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 these references/books so far: 
> 
>  - **[statlect.com][1]**: 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.
> 

[1]: https://www.statlect.com/