This course aims to guide undergraduate students majored in statistics to solve the practical problems by utilizing the statistical software such as R via some case studies. It emphasizes the understanding of students on the commonly used distribution functions, enhances the application abilities of statistics, reaches the goal of solving the practical problems by combining the statistical methods with statistical software. The course covers: algorithms and R codes for commonly used distributions and quantiles; algorithms and R codes for generating commonly used random variables; some stochastic simulation experiments in probability including central limit theorem; testing hypotheses, regression analysis, ANOVA, cluster analysis, discriminant analysis, principal components analysis, factor analysis, canonical correlation analysis, and time series analysis.