To prep for giving an honors econometrics course in the spring quarter, I have been recording math-stat "review" videos and posting these to my YouTube channel. I'm planning to use the videos to focus the course meetings on discussions of econometrics rather than statistics and probability.
In case you are curious, this playlist reviews concepts from probability, random variables, expectation, variance, covariance, conditional expectation, random sampling and convergence in probability (weak law of large numbers) in about an hour and 20 minutes.
As the pace is rather fast, this playlist isn't ideal to learn these topics for the first time, but you may find it to be a helpful review (or supplement to your own econometrics, probability or math-stat courses):
On a separate note, I learned how to embed an entire YouTube playlist (rather than one video at a time). The video box in this post has all of the math-stat review videos I have recorded in sequence.