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
• Chi-square
• Student's t
• Multivariate Student's t

I found this reference/book so far: statlect.com