24,7 @@
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+<a name="id2004275"></a>Macro Index</h2></div></div></div>
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 <dt>
--- a/doc/html/indexes/s05.html
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@@ -23,7 +23,7 @@
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 <div class="section">
 <div class="titlepage"><div><div><h2 class="title" style="clear: both">
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+<a name="id2010733"></a>Index</h2></div></div></div>
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+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
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+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
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@@ -618,7 +618,7 @@
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+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
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@@ -651,7 +651,6 @@
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+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/contact.html" title="Contact Info and Support"><span class="index-entry-level-1">Contact Info and Support</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/credits.html" title="Credits and Acknowledgements"><span class="index-entry-level-1">Credits and Acknowledgements</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/pol_ref/error_handling_policies.html" title="Error Handling Policies"><span class="index-entry-level-1">Error Handling Policies</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/logs_and_tables/logs.html" title="Error Logs For Error Rate Tables"><span class="index-entry-level-1">Error Logs For Error Rate Tables</span></a></p></li>
@@ -1657,7 +1656,11 @@
 </li>
 <li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">Calculation of the Type of the Result</span></p>
-<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/result_type.html" title="Calculation of the Type of the Result"><span class="index-entry-level-1">point</span></a></p></li></ul></div>
+<div class="index"><ul class="index" style="list-style-type: none; ">
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/result_type.html" title="Calculation of the Type of the Result"><span class="index-entry-level-1">cpp_bin_float</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/result_type.html" title="Calculation of the Type of the Result"><span class="index-entry-level-1">multiprecision</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/result_type.html" title="Calculation of the Type of the Result"><span class="index-entry-level-1">point</span></a></p></li>
+</ul></div>
 </li>
 <li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">called</span></p>
@@ -2293,6 +2296,14 @@
 </ul></div>
 </li>
 <li class="listitem" style="list-style-type: none">
+<p><span class="index-entry-level-0">Contact Info and Support</span></p>
+<div class="index"><ul class="index" style="list-style-type: none; ">
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/contact.html" title="Contact Info and Support"><span class="index-entry-level-1">bug</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/contact.html" title="Contact Info and Support"><span class="index-entry-level-1">GIT</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/contact.html" title="Contact Info and Support"><span class="index-entry-level-1">Trac</span></a></p></li>
+</ul></div>
+</li>
+<li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">Continued Fraction Evaluation</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/cf.html" title="Continued Fraction Evaluation"><span class="index-entry-level-1">complex</span></a></p></li>
@@ -2390,6 +2401,7 @@
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 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/autodiff.html" title="Automatic Differentiation"><span class="index-entry-level-1">Automatic Differentiation</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/main_faq.html" title="Boost.Math Frequently Asked Questions (FAQs)"><span class="index-entry-level-1">Boost.Math Frequently Asked Questions (FAQs)</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/result_type.html" title="Calculation of the Type of the Result"><span class="index-entry-level-1">Calculation of the Type of the Result</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/root_comparison/cbrt_comparison.html" title="Comparison of Cube Root Finding Algorithms"><span class="index-entry-level-1">Comparison of Cube Root Finding Algorithms</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/root_comparison/elliptic_comparison.html" title="Comparison of Elliptic Integral Root Finding Algoritghms"><span class="index-entry-level-1">Comparison of Elliptic Integral Root Finding Algoritghms</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/root_comparison/root_n_comparison.html" title="Comparison of Nth-root Finding Algorithms"><span class="index-entry-level-1">Comparison of Nth-root Finding Algorithms</span></a></p></li>
@@ -2642,7 +2654,6 @@
 <li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">D</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/bernoulli_dist.html" title="Bernoulli Distribution"><span class="index-entry-level-1">Bernoulli Distribution</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/ellint/ellint_d.html" title="Elliptic Integral D - Legendre Form"><span class="index-entry-level-1">Elliptic Integral D - Legendre Form</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/ellint/ellint_intro.html" title="Elliptic Integral Overview"><span class="index-entry-level-1">Elliptic Integral Overview</span></a></p></li>
 </ul></div>
@@ -3856,7 +3867,7 @@
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/lanczos.html" title="The Lanczos Approximation"><span class="index-entry-level-1">The Lanczos Approximation</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/remez.html" title="The Remez Method"><span class="index-entry-level-1">The Remez Method</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/quat_todo.html" title="To Do"><span class="index-entry-level-1">To Do</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3 Term Recurrence Relations</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/triangular_dist.html" title="Triangular Distribution"><span class="index-entry-level-1">Triangular Distribution</span></a></p></li>
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 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/high_precision/use_mpfr.html" title="Using With MPFR or GMP - High-Precision Floating-Point Library"><span class="index-entry-level-1">Using With MPFR or GMP - High-Precision Floating-Point Library</span></a></p></li>
@@ -3871,7 +3882,6 @@
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 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/double_exponential/de_exp_sinh.html" title="exp_sinh"><span class="index-entry-level-1">quadrature</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/double_exponential/de_exp_sinh.html" title="exp_sinh"><span class="index-entry-level-1">support</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/double_exponential/de_exp_sinh.html" title="exp_sinh"><span class="index-entry-level-1">value_type</span></a></p></li>
 </ul></div>
 </li>
@@ -4304,7 +4314,7 @@
 </li>
 <li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">forward_recurrence_iterator</span></p>
-<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3 Term Recurrence Relations</span></a></p></li></ul></div>
+<div class="index"><ul class="index" style="list-style-type: none; "><li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li></ul></div>
 </li>
 <li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">Fourier Integrals</span></p>
@@ -4601,6 +4611,7 @@
 <p><span class="index-entry-level-0">GIT</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/main_faq.html" title="Boost.Math Frequently Asked Questions (FAQs)"><span class="index-entry-level-1">Boost.Math Frequently Asked Questions (FAQs)</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/contact.html" title="Contact Info and Support"><span class="index-entry-level-1">Contact Info and Support</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/history1.html" title="History and What's New"><span class="index-entry-level-1">History and What's New</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/hints.html" title="Other Hints and tips"><span class="index-entry-level-1">Other Hints and tips</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/signal_statistics.html" title="Signal Statistics"><span class="index-entry-level-1">Signal Statistics</span></a></p></li>
@@ -6328,6 +6339,7 @@
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/autodiff.html" title="Automatic Differentiation"><span class="index-entry-level-1">Automatic Differentiation</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/number_series/bernoulli_numbers.html" title="Bernoulli Numbers"><span class="index-entry-level-1">Bernoulli Numbers</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/main_faq.html" title="Boost.Math Frequently Asked Questions (FAQs)"><span class="index-entry-level-1">Boost.Math Frequently Asked Questions (FAQs)</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/result_type.html" title="Calculation of the Type of the Result"><span class="index-entry-level-1">Calculation of the Type of the Result</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/root_comparison/cbrt_comparison.html" title="Comparison of Cube Root Finding Algorithms"><span class="index-entry-level-1">Comparison of Cube Root Finding Algorithms</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/root_comparison/elliptic_comparison.html" title="Comparison of Elliptic Integral Root Finding Algoritghms"><span class="index-entry-level-1">Comparison of Elliptic Integral Root Finding Algoritghms</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/root_comparison/root_n_comparison.html" title="Comparison of Nth-root Finding Algorithms"><span class="index-entry-level-1">Comparison of Nth-root Finding Algorithms</span></a></p></li>
@@ -8251,7 +8263,6 @@
 <p><span class="index-entry-level-0">support</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/sf_implementation.html" title="Additional Implementation Notes"><span class="index-entry-level-1">Additional Implementation Notes</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/double_exponential/de_exp_sinh.html" title="exp_sinh"><span class="index-entry-level-1">exp_sinh</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/nmp.html" title="Non-Member Properties"><span class="index-entry-level-1">Non-Member Properties</span></a></p></li>
 </ul></div>
 </li>
@@ -8485,14 +8496,14 @@
 </ul></div>
 </li>
 <li class="listitem" style="list-style-type: none">
-<p><span class="index-entry-level-0">Tools For 3 Term Recurrence Relations</span></p>
+<p><span class="index-entry-level-0">Tools For 3-Term Recurrence Relations</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">apply_recurrence_relation_backward</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">apply_recurrence_relation_forward</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">backward_recurrence_iterator</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">expression</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">forward_recurrence_iterator</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">value_type</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">apply_recurrence_relation_backward</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">apply_recurrence_relation_forward</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">backward_recurrence_iterator</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">expression</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">forward_recurrence_iterator</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">value_type</span></a></p></li>
 </ul></div>
 </li>
 <li class="listitem" style="list-style-type: none">
@@ -8575,6 +8586,7 @@
 <p><span class="index-entry-level-0">Trac</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/main_faq.html" title="Boost.Math Frequently Asked Questions (FAQs)"><span class="index-entry-level-1">Boost.Math Frequently Asked Questions (FAQs)</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/contact.html" title="Contact Info and Support"><span class="index-entry-level-1">Contact Info and Support</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/history1.html" title="History and What's New"><span class="index-entry-level-1">History and What's New</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/lambert_w.html" title="Lambert W function"><span class="index-entry-level-1">Lambert W function</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/hints.html" title="Other Hints and tips"><span class="index-entry-level-1">Other Hints and tips</span></a></p></li>
@@ -9029,7 +9041,7 @@
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/octonion.html" title="Template Class octonion"><span class="index-entry-level-1">Template Class octonion</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/quat.html" title="Template Class quaternion"><span class="index-entry-level-1">Template Class quaternion</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/special_tut/special_tut_test.html" title="Testing"><span class="index-entry-level-1">Testing</span></a></p></li>
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3 Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3 Term Recurrence Relations</span></a></p></li>
+<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/internals/recurrence.html" title="Tools For 3-Term Recurrence Relations"><span class="index-entry-level-1">Tools For 3-Term Recurrence Relations</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/triangular_dist.html" title="Triangular Distribution"><span class="index-entry-level-1">Triangular Distribution</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/uniform_dist.html" title="Uniform Distribution"><span class="index-entry-level-1">Uniform Distribution</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/weibull_dist.html" title="Weibull Distribution"><span class="index-entry-level-1">Weibull Distribution</span></a></p></li>
@@ -9038,7 +9050,6 @@
 <li class="listitem" style="list-style-type: none">
 <p><span class="index-entry-level-0">variance</span></p>
 <div class="index"><ul class="index" style="list-style-type: none; ">
-<li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/beta_dist.html" title="Beta Distribution"><span class="index-entry-level-1">Beta Distribution</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/stat_tut/weg/cs_eg/chi_sq_size.html" title="Estimating the Required Sample Sizes for a Chi-Square Test for the Standard Deviation"><span class="index-entry-level-1">Estimating the Required Sample Sizes for a Chi-Square Test for the Standard Deviation</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/dist_ref/dists/geometric_dist.html" title="Geometric Distribution"><span class="index-entry-level-1">Geometric Distribution</span></a></p></li>
 <li class="listitem" style="list-style-type: none"><p><a class="link" href="../math_toolkit/stat_tut/weg/inverse_chi_squared_eg.html" title="Inverse Chi-Squared Distribution Bayes Example"><span class="index-entry-level-1">Inverse Chi-Squared Distribution Bayes Example</span></a></p></li>
--- a/doc/html/internals.html
+++ b/doc/html/internals.html
@@ -34,7 +34,7 @@
 <dd><dl>
 <dt><span class="section"><a href="math_toolkit/internals/series_evaluation.html">Series Evaluation</a></span></dt>
 <dt><span class="section"><a href="math_toolkit/internals/cf.html">Continued Fraction Evaluation</a></span></dt>
-<dt><span class="section"><a href="math_toolkit/internals/recurrence.html">Tools For 3 Term Recurrence
+<dt><span class="section"><a href="math_toolkit/internals/recurrence.html">Tools For 3-Term Recurrence
      Relations</a></span></dt>
 <dt><span class="section"><a href="math_toolkit/internals/tuples.html">Tuples</a></span></dt>
 <dt><span class="section"><a href="math_toolkit/internals/minimax.html">Minimax Approximations
--- a/doc/html/math.css
+++ b/doc/html/math.css
@@ -1,16 +1,21 @@
@import url('../../../../doc/src/boostbook.css');
+/* Contains the basic settings for BoostBook and used by Quickbook to docbook conversion. */

 /*=============================================================================
-Copyright (c) 2004 Joel de Guzman
+Copyright (c) 2004 Joel de Guzman    http://spirit.sourceforge.net/
 Copyright (c) 2014 John Maddock
-http://spirit.sourceforge.net/
-
 Copyright 2013 Niall Douglas additions for colors and alignment.
 Copyright 2013 Paul A. Bristow additions for more colors and alignments.
+Copyright 2019 Paul A. Bristow additions for more control of font etc.

 Distributed under the Boost Software License, Version 1.0. (See accompany-
 ing file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
-=============================================================================*/
+
+    This Cascading Style Sheet is used to override and add to the standard Boost
+    CSS BoostBook for a particular library, for example Boost.Math and Boost.Multiprecision.
+
+    Visual Studio is recommended for editing this file 
+    because it checks syntax, does layout and provides help on options.

 /*=============================================================================
 Program listings
@@ -34,9 +39,9 @@ Program listings
    {
        font-size: 10pt;
        display: block;
-        margin: 1pc 4% 0pc 4%;
+        /* was margin: 1pc 4% 0pc 4%; */
+        margin: 1pc 2% 0pc 2%;
        padding: 0.5pc 0.5pc 0.5pc 0.5pc;
-
    }
 		@media screen
    {
@@ -128,6 +133,21 @@ span.gold { color: gold; }
 span.silver { color: silver; } /* lighter gray */
 span.gray { color: #808080; } /* light gray */

+/* role for inline Unicode mathematical equations,
+    making font an italic (as is conventional for equations)
+    and a serif version of font (to match those generated using .mml to SVG or PNG)
+    and a little bigger because the serif font appears smaller than the default sans serif fonts.
+    Used, for example: [role serif_italic This is in serif font and italic].
+    Used in turn by template for inline expressions to match equations as SVG or PNG images.
+
+*/
+span.serif_italic {
+    font-family: serif;
+    font-style: italic;
+    font-size: 115%;
+    font-stretch: expanded;
+}
+
 /* Custom indent of paragraphs to make equations look nicer.
 https://www.w3schools.com/tags/tag_blockquote.asp says 
  "Most browsers will display the <blockquote> element with left and right margin 40px values: "
--- a/doc/html/math_toolkit/barycentric.html
+++ b/doc/html/math_toolkit/barycentric.html
@@ -64,7 +64,7 @@
      for non-uniformly spaced samples. It requires &#119926;(<span class="emphasis"><em>N</em></span>) time
      for construction, and &#119926;(<span class="emphasis"><em>N</em></span>) time for each evaluation. Linear
      time evaluation is not optimal; for instance the cubic B-spline can be evaluated
-      in constant time. However, using the cubic B-spline requires uniformly spaced
+      in constant time. However, using the cubic B-spline requires uniformly-spaced
      samples, which are not always available.
    </p>
 <p>
@@ -123,11 +123,14 @@
 <p>
      A desirable property of any interpolator <span class="emphasis"><em>f</em></span> is that for
      all <span class="emphasis"><em>x</em></span><sub>min</sub> &#8804; <span class="emphasis"><em>x</em></span> &#8804; <span class="emphasis"><em>x</em></span><sub>max</sub>,
-      <span class="emphasis"><em>y</em></span><sub>min</sub> &#8804; <span class="emphasis"><em>f</em></span>(<span class="emphasis"><em>x</em></span>)
-      &#8804; <span class="emphasis"><em>y</em></span><sub>max</sub>. <span class="emphasis"><em>This property does not hold for
-      the barycentric rational interpolator.</em></span> However, unless you deliberately
-      try to antagonize this interpolator (by, for instance, placing the final value
-      far from all the rest), you will probably not fall victim to this problem.
+      also <span class="emphasis"><em>y</em></span><sub>min</sub> &#8804; <span class="emphasis"><em>f</em></span>(<span class="emphasis"><em>x</em></span>)
+      &#8804; <span class="emphasis"><em>y</em></span><sub>max</sub>.
+    </p>
+<p>
+      <span class="emphasis"><em>This property does not hold for the barycentric rational interpolator.</em></span>
+      However, unless you deliberately try to antagonize this interpolator (by, for
+      instance, placing the final value far from all the rest), you will probably
+      not fall victim to this problem.
    </p>
 <p>
      The reference used for implementation of this algorithm is <a href="https://web.archive.org/save/_embed/http://www.mn.uio.no/math/english/people/aca/michaelf/papers/rational.pdf" target="_top">Barycentric
@@ -147,7 +150,7 @@
      potential which is only known at non-equally samples data.
    </p>
 <p>
-      If he'd only had the barycentric rational interpolant of boost::math!
+      If he'd only had the barycentric rational interpolant of Boost.Math!
    </p>
 <p>
      References: Kohn, W., and N. Rostoker. "Solution of the Schrodinger equation
@@ -185,9 +188,8 @@

