three (actually five) links

There are better places than this blog to read about probabilities and all that; Here are three examples ...

Terence Tao wrote a non-technical article about universality.

xkcd is not only your favorite web comic, but also posted an interesting probability puzzle a while ago [*].

And speaking of puzzling problems, if you have a question about statistics then maybe you should try StackExchange [x].

[*] If you have problems finding the answer in the many comments, it is here.

[x] added later: There is now also a StackExchange for physics.