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This book is compiled based on the authors' mang years of experiences in teaching the course of Probability and Mathematical Statistics for students from School of International Education, Wuhan University of Technology. This book covers eleven chapters, i. e. , Introduction, Probability of Events, Random Variables and Distributions, Multivariate Random Variables, Numerical Characteristics of Random Variables, Law of Large Numbers and Central Limit Theorem, Random Samples and Sampling Distributions, Parametric Estimation, Testing Hypotheses, Linear Regression Analysis and Analysis of Variance. Except the first chapter of introduction, each chapter is followed by rich and typical exercises. The book should be most suitable for non-mathematical major undergraduate students who study Probability and Mathematical Statistics as the bilingual course.