 <span class="keyword">int</span> <span class="identifier">main</span><span class="special">()</span>
 <span class="special">{</span>
-    <span class="comment">// The lithium potential is given in Kohn's paper, Table I,</span>
-    <span class="comment">// we could equally use an unordered_map, a list of tuples or pairs,</span>
-    <span class="comment">// or a 2-dimentional array equally easily:</span>
+    <span class="comment">// The lithium potential is given in Kohn's paper, Table I.</span>
+    <span class="comment">// (We could equally easily use an unordered_map, a list of tuples or pairs, or a 2-dimentional array).</span>
    <span class="identifier">std</span><span class="special">::</span><span class="identifier">map</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">,</span> <span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">r</span><span class="special">;</span>

    <span class="identifier">r</span><span class="special">[</span><span class="number">0.02</span><span class="special">]</span> <span class="special">=</span> <span class="number">5.727</span><span class="special">;</span>
--- a/doc/html/math_toolkit/building.html
+++ b/doc/html/math_toolkit/building.html
@@ -51,7 +51,7 @@
      library is if you want to use the <code class="computeroutput"><span class="keyword">extern</span>
      <span class="string">"C"</span></code> functions declared in
      <code class="computeroutput"><span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">tr1</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></code>. To build this using Boost.Build, from
-      a commandline boost-root directory issue a command like:
+      a command-line boost-root directory issue a command like:
    </p>
 <pre class="programlisting"><span class="identifier">bjam</span> <span class="identifier">toolset</span><span class="special">=</span><span class="identifier">gcc</span> <span class="special">--</span><span class="identifier">with</span><span class="special">-</span><span class="identifier">math</span> <span class="identifier">install</span>
 </pre>
@@ -94,10 +94,11 @@
      Optionally the sources in <code class="computeroutput"><span class="identifier">libs</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">src</span><span class="special">/</span><span class="identifier">tr1</span></code>
      have support for using <code class="computeroutput"><span class="identifier">libs</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">src</span><span class="special">/</span><span class="identifier">tr1</span><span class="special">/</span><span class="identifier">pch</span><span class="special">.</span><span class="identifier">hpp</span></code> as a precompiled header <span class="emphasis"><em>if
      your compiler supports precompiled headers.</em></span> Note that normally this
-      header is a do-nothing include: to activate the header so that it #includes
-      everything required by all the sources you will need to define BOOST_BUILD_PCH_ENABLED
-      on the command line, both when building the pre-compiled header and when building
-      the sources. Boost.Build will do this automatically when appropriate.
+      header is a do-nothing <code class="computeroutput"><span class="preprocessor">#include</span></code>
+      to activate the header so that it #includes everything required by all the
+      sources you will need to define BOOST_BUILD_PCH_ENABLED on the command line,
+      both when building the pre-compiled header and when building the sources. Boost.Build
+      will do this automatically when appropriate.
    </p>
 <h5>
 <a name="math_toolkit.building.h1"></a>
@@ -124,23 +125,22 @@
 <p>
      You will also need to build and link to the Boost.Regex library for many of
      the tests: this can built from the command line by following the <a href="http://www.boost.org/doc/libs/release/more/getting_started/index.html" target="_top">getting
-      started guide</a>, using a command such as:
+      started guide</a>, using commands such as:
    </p>
 <pre class="programlisting"><span class="identifier">bjam</span> <span class="identifier">toolset</span><span class="special">=</span><span class="identifier">gcc</span> <span class="special">--</span><span class="identifier">with</span><span class="special">-</span><span class="identifier">regex</span> <span class="identifier">install</span>
 </pre>
 <p>
-      or
+      or bjam toolset=clang --with-regex install or bjam toolset=gcc,clang --with-regex
+      install or bjam toolset=msvc --with-regex --build-type=complete stage
    </p>
-<pre class="programlisting"><span class="identifier">bjam</span> <span class="identifier">toolset</span><span class="special">=</span><span class="identifier">msvc</span> <span class="special">--</span><span class="identifier">with</span><span class="special">-</span><span class="identifier">regex</span> <span class="special">--</span><span class="identifier">build</span><span class="special">-</span><span class="identifier">type</span><span class="special">=</span><span class="identifier">complete</span> <span class="identifier">stage</span>
-</pre>
 <p>
      depending on whether you are on Linux or Windows.
    </p>
 <p>
      Many of the tests have optional precompiled header support using the header
      <code class="computeroutput"><span class="identifier">libs</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">test</span><span class="special">/</span><span class="identifier">pch</span><span class="special">.</span><span class="identifier">hpp</span></code>. Note that normally this header is a
-      do-nothing include: to activate the header so that it #includes everything
-      required by all the sources you will need to define BOOST_BUILD_PCH_ENABLED
+      do-nothing include: to activate the header so that it <code class="computeroutput"><span class="preprocessor">#include</span></code>s
+      everything required by all the sources you will need to define BOOST_BUILD_PCH_ENABLED
      on the command line, both when building the pre-compiled header and when building
      the sources. Boost.Build will do this automatically when appropriate.
    </p>
--- a/doc/html/math_toolkit/cardinal_quadratic_b.html
+++ b/doc/html/math_toolkit/cardinal_quadratic_b.html
@@ -39,7 +39,7 @@
 <span class="keyword">class</span> <span class="identifier">cardinal_quadratic_b_spline</span>
 <span class="special">{</span>
 <span class="keyword">public</span><span class="special">:</span>
-    <span class="comment">// If you don't know the value of the derivative at the endpoints, leave them as nans and the routine will estimate them.</span>
+    <span class="comment">// If you don't know the value of the derivative at the endpoints, leave them as NaNs and the routine will estimate them.</span>
    <span class="comment">// y[0] = y(a), y[n - 1] = y(b), step_size = (b - a)/(n -1).</span>
    <span class="identifier">cardinal_quadratic_b_spline</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">Real</span><span class="special">*</span> <span class="keyword">const</span> <span class="identifier">y</span><span class="special">,</span>
                                <span class="identifier">size_t</span> <span class="identifier">n</span><span class="special">,</span>
@@ -75,7 +75,7 @@
      Since the basis functions are less smooth than the cubic B-spline, you will
      nearly always wish to use the cubic B-spline interpolator rather than this.
      However, this interpolator is occasionally useful for approximating functions
-      of reduced smoothness, as hence finds a uses internally in the Boost.Math library.
+      of reduced smoothness, as hence finds use internally in the Boost.Math library.
    </p>
 <p>
      It is reasonable to test this interpolator against the cubic b-spline interpolator
--- a/doc/html/math_toolkit/catmull_rom.html
+++ b/doc/html/math_toolkit/catmull_rom.html
@@ -75,15 +75,15 @@
        </li>
 <li class="listitem">
          Interpolation of control points-this means the curve passes through the
-          control points. Many curves (such as Bezier) are <span class="emphasis"><em>approximating</em></span>-they
-          do not pass through their control points. This makes them more difficult
+          control points. Many curves (such as B&#233;zier) are <span class="emphasis"><em>approximating</em></span>
+          - they do not pass through their control points. This makes them more difficult
          to use than interpolating splines.
        </li>
 </ul></div>
 <p>
      The <code class="computeroutput"><span class="identifier">catmull_rom</span></code> class provided
-      by Boost creates a cubic Catmull-Rom spline from an array of points in any
-      dimension. Since there are numerous ways to represent a point in <span class="emphasis"><em>n</em></span>-dimensional
+      by Boost.Math creates a cubic Catmull-Rom spline from an array of points in
+      any dimension. Since there are numerous ways to represent a point in <span class="emphasis"><em>n</em></span>-dimensional
      space, the class attempts to be flexible by templating on the point type. The
      requirements on the point type are discussing in more detail below, but roughly,
      it must have a dereference operator defined (e.g., <code class="computeroutput"><span class="identifier">p</span><span class="special">[</span><span class="number">0</span><span class="special">]</span></code>
@@ -296,7 +296,8 @@
      then no problems arise; there are no reallocs, and in practice this condition
      is almost always satisfied. However, if <code class="computeroutput"><span class="identifier">v</span><span class="special">.</span><span class="identifier">capacity</span><span class="special">()</span> <span class="special">&lt;</span> <span class="identifier">v</span><span class="special">.</span><span class="identifier">size</span><span class="special">()</span>
      <span class="special">+</span> <span class="number">3</span></code>,
-      the realloc causes a performance penalty of roughly 20%.
+      the <code class="computeroutput"><span class="identifier">realloc</span></code> causes a performance
+      penalty of roughly 20%.
    </p>
 <h4>
 <a name="math_toolkit.catmull_rom.h6"></a>
--- a/doc/html/math_toolkit/contact.html
+++ b/doc/html/math_toolkit/contact.html
@@ -27,7 +27,17 @@
 <a name="math_toolkit.contact"></a><a class="link" href="contact.html" title="Contact Info and Support">Contact Info and Support</a>
 </h2></div></div></div>
 <p>
-      The main support for this library is via the Boost mailing lists:
+      The main place to see and raise issues is now at <a href="%40https://github.com/boostorg/math/" target="_top">GIThub</a>.
+      Currently open bug reports can be viewed <a href="https://github.com/boostorg/math/issues" target="_top">here</a>.
+    </p>
+<p>
+      All old bug reports, including closed ones, can be viewed on Trac (now read-only)
+      <a href="https://svn.boost.org/trac/boost/query?status=assigned&amp;status=closed&amp;status=new&amp;status=reopened&amp;component=math&amp;col=id&amp;col=summary&amp;col=status&amp;col=type&amp;col=milestone&amp;col=component&amp;order=priority" target="_top">here</a>
+      and more recent issues on GIThub <a href="https://github.com/boostorg/math/issues?utf8=%E2%9C%93&amp;q=is%3Aissue" target="_top">here</a>.
+    </p>
+<p>
+      The other places for discussion about this library are via the Boost mailing
+      lists:
    </p>
 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
 <li class="listitem">
--- a/doc/html/math_toolkit/conventions.html
+++ b/doc/html/math_toolkit/conventions.html
@@ -27,7 +27,7 @@
 <a name="math_toolkit.conventions"></a><a class="link" href="conventions.html" title="Document Conventions">Document Conventions</a>
 </h2></div></div></div>
 <p>
-      <a class="indexterm" name="id1007686"></a>
+      <a class="indexterm" name="id1001310"></a>
    </p>
 <p>
      This documentation aims to use of the following naming and formatting conventions.
--- a/doc/html/math_toolkit/cubic_b.html
+++ b/doc/html/math_toolkit/cubic_b.html
@@ -91,10 +91,10 @@
    </p>
 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
 <li class="listitem">
-          The start of the functions domain
+          The start of the functions domain,
        </li>
 <li class="listitem">
-          The step size
+          The step size.
        </li>
 </ul></div>
 <p>
@@ -166,9 +166,10 @@
      <span class="phrase"><a name="math_toolkit.cubic_b.testing"></a></span><a class="link" href="cubic_b.html#math_toolkit.cubic_b.testing">Testing</a>
    </h4>
 <p>
-      Since the interpolant obeys <span class="emphasis"><em>s(x<sub>j</sub>) = f(x<sub>j</sub>)</em></span> at all interpolation
-      points, the tests generate random data and evaluate the interpolant at the
-      interpolation points, validating that equality with the data holds.
+      Since the interpolant obeys <span class="serif_italic">s(x<sub>j</sub>) = f(x<sub>j</sub>)</span>
+      at all interpolation points, the tests generate random data and evaluate the
+      interpolant at the interpolation points, validating that equality with the
+      data holds.
    </p>
 <p>
      In addition, constant, linear, and quadratic functions are interpolated to
--- a/doc/html/math_toolkit/directories.html
+++ b/doc/html/math_toolkit/directories.html
@@ -44,7 +44,8 @@
            to use higher precision types like <a href="http://shoup.net/ntl/doc/RR.txt" target="_top">NTL::RR</a>,
            <a href="http://gmplib.org/" target="_top">GNU Multiple Precision Arithmetic Library</a>,
            <a href="http://www.mpfr.org/" target="_top">GNU MPFR library</a>, <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>
-            like cpp_bin_float_50 that conform to the requirements specified by real_concept.
+            like cpp_bin_float_50 that conform to the requirements specified by
+            <code class="computeroutput"><span class="identifier">real_concept</span></code>.
          </p></dd>
 <dt><span class="term">/constants/</span></dt>
 <dd><p>
--- a/doc/html/math_toolkit/dist_ref/dists/arcine_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/arcine_dist.html
@@ -82,9 +82,10 @@
          distribution</a> defined on the interval [<span class="emphasis"><em>x_min, x_max</em></span>]
          is given by:
        </p>
-<p>
-          &#8199;  &#8199; f(x; x_min, x_max) = 1 /(&#960;&#8901;&#8730;((x - x_min)&#8901;(x_max - x_min))
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">f(x; x_min, x_max) = 1 /(&#960;&#8901;&#8730;((x - x_min)&#8901;(x_max
+            - x_min))</span>
+          </p></blockquote></div>
 <p>
          For example, <a href="http://www.wolframalpha.com/" target="_top">Wolfram Alpha</a>
          arcsine distribution, from input of
@@ -121,7 +122,8 @@
          The Cumulative Distribution Function CDF is defined as
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            F(x) = 2&#8901;arcsin(&#8730;((x-x_min)/(x_max - x))) / &#960;
+            <span class="serif_italic">F(x) = 2&#8901;arcsin(&#8730;((x-x_min)/(x_max - x))) /
+            &#960;</span>
          </p></blockquote></div>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../graphs/arcsine_cdf.svg" align="middle"></span>
@@ -236,9 +238,9 @@
          and <span class="emphasis"><em>x_max</em></span> a fraction can be obtained from <span class="emphasis"><em>x</em></span>
          using
        </p>
-<p>
-          &#8198; fraction = (x - x_min) / (x_max - x_min)
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">fraction = (x - x_min) / (x_max - x_min)</span>
+          </p></blockquote></div>
 <p>
          The simplest example is tossing heads and tails with a fair coin and modelling
          the risk of losing, or winning. Walkers (molecules, drunks...) moving left
@@ -572,8 +574,9 @@
 <p>
          and produced the resulting expression
        </p>
-<pre class="programlisting"><span class="identifier">x</span> <span class="special">=</span> <span class="special">-</span><span class="identifier">a</span> <span class="identifier">sin</span><span class="special">^</span><span class="number">2</span><span class="special">((</span><span class="identifier">pi</span> <span class="identifier">p</span><span class="special">)/</span><span class="number">2</span><span class="special">)+</span><span class="identifier">a</span><span class="special">+</span><span class="identifier">b</span> <span class="identifier">sin</span><span class="special">^</span><span class="number">2</span><span class="special">((</span><span class="identifier">pi</span> <span class="identifier">p</span><span class="special">)/</span><span class="number">2</span><span class="special">)</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">x = -a sin^2((pi p)/2)+a+b sin^2((pi p)/2)</span>
+          </p></blockquote></div>
 <p>
          Thanks to Wolfram for providing this facility.
        </p>
--- a/doc/html/math_toolkit/dist_ref/dists/bernoulli_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/bernoulli_dist.html
@@ -64,9 +64,18 @@
        </p>
 <p>
          <a href="http://en.wikipedia.org/wiki/Probability_density_function" target="_top">probability
-          density function pdf</a> f(0) = 1 - p, f(1) = p. <a href="http://en.wikipedia.org/wiki/Cumulative_Distribution_Function" target="_top">Cumulative
-          distribution function</a> D(k) = if (k == 0) 1 - p else 1.
+          density function pdf</a>
        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">f(0) = 1 - p, f(1) = p</span>
+          </p></blockquote></div>
+<p>
+          <a href="http://en.wikipedia.org/wiki/Cumulative_Distribution_Function" target="_top">Cumulative
+          distribution function</a>
+        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">D(k) = if (k == 0) 1 - p else 1</span>
+          </p></blockquote></div>
 <p>
          The following graph illustrates how the <a href="http://en.wikipedia.org/wiki/Probability_density_function" target="_top">probability
          density function pdf</a> varies with the outcome of the single trial:
--- a/doc/html/math_toolkit/dist_ref/dists/beta_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/beta_dist.html
@@ -101,19 +101,19 @@
          density function PDF</a> for the <a href="http://en.wikipedia.org/wiki/Beta_distribution" target="_top">beta
          distribution</a> defined on the interval [0,1] is given by:
        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">f(x;&#945;,&#946;) = x<sup>&#945; - 1</sup> (1 - x)<sup>&#946; -1</sup> / B(&#945;, &#946;)</span>
+          </p></blockquote></div>
 <p>
-          f(x;&#945;,&#946;) = x<sup>&#945; - 1</sup> (1 - x)<sup>&#946; -1</sup> / B(&#945;, &#946;)
-        </p>
-<p>
-          where B(&#945;, &#946;) is the <a href="http://en.wikipedia.org/wiki/Beta_function" target="_top">beta
+          where <span class="serif_italic">B(&#945;, &#946;)</span> is the <a href="http://en.wikipedia.org/wiki/Beta_function" target="_top">beta
          function</a>, implemented in this library as <a class="link" href="../../sf_beta/beta_function.html" title="Beta">beta</a>.
          Division by the beta function ensures that the pdf is normalized to the
          range zero to unity.
        </p>
 <p>
          The following graph illustrates examples of the pdf for various values
-          of the shape parameters. Note the &#945; = &#946; = 2 (blue line) is dome-shaped, and
-          might be approximated by a symmetrical triangular distribution.
+          of the shape parameters. Note the <span class="emphasis"><em>&#945; = &#946; = 2</em></span> (blue line)
+          is dome-shaped, and might be approximated by a symmetrical triangular distribution.
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../graphs/beta_pdf.svg" align="middle"></span>
@@ -344,7 +344,7 @@ from presumed-known mean and variance.
                </td>
 <td>
                  <p>
-                    f(x;&#945;,&#946;) = x<sup>&#945; - 1</sup> (1 - x)<sup>&#946; -1</sup> / B(&#945;, &#946;)
+                    <span class="serif_italic">f(x;&#945;,&#946;) = x<sup>&#945; - 1</sup> (1 - x)<sup>&#946; -1</sup> / B(&#945;, &#946;)</span>
                  </p>
                  <p>
                    Implemented using <a class="link" href="../../sf_beta/beta_derivative.html" title="Derivative of the Incomplete Beta Function">ibeta_derivative</a>(a,
@@ -499,10 +499,7 @@ from presumed-known mean and variance.
 <tr>
 <td>
                  <p>
-                    alpha
-                  </p>
-                  <p>
-                    from mean and variance
+                    alpha (from mean and variance)
                  </p>
                </td>
 <td>
@@ -519,10 +516,7 @@ from presumed-known mean and variance.
 <tr>
 <td>
                  <p>
-                    beta
-                  </p>
-                  <p>
-                    from mean and variance
+                    beta (from mean and variance)
                  </p>
                </td>
 <td>
--- a/doc/html/math_toolkit/dist_ref/dists/binomial_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/binomial_dist.html
@@ -240,8 +240,7 @@
          but if you want to be 95% sure that the true value is <span class="bold"><strong>greater
          than</strong></span> some value, <span class="emphasis"><em>p<sub>min</sub></em></span>, then:
        </p>
-<pre class="programlisting"><span class="identifier">p</span><sub>min</sub> <span class="special">=</span> <span class="identifier">binomial_distribution</span><span class="special">&lt;</span><span class="identifier">RealType</span><span class="special">&gt;::</span><span class="identifier">find_lower_bound_on_p</span><span class="special">(</span>
-                    <span class="identifier">n</span><span class="special">,</span> <span class="identifier">k</span><span class="special">,</span> <span class="number">0.05</span><span class="special">);</span>
+<pre class="programlisting"><span class="identifier">p</span><sub>min</sub> <span class="special">=</span> <span class="identifier">binomial_distribution</span><span class="special">&lt;</span><span class="identifier">RealType</span><span class="special">&gt;::</span><span class="identifier">find_lower_bound_on_p</span><span class="special">(</span><span class="identifier">n</span><span class="special">,</span> <span class="identifier">k</span><span class="special">,</span> <span class="number">0.05</span><span class="special">);</span>
 </pre>
 <p>
          <a class="link" href="../../stat_tut/weg/binom_eg/binom_conf.html" title="Calculating Confidence Limits on the Frequency of Occurrence for a Binomial Distribution">See worked
@@ -346,8 +345,7 @@
          but if you want to be 95% sure that the true value is <span class="bold"><strong>less
          than</strong></span> some value, <span class="emphasis"><em>p<sub>max</sub></em></span>, then:
        </p>
-<pre class="programlisting"><span class="identifier">p</span><sub>max</sub> <span class="special">=</span> <span class="identifier">binomial_distribution</span><span class="special">&lt;</span><span class="identifier">RealType</span><span class="special">&gt;::</span><span class="identifier">find_upper_bound_on_p</span><span class="special">(</span>
-                    <span class="identifier">n</span><span class="special">,</span> <span class="identifier">k</span><span class="special">,</span> <span class="number">0.05</span><span class="special">);</span>
+<pre class="programlisting"><span class="identifier">p</span><sub>max</sub> <span class="special">=</span> <span class="identifier">binomial_distribution</span><span class="special">&lt;</span><span class="identifier">RealType</span><span class="special">&gt;::</span><span class="identifier">find_upper_bound_on_p</span><span class="special">(</span><span class="identifier">n</span><span class="special">,</span> <span class="identifier">k</span><span class="special">,</span> <span class="number">0.05</span><span class="special">);</span>
 </pre>
 <p>
          <a class="link" href="../../stat_tut/weg/binom_eg/binom_conf.html" title="Calculating Confidence Limits on the Frequency of Occurrence for a Binomial Distribution">See worked
--- a/doc/html/math_toolkit/dist_ref/dists/extreme_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/extreme_dist.html
@@ -73,13 +73,13 @@
          The distribution has a PDF given by:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            f(x) = (1/scale) e<sup>-(x-location)/scale</sup> e<sup>-e<sup>-(x-location)/scale</sup></sup>
+            <span class="serif_italic">f(x) = (1/scale) e<sup>-(x-location)/scale</sup> e<sup>-e<sup>-(x-location)/scale</sup></sup></span>
          </p></blockquote></div>
 <p>
          which in the standard case (scale = 1, location = 0) reduces to:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            f(x) = e<sup>-x</sup>e<sup>-e<sup>-x</sup></sup>
+            <span class="serif_italic">f(x) = e<sup>-x</sup>e<sup>-e<sup>-x</sup></sup></span>
          </p></blockquote></div>
 <p>
          The following graph illustrates how the PDF varies with the location parameter:
--- a/doc/html/math_toolkit/dist_ref/dists/f_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/f_dist.html
@@ -58,7 +58,7 @@
          <span class="emphasis"><em>n</em></span> degrees of freedom, then the test statistic:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            F<sub>n,m</sub> &#160; = (&#967;<sup>2</sup><sub>n</sub> &#160; / n) / (&#967;<sup>2</sup><sub>m</sub> &#160; / m)
+            <span class="serif_italic">F<sub>n,m</sub> &#160; = (&#967;<sup>2</sup><sub>n</sub> &#160; / n) / (&#967;<sup>2</sup><sub>m</sub> &#160; / m)</span>
          </p></blockquote></div>
 <p>
          Is distributed over the range [0, &#8734;] with an F distribution, and has the
@@ -192,8 +192,8 @@
                    led to the following two formulas:
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      f<sub>v1,v2</sub>(x) = y * <a class="link" href="../../sf_beta/beta_derivative.html" title="Derivative of the Incomplete Beta Function">ibeta_derivative</a>(v2
-                      / 2, v1 / 2, v2 / (v2 + v1 * x))
+                      <span class="serif_italic">f<sub>v1,v2</sub>(x) = y * <a class="link" href="../../sf_beta/beta_derivative.html" title="Derivative of the Incomplete Beta Function">ibeta_derivative</a>(v2
+                      / 2, v1 / 2, v2 / (v2 + v1 * x))</span>
                    </p></blockquote></div>
                  <p>
                    with y = (v2 * v1) / ((v2 + v1 * x) * (v2 + v1 * x))
@@ -202,8 +202,8 @@
                    and
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      f<sub>v1,v2</sub>(x) = y * <a class="link" href="../../sf_beta/beta_derivative.html" title="Derivative of the Incomplete Beta Function">ibeta_derivative</a>(v1
-                      / 2, v2 / 2, v1 * x / (v2 + v1 * x))
+                      <span class="serif_italic">f<sub>v1,v2</sub>(x) = y * <a class="link" href="../../sf_beta/beta_derivative.html" title="Derivative of the Incomplete Beta Function">ibeta_derivative</a>(v1
+                      / 2, v2 / 2, v1 * x / (v2 + v1 * x))</span>
                    </p></blockquote></div>
                  <p>
                    with y = (z * v1 - x * v1 * v1) / z<sup>2</sup>
@@ -232,15 +232,15 @@
                    Using the relations:
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibeta</a>(v1
-                      / 2, v2 / 2, v1 * x / (v2 + v1 * x))
+                      <span class="serif_italic">p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibeta</a>(v1
+                      / 2, v2 / 2, v1 * x / (v2 + v1 * x))</span>
                    </p></blockquote></div>
                  <p>
                    and
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibetac</a>(v2
-                      / 2, v1 / 2, v2 / (v2 + v1 * x))
+                      <span class="serif_italic">:p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibetac</a>(v2
+                      / 2, v1 / 2, v2 / (v2 + v1 * x))</span>
                    </p></blockquote></div>
                  <p>
                    The first is used for v1 * x &gt; v2, otherwise the second is
@@ -263,15 +263,15 @@
                    Using the relations:
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibetac</a>(v1
-                      / 2, v2 / 2, v1 * x / (v2 + v1 * x))
+                      <span class="serif_italic">p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibetac</a>(v1
+                      / 2, v2 / 2, v1 * x / (v2 + v1 * x))</span>
                    </p></blockquote></div>
                  <p>
                    and
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibeta</a>(v2
-                      / 2, v1 / 2, v2 / (v2 + v1 * x))
+                      <span class="serif_italic">p = <a class="link" href="../../sf_beta/ibeta_function.html" title="Incomplete Beta Functions">ibeta</a>(v2
+                      / 2, v1 / 2, v2 / (v2 + v1 * x))</span>
                    </p></blockquote></div>
                  <p>
                    The first is used for v1 * x &lt; v2, otherwise the second is
@@ -294,20 +294,20 @@
                    Using the relation:
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      x = v2 * a / (v1 * b)
+                      <span class="serif_italic">x = v2 * a / (v1 * b)</span>
                    </p></blockquote></div>
                  <p>
                    where:
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      a = <a class="link" href="../../sf_beta/ibeta_inv_function.html" title="The Incomplete Beta Function Inverses">ibeta_inv</a>(v1
-                      / 2, v2 / 2, p)
+                      <span class="serif_italic">a = <a class="link" href="../../sf_beta/ibeta_inv_function.html" title="The Incomplete Beta Function Inverses">ibeta_inv</a>(v1
+                      / 2, v2 / 2, p)</span>
                    </p></blockquote></div>
                  <p>
                    and
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      b = 1 - a
+                      <span class="serif_italic">b = 1 - a</span>
                    </p></blockquote></div>
                  <p>
                    Quantities <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span>
@@ -330,20 +330,20 @@
                    Using the relation:
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      x = v2 * a / (v1 * b)
+                      <span class="serif_italic">x = v2 * a / (v1 * b)</span>
                    </p></blockquote></div>
                  <p>
                    where
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      a = <a class="link" href="../../sf_beta/ibeta_inv_function.html" title="The Incomplete Beta Function Inverses">ibetac_inv</a>(v1
-                      / 2, v2 / 2, p)
+                      <span class="serif_italic">a = <a class="link" href="../../sf_beta/ibeta_inv_function.html" title="The Incomplete Beta Function Inverses">ibetac_inv</a>(v1
+                      / 2, v2 / 2, p)</span>
                    </p></blockquote></div>
                  <p>
                    and
                  </p>
                  <div class="blockquote"><blockquote class="blockquote"><p>
-                      b = 1 - a
+                      <span class="serif_italic">b = 1 - a</span>
                    </p></blockquote></div>
                  <p>
                    Quantities <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>b</em></span>
--- a/doc/html/math_toolkit/dist_ref/dists/gamma_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/gamma_dist.html
@@ -187,7 +187,7 @@
        </h5>
 <p>
          In the following table <span class="emphasis"><em>k</em></span> is the shape parameter of
-          the distribution, &#952; &#160; is its scale parameter, <span class="emphasis"><em>x</em></span> is the
+          the distribution, &#952; is its scale parameter, <span class="emphasis"><em>x</em></span> is the
          random variate, <span class="emphasis"><em>p</em></span> is the probability and <span class="emphasis"><em>q
          = 1-p</em></span>.
        </p>
--- a/doc/html/math_toolkit/dist_ref/dists/geometric_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/geometric_dist.html
@@ -102,23 +102,23 @@
        </p>
 <p>
          The probability that there are <span class="emphasis"><em>k</em></span> failures before the
-          first success is
-        </p>
-<p>
-          &#8192;&#8192; Pr(Y=<span class="emphasis"><em>k</em></span>) = (1-<span class="emphasis"><em>p</em></span>)<sup><span class="emphasis"><em>k</em></span></sup><span class="emphasis"><em>p</em></span>
+          first success
        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">Pr(Y=<span class="emphasis"><em>k</em></span>) = (1-<span class="emphasis"><em>p</em></span>)<sup><span class="emphasis"><em>k</em></span></sup><span class="emphasis"><em>p</em></span></span>
+          </p></blockquote></div>
 <p>
          For example, when throwing a 6-face dice the success probability <span class="emphasis"><em>p</em></span>
-          = 1/6 = 0.1666&#8202;&#775; &#160;. Throwing repeatedly until a <span class="emphasis"><em>three</em></span>
+          = 1/6 = 0.1666&#8202;&#775;. Throwing repeatedly until a <span class="emphasis"><em>three</em></span>
          appears, the probability distribution of the number of times <span class="emphasis"><em>not-a-three</em></span>
          is thrown is geometric.
        </p>
 <p>
          Geometric distribution has the Probability Density Function PDF:
        </p>
-<p>
-          &#8192;&#8192; (1-<span class="emphasis"><em>p</em></span>)<sup><span class="emphasis"><em>k</em></span></sup><span class="emphasis"><em>p</em></span>
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">(1-<span class="emphasis"><em>p</em></span>)<sup><span class="emphasis"><em>k</em></span></sup><span class="emphasis"><em>p</em></span></span>
+          </p></blockquote></div>
 <p>
          The following graph illustrates how the PDF and CDF vary for three examples
          of the success fraction <span class="emphasis"><em>p</em></span>, (when considering the geometric
--- a/doc/html/math_toolkit/dist_ref/dists/inverse_chi_squared_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/inverse_chi_squared_dist.html
@@ -74,8 +74,10 @@
          = 1.
        </p>
 <p>
-          Both definitions are also available in Wolfram Mathematica and in <a href="http://www.r-project.org/" target="_top">The R Project for Statistical Computing</a>
-          (geoR) with default scale = 1/degrees of freedom.
+          Both definitions are also available in <a href="http://www.wolfram.com/products/mathematica/index.html" target="_top">Wolfram
+          Mathematica</a> and in <a href="http://www.r-project.org/" target="_top">The R
+          Project for Statistical Computing</a> (geoR) with default scale = 1/degrees
+          of freedom.
        </p>
 <p>
          See
@@ -120,9 +122,9 @@
          The inverse_chi_squared distribution is a special case of a inverse_gamma
          distribution with &#957; (degrees_of_freedom) shape (&#945;) and scale (&#946;) where
        </p>
-<p>
-          &#8192;&#8192; &#945;= &#957; /2 and &#946; = &#189;.
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">&#945;= &#957; /2 and &#946; = &#189;</span>
+          </p></blockquote></div>
 <div class="note"><table border="0" summary="Note">
 <tr>
 <td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../../doc/src/images/note.png"></td>
@@ -149,29 +151,29 @@
          inverse chi_squared distribution is defined by the probability density
          function (PDF):
        </p>
-<p>
-          &#8192;&#8192; f(x;&#957;) = 2<sup>-&#957;/2</sup> x<sup>-&#957;/2-1</sup> e<sup>-1/2x</sup> / &#915;(&#957;/2)
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">f(x;&#957;) = 2<sup>-&#957;/2</sup> x<sup>-&#957;/2-1</sup> e<sup>-1/2x</sup> / &#915;(&#957;/2)</span>
+          </p></blockquote></div>
 <p>
          and Cumulative Density Function (CDF)
        </p>
-<p>
-          &#8192;&#8192;  F(x;&#957;) = &#915;(&#957;/2, 1/2x) / &#915;(&#957;/2)
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">F(x;&#957;) = &#915;(&#957;/2, 1/2x) / &#915;(&#957;/2)</span>
+          </p></blockquote></div>
 <p>
          For degrees of freedom parameter &#957; and scale parameter &#958;, the <span class="bold"><strong>scaled</strong></span>
          inverse chi_squared distribution is defined by the probability density
          function (PDF):
        </p>
-<p>
-          &#8192;&#8192; f(x;&#957;, &#958;) = (&#958;&#957;/2)<sup>&#957;/2</sup> e<sup>-&#957;&#958;/2x</sup> x<sup>-1-&#957;/2</sup> / &#915;(&#957;/2)
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">f(x;&#957;, &#958;) = (&#958;&#957;/2)<sup>&#957;/2</sup> e<sup>-&#957;&#958;/2x</sup> x<sup>-1-&#957;/2</sup> / &#915;(&#957;/2)</span>
+          </p></blockquote></div>
 <p>
          and Cumulative Density Function (CDF)
        </p>
-<p>
-          &#8192;&#8192;  F(x;&#957;, &#958;) = &#915;(&#957;/2, &#957;&#958;/2x) / &#915;(&#957;/2)
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">F(x;&#957;, &#958;) = &#915;(&#957;/2, &#957;&#958;/2x) / &#915;(&#957;/2)</span>
+          </p></blockquote></div>
 <p>
          The following graphs illustrate how the PDF and CDF of the inverse chi_squared
          distribution varies for a few values of parameters &#957; and &#958;:
--- a/doc/html/math_toolkit/dist_ref/dists/inverse_gamma_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/inverse_gamma_dist.html
@@ -94,15 +94,15 @@
          For shape parameter &#945; and scale parameter &#946;, it is defined by the probability
          density function (PDF):
        </p>
-<p>
-          &#8192;&#8192; f(x;&#945;, &#946;) = &#946;<sup>&#945;</sup> * (1/x) <sup>&#945;+1</sup> exp(-&#946;/x) / &#915;(&#945;)
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">f(x;&#945;, &#946;) = &#946;<sup>&#945;</sup> * (1/x) <sup>&#945;+1</sup> exp(-&#946;/x) / &#915;(&#945;)</span>
+          </p></blockquote></div>
 <p>
          and cumulative density function (CDF)
        </p>
-<p>
-          &#8192;&#8192; F(x;&#945;, &#946;) = &#915;(&#945;, &#946;/x) / &#915;(&#945;)
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">F(x;&#945;, &#946;) = &#915;(&#945;, &#946;/x) / &#915;(&#945;)</span>
+          </p></blockquote></div>
 <p>
          The following graphs illustrate how the PDF and CDF of the inverse gamma
          distribution varies as the parameters vary:
@@ -188,7 +188,7 @@
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.inverse_gamma_dist.implementation"></a></span><a class="link" href="inverse_gamma_dist.html#math_toolkit.dist_ref.dists.inverse_gamma_dist.implementation">Implementation</a>
        </h5>
 <p>
-          In the following table &#945; is the shape parameter of the distribution, &#945; &#160; is its
+          In the following table &#945; is the shape parameter of the distribution, &#945; is its
          scale parameter, <span class="emphasis"><em>x</em></span> is the random variate, <span class="emphasis"><em>p</em></span>
          is the probability and <span class="emphasis"><em>q = 1-p</em></span>.
        </p>
--- a/doc/html/math_toolkit/dist_ref/dists/inverse_gaussian_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/inverse_gaussian_dist.html
@@ -106,15 +106,16 @@
          variate x, the inverse_gaussian distribution is defined by the probability
          density function (PDF):
        </p>
-<p>
-          &#8192;&#8192; f(x;&#956;, &#955;) = &#8730;(&#955;/2&#960;x<sup>3</sup>) e<sup>-&#955;(x-&#956;)&#178;/2&#956;&#178;x</sup>
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">f(x;&#956;, &#955;) = &#8730;(&#955;/2&#960;x<sup>3</sup>) e<sup>-&#955;(x-&#956;)&#178;/2&#956;&#178;x</sup> </span>
+          </p></blockquote></div>
 <p>
          and Cumulative Density Function (CDF):
        </p>
-<p>
-          &#8192;&#8192;  F(x;&#956;, &#955;) = &#934;{&#8730;(&#955;<span class="emphasis"><em>x) (x</em></span>&#956;-1)} + e<sup>2&#956;/&#955;</sup> &#934;{-&#8730;(&#955;/&#956;) (1+x/&#956;)}
-        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">F(x;&#956;, &#955;) = &#934;{&#8730;(&#955;<span class="emphasis"><em>x) (x</em></span>&#956;-1)}
+            + e<sup>2&#956;/&#955;</sup> &#934;{-&#8730;(&#955;/&#956;) (1+x/&#956;)} </span>
+          </p></blockquote></div>
 <p>
          where &#934; is the standard normal distribution CDF.
        </p>
--- a/doc/html/math_toolkit/dist_ref/dists/nc_beta_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/nc_beta_dist.html
@@ -61,11 +61,16 @@
          Distribution</a>.
        </p>
 <p>
-          It is defined as the ratio X = &#967;<sub>m</sub><sup>2</sup>(&#955;) / (&#967;<sub>m</sub><sup>2</sup>(&#955;) + &#967;<sub>n</sub><sup>2</sup>) where &#967;<sub>m</sub><sup>2</sup>(&#955;) is a noncentral
-          &#967;<sup>2</sup>
-random variable with <span class="emphasis"><em>m</em></span> degrees of freedom, and &#967;<sub>n</sub><sup>2</sup>
-is
-          a central &#967;<sup>2</sup> random variable with <span class="emphasis"><em>n</em></span> degrees of freedom.
+          It is defined as the ratio
+        </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">X = &#967;<sub>m</sub><sup>2</sup>(&#955;) / (&#967;<sub>m</sub><sup>2</sup>(&#955;) + &#967;<sub>n</sub><sup>2</sup>)</span>
+          </p></blockquote></div>
+<p>
+          where <span class="serif_italic">&#967;<sub>m</sub><sup>2</sup>(&#955;)</span> is a noncentral <span class="serif_italic">&#967;<sup>2</sup></span> random variable with <span class="emphasis"><em>m</em></span>
+          degrees of freedom, and &#967;<sub>n</sub><sup>2</sup>
+is a central <span class="serif_italic">&#967;<sup>2</sup> </span>
+          random variable with <span class="emphasis"><em>n</em></span> degrees of freedom.
        </p>
 <p>
          This gives a PDF that can be expressed as a Poisson mixture of beta distribution
--- a/doc/html/math_toolkit/dist_ref/dists/nc_chi_squared_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/nc_chi_squared_dist.html
@@ -66,8 +66,9 @@
 </pre>
 <p>
          The noncentral chi-squared distribution is a generalization of the <a class="link" href="chi_squared_dist.html" title="Chi Squared Distribution">Chi Squared Distribution</a>.
-          If X<sub>i</sub> are &#957; independent, normally distributed random variables with means
-          &#956;<sub>i</sub> and variances &#963;<sub>i</sub><sup>2</sup>, then the random variable
+          If <span class="emphasis"><em>X<sub>i</sub></em></span> are /&#957;/ independent, normally distributed random
+          variables with means /&#956;<sub>i</sub>/ and variances <span class="emphasis"><em>&#963;<sub>i</sub><sup>2</sup></em></span>, then the
+          random variable
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../equations/nc_chi_squ_ref1.svg"></span>
@@ -77,9 +78,10 @@
          is distributed according to the noncentral chi-squared distribution.
        </p>
 <p>
-          The noncentral chi-squared distribution has two parameters: &#957; which specifies
-          the number of degrees of freedom (i.e. the number of X<sub>i</sub>), and &#955; which is
-          related to the mean of the random variables X<sub>i</sub> by:
+          The noncentral chi-squared distribution has two parameters: /&#957;/ which specifies
+          the number of degrees of freedom (i.e. the number of <span class="emphasis"><em>X<sub>i</sub>)</em></span>,
+          and &#955; which is related to the mean of the random variables <span class="emphasis"><em>X<sub>i</sub></em></span>
+          by:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../equations/nc_chi_squ_ref2.svg"></span>
@@ -489,7 +491,7 @@

