Wolfram Research
Wolfram Math World: Probability and Statistics
This is a resource for many topics in probability and statistics. Click on the topic of your choice for an explanation. The sites you will be linked to are quite extensive. A degree of higher-level math is necessary for understanding...
Shodor Education Foundation
Shodor Interactivate: Stats and Probability Concepts
Many topics on Statistics and Probability are defined and linked here. Click on any of them to move to a more detailed discussion of the term.