Mohammad Ahsanullah & B.M. Golam Kibria 
Normal and Student’s t Distributions and Their Applications [PDF ebook] 

The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering.