This is a blend of theory and practical statistical methods written for graduate students and researchers interested in application to plasma physics or to experimental setups. In the first part the history of the subject is described and many exercises help to understand the concepts. In the second part case studies are presented exemplifying discriminant analysis and multivariate profile analysis. The third part discusses statistical software based on SAS and S-PLUS. In the last chapter practical datasets from ASDEX Upgrade of plasma physical background are presented.