AbstractMathematical psychology is a sub‐field of psychology that started in the 1950s and has continued to grow as an important contributor to formal psychological theory, especially in the cognitive areas of psychology such as learning, memory, classification, choice response time, decision making, attention, and problem solving. In addition, there are several scientific sub‐areas that were originated by mathematical psychologists such as the foundations of measurement, stochastic memory models, and psychologically motivated reformulations of expected utility theory. Mathematical psychology does not include all uses of mathematics and statistics in psychology, and indeed there is a long history of such uses especially in the areas of perception and psychometrics. What is most unique about mathematical psychology is its approach to theory construction. While accepting the behaviorist dictum that the data in psychology must be observable and replicable, mathematical models are specified in terms of unobservable formal constructs that can predict detailed aspects of data across multiple experimental and natural settings. By now almost all the substantive areas of cognitive and experimental psychology have formal mathematical models and theories, and many of these are due to researchers that identify with mathematical psychology. Copyright © 2010 John Wiley & Sons, Ltd.This article is categorized under: Psychology > Theory and Methods