Probabilistic Machine Learning: An Introduction, Kevin P. Murphy, 2022 (MIT Press) - Comprehensive text on probabilistic machine learning, with foundational chapters dedicated to defining and explaining probability distributions in an ML context.
Introduction to Probability and Statistics (MIT OpenCourseWare 18.05), Jeremy Orloff, Jonathan Bloom, 2014 (MIT OpenCourseWare) - Freely available online course materials offering a structured and accessible introduction to probability and statistics, including detailed explanations of probability distributions.