A reference that not just enlist the formulas of continuous (multivariate) distributions but goes in details about them and maybe treat the relations between them (e.g. derivation/proofs, intuition and applications).
Of course the normal distribution is not the problem, but, for example, the following are hardly touched in many books:
- Gamma, Beta
- Student's t
- Multivariate Student's t
I found these references/books so far:
- statlect.com: contains all the mentioned distributions above but still feels like just a database of formulas.
- Introduction to Probability, Second Edition By Joseph K. Blitzstein, Jessica Hwang : this book touches on non-multivariate continuous distribution, and a good gamma, beta reference.