This textbook intended to introduce probability for first-year graduate students in statistics or other areas in which a good understanding of statistical concepts is essential. It can also be used as a textbook in a junior/senior level course for statistics, mathematics, engineering, computer science or economics with emphasis on concepts and examples. A distinctive feature of this book is its set of examples and exercises. These are essential ingredients in the total learning process. I have tried to make the subject come alive through many examples and exercises. This book can also be immensely helpful as a supplementary text in a significantly higher level course for example, Probability distribution and Statistical Inference designed for second or third year graduate students in statistics.