A formalized summary of probability theory and mathematical statistics is provided. A mathematical apparatus corresponding to modern requirements is used (measure theory, Lebesgue-Stieltjes integral, etc.), but a serious emphasis is placed on the availability of presentation: much attention is paid to explaining the meaning of the introduced definitions, provable results. The theoretical material is accompanied by a large number of examples that can be used in practical exercises. It is a presentation of the three-semester course "Probability Theory and Mathematical Statistics." For students studying in the specialties "Mathematics," "Applied Mathematics," "Computer Security," etc.