This document provides an overview of probability theory and its applications in defense modeling. It begins with the evolution of probability from its origins in gambling to its modern applications. It then defines key probability concepts like random experiments, sample spaces, and events. The rest of the document discusses probability distributions and operations, conditional probabilities, Bayes' theorem, and examples of probability applications in defense modeling like detection modeling, damage estimation, and land mine modeling. Validation approaches for statistical models are also covered.