This applets on this site include: interactive graphs of many distribution models; a collection of computer generated games; a collection of data modeling aids including curve fitting, wavelets, matrix manipulations, etc.; p-values, quantiles & tail-probabilities calculations; virtual online probability experiments and demonstrations; and a large collection of statistical techniques for online data analysis, visualization, and integration.
This online, interactive lesson on probability spaces provides examples, exercises, and applets that cover conditional probability, independence, and several modes of convergence that are appropriate for random variables. This section also covers probability space, the paradigm of a random experiment and its mathematical model as well as sample spaces, events, random variables, and probability measures.