          </p></blockquote></div>
 <p>
-          Where P<sub>a</sub>(x) is the incomplete gamma function.
+          Where <span class="emphasis"><em>P<sub>a</sub>(x)</em></span> is the incomplete gamma function.
        </p>
 <p>
          The method starts at the &#955;th term, which is where the Poisson weighting
--- a/doc/html/math_toolkit/dist_ref/dists/nc_f_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/nc_f_dist.html
@@ -60,8 +60,9 @@
          The noncentral F distribution is a generalization of the <a class="link" href="f_dist.html" title="F Distribution">Fisher
          F Distribution</a>. It is defined as the ratio
        </p>
-<pre class="programlisting"><span class="identifier">F</span> <span class="special">=</span> <span class="special">(</span><span class="identifier">X</span><span class="special">/</span><span class="identifier">v1</span><span class="special">)</span> <span class="special">/</span> <span class="special">(</span><span class="identifier">Y</span><span class="special">/</span><span class="identifier">v2</span><span class="special">)</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">F = (X/v1) / (Y/v2)</span>
+          </p></blockquote></div>
 <p>
          where X is a noncentral &#967;<sup>2</sup>
 random variable with <span class="emphasis"><em>v1</em></span> degrees
@@ -76,7 +77,9 @@ random variable with <span class="emphasis"><em>v1</em></span> degrees

          </p></blockquote></div>
 <p>
-          where L<sub>a</sub><sup>b</sup>(c) is a generalised Laguerre polynomial and B(a,b) is the <a class="link" href="../../sf_beta/beta_function.html" title="Beta">beta</a> function, or
+          where <span class="emphasis"><em>L<sub>a</sub><sup>b</sup>(c)</em></span> is a generalised Laguerre polynomial
+          and <span class="emphasis"><em>B(a,b)</em></span> is the <a class="link" href="../../sf_beta/beta_function.html" title="Beta">beta</a>
+          function, or
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../equations/nc_f_ref2.svg"></span>
@@ -102,7 +105,8 @@ random variable with <span class="emphasis"><em>v1</em></span> degrees
          and <span class="emphasis"><em>v2</em></span> and non-centrality parameter <span class="emphasis"><em>lambda</em></span>.
        </p>
 <p>
-          Requires v1 &gt; 0, v2 &gt; 0 and lambda &gt;= 0, otherwise calls <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>.
+          Requires <span class="emphasis"><em>v1</em></span> &gt; 0, <span class="emphasis"><em>v2</em></span> &gt; 0
+          and lambda &gt;= 0, otherwise calls <a class="link" href="../../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>.
        </p>
 <pre class="programlisting"><span class="identifier">RealType</span> <span class="identifier">degrees_of_freedom1</span><span class="special">()</span><span class="keyword">const</span><span class="special">;</span>
 </pre>
@@ -199,13 +203,15 @@ is the non-centrality parameter, <span class="emphasis"><em>x</em></span> is the
                    Implemented in terms of the non-central beta PDF using the relation:
                  </p>
                  <p>
-                    f(x;v1,v2;&#955;) = (v1/v2) / ((1+y)*(1+y)) * g(y/(1+y);v1/2,v2/2;&#955;)
+                    <span class="serif_italic">f(x;v1,v2;&#955;) = (v1/v2) / ((1+y)*(1+y))
+                    * g(y/(1+y);v1/2,v2/2;&#955;)</span>
                  </p>
                  <p>
-                    where g(x; a, b; &#955;) is the non central beta PDF, and:
+                    where <span class="serif_italic">g(x; a, b; &#955;)</span> is the
+                    non central beta PDF, and:
                  </p>
                  <p>
-                    y = x * v1 / v2
+                    <span class="serif_italic">y = x * v1 / v2</span>
                  </p>
                </td>
 </tr>
@@ -220,13 +226,14 @@ is the non-centrality parameter, <span class="emphasis"><em>x</em></span> is the
                    Using the relation:
                  </p>
                  <p>
-                    p = B<sub>y</sub>(v1/2, v2/2; &#955;)
+                    <span class="serif_italic">p = B<sub>y</sub>(v1/2, v2/2; &#955;)</span>
                  </p>
                  <p>
-                    where B<sub>x</sub>(a, b; &#955;) is the noncentral beta distribution CDF and
+                    where <span class="serif_italic">B<sub>x</sub>(a, b; &#955;)</span> is the
+                    noncentral beta distribution CDF and
                  </p>
                  <p>
-                    y = x * v1 / v2
+                    <span class="serif_italic">y = x * v1 / v2</span>
                  </p>
                </td>
 </tr>
@@ -241,14 +248,14 @@ is the non-centrality parameter, <span class="emphasis"><em>x</em></span> is the
                    Using the relation:
                  </p>
                  <p>
-                    q = 1 - B<sub>y</sub>(v1/2, v2/2; &#955;)
+                    <span class="serif_italic">q = 1 - B<sub>y</sub>(v1/2, v2/2; &#955;)</span>
                  </p>
                  <p>
-                    where 1 - B<sub>x</sub>(a, b; &#955;) is the complement of the noncentral beta
-                    distribution CDF and
+                    where <span class="serif_italic">1 - B<sub>x</sub>(a, b; &#955;)</span> is
+                    the complement of the noncentral beta distribution CDF and
                  </p>
                  <p>
-                    y = x * v1 / v2
+                    <span class="serif_italic">y = x * v1 / v2</span>
                  </p>
                </td>
 </tr>
@@ -263,19 +270,19 @@ is the non-centrality parameter, <span class="emphasis"><em>x</em></span> is the
                    Using the relation:
                  </p>
                  <p>
-                    x = (bx / (1-bx)) * (v1 / v2)
+                    <span class="serif_italic">x = (bx / (1-bx)) * (v1 / v2)</span>
                  </p>
                  <p>
                    where
                  </p>
                  <p>
-                    bx = Q<sub>p</sub><sup>-1</sup>(v1/2, v2/2; &#955;)
+                    <span class="serif_italic">bx = Q<sub>p</sub><sup>-1</sup>(v1/2, v2/2; &#955;)</span>
                  </p>
                  <p>
                    and
                  </p>
                  <p>
-                    Q<sub>p</sub><sup>-1</sup>(v1/2, v2/2; &#955;)
+                    <span class="serif_italic">Q<sub>p</sub><sup>-1</sup>(v1/2, v2/2; &#955;)</span>
                  </p>
                  <p>
                    is the noncentral beta quantile.
@@ -296,19 +303,19 @@ is the non-centrality parameter, <span class="emphasis"><em>x</em></span> is the
                    Using the relation:
                  </p>
                  <p>
-                    x = (bx / (1-bx)) * (v1 / v2)
+                    <span class="serif_italic">x = (bx / (1-bx)) * (v1 / v2)</span>
                  </p>
                  <p>
                    where
                  </p>
                  <p>
-                    bx = QC<sub>q</sub><sup>-1</sup>(v1/2, v2/2; &#955;)
+                    <span class="serif_italic">bx = QC<sub>q</sub><sup>-1</sup>(v1/2, v2/2; &#955;)</span>
                  </p>
                  <p>
                    and
                  </p>
                  <p>
-                    QC<sub>q</sub><sup>-1</sup>(v1/2, v2/2; &#955;)
+                    <span class="serif_italic">QC<sub>q</sub><sup>-1</sup>(v1/2, v2/2; &#955;)</span>
                  </p>
                  <p>
                    is the noncentral beta quantile from the complement.
@@ -323,7 +330,7 @@ is the non-centrality parameter, <span class="emphasis"><em>x</em></span> is the
                </td>
 <td>
                  <p>
-                    v2 * (v1 + l) / (v1 * (v2 - 2))
+                    <span class="serif_italic">v2 * (v1 + l) / (v1 * (v2 - 2))</span>
                  </p>
                </td>
 </tr>
--- a/doc/html/math_toolkit/dist_ref/dists/nc_t_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/nc_t_dist.html
@@ -58,10 +58,10 @@
 <p>
          The noncentral T distribution is a generalization of the <a class="link" href="students_t_dist.html" title="Students t Distribution">Students
          t Distribution</a>. Let X have a normal distribution with mean &#948; and variance
-          1, and let &#957; S<sup>2</sup> have a chi-squared distribution with degrees of freedom &#957;.
-          Assume that X and S<sup>2</sup> are independent. The distribution of t<sub>&#957;</sub>(&#948;)=X/S is called
-          a noncentral t distribution with degrees of freedom &#957; and noncentrality parameter
-          &#948;.
+          1, and let <span class="emphasis"><em>&#957; S<sup>2</sup></em></span> have a chi-squared distribution with
+          degrees of freedom &#957;. Assume that X and S<sup>2</sup> are independent. The distribution
+          of <span class="serif_italic">t<sub>&#957;</sub>(&#948;)=X/S</span> is called a noncentral
+          t distribution with degrees of freedom &#957; and noncentrality parameter &#948;.
        </p>
 <p>
          This gives the following PDF:
@@ -71,7 +71,8 @@

