A question regarding further studies of continuous probability distributions I recently finished studying a book in elementary probability theory. I am particularly interested in continuous probability distributions, but since the book was just an introduction to probability theory it didn't cover those to a satisfactory extent. I never really got to put anything I learned to use other than solving a couple of basic assignments. If I want to learn more about continuous distributions, what book should I pick? I haven't had statistics yet, would that perhaps the be correct choice? Is there perhaps some book in differential equations that is centered around probability theory? 
 A: Grinstead and Snell's book is available in printed form or as a free PDF
provided by the authors. 
A book I have used for undergraduate post-calculus courses in probability
is Wackerly et al.: Math Stat with Applications. I think the probability
chapters would be good for self study. Many editions, older ones should
be OK for your purposes and cheaper. Many answers at the back of the book.
Maybe you could find a student solutions manual that matches one of the editions.
Other popular books at about the same level include those by Ross and by Hogg & Craig. Also calculus prereq,
but maybe not so good for self-study. There are dozens of books. I am just
mentioning ones I have seen students use.
At your level, I don't see a direct connection to differential equations
(unless maybe a course in that would sharpen up your calculus). It sounds
as if you may be interested in applications, so you may get into motivating
material earlier if you start at the basic calculus level now, and leave
the measure theoretic treatment until later.
If you are still at or near a college or university with a reasonably
strong program in probability and statistics, maybe you can find a faculty
member willing to find out more about your background and interests who can give you personal advice.
