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This book is a collection of exercises in models and methods used in mathematical statistics. The authors present the question of modelling focusing on the analysis of the connections between entrance and exit signals. The first two chapters outline the basic concepts as regards distributions, properties of statistics in general statistical spaces, and families of probability distributions. The following two chapters present the theory of estimation and hypotheses testing. Most interesting of all is chapter 5, which concerns methods of statistical inference. In order to faciliate the self-study process, the authors provide solutions to numerous model exercises. This book can be utilised in all the mathematical disciplines as an aid in the process of solving exercises and as a supplement to lectures on mathematical statistics.