Some online resources concerning statistical distributions and matrices:

**Distributions:**

- Probability distribution on Wikipedia.
- Statistical distributions on Wolfram MathWorld.
- Handbook on statistical distributions (by Walck et al).
- A Primer on the exponential family of distributions (by Clark et al.).
- Information on stable distributions (by John Nolan).
- Distribution theory (lecture notes by Wichura).

**Matrices:**

- The Matrix Cookbook.
- Matrix Reference Manual.
- Review paper on random matrix theory (by A. Edelman and N. Raj Rao).