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author = {Panchenko, D.},
title = {Statistics for Applications / Gamma Distribution},
year = {2006},
url = {http://ocw.mit.edu/courses/mathematics/18-443-statistics-for-applications-fall-2003/lecture-notes/lec8.pdf},

D. Panchenko. Statistics for applications / gamma distribution, 2006. URL http://ocw.mit.edu/courses/mathematics/ 18-443-statistics-for-applications-fall-2003/lecture-notes/lec8.pdf.

Guys I have this problem, in my document I insert normally the following command ans I got it in my text with huge spaces, It doesn't brake the url, what can I do?

share|improve this question
Please clarify: do you use bibtex -- and, if so, which bibliography style file do you employ (plainnat maybe?) -- or biblatex? – Mico Sep 6 '12 at 20:38
\bibliographystyle{unsrtnat} and I am using bibtex – Vangelis Sep 6 '12 at 20:56

Try loading the url package with the option hyphens. Loading this package with this option will allow line breaks to occur after hyphens in the url string. A full MWE might be (assuming the .bib file is named test.bib) as follows:

\bibliography{test} % assumes that bib file is named "test.bib"
share|improve this answer
yes the package url is loaded,I can see the URL the thing is that I have large spaces because it does not brake the url,due to Mico it is better but still the gap between URL and the address is too long,can I manage to fix by myself with \\,or something else,thank you very much – Vangelis Sep 6 '12 at 22:40
@Vangelis - please consider amending your question to provide a full MWE -- if you want, you can take the example above as a starting point -- that shows the exact line width you're working with. Without that information it's going to be well-nigh impossible to give definitive (and satisfactory) advice. – Mico Sep 7 '12 at 0:03

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