This book provides an introduction to the fundamental concepts and tools of probability theory. Central terms and methods of applied mathematical statistics are described, and advanced statistical procedures such as variance and regression analysis, as well as non-parametric methods, are discussed. Modern techniques like the Monte Carlo method and important application areas from engineering are presented. All topics are largely addressed using MATLAB, allowing for the discussion of practical examples that often cannot be treated analytically, and enhancing understanding through graphical visualization capabilities. The MATLAB programs used are thoroughly commented on and provided to the reader as accompanying software.