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This applet from Java Demos for Probability and Statistics introduces the concept of the random variable and its distribution.  Users simulate rolling dice, and the applet keeps track of the distribution of the outcome.  The applet will roll 1, 2, 6, or 9 dice 1, 10, 20, or 100 times.  A histogram of the observed distribution is shown in white with the expected distribution shown in red.

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