Andrew Moore's tutorials are also outstanding for people new to Machine Learning or in need of a refresher.

http://www.autonlab.org/tutorials/

Ones useful for reviewing probability theory include:

http://www.autonlab.org/tutorials/prob.html http://www.autonlab.org/tutorials/pdf.html http://www.autonlab.org/tutorials/gaussian.html

But they're pretty much all excellent.