Mean and Median  *****
Shows how the relationship between the mean and the median and  illustrates several aspects of these measures of central tendency.

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

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).