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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.

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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!

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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.

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