Probability and mathematical statistics play an important role in production and life. Starting with the basic concepts and methods of probability theory and mathematical statistics,this book system-atically and comprehensively introduces the basic theories of probability theory and mathematical statistics and their applications in production and life. The book consists of eight chapters. The first chapter introduces the basic concepts of random events and probability. Chapters 2 to 5 introduce random variables, distribution of random vectors, digital characteristics of random variables, law of large numbers and central limit theorem. Chapters 6 to 8 introduce samples,sample distribution and parameter estimation. This book is suitable for undergraduate and graduate students majoring in science and engineering in institutions of higher learning. It can also be used as a reference for relevant majors and for relevant engineering and technical personnel.