Pattern Recognition and Machine Learning, Christopher M. Bishop, 2006 (Springer)DOI: 10.1007/b139930 - A comprehensive machine learning textbook that provides essential probability and statistics foundations, including continuous distributions.
Introduction to Probability, John Tsitsiklis, Patrick Jaillet, 2018 (MIT OpenCourseWare) - An online course from MIT offering lectures, notes, and assignments on fundamental probability theory, covering continuous distributions.