Elements of Probability Theory -- Elements of Statistical Theory -- Applied Linear Regression -- Profile Analysis -- Discriminant Analysis -- Statistical Software -- Annotated Plasma Physical Datasets.Classical Methods of Statistics is a blend of theory and practical statistical methods written for graduate students and researchers interested in applications to plasma physics and its experimental aspects. It can also fruitfully be used by students majoring in probability theory and statistics. In the first part, the mathematical framework and some of the history of the subject are described. Many exercises help readers to understand the underlying concepts. In the second part, two case studies are presented exemplifying discriminant analysis and multivariate profile analysis. The introductions of these case studies outline contextual magnetic plasma fusion research. In the third part, an overview of statistical software is given and, in particular, SAS and S-PLUS are discussed. In the last chapter, several datasets with guided exercises, predominantly from the ASDEX Upgrade tokamak, are included and their physical background is concisely described. The book concludes with a list of essential keyword translations.