          </p></blockquote></div>
 <p>
-          where <sub>1</sub>F<sub>1</sub>(a;b;x) is a confluent hypergeometric function.
+          where <span class="serif_italic"><sub>1</sub>F<sub>1</sub>(a;b;x)</span> is a confluent hypergeometric
+          function.
        </p>
 <p>
          The following graph illustrates how the distribution changes for different
--- a/doc/html/math_toolkit/dist_ref/dists/normal_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/normal_dist.html
@@ -61,7 +61,7 @@
          Normal Distribution</em></span>.
        </p>
 <p>
-          Given mean &#956; &#160;and standard deviation &#963; it has the PDF:
+          Given mean &#956; and standard deviation &#963; it has the PDF:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../equations/normal_ref1.svg"></span>
--- a/doc/html/math_toolkit/dist_ref/dists/pareto.html
+++ b/doc/html/math_toolkit/dist_ref/dists/pareto.html
@@ -55,10 +55,10 @@
          density function (pdf)</a>:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            f(x; &#945;, &#946;) = &#945;&#946;<sup>&#945;</sup> / x<sup>&#945;+ 1</sup>
+            <span class="serif_italic">f(x; &#945;, &#946;) = &#945;&#946;<sup>&#945;</sup> / x<sup>&#945;+ 1</sup></span>
          </p></blockquote></div>
 <p>
-          For shape parameter &#945; &#160; &gt; 0, and scale parameter &#946; &#160; &gt; 0. If x &lt; &#946; &#160;, the
+          For shape parameter &#945; &gt; 0, and scale parameter &#946; &gt; 0. If x &lt; &#946;, the
          pdf is zero.
        </p>
 <p>
--- a/doc/html/math_toolkit/dist_ref/dists/rayleigh.html
+++ b/doc/html/math_toolkit/dist_ref/dists/rayleigh.html
@@ -55,10 +55,10 @@
          density function</a>:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            f(x; sigma) = x * exp(-x<sup>2</sup>/2 &#963;<sup>2</sup>) / &#963;<sup>2</sup>
+            <span class="serif_italic">f(x; sigma) = x * exp(-x<sup>2</sup>/2 &#963;<sup>2</sup>) / &#963;<sup>2</sup></span>
          </p></blockquote></div>
 <p>
-          For sigma parameter &#963; &#160; &gt; 0, and x &gt; 0.
+          For sigma parameter /&#963;/ &gt; 0, and <span class="emphasis"><em>x</em></span> &gt; 0.
        </p>
 <p>
          The Rayleigh distribution is often used where two orthogonal components
@@ -151,7 +151,7 @@
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.rayleigh.implementation"></a></span><a class="link" href="rayleigh.html#math_toolkit.dist_ref.dists.rayleigh.implementation">Implementation</a>
        </h5>
 <p>
-          In the following table &#963; &#160; is the sigma parameter of the distribution, <span class="emphasis"><em>x</em></span>
+          In the following table &#963; is the sigma parameter of the distribution, <span class="emphasis"><em>x</em></span>
          is the random variate, <span class="emphasis"><em>p</em></span> is the probability and <span class="emphasis"><em>q
          = 1-p</em></span>.
        </p>
@@ -193,7 +193,7 @@
                </td>
 <td>
                  <p>
-                    Using the relation: p = 1 - exp(-x<sup>2</sup>/2) &#963;<sup>2</sup> &#160; = -<a class="link" href="../../powers/expm1.html" title="expm1">expm1</a>(-x<sup>2</sup>/2)
+                    Using the relation: p = 1 - exp(-x<sup>2</sup>/2) &#963;<sup>2</sup>= -<a class="link" href="../../powers/expm1.html" title="expm1">expm1</a>(-x<sup>2</sup>/2)
                    &#963;<sup>2</sup>
                  </p>
                </td>
--- a/doc/html/math_toolkit/dist_ref/dists/students_t_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/students_t_dist.html
@@ -73,14 +73,14 @@

