Most textbooks on probability have some discussion of the relationships between the various distributions commonly in use. If you just want a quick overview, I

Most textbooks on probability have some discussion of the relationships between the various distributions commonly in use. If you just want a quick overview, I found John D. Cook’s diagram to be handy: https://www.johndcook.com/blog/distribution_chart/ https://www.johndcook.com/blog/distribution_chart/