Other
Stat Soft: Statistics Glossary
Dozens of statistical terms are defined and illustrated in this glossary.
Wolfram Research
Wolfram Math World: Correlation Coefficient
MathWorld offers a technical, yet informative, explanation of the correlation coefficient for bivariate normal distribution.
California State University
Cal State San Bernardino: Bivariate Distribution Applet
The applet is a target at which green darts are shot either with a strict correlation to each other or without -- the user defines this. A good example of how bivariate data is truly influenced by two variables, possibly dependent upon...