IMSL® Fortran Numerical Stat Library

http://www.roguewave.com/Portals/0/products/imsl-numerical-libraries/fortran-library/docs/6.0/stat/default.htm?turl=erset.htm

“The IMSL STAT LIBRARY is a collection of FORTRAN subroutines and functions useful in research and statistical analysis. Each routine is designed and documented to be used in research activities as well as by technical specialists..”