Normal Approximation to the Binomial Distribution  *****
Shows how the binomial distribution can be approximated by the normal distribution.You can use this applet to calculate the probability of obtaining a given number of successes or a given interval. The important theorem behind this demonstration is Central Limit Thream.
Also see Galton's quincunx

Sampling Distribution Simulation  ****
lets you explore various aspects of sampling distributions.The distribution of some import statistics are also showed.
Also see Sample Mean Experiment

Confidence Interval on a Proportion  ****
Allows you to explore the validity of confidence intervals on a proportion with various values of N and Pi.

Chi Square Test of Deviations from Expected Frequencies  ****
Demonstrates Chi Square Test of deviations from the uniform and normal distributions.

Robustness of t test and ANOVA  ****
Lets you explore the effect of violations of the assumptions of normality and homogeneity of variance on the type I error rate and power of t tests (and two-group analysis of variance).

A "Small" Effect Size Can Make a Large Difference?????? ***
Two samples from the populations with the same standard deviation but with a little bit different means are represented by red and blue distributions.The mean of the blue distribution is fixed. You can change the mean of the red distribution and the cutoff to explore the effects of these variables.Pay special attention to the effect of a high cutoff.

2 x 2 Contingency Tables  ***
Simulates experiments testing whether two categorical variables are independent.