          </p></blockquote></div>
 <p>
-          where <span class="emphasis"><em>M</em></span> is the population mean, <span class="emphasis"><em>&#956;</em></span>
-          is the sample mean, and <span class="emphasis"><em>s</em></span> is the sample variance.
+          where <span class="emphasis"><em>M</em></span> is the population mean, &#956; is the sample mean,
+          and <span class="emphasis"><em>s</em></span> is the sample variance.
        </p>
 <p>
          <a href="https://en.wikipedia.org/wiki/Student%27s_t-distribution" target="_top">Student's
          t-distribution</a> is defined as the distribution of the random variable
-          t which is - very loosely - the "best" that we can do not knowing
-          the true standard deviation of the sample. It has the PDF:
+          t which is - very loosely - the "best" that we can do while not
+          knowing the true standard deviation of the sample. It has the PDF:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../equations/students_t_ref1.svg"></span>
@@ -248,9 +248,9 @@
                </td>
 <td>
                  <p>
-                    Using the relation: pdf = (v / (v + t<sup>2</sup>))<sup>(1+v)/2 </sup> / (sqrt(v) *
-                    <a class="link" href="../../sf_beta/beta_function.html" title="Beta">beta</a>(v/2,
-                    0.5))
+                    Using the relation: <span class="serif_italic">pdf = (v / (v
+                    + t<sup>2</sup>))<sup>(1+v)/2 </sup> / (sqrt(v) * <a class="link" href="../../sf_beta/beta_function.html" title="Beta">beta</a>(v/2,
+                    0.5))</span>
                  </p>
                </td>
 </tr>
@@ -265,10 +265,10 @@
                    Using the relations:
                  </p>
                  <p>
-                    p = 1 - z <span class="emphasis"><em>iff t &gt; 0</em></span>
+                    <span class="serif_italic">p = 1 - z <span class="emphasis"><em>iff t &gt; 0</em></span></span>
                  </p>
                  <p>
-                    p = z <span class="emphasis"><em>otherwise</em></span>
+                    <span class="serif_italic">p = z <span class="emphasis"><em>otherwise</em></span></span>
                  </p>
                  <p>
                    where z is given by:
@@ -303,17 +303,18 @@
                </td>
 <td>
                  <p>
-                    Using the relation: t = sign(p - 0.5) * sqrt(v * y / x)
+                    Using the relation: <span class="serif_italic">t = sign(p -
+                    0.5) * sqrt(v * y / x)</span>
                  </p>
                  <p>
                    where:
                  </p>
                  <p>
-                    x = <a class="link" href="../../sf_beta/ibeta_inv_function.html" title="The Incomplete Beta Function Inverses">ibeta_inv</a>(v
-                    / 2, 0.5, 2 * min(p, q))
+                    <span class="serif_italic">x = <a class="link" href="../../sf_beta/ibeta_inv_function.html" title="The Incomplete Beta Function Inverses">ibeta_inv</a>(v
+                    / 2, 0.5, 2 * min(p, q)) </span>
                  </p>
                  <p>
-                    y = 1 - x
+                    <span class="serif_italic">y = 1 - x</span>
                  </p>
                  <p>
                    The quantities <span class="emphasis"><em>x</em></span> and <span class="emphasis"><em>y</em></span>
--- a/doc/html/math_toolkit/dist_ref/dists/triangular_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/triangular_dist.html
@@ -74,24 +74,32 @@
          density function</a>:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            f(x) =
+            <span class="serif_italic">f(x) =</span>
          </p></blockquote></div>
-<div class="blockquote"><blockquote class="blockquote"><div class="blockquote"><blockquote class="blockquote">
-<p>
-              2(x-a)/(b-a) (c-a)
-            </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-                for a &lt;= x &lt;= c
-              </p></blockquote></div>
-</blockquote></div></blockquote></div>
-<div class="blockquote"><blockquote class="blockquote"><div class="blockquote"><blockquote class="blockquote">
+            <span class="serif_italic">
+            <div class="blockquote"><blockquote class="blockquote">
 <p>
-              2(b-x)/(b-a) (b-c)
-            </p>
+                2(x-a)/(b-a) (c-a)
+              </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-                for c &lt; x &lt;= b
-              </p></blockquote></div>
-</blockquote></div></blockquote></div>
+                  for a &lt;= x &lt;= c
+                </p></blockquote></div>
+</blockquote></div>
+            </span>
+          </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">
+            <div class="blockquote"><blockquote class="blockquote">
+<p>
+                2(b-x)/(b-a) (b-c)
+              </p>
+<div class="blockquote"><blockquote class="blockquote"><p>
+                  for c &lt; x &lt;= b
+                </p></blockquote></div>
+</blockquote></div>
+            </span>
+          </p></blockquote></div>
 <p>
          Parameter <span class="emphasis"><em>a</em></span> (lower) can be any finite value. Parameter
          <span class="emphasis"><em>b</em></span> (upper) can be any finite value &gt; a (lower).
--- a/doc/html/math_toolkit/dist_ref/dists/uniform_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/uniform_dist.html
@@ -59,19 +59,21 @@
          density function</a>:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            f(x) =
+            <span class="serif_italic">f(x) =</span>
+          </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">1 / (upper - lower) for lower &lt; x &lt;
+            upper</span>
+          </p></blockquote></div>
+<div class="blockquote"><blockquote class="blockquote"><p>
+            <span class="serif_italic">zero for x &lt; lower or x &gt; upper</span>
          </p></blockquote></div>
-<div class="blockquote"><blockquote class="blockquote"><div class="blockquote"><blockquote class="blockquote"><p>
-              1 / (upper - lower) for lower &lt; x &lt; upper
-            </p></blockquote></div></blockquote></div>
-<div class="blockquote"><blockquote class="blockquote"><div class="blockquote"><blockquote class="blockquote"><p>
-              zero for x &lt; lower or x &gt; upper
-            </p></blockquote></div></blockquote></div>
 <p>
          and in this implementation:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            1 / (upper - lower) for x = lower or x = upper
+            <span class="serif_italic">1 / (upper - lower) for x = lower or x =
+            upper</span>
          </p></blockquote></div>
 <p>
          The choice of x = lower or x = upper is made because statistical use of
--- a/doc/html/math_toolkit/dist_ref/dists/weibull_dist.html
+++ b/doc/html/math_toolkit/dist_ref/dists/weibull_dist.html
@@ -56,10 +56,11 @@
          density function</a>:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            f(x; &#945;, &#946;) = (&#945;/&#946;) * (x / &#946;)<sup>&#945; - 1</sup> * e<sup>-(x/&#946;)<sup>&#945;</sup></sup>
+            <span class="serif_italic">f(x; &#945;, &#946;) = (&#945;/&#946;) * (x / &#946;)<sup>&#945; - 1</sup> * e<sup>-(x/&#946;)<sup>&#945;</sup></sup></span>
          </p></blockquote></div>
 <p>
-          For shape parameter &#945; &gt; 0, and scale parameter &#946; &gt; 0, and x &gt; 0.
+          For shape parameter <span class="emphasis"><em>&#945;</em></span> &gt; 0, and scale parameter
+          <span class="emphasis"><em>&#946;</em></span> &gt; 0, and <span class="emphasis"><em>x</em></span> &gt; 0.
        </p>
 <p>
          The Weibull distribution is often used in the field of failure analysis;
@@ -68,20 +69,21 @@
        </p>
 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
 <li class="listitem">
-              constant over time, then &#945; &#160; = 1, suggests that items are failing from
-              random events.
+              constant over time, then <span class="emphasis"><em>&#945;</em></span> = 1, suggests that items
+              are failing from random events.
            </li>
 <li class="listitem">
-              decreases over time, then &#945; &#160; &lt; 1, suggesting "infant mortality".
+              decreases over time, then <span class="emphasis"><em>&#945;</em></span> &lt; 1, suggesting
+              "infant mortality".
            </li>
 <li class="listitem">
-              increases over time, then &#945; &#160; &gt; 1, suggesting "wear out" -
-              more likely to fail as time goes by.
+              increases over time, then <span class="emphasis"><em>&#945;</em></span> &gt; 1, suggesting
+              "wear out" - more likely to fail as time goes by.
            </li>
 </ul></div>
 <p>
          The following graph illustrates how the PDF varies with the shape parameter
-          &#945;:
+          <span class="emphasis"><em>&#945;</em></span>:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../graphs/weibull_pdf1.svg" align="middle"></span>
@@ -89,7 +91,7 @@
          </p></blockquote></div>
 <p>
          While this graph illustrates how the PDF varies with the scale parameter
-          &#946;:
+          <span class="emphasis"><em>&#946;</em></span>:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
            <span class="inlinemediaobject"><img src="../../../../graphs/weibull_pdf2.svg" align="middle"></span>
@@ -101,10 +103,10 @@
          distributions</a>
        </h5>
 <p>
-          When &#945; &#160; = 3, the <a href="http://en.wikipedia.org/wiki/Weibull_distribution" target="_top">Weibull
+          When <span class="emphasis"><em>&#945;</em></span> = 3, the <a href="http://en.wikipedia.org/wiki/Weibull_distribution" target="_top">Weibull
          distribution</a> appears similar to the <a href="http://en.wikipedia.org/wiki/Normal_distribution" target="_top">normal
-          distribution</a>. When &#945; &#160; = 1, the Weibull distribution reduces to the
-          <a href="http://en.wikipedia.org/wiki/Exponential_distribution" target="_top">exponential
+          distribution</a>. When <span class="emphasis"><em>&#945;</em></span> = 1, the Weibull distribution
+          reduces to the <a href="http://en.wikipedia.org/wiki/Exponential_distribution" target="_top">exponential
          distribution</a>. The relationship of the types of extreme value distributions,
          of which the Weibull is but one, is discussed by <a href="http://www.worldscibooks.com/mathematics/p191.html" target="_top">Extreme
          Value Distributions, Theory and Applications Samuel Kotz &amp; Saralees
@@ -171,9 +173,10 @@
          <span class="phrase"><a name="math_toolkit.dist_ref.dists.weibull_dist.implementation"></a></span><a class="link" href="weibull_dist.html#math_toolkit.dist_ref.dists.weibull_dist.implementation">Implementation</a>
        </h5>
 <p>
-          In the following table &#945; &#160; is the shape parameter of the distribution, &#946; &#160; is its
-          scale parameter, <span class="emphasis"><em>x</em></span> is the random variate, <span class="emphasis"><em>p</em></span>
-          is the probability and <span class="emphasis"><em>q = 1-p</em></span>.
+          In the following table <span class="emphasis"><em>&#945;</em></span> is the shape parameter of
+          the distribution, <span class="emphasis"><em>&#946;</em></span> is its scale parameter, <span class="emphasis"><em>x</em></span>
+          is the random variate, <span class="emphasis"><em>p</em></span> is the probability and <span class="emphasis"><em>q
+          = 1-p</em></span>.
        </p>
 <div class="informaltable"><table class="table">
 <colgroup>
--- a/doc/html/math_toolkit/double_exponential/de_caveats.html
+++ b/doc/html/math_toolkit/double_exponential/de_caveats.html
@@ -75,8 +75,9 @@
        when the origin is neither in the center of the range, nor at an endpoint.
        Consider integrating:
      </p>
-<pre class="programlisting"><span class="number">1</span> <span class="special">/</span> <span class="special">(</span><span class="number">1</span> <span class="special">+</span><span class="identifier">x</span><span class="special">^</span><span class="number">2</span><span class="special">)</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+          <span class="serif_italic">1 / (1 +x^2)</span>
+        </p></blockquote></div>
 <p>
        Over (a, &#8734;). As long as <code class="computeroutput"><span class="identifier">a</span> <span class="special">&gt;=</span> <span class="number">0</span></code> both
        the tanh_sinh and the exp_sinh integrators will handle this just fine: in
@@ -92,8 +93,8 @@
        each seperately using the tanh-sinh integrator, works just fine.
      </p>
 <p>
-        Finally, some endpoint singularities are too strong to be handled by tanh_sinh
-        or equivalent methods, for example consider integrating the function:
+        Finally, some endpoint singularities are too strong to be handled by <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> or equivalent methods, for example
+        consider integrating the function:
      </p>
 <pre class="programlisting"><span class="keyword">double</span> <span class="identifier">p</span> <span class="special">=</span> <span class="identifier">some_value</span><span class="special">;</span>
 <span class="identifier">tanh_sinh</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">integrator</span><span class="special">;</span>
@@ -116,12 +117,12 @@
        over.
      </p>
 <p>
-        This actually works just fine for p &lt; 0.95, but after that the tanh_sinh
-        integrator starts thrashing around and is unable to converge on the integral.
-        The problem is actually a lack of exponent range: if we simply swap type
-        double for something with a greater exponent range (an 80-bit long double
-        or a quad precision type), then we can get to at least p = 0.99. If we want
-        to go beyond that, or stick with type double, then we have to get smart.
+        This actually works just fine for p &lt; 0.95, but after that the <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> integrator starts thrashing around
+        and is unable to converge on the integral. The problem is actually a lack
+        of exponent range: if we simply swap type double for something with a greater
+        exponent range (an 80-bit long double or a quad precision type), then we
+        can get to at least p = 0.99. If we want to go beyond that, or stick with
+        type double, then we have to get smart.
      </p>
 <p>
        The easiest method is to notice that for small x, then <code class="literal">tan(x) &#8773; x</code>,
@@ -164,8 +165,8 @@
 <span class="special">};</span>
 </pre>
 <p>
-        This form integrates just fine over (-log(&#960;/2), +&#8734;) using either the tanh_sinh
-        or exp_sinh classes.
+        This form integrates just fine over (-log(&#960;/2), +&#8734;) using either the <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> or <code class="computeroutput"><span class="identifier">exp_sinh</span></code>
+        classes.
      </p>
 </div>
 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
--- a/doc/html/math_toolkit/double_exponential/de_exp_sinh.html
+++ b/doc/html/math_toolkit/double_exponential/de_exp_sinh.html
@@ -47,7 +47,8 @@
 <span class="special">};</span>
 </pre>
 <p>
-        For half-infinite intervals, the exp-sinh quadrature is provided:
+        For half-infinite intervals, the <code class="computeroutput"><span class="identifier">exp</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature
+        is provided:
      </p>
 <pre class="programlisting"><span class="identifier">exp_sinh</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">integrator</span><span class="special">;</span>
 <span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="identifier">exp</span><span class="special">(-</span><span class="number">3</span><span class="special">*</span><span class="identifier">x</span><span class="special">);</span> <span class="special">};</span>
@@ -58,10 +59,10 @@
 </pre>
 <p>
        The native integration range of this integrator is (0, &#8734;), but we also support
-        (a, &#8734;), (-&#8734;, 0) and (-&#8734;, b) via argument transformations.
+        /(a, &#8734;), (-&#8734;, 0)/ and /(-&#8734;, b)/ via argument transformations.
      </p>
 <p>
-        Endpoint singularities and complex-valued integrands are supported by exp-sinh.
+        Endpoint singularities and complex-valued integrands are supported by <code class="computeroutput"><span class="identifier">exp</span><span class="special">-</span><span class="identifier">sinh</span></code>.
      </p>
 <p>
        For example, the modified Bessel function K can be represented via:
--- a/doc/html/math_toolkit/double_exponential/de_overview.html
+++ b/doc/html/math_toolkit/double_exponential/de_overview.html
@@ -100,11 +100,11 @@
        For example, the <code class="computeroutput"><span class="identifier">sinh_sinh</span></code>
        quadrature integrates over the entire real line, the <code class="computeroutput"><span class="identifier">tanh_sinh</span></code>
        over (-1, 1), and the <code class="computeroutput"><span class="identifier">exp_sinh</span></code>
-        over (0, &#8734;). The latter integrators also have auxilliary ranges which
-        are handled via a change of variables on the function being integrated, so
-        that the <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> can handle
-        integration over (a, b), and <code class="computeroutput"><span class="identifier">exp_sinh</span></code>
-        over (a, &#8734;) and(-&#8734;, b).
+        over (0, &#8734;). The latter integrators also have auxilliary ranges which are
+        handled via a change of variables on the function being integrated, so that
+        the <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> can handle
+        integration over <span class="emphasis"><em>(a, b)</em></span>, and <code class="computeroutput"><span class="identifier">exp_sinh</span></code>
+        over /(a, &#8734;) and(-&#8734;, b)/.
      </p>
 <p>
        Like the other quadrature routines in Boost, these routines support both
--- a/doc/html/math_toolkit/double_exponential/de_sinh_sinh.html
+++ b/doc/html/math_toolkit/double_exponential/de_sinh_sinh.html
@@ -51,7 +51,7 @@
 <span class="keyword">double</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">error</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">L1</span><span class="special">);</span>
 </pre>
 <p>
-        Note that the limits of integration are understood to be (-&#8734;, &#8734;).
+        Note that the limits of integration are understood to be (-&#8734;, +&#8734;).
      </p>
 <p>
        Complex valued integrands are supported as well, for example the <a href="https://en.wikipedia.org/wiki/Dirichlet_eta_function" target="_top">Dirichlet
--- a/doc/html/math_toolkit/double_exponential/de_tanh_sinh.html
+++ b/doc/html/math_toolkit/double_exponential/de_tanh_sinh.html
@@ -49,16 +49,20 @@
 <span class="special">};</span>
 </pre>
 <p>
-        The tanh-sinh quadrature routine provided by boost is a rapidly convergent
-        numerical integration scheme for holomorphic integrands. By this we mean
-        that the integrand is the restriction to the real line of a complex-differentiable
-        function which is bounded on the interior of the unit disk <span class="emphasis"><em>|z|
-        &lt; 1</em></span>, so that it lies within the so-called <a href="https://en.wikipedia.org/wiki/Hardy_space" target="_top">Hardy
-        space</a>. If your integrand obeys these conditions, it can be shown
-        that tanh-sinh integration is optimal, in the sense that it requires the
-        fewest function evaluations for a given accuracy of any quadrature algorithm
-        for a random element from the Hardy space. A basic example of how to use
-        the tanh-sinh quadrature is shown below:
+        The <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature routine provided by boost
+        is a rapidly convergent numerical integration scheme for holomorphic integrands.
+        By this we mean that the integrand is the restriction to the real line of
+        a complex-differentiable function which is bounded on the interior of the
+        unit disk <span class="emphasis"><em>|z| &lt; 1</em></span>, so that it lies within the so-called
+        <a href="https://en.wikipedia.org/wiki/Hardy_space" target="_top">Hardy space</a>.
+        If your integrand obeys these conditions, it can be shown that <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code>
+        integration is optimal, in the sense that it requires the fewest function
+        evaluations for a given accuracy of any quadrature algorithm for a random
+        element from the Hardy space.
+      </p>
+<p>
+        A basic example of how to use the <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature
+        is shown below:
      </p>
 <pre class="programlisting"><span class="identifier">tanh_sinh</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">integrator</span><span class="special">;</span>
 <span class="keyword">auto</span> <span class="identifier">f</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">5</span><span class="special">*</span><span class="identifier">x</span> <span class="special">+</span> <span class="number">7</span><span class="special">;</span> <span class="special">};</span>
@@ -68,7 +72,7 @@
 <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0.0</span><span class="special">,</span> <span class="number">1.1</span><span class="special">);</span>
 </pre>
 <p>
-        The basic idea of tanh-sinh quadrature is that a variable transformation
+        The basic idea of <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature is that a variable transformation
        can cause the endpoint derivatives to decay rapidly. When the derivatives
        at the endpoints decay much faster than the Bernoulli numbers grow, the Euler-Maclaurin
        summation formula tells us that simple trapezoidal quadrature converges faster
@@ -483,11 +487,11 @@
 </tbody>
 </table></div>
 <p>
-        Although the tanh-sinh quadrature can compute integral over infinite domains
-        by variable transformations, these transformations can create a very poorly
-        behaved integrand. For this reason, double-exponential variable transformations
-        have been provided that allow stable computation over infinite domains; these
-        being the exp-sinh and sinh-sinh quadrature.
+        Although the <code class="computeroutput"><span class="identifier">tanh</span><span class="special">-</span><span class="identifier">sinh</span></code> quadrature can compute integral over
+        infinite domains by variable transformations, these transformations can create
+        a very poorly behaved integrand. For this reason, double-exponential variable
+        transformations have been provided that allow stable computation over infinite
+        domains; these being the exp-sinh and sinh-sinh quadrature.
      </p>
 <h5>
 <a name="math_toolkit.double_exponential.de_tanh_sinh.h0"></a>
@@ -495,9 +499,10 @@
        integrals</a>
      </h5>
 <p>
-        The tanh_sinh integrator supports integration of functions which return complex
-        results, for example the sine-integral <code class="computeroutput"><span class="identifier">Si</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span></code>
-        has the integral representation:
+        The <code class="computeroutput"><span class="identifier">tanh_sinh</span></code> integrator
+        supports integration of functions which return complex results, for example
+        the sine-integral <code class="computeroutput"><span class="identifier">Si</span><span class="special">(</span><span class="identifier">z</span><span class="special">)</span></code> has
+        the integral representation:
      </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
          <span class="inlinemediaobject"><img src="../../../equations/sine_integral.svg"></span>
--- a/doc/html/math_toolkit/double_exponential/de_tanh_sinh_2_arg.html
+++ b/doc/html/math_toolkit/double_exponential/de_tanh_sinh_2_arg.html
@@ -80,7 +80,7 @@
 <span class="keyword">double</span> <span class="identifier">Q</span> <span class="special">=</span> <span class="identifier">integrator</span><span class="special">.</span><span class="identifier">integrate</span><span class="special">(</span><span class="identifier">f</span><span class="special">,</span> <span class="number">0.0</span><span class="special">,</span> <span class="number">1.0</span><span class="special">);</span>
 </pre>
 <p>
-        Not only is this form accurate to full machine precision, but it converges
+        Not only is this form accurate to full machine-precision, but it converges
        to the result faster as well.
      </p>
 </div>
--- a/doc/html/math_toolkit/error_handling.html
+++ b/doc/html/math_toolkit/error_handling.html
@@ -49,7 +49,8 @@
 </tr>
 <tr><td align="left" valign="top"><p>
        The default error actions are to throw an exception with an informative error
-        message. If you do not try to catch the exception, you will not see the message!
+        message. <span class="red">If you do not try to catch the exception, you
+        will not see the message!</span>
      </p></td></tr>
 </table></div>
 <p>
@@ -832,27 +833,14 @@
        <span class="emphasis"><em>"Each of the functions declared above shall return a NaN (Not
