Moscow, ICNMO Publishing House, 2007. — 456 s. To master probability theory and mathematical statistics, training in problem solving and developing intuition is no less important than studying the proofs of theorems; a wide variety of problems in this subject makes it difficult for students to transition from lectures to exam problems, and from them to practice. In view of , that the subject matter of this book is critically important for modern applications as well (financial mathematics, Management, Telecommunications , Signal Processing , Bioinformatics , as well as for applications of classical (actuarial mathematics, Sociology , Engineering , The authors have collected a large number of exercises , Complete Solutions . These solutions are adapted to the needs and skills of students. For the convenience of learning the text, the authors cite a number of basic mathematical facts in the book; in addition, the text is provided with historical deviations.