The goal of the course is to introduce probabilistic modeling and its role in solving engineering problems. The course is divided into two parts. The first part introduces the basic concepts of probability: sample space, events, probability, conditional probability, independence, random variables, probability mass functions and density functions, expectation, law of large numbers. Using the language acquired in the first part, the second part discusses several applications: ranking of webpages, network multiplexing, digital communication, estimation and tracking, speech recognition. This is a course about “probability in action”: probabilistic concepts are taught through many non-trivial examples and engineering applications.