Links

Video

Expected value  (time: 7:57)
http://www.youtube.com/watch?v=DAjVAEDil_Q

History

This is one of the best all around sites that I have found. It is titled "The MacTutor History of Mathematics Archive."
http://www-history.mcs.st-and.ac.uk/~history/

This is an award-winning site that links to all sorts of mathematics information.
http://archives.math.utk.edu/

Reference Topics

This site presents an essay on probability and gambling:
http://www.pbs.org/wgbh/pages/frontline/shows/gamble/odds/

You might wish to test the definition of mathematical expectation by actually tossing a coin or rolling one or two dice. These links (from Section 11.1) will simulate many repetitions of those experiments.ƒ
Tossing a coin:
http://shazam.econ.ubc.ca/flip

Rolling a die or a pair of dice:
http://www.eserc.stonybrook.edu/ProjectJava/lisa1998/prob