Probability theory is a branch of mathematics that studies the quantitative laws of random phenomena. Random phenomenon is relative to decisive phenomenon, and the inevitable occurrence of a certain result under certain conditions is called decisive phenomenon. For example, at standard atmospheric pressure, when pure water is heated to 100℃, water will inevitably boil.

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Some concepts and simple methods of probability statistics were mainly used in gambling and demographic models in the early days. With the social practice of human beings, people need to understand the inevitable regularity implied in various uncertain phenomena and study the possibility of various results by mathematical methods, thus generating probability theory and gradually developing into a rigorous discipline.

The method of probability and statistics has penetrated into various fields day by day, and is widely used in natural science, economics, medicine, financial insurance and even humanities.