Probability theory is an important branch of mathematics, with wide applications in many fields. It is not only a required course for students of science and technology at universities, but also has entered into Chinese high school textbooks now.This little book will, in an interesting problem-solving way, explain what probability theory is: its concepts, methods and meanings; particularly, two important concepts-probability and mathematical expectation (briefly expectation)-are emphasized. It consists of 65 problems, appended by 107 exercises and their answers.As an extracurricular book providing supplement materials to and advanced knowledge beyond high school textbooks, its aim is to stimulate study interests of students and broaden their knowledge horizons. Some problems were given a little deeper treatment, which can be used as topics for explorative study; and they can also be skipped temporarily if a reader feels difficult to understand them at the beginning.It is presupposed that our readers possess a knowledge of permutations and combinations, and it would be better if they have already learned basic probability theory from their textbooks. However, in order to avoid repetition, we mention as little as possible the contents of textbooks.It is a random event that this little book reaches you. I do not know how much the probability that this event occurs is. However, it is my expectation that this book could reach you, which means that you have a special affinity with it.