Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It only takes a minute to sign up.
Sign up to join this community
I am looking for books or tutorials to self study distributions and their properties. I know some basic about statistics and statistical inference in general, but I would like to learn more about distribution theory in particular, e.g. how distributions relates to one another and how to see, which distribution occurs by adding/subtracting/dividing etc. various kinds of distributions.
I know similar questions exists, but are of older dates, hence I ask again.
All suggestions are appreciated.
There are many books on the topic Statistical Distributions, see this stored search which gives many titles on a spectrum from very applied (or "cookbook") to more theoretical. Look through the list!
A theoretical book I like is Elements of Distribution Theory by Thomas A. Severini, but it builds on calculus and linear algebra. In my first link there is offerings at various levels!
There’s no such a thing as a “distribution theory”. There’s probability theory and calculus that explain this. Distributions are just functions. Their relations are just relations between mathematical functions.
If you are looking for a cheatsheet with common distributions, you can just study carefully the articles on Wikipedia.