        a Number) if any argument value is a NaN, but it shall not report a domain
        error. Otherwise, each of the functions declared above shall report a domain
-        error for just those argument values for which:</em></span>
-      </p></blockquote></div>
-<div class="blockquote"><blockquote class="blockquote">
-<p>
-        <span class="emphasis"><em>"the function description's Returns clause explicitly specifies
-        a domain, and those arguments fall outside the specified domain; or</em></span>
-      </p>
-<p>
-        <span class="emphasis"><em>"the corresponding mathematical function value has a non-zero
-        imaginary component; or</em></span>
-      </p>
-<p>
-        <span class="emphasis"><em>"the corresponding mathematical function is not mathematically
-        defined.</em></span>
-      </p>
-</blockquote></div>
-<div class="blockquote"><blockquote class="blockquote"><p>
-        <span class="emphasis"><em>"Note 2: A mathematical function is mathematically defined
-        for a given set of argument values if it is explicitly defined for that set
-        of argument values or if its limiting value exists and does not depend on
-        the direction of approach."</em></span>
+        error for just those argument values for which:<br> the function description's
+        Returns clause explicitly specifies a domain, and those arguments fall outside
+        the specified domain; or <br> the corresponding mathematical function value
+        has a non-zero imaginary component; or <br> the corresponding mathematical
+        function is not mathematically defined. <br> Note 2: A mathematical function
+        is mathematically defined for a given set of argument values if it is explicitly
+        defined for that set of argument values or if its limiting value exists and
+        does not depend on the direction of approach."</em></span>
      </p></blockquote></div>
 <p>
      Note that in order to support information-rich error messages when throwing
--- a/doc/html/math_toolkit/hints.html
+++ b/doc/html/math_toolkit/hints.html
@@ -111,7 +111,7 @@
 <th align="left">Warning</th>
 </tr>
 <tr><td align="left" valign="top"><p>
-        Failure to heed this will lead to incorrect, and very likely undesired, results.
+        Failure to heed this will lead to incorrect, and very likely undesired, results!
      </p></td></tr>
 </table></div>
 </div>
--- a/doc/html/math_toolkit/history1.html
+++ b/doc/html/math_toolkit/history1.html
@@ -28,11 +28,13 @@
 </h2></div></div></div>
 <p>
      Currently open bug reports can be viewed <a href="https://github.com/boostorg/math/issues" target="_top">here</a>
-      on GIThub.
+      on GitHub.
    </p>
 <p>
-      All old bug reports including closed ones can be viewed on Trac <a href="https://svn.boost.org/trac/boost/query?status=assigned&amp;status=closed&amp;status=new&amp;status=reopened&amp;component=math&amp;col=id&amp;col=summary&amp;col=status&amp;col=type&amp;col=milestone&amp;col=component&amp;order=priority" target="_top">here</a>
-      and more recent issues on GIThub <a href="https://github.com/boostorg/math/issues?utf8=%E2%9C%93&amp;q=is%3Aissue" target="_top">here</a>.
+      All old bug reports including closed ones can be viewed on Trac <a href="https://svn.boost.org/trac/boost/query?status=assigned&amp;status=closed&amp;status=new&amp;status=reopened&amp;component=math&amp;col=id&amp;col=summary&amp;col=status&amp;col=type&amp;col=milestone&amp;col=component&amp;order=priority" target="_top">here</a>.
+    </p>
+<p>
+      Recent issues on GitHub <a href="https://github.com/boostorg/math/issues?utf8=%E2%9C%93&amp;q=is%3Aissue" target="_top">here</a>.
    </p>
 <h5>
 <a name="math_toolkit.history1.h0"></a>
@@ -41,31 +43,31 @@
    </h5>
 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
 <li class="listitem">
-          Catmull-Rom interpolator now works in C++11
+          Catmull-Rom interpolator now works in C++11.
        </li>
 <li class="listitem">
-          Cardinal quadratic B-spline interpolation
+          Cardinal quadratic B-spline interpolation.
        </li>
 <li class="listitem">
-          Domain of elliptic integrals extended
+          Domain of elliptic integrals extended.
        </li>
 <li class="listitem">
-          sin_pi and cos_pi performance improvements
+          sin_pi and cos_pi performance improvements.
        </li>
 <li class="listitem">
-          Forward-mode automatic differentiation
+          Forward-mode automatic differentiation.
        </li>
 <li class="listitem">
-          Vector valued barycentric rational interpolation
+          Vector valued barycentric rational interpolation.
        </li>
 <li class="listitem">
-          Ooura's method for evaluation of Fourier integrals
+          Ooura's method for evaluation of Fourier integrals.
        </li>
 <li class="listitem">
-          Multiple compatibility issues with Multiprecision fixed
+          Multiple compatibility issues with Multiprecision fixed.
        </li>
 <li class="listitem">
-          Lambert-W fixed on a rare architecture
+          Lambert-W fixed on a rare architecture.
        </li>
 </ul></div>
 <h5>
--- a/doc/html/math_toolkit/history2.html
+++ b/doc/html/math_toolkit/history2.html
@@ -28,11 +28,13 @@
 </h2></div></div></div>
 <p>
      Currently open bug reports can be viewed <a href="https://github.com/boostorg/math/issues" target="_top">here</a>
-      on GIThub.
+      on GitHub.
    </p>
 <p>
-      All old bug reports including closed ones can be viewed on Trac <a href="https://svn.boost.org/trac/boost/query?status=assigned&amp;status=closed&amp;status=new&amp;status=reopened&amp;component=math&amp;col=id&amp;col=summary&amp;col=status&amp;col=type&amp;col=milestone&amp;col=component&amp;order=priority" target="_top">here</a>
-      and more recent issues on GIThub <a href="https://github.com/boostorg/math/issues?utf8=%E2%9C%93&amp;q=is%3Aissue" target="_top">here</a>.
+      All old bug reports including closed ones can be viewed on Trac <a href="https://svn.boost.org/trac/boost/query?status=assigned&amp;status=closed&amp;status=new&amp;status=reopened&amp;component=math&amp;col=id&amp;col=summary&amp;col=status&amp;col=type&amp;col=milestone&amp;col=component&amp;order=priority" target="_top">here</a>.
+    </p>
+<p>
+      Recent issues on GitHub <a href="https://github.com/boostorg/math/issues?utf8=%E2%9C%93&amp;q=is%3Aissue" target="_top">here</a>.
    </p>
 <h5>
 <a name="math_toolkit.history2.h0"></a>
@@ -41,31 +43,31 @@
    </h5>
 <div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
 <li class="listitem">
-          Catmull-Rom interpolator now works in C++11
+          Catmull-Rom interpolator now works in C++11.
        </li>
 <li class="listitem">
-          Cardinal quadratic B-spline interpolation
+          Cardinal quadratic B-spline interpolation.
        </li>
 <li class="listitem">
-          Domain of elliptic integrals extended
+          Domain of elliptic integrals extended.
        </li>
 <li class="listitem">
-          sin_pi and cos_pi performance improvements
+          sin_pi and cos_pi performance improvements.
        </li>
 <li class="listitem">
-          Forward-mode automatic differentiation
+          Forward-mode automatic differentiation.
        </li>
 <li class="listitem">
-          Vector valued barycentric rational interpolation
+          Vector valued barycentric rational interpolation.
        </li>
 <li class="listitem">
-          Ooura's method for evaluation of Fourier integrals
+          Ooura's method for evaluation of Fourier integrals.
        </li>
 <li class="listitem">
-          Multiple compatibility issues with Multiprecision fixed
+          Multiple compatibility issues with Multiprecision fixed.
        </li>
 <li class="listitem">
-          Lambert-W fixed on a rare architecture
+          Lambert-W fixed on a rare architecture.
        </li>
 </ul></div>
 <h5>
--- a/doc/html/math_toolkit/internals.html
+++ b/doc/html/math_toolkit/internals.html
@@ -29,7 +29,7 @@
 <div class="toc"><dl>
 <dt><span class="section"><a href="internals/series_evaluation.html">Series Evaluation</a></span></dt>
 <dt><span class="section"><a href="internals/cf.html">Continued Fraction Evaluation</a></span></dt>
-<dt><span class="section"><a href="internals/recurrence.html">Tools For 3 Term Recurrence
+<dt><span class="section"><a href="internals/recurrence.html">Tools For 3-Term Recurrence
      Relations</a></span></dt>
 <dt><span class="section"><a href="internals/tuples.html">Tuples</a></span></dt>
 <dt><span class="section"><a href="internals/minimax.html">Minimax Approximations
--- a/doc/html/math_toolkit/internals/cf.html
+++ b/doc/html/math_toolkit/internals/cf.html
@@ -7,7 +7,7 @@
 <link rel="home" href="../../index.html" title="Math Toolkit 2.10.0">
 <link rel="up" href="../internals.html" title="Internal tools">
 <link rel="prev" href="series_evaluation.html" title="Series Evaluation">
-<link rel="next" href="recurrence.html" title="Tools For 3 Term Recurrence Relations">
+<link rel="next" href="recurrence.html" title="Tools For 3-Term Recurrence Relations">
 </head>
 <body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
 <table cellpadding="2" width="100%"><tr>
--- a/doc/html/math_toolkit/internals/error_test.html
+++ b/doc/html/math_toolkit/internals/error_test.html
@@ -40,7 +40,7 @@
 </tr>
 <tr><td align="left" valign="top"><p>
          The header <code class="computeroutput"><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">tools</span><span class="special">/</span><span class="identifier">test</span><span class="special">.</span><span class="identifier">hpp</span></code> is located under <code class="computeroutput"><span class="identifier">libs</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">include_private</span></code>
-          and is not installed to the usual locations by default, you will need to
+          and is NOT installed to the usual locations by default; you will need to
          add <code class="computeroutput"><span class="identifier">libs</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">include_private</span></code> to your compiler's include
          path in order to use this header.
        </p></td></tr>
@@ -170,10 +170,11 @@
        <span class="phrase"><a name="math_toolkit.internals.error_test.example"></a></span><a class="link" href="error_test.html#math_toolkit.internals.error_test.example">Example</a>
      </h5>
 <p>
-        Suppose we want to test the tgamma and lgamma functions, we can create a
-        two dimensional matrix of test data, each row is one test case, and contains
-        three elements: the input value, and the expected results for the tgamma
-        and lgamma functions respectively.
+        Suppose we want to test the <code class="computeroutput"><span class="identifier">tgamma</span></code>
+        and <code class="computeroutput"><span class="identifier">lgamma</span></code> functions, we
+        can create a two-dimensional matrix of test data, each row is one test case,
+        and contains three elements: the input value, and the expected results for
+        the <code class="computeroutput"><span class="identifier">tgamma</span></code> and <code class="computeroutput"><span class="identifier">lgamma</span></code> functions respectively.
      </p>
 <pre class="programlisting"><span class="keyword">static</span> <span class="keyword">const</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">array</span><span class="special">&lt;</span><span class="identifier">boost</span><span class="special">::</span><span class="identifier">array</span><span class="special">&lt;</span><span class="identifier">TestType</span><span class="special">,</span> <span class="number">3</span><span class="special">&gt;,</span> <span class="identifier">NumberOfTests</span><span class="special">&gt;</span>
   <span class="identifier">factorials</span> <span class="special">=</span> <span class="special">{</span>
--- a/doc/html/math_toolkit/internals/minimax.html
+++ b/doc/html/math_toolkit/internals/minimax.html
@@ -28,7 +28,7 @@
      and the Remez Algorithm</a>
 </h3></div></div></div>
 <p>
-        The directory libs/math/minimax contains a command line driven program for
+        The directory libs/math/minimax contains a command-line driven program for
        the generation of minimax approximations using the Remez algorithm. Both
        polynomial and rational approximations are supported, although the latter
        are tricky to converge: it is not uncommon for convergence of rational forms
@@ -82,8 +82,9 @@
        of the approximation: for example if you are approximating a function <span class="emphasis"><em>f(x)</em></span>
        then it is quite common to use:
      </p>
-<pre class="programlisting"><span class="identifier">f</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span> <span class="special">=</span> <span class="identifier">g</span><span class="special">(</span><span class="identifier">x</span><span class="special">)(</span><span class="identifier">Y</span> <span class="special">+</span> <span class="identifier">R</span><span class="special">(</span><span class="identifier">x</span><span class="special">))</span>
-</pre>
+<div class="blockquote"><blockquote class="blockquote"><p>
+          <span class="serif_italic">f(x) = g(x)(Y + R(x))</span>
+        </p></blockquote></div>
 <p>
        where <span class="emphasis"><em>g(x)</em></span> is the dominant part of <span class="emphasis"><em>f(x)</em></span>,
        <span class="emphasis"><em>Y</em></span> is some constant, and <span class="emphasis"><em>R(x)</em></span> is
@@ -91,7 +92,7 @@
        compared to |Y|.
      </p>
 <p>
-        In this case you would define <span class="emphasis"><em>f</em></span> to return <span class="emphasis"><em>f(x)/g(x)</em></span>
+        In this case you would define <span class="emphasis"><em>f</em></span> to return <span class="serif-italic">f(x)/g(x)</span>
        and then set the y-offset of the approximation to <span class="emphasis"><em>Y</em></span>
        (see command line options below).
      </p>
--- a/doc/html/math_toolkit/internals/series_evaluation.html
+++ b/doc/html/math_toolkit/internals/series_evaluation.html
@@ -79,8 +79,9 @@
 <p>
        The second argument is the precision required, summation will stop when the
        next term is less than <span class="emphasis"><em>tolerance</em></span> times the result. The
-        deprecated versions of sum_series take an integer number of bits here - internally
-        they just convert this to a tolerance and forward the call.
+        deprecated versions of <code class="computeroutput"><span class="identifier">sum_series</span></code>
+        take an integer number of bits here - internally they just convert this to
+        a tolerance and forward the call.
      </p>
 <p>
        The third argument <span class="emphasis"><em>max_terms</em></span> sets an upper limit on
--- a/doc/html/math_toolkit/internals/test_data.html
+++ b/doc/html/math_toolkit/internals/test_data.html
@@ -493,7 +493,7 @@
 </pre>
 <p>
        So it's pretty clear that this fraction shouldn't be used for small values
-        of a and z.
+        of <span class="emphasis"><em>a</em></span> and <span class="emphasis"><em>z</em></span>.
      </p>
 <h5>
 <a name="math_toolkit.internals.test_data.h5"></a>
--- a/doc/html/math_toolkit/internals/tuples.html
+++ b/doc/html/math_toolkit/internals/tuples.html
@@ -6,7 +6,7 @@
 <meta name="generator" content="DocBook XSL Stylesheets V1.77.1">
 <link rel="home" href="../../index.html" title="Math Toolkit 2.10.0">
 <link rel="up" href="../internals.html" title="Internal tools">
-<link rel="prev" href="recurrence.html" title="Tools For 3 Term Recurrence Relations">
+<link rel="prev" href="recurrence.html" title="Tools For 3-Term Recurrence Relations">
 <link rel="next" href="minimax.html" title="Minimax Approximations and the Remez Algorithm">
 </head>
 <body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
--- a/doc/html/math_toolkit/main_intro.html
+++ b/doc/html/math_toolkit/main_intro.html
@@ -36,8 +36,10 @@
    </h5>
 <p>
      Utility functions for dealing with floating-point arithmetic, includes functions
-      for floating point classification (fpclassify, isnan, isinf etc), sign manipulation,
-      rounding, comparison, and computing the distance between floating point numbers.
+      for floating point classification (<code class="computeroutput"><span class="identifier">fpclassify</span></code>,
+      <code class="computeroutput"><span class="identifier">isnan</span></code>, <code class="computeroutput"><span class="identifier">isinf</span></code>
+      etc), sign manipulation, rounding, comparison, and computing the distance between
+      floating point numbers.
    </p>
 <h5>
 <a name="math_toolkit.main_intro.h1"></a>
@@ -45,8 +47,8 @@
      Width Floating-Point Types</a>
    </h5>
 <p>
-      A set of typedefs similar to those provided by <code class="computeroutput"><span class="special">&lt;</span><span class="identifier">cstdint</span><span class="special">&gt;</span></code>
-      but for floating-point types.
+      A set of <code class="computeroutput"><span class="keyword">typedef</span></code>s similar to those
+      provided by <code class="computeroutput"><span class="special">&lt;</span><span class="identifier">cstdint</span><span class="special">&gt;</span></code> but for floating-point types.
    </p>
 <h5>
 <a name="math_toolkit.main_intro.h2"></a>
@@ -54,8 +56,8 @@
      Constants</a>
    </h5>
 <p>
-      A wide range of constants ranging from various multiples of &#960;, fractions, through
-      to euler's constant etc.
+      A wide range of high-precision constants ranging from various multiples of
+      &#960;, fractions, through to Euler's constant etc.
    </p>
 <p>
      These are of course usable from template code, or as non-templates with a simplified
@@ -151,7 +153,8 @@
    </h5>
 <p>
      A reasonably comprehensive set of routines for integration (trapezoidal, Gauss-Legendre,
-      Gauss-Kronrod and double-exponential) and differentiation.
+      Gauss-Kronrod and double-exponential) and differentiation. (See also automatic
+      differentiation).
    </p>
 <p>
      The integration routines are all usable for functions returning complex results
@@ -163,7 +166,7 @@
      and Octonions</a>
    </h5>
 <p>
-      Quaternion and Octonians as class templates similar to <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">complex</span></code>.
+      Quaternions and Octonians as class templates similar to <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">complex</span></code>.
    </p>
 <h5>
 <a name="math_toolkit.main_intro.h10"></a>
@@ -172,7 +175,7 @@
    </h5>
 <p>
      Autodiff is a header-only C++ library that facilitates the automaticdifferentiation
-      (forward mode) of mathematical functions of singleand multiple variables
+      (forward mode) of mathematical functions of single and multiple variables.
    </p>
 </div>
 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
--- a/doc/html/math_toolkit/namespaces.html
+++ b/doc/html/math_toolkit/namespaces.html
@@ -28,7 +28,7 @@
 </h2></div></div></div>
 <p>
      All math functions and distributions are in <code class="computeroutput"><span class="keyword">namespace</span>
-      <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span></code>
+      <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span></code>.
    </p>
 <p>
      So, for example, the Students-t distribution template in <code class="computeroutput"><span class="keyword">namespace</span>
@@ -64,8 +64,7 @@
      <code class="computeroutput"><span class="identifier">min_value</span></code> and <code class="computeroutput"><span class="identifier">epsilon</span></code> are in <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">tools</span></code>.
    </p>
 <p>
-      <a class="link" href="../policy.html" title="Chapter&#160;19.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a> and configuration information is in namespace
-      <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">policies</span></code>.
+      <a class="link" href="../policy.html" title="Chapter&#160;19.&#160;Policies: Controlling Precision, Error Handling etc">Policy</a> and configuration information is in <code class="computeroutput"><span class="keyword">namespace</span></code> <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">policies</span></code>.
    </p>
 <div class="tip"><table border="0" summary="Tip">
 <tr>
@@ -77,6 +76,15 @@
        <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span></code>.
      </p></td></tr>
 </table></div>
+<div class="tip"><table border="0" summary="Tip">
+<tr>
+<td rowspan="2" align="center" valign="top" width="25"><img alt="[Tip]" src="../../../../../doc/src/images/tip.png"></td>
+<th align="left">Tip</th>
+</tr>
+<tr><td align="left" valign="top"><p>
+        Start your work from a copy of the example source code; links usually provided.
+      </p></td></tr>
+</table></div>
 </div>
 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
 <td align="left"></td>
--- a/doc/html/math_toolkit/navigation.html
+++ b/doc/html/math_toolkit/navigation.html
@@ -27,7 +27,7 @@
 <a name="math_toolkit.navigation"></a><a class="link" href="navigation.html" title="Navigation">Navigation</a>
 </h2></div></div></div>
 <p>
-      <a class="indexterm" name="id1007587"></a>
+      <a class="indexterm" name="id1001129"></a>
    </p>
 <p>
      Boost.Math documentation is provided in both HTML and PDF formats.
--- a/doc/html/math_toolkit/oct_todo.html
+++ b/doc/html/math_toolkit/oct_todo.html
@@ -31,7 +31,7 @@
          Improve testing.
        </li>
 <li class="listitem">
-          Rewrite input operatore using Spirit (creates a dependency).
+          Rewrite input operators using Spirit (creates a dependency).
        </li>
 <li class="listitem">
          Put in place an Expression Template mechanism (perhaps borrowing from uBlas).
--- a/doc/html/math_toolkit/oct_typedefs.html
+++ b/doc/html/math_toolkit/oct_typedefs.html
@@ -50,7 +50,7 @@
 <pre class="programlisting"><span class="keyword">typedef</span> <span class="keyword">long</span> <span class="keyword">double</span> <span class="identifier">value_type</span><span class="special">;</span>
 </pre>
 <p>
-      These provide easy acces to the type the template is built upon.
+      These provide easy access to the type the template is built upon.
    </p>
 </div>
 <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
--- a/doc/html/math_toolkit/result_type.html
+++ b/doc/html/math_toolkit/result_type.html
@@ -112,7 +112,38 @@
      <code class="computeroutput"><span class="keyword">float</span></code>.
    </p>
 <p>
-      And for user-defined types, all of the following return an <code class="computeroutput"><span class="identifier">NTL</span><span class="special">::</span><span class="identifier">RR</span></code> result:
+      And for user-defined types, typically <a href="../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>,
+    </p>
+<p>
+      All of the following return a <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_quad_float</span></code>
+      result:
+    </p>
+<pre class="programlisting"><span class="identifier">cyl_bessel_j</span><span class="special">(</span><span class="number">0</span><span class="special">,</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_quad_float</span><span class="special">(</span><span class="number">2</span><span class="special">));</span>
+
+<span class="identifier">cyl_bessel_j</span><span class="special">(</span><span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_quad_float</span><span class="special">(</span><span class="number">2</span><span class="special">),</span> <span class="number">3</span><span class="special">);</span>
+
+<span class="identifier">cyl_bessel_j</span><span class="special">(</span><span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_quad_float</span><span class="special">(</span><span class="number">2</span><span class="special">),</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_bin_quad_float</span><span class="special">(</span><span class="number">3</span><span class="special">));</span>
+</pre>
+<p>
+      but rely on the parameters provided being exactly representable, avoiding loss
+      of precision from construction from <code class="computeroutput"><span class="keyword">double</span></code>.
+    </p>
+<div class="tip"><table border="0" summary="Tip">
+<tr>
+<td rowspan="2" align="center" valign="top" width="25"><img alt="[Tip]" src="../../../../../doc/src/images/tip.png"></td>
+<th align="left">Tip</th>
+</tr>
+<tr><td align="left" valign="top"><p>
+        All new projects should use Boost.Multiprecision.
+      </p></td></tr>
+</table></div>
+<p>
+      During development of Boost.Math, <a href="http://www.shoup.net/ntl/" target="_top">NTL
+      A Library for doing Number Theory</a> was invaluable to create highly precise
+      tables.
+    </p>
+<p>
+      All of the following return an <code class="computeroutput"><span class="identifier">NTL</span><span class="special">::</span><span class="identifier">RR</span></code> result:
    </p>
 <pre class="programlisting"><span class="identifier">cyl_bessel_j</span><span class="special">(</span><span class="number">0</span><span class="special">,</span> <span class="identifier">NTL</span><span class="special">::</span><span class="identifier">RR</span><span class="special">(</span><span class="number">2</span><span class="special">));</span>

