The Marble Game is a "concept model" demonstrating how a binomial distribution evolves from the occurence of a large number of dichotomous events. The more events (marble bounces) that occur, the smoother the distribution becomes.
This online, interactive lesson on set estimation provides examples, exercises, and applets concerning estimation of the normal model, estimation in the Bernoulli Model, estimation in the two-sample normal model, and Bayesian set estimation.