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MIT OpenCourseWare (OCW) provides free, openly accessible course materials from MIT across many disciplines, including lecture notes, assignments, exams, and videos. It hosts complete course pages from hundreds of MIT classes, enabling self-paced study of topics such as probability distributions and other statistics and math subjects.
More resources on Distributions
MathOverflow: Resources for Distributions
Community recommendations for learning distributions
Terence Tao's Blog: Fourier Analysis Notes
Notes on Fourier restriction and related distribution theory
Harmonic Analysis
Learn harmonic analysis with Prof. Melrose! This course covers distributions and key concepts.
Paul Garrett Notes on Distributions
Free lecture notes recommended on Reddit
nLab: Distribution
Comprehensive overview and references
Geometric Anatomy of Theoretical Physics (Lectures covering Distributions)
Learn distributions with Frederic Schuller's "Geometric Anatomy of Theoretical Physics" lectures. Master the math for theoretical physics!