--- a/doc/html/math_toolkit/stat_tut/overview/generic.html
+++ b/doc/html/math_toolkit/stat_tut/overview/generic.html
@@ -112,9 +112,10 @@
          </p>
 <p>
            For example, the binomial distribution probability distribution function
-            (PDF) is written as <span class="emphasis"><em>f(k| n, p)</em></span> = Pr(K = k|n, p)
-            = probability of observing k successes out of n trials. K is the <a href="http://en.wikipedia.org/wiki/Random_variable" target="_top">random variable</a>,
-            k is the <a href="http://en.wikipedia.org/wiki/Random_variate" target="_top">random
+            (PDF) is written as <span class="serif_italic"><span class="emphasis"><em>f(k| n, p)</em></span>
+            = Pr(K = k|n, p) = </span> probability of observing k successes out
+            of n trials. K is the <a href="http://en.wikipedia.org/wiki/Random_variable" target="_top">random
+            variable</a>, k is the <a href="http://en.wikipedia.org/wiki/Random_variate" target="_top">random
            variate</a>, the parameters are n (trials) and p (probability).
          </p>
 </td></tr>
--- a/doc/html/math_toolkit/stat_tut/weg/f_eg.html
+++ b/doc/html/math_toolkit/stat_tut/weg/f_eg.html
@@ -80,7 +80,7 @@
          two standard deviations:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            F = s<sub>1</sub><sup>2</sup> / s<sub>2</sub><sup>2</sup>
+            <span class="serif_italic">F = s<sub>1</sub><sup>2</sup> / s<sub>2</sub><sup>2</sup></span>
          </p></blockquote></div>
 <p>
          where s<sub>1</sub> is the standard deviation of the first sample and s<sub>2</sub>
@@ -180,12 +180,12 @@ is the standard
          function:
        </p>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            F<sub>(1-alpha; N1-1, N2-1)</sub> = <code class="computeroutput"><span class="identifier">quantile</span><span class="special">(</span><span class="identifier">fisher_f</span><span class="special">(</span><span class="identifier">N1</span><span class="special">-</span><span class="number">1</span><span class="special">,</span>
-            <span class="identifier">N2</span><span class="special">-</span><span class="number">1</span><span class="special">),</span> <span class="identifier">alpha</span><span class="special">)</span></code>
+            <span class="serif_italic">F<sub>(1-alpha; N1-1, N2-1)</sub> = <code class="computeroutput"><span class="identifier">quantile</span><span class="special">(</span><span class="identifier">fisher_f</span><span class="special">(</span><span class="identifier">N1</span><span class="special">-</span><span class="number">1</span><span class="special">,</span>
+            <span class="identifier">N2</span><span class="special">-</span><span class="number">1</span><span class="special">),</span> <span class="identifier">alpha</span><span class="special">)</span></code></span>
          </p></blockquote></div>
 <div class="blockquote"><blockquote class="blockquote"><p>
-            F<sub>(alpha; N1-1, N2-1)</sub> = <code class="computeroutput"><span class="identifier">quantile</span><span class="special">(</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">fisher_f</span><span class="special">(</span><span class="identifier">N1</span><span class="special">-</span><span class="number">1</span><span class="special">,</span>
-            <span class="identifier">N2</span><span class="special">-</span><span class="number">1</span><span class="special">),</span> <span class="identifier">alpha</span><span class="special">))</span></code>
+            <span class="serif_italic">F<sub>(alpha; N1-1, N2-1)</sub> = <code class="computeroutput"><span class="identifier">quantile</span><span class="special">(</span><span class="identifier">complement</span><span class="special">(</span><span class="identifier">fisher_f</span><span class="special">(</span><span class="identifier">N1</span><span class="special">-</span><span class="number">1</span><span class="special">,</span>
+            <span class="identifier">N2</span><span class="special">-</span><span class="number">1</span><span class="special">),</span> <span class="identifier">alpha</span><span class="special">))</span></code></span>
          </p></blockquote></div>
 <p>
          In our example program we need both upper and lower critical values for
--- a/doc/html/math_toolkit/vector_barycentric.html
+++ b/doc/html/math_toolkit/vector_barycentric.html
@@ -71,7 +71,7 @@
    </p>
 <p>
      Use of the class requires a <code class="computeroutput"><span class="identifier">Point</span></code>-type
-      which has size known at compile time. These requirements are satisfied by (for
+      which has size known at compile-time. These requirements are satisfied by (for
      example) <code class="computeroutput"><span class="identifier">Eigen</span><span class="special">::</span><span class="identifier">Vector2d</span></code>s and <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">array</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">N</span><span class="special">&gt;</span></code> classes. The call to the constructor computes
      the weights:
    </p>
--- a/doc/html/math_toolkit/whittaker_shannon.html
+++ b/doc/html/math_toolkit/whittaker_shannon.html
@@ -61,10 +61,10 @@
      smooth, but has linear complexity in the data, making it slow relative to compactly-supported
      b-splines. In addition, we cannot pass an infinite amount of data into the
      class, and must truncate the (perhaps) infinite sinc series to a finite number
-      of terms. Since the sinc function has slow 1/x decay, the truncation of the
-      series can incur large error. Hence this interpolator works best when operating
-      on samples of compactly supported functions. Here is an example of interpolating
-      a smooth "bump function":
+      of terms. Since the sinc function has slow <span class="emphasis"><em>1/x</em></span> decay,
+      the truncation of the series can incur large error. Hence this interpolator
+      works best when operating on samples of compactly-supported functions. Here
+      is an example of interpolating a smooth "bump function":
    </p>
 <pre class="programlisting"><span class="keyword">auto</span> <span class="identifier">bump</span> <span class="special">=</span> <span class="special">[](</span><span class="keyword">double</span> <span class="identifier">x</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">if</span> <span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">abs</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span> <span class="special">&gt;=</span> <span class="number">1</span><span class="special">)</span> <span class="special">{</span> <span class="keyword">return</span> <span class="number">0.0</span><span class="special">;</span> <span class="special">}</span> <span class="keyword">return</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">exp</span><span class="special">(-</span><span class="number">1.0</span><span class="special">/(</span><span class="number">1.0</span><span class="special">-</span><span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span><span class="special">));</span> <span class="special">};</span>

