"Collection of Problems in Probability Theory, Mathematical Statistics, and Random Functions" is more than just a textbook—it's a valuable resource for students, graduate researchers, and anyone eager to deepen their understanding of the world of probabilities and statistics. Authored by renowned experts such as B.G. Volodin, M.P. Ganin, and I.Ya. Diner, this book offers a unique approach to mastering complex mathematical concepts through practical problems and real-world examples. Covering a broad range of topics—from fundamental principles of probability to advanced aspects of statistical inference and the theory of random functions—each section features carefully selected exercises designed to reinforce theoretical knowledge while developing analytical thinking skills essential for tackling real-life challenges. Unlike many traditional textbooks that focus heavily on theory, this collection emphasizes practical application, making it especially valuable for future mathematicians, statisticians, and professionals in related fields. Who will find this collection useful? Primarily, it appeals to students studying mathematics, engineering, economics, physics, or computer science. Whether you're preparing for exams or seeking to expand your expertise in statistics, this book will serve as a reliable companion. It also offers valuable material for educators looking for high-quality resources for their courses, as well as anyone interested in data analysis and probabilistic modeling. The topics addressed go beyond theoretical concepts, highlighting practical applications that are increasingly relevant in today’s data-driven world. Readers will encounter key ideas such as random variables, probability distributions, parameter estimation, and hypothesis testing—knowledge essential not only in academia but also in professional contexts where statistics and probability form the backbone of data analysis and forecasting. The authors' clear and accessible writing style makes even the most complex ideas easy to grasp. Each chapter is logically structured, with problems of varying difficulty levels that allow readers to progressively deepen their understanding. The book is enriched with numerous real-life examples, transforming the study of probability and statistics into an engaging and practical experience. Additionally, B.G. Volodin, M.P. Ganin, and I.Ya. Diner are well-known for their other works in mathematics and statistics, which adds further value to this collection. Their expertise and comprehensive knowledge make this book a trustworthy source of information and practical skills. If you're looking for a high-quality educational resource on probability theory, mathematical statistics, and the theory of random functions, this collection is an excellent choice. It will not only prepare you for exams but also open new horizons in understanding data analysis and statistical modeling. Don’t miss the opportunity to take a significant step toward a deeper comprehension of the fascinating world of probabilities and statistics with this exceptional problem set!