This chapter provides a comprehensive introduction to the theory of probability, focusing on key concepts such as sample spaces, elementary events, and the different approaches to probability—classical, statistical, and subjective. It explains the basic rules of probability, including adding and multiplying, and explores combinatorial methods such as permutations, combinations, and variations. The chapter also covers conditional probability, the law of total probability and Bayes’ theorem, using practical examples such as the Monty Hall problem to illustrate complex concepts.