Mean and Median
One Variable Statistical Calculator
Normal Curve
Two Variable Calculator(Correlation and Regression)
Correlation and Regression
Simple Random Sample
Probability
Law of Large Numbers
Central Limit TheoremNormal Approximation to the Sample Mean
Central Limit TheoremNormal Approximation to Binomial Distributions
Confidence Interval
The Reasoning of a Statistical Test
P-Value of a Test of Significance
Statistical Significance
Power of a Test
One-way ANOVA
Source: These applets are from the 4th edition of David Moore's excellent BPS book.
Another set of applets from the Rice Virtual Lab in Statistics.