To introduce the basic concepts in probability theory which forms the basis for all applications of probability and statistics, and for further probability and statistical theory including, in particular, stochastic processes. Also to introduce the basic probability methods and techniques with a strong emphasis on applying these standard methods and techniques appropriately and with clear interpretation. The emphasis is on applications. The basic teaching goal is to grasp the basic concepts regarding random variables, random vectors, functions of random variables, expectation , variances, covariance, and central limit theorems and the related important conclusions and theorems and to study their extensive applications in many fields. The basic aim is to teach students to handle the basic theory and fundamental methods and technologies for random phenomenon, to train students' scientific thinking and problem analysis and problem solving skills, and to lay a good foundation for the subsequent courses in modern probability theory.