Probability theory is a basic course for Applied Mathematics majors,and it plays a very important role in cultivating students' ability of integrating theory with problem solution and innovation.At present,the teaching of probability theory emphasizes theory more than its application,which results in students' inability to fully understand probability theory,such as the law of large numbers,the central limit theorem and so on,and it is also difficult for students to solve real problems with these theories.Thus a new teaching design is created under the ideology to cultivate qualified innovative professional talents.The design includes 4 series,8 classes,combining expounding the probability theory with practical problems solution so that it can promote t students' autonomous learning and innovation,and improve their ability to solve problems.