A reference that not just enlist the formulas of continuous (multivariate) distributions but goes in details about them (e.g. derivation/proofs, intuition and applications).

Of course the normal distribution is not the problem, but the following are: 

 - Gamma, Beta
 - Chi-square
 - Student's t
 - Multivariate Student's t

I found this reference/book so far: [statlect.com][1]


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