The book provides a comprehensive introduction to probability theory and statistics for engineering and natural science students. It covers the essential fundamental methods that are particularly applicable in the field of engineering. Through examples and real datasets, the applications of these methods are illustrated, and the free statistical software R is also introduced, allowing readers to directly replicate all examples and apply the learned methods to other datasets. A brief introduction to R is included as well. At the end of each section, there are exercises to practice the techniques, with solutions provided electronically.