Probability and statistics is one of the important courses for science, engineering and economic management majors in colleges and universities. It accounts for about 22% in the postgraduate mathematics. The main contents include: the basic concept of probability theory, random variables and their probability distribution, numerical characteristics, law of large numbers and central limit theorem, statistics and their probability distribution, parameter estimation and hypothesis testing, regression analysis, variance analysis, Markov chain and so on.

Probability theory and mathematical statistics are a unique and active branch of mathematics. On the one hand, it has a unique research topic, its own unique concepts and methods, rich content and profound results; On the other hand, it is closely related to other disciplines and is an important part of modern mathematics. Due to its rapid development and wide application in recent years, it has developed into an independent first-class discipline. The theories and methods of probability theory and mathematical statistics have been widely used in industry, agriculture, military affairs and science and technology, such as prediction and filtering in space technology and automatic control, time series analysis in oil exploration and economic management, statistical analysis of Markov process and point process in earthquake prediction, etc. It is a new trend of the development of probability theory and mathematical statistics to infiltrate into basic disciplines and engineering disciplines at the same time and develop into marginal disciplines by combining with other disciplines.