"40 Puzzles and Problems in Probability and Mathematical Statistics" is intended to teach the reader to think probabilistically by solving challenging, non-standard probability problems. The motivation for this clearly written collection lies in the belief that challenging problems help to develop, and to sharpen, our probabilistic intuition much better than plain-style deductions from abstract concepts. The selected problems fall into two broad categories. Problems related to probability theory come first, followed by problems related to the application of probability to the field of mathematical statistics. All problems seek to convey a non-standard aspect or an approach which is not immediately obvious.The word puzzles in the title refers to questions in which some qualitative, non-technical insight is most important. Ideally, puzzles can teach a productive new way of framing or representing a given situation. Although the border between the two is not always clearly defined, problems tend to require a more systematic application of formal tools, and to stress more technical aspects. Thus, a major aim of the present collection is to bridge the gap between introductory texts and rigorous state-of-the-art books.Anyone with a basic knowledge of probability, calculus and statistics will benefit from this book; however, many of the problems collected require little more than elementary probability and straight logical reasoning. To assist anyone using this book for self-study, the author has included very detailed step-for-step solutions of all problems and also short hints which point the reader in the appropriate direction.