The methodical problems of university students’ stochastic competence formation are considered. The article substantiates the use of the interactive computer system Mathcad in the educational process of a higher education institution, which makes it possible to efficiently, quickly and with great accuracy solve problems using probabilistic-statistical methods that usually require a large amount of computations. The main properties of the package are listed and its advantages and disadvantages are determined. Also, the experience of using