The mathematical functions are present in both MathCore and MathMore libraries. All mathematical functions are implemented as free functions in the namespace ROOT::Math or TMath. The most used functions are in the MathCore library while the others are in the MathMore library. The functions in MathMore are all using the implementation of the GSL.
The naming of the ROOT::Math special functions is the same defined in the C++ Technical Report on Standard Library extensions. These special functions are defined in the header file Math/SpecFunc.h.
Statistical functions include the probability density functions, cumulative distribution functions and their inverses (quantiles) for various statistical distributions. They are defined in the header file Math/DistFunc.h
Some extra documentation on the mathematical functions provided by ROOT can be found in: