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I am looking for some expository books/ web resources in probability and distribution theory with good and insightful sections/chapters on order statistics and distributions of functions of random variables, possibly with an indication or illustration of applications also. Kindly refer to some good resources and books. Thanking you in advance

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  • $\begingroup$ I'm a fan of Blitzstein and Hwang. It's free online. $\endgroup$
    – littleO
    Sep 8 '20 at 9:28
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Well, I use basically two books for anything related probability and statistics.

'Probability, An Introduction', by Geoffrey Grimmett and Dominic Welsh But it is truly an introduction so if you have already experience with probability theory it may not be for you.

'An introduction to mathematical statistics', by Fetsje Bijma , Marianne Jonker and Aad van der Vaart Again quite introductory to statistics but it is very well written and has quite some insight regarding applications.

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