University of California, Berkeley: Philip Stark's SticiGui: "Chapter 21: The Long Run and the Expected Value"
Read Chapter 21, which will give you several theorems when dealing with sample data such as the Law of Large Numbers. There are several exercises and Java applets embedded in the text that are meant to further reinforce your learning. Do not skip these exercises! For instructions on how to navigate these exercises, see "Special Instructions on SticiGui Exercises and Java Applets” in the "Course Information” section above.