I honestly can't recommend a book for this. The best resource I've found is MathWorld. I've picked up a bunch of very helpful intuitions from it, including:
- Cauchy: the horizontal distance from the origin at which an arrow shot at a random angle from a point below the origin hits the x-axis
- Gamma: how long you have to wait for the nth event in a
Poisson process
- Cauchy: the horizontal distance from the origin at which an arrow shot at a random angle from a point below the origin hits the x-axis
- Gamma: how long you have to wait for the nth event in a Poisson process
I'm sure these must be books that I haven't read.