@@ -78,7 +78,6 @@
    <span class="identifier">v</span><span class="special">[</span><span class="identifier">i</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">bump</span><span class="special">(</span><span class="identifier">t</span><span class="special">);</span>
 <span class="special">}</span>

-
 <span class="keyword">auto</span> <span class="identifier">ws</span> <span class="special">=</span> <span class="identifier">whittaker_shannon</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">move</span><span class="special">(</span><span class="identifier">v</span><span class="special">),</span> <span class="identifier">t0</span><span class="special">,</span> <span class="identifier">h</span><span class="special">);</span>

 <span class="keyword">double</span> <span class="identifier">y</span> <span class="special">=</span> <span class="identifier">ws</span><span class="special">(</span><span class="number">0.3</span><span class="special">);</span>
@@ -96,7 +95,7 @@
    </h4>
 <p>
      The call to the constructor requires &#119926;(1) operations, simply moving data into
-      the class. Each call the the interpolant is &#119926;(<span class="emphasis"><em>n</em></span>), where
+      the class. Each call to the interpolant is &#119926;(<span class="emphasis"><em>n</em></span>), where
      <span class="emphasis"><em>n</em></span> is the number of points to interpolate.
    </p>
 </div>
--- a/doc/internals/fraction.qbk
+++ b/doc/internals/fraction.qbk
@@ -166,7 +166,7 @@ So now we can implement Q, this time using [^continued_fraction_a]:

 [cf_gamma_Q]

-[endsect][/section:cf Continued Fraction Evaluation]
+[endsect] [/section:cf Continued Fraction Evaluation]

 [/ 
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/doc/internals/minimax.qbk
+++ b/doc/internals/minimax.qbk
@@ -1,6 +1,6 @@
 [section:minimax Minimax Approximations and the Remez Algorithm]

-The directory libs/math/minimax contains a command line driven
+The directory libs/math/minimax contains a command-line driven
 program for the generation of minimax approximations using the Remez
 algorithm.  Both polynomial and rational approximations are supported,
 although the latter are tricky to converge: it is not uncommon for
@@ -12,10 +12,8 @@ is often not an easy task, and one to which many books have been devoted.
 To use this tool, you will need to have a reasonable grasp of what the Remez
 algorithm is, and the general form of the approximation you want to achieve.

-Unless you already familar with the Remez method,
-you should first read the [link math_toolkit.remez
-brief background article explaining the principles behind the
-Remez algorithm].
+Unless you already familar with the Remez method, you should first read the
+[link math_toolkit.remez brief background article explaining the principles behind the Remez algorithm].

 The program consists of two parts:

@@ -41,13 +39,13 @@ Note that the function /f/ must return the rational part of the
 approximation: for example if you are approximating a function
 /f(x)/ then it is quite common to use:

-   f(x) = g(x)(Y + R(x))
+[expression f(x) = g(x)(Y + R(x))]

 where /g(x)/ is the dominant part of /f(x)/, /Y/ is some constant, and
 /R(x)/ is the rational approximation part, usually optimised for a low
 absolute error compared to |Y|.

-In this case you would define /f/ to return ['f(x)/g(x)] and then set the
+In this case you would define /f/ to return [role serif-italic f(x)/g(x)] and then set the
 y-offset of the approximation to /Y/ (see command line options below).

 Many other forms are possible, but in all cases the objective is to
@@ -156,8 +154,7 @@ Command line options for the program are as follows:
         x and y offsets, and of course the coefficients of the polynomials.]]
 ]

-
-[endsect][/section:minimax Minimax Approximations and the Remez Algorithm]
+[endsect] [/section:minimax Minimax Approximations and the Remez Algorithm]

 [/
  Copyright 2006 John Maddock and Paul A. Bristow.
--- a/Show More
+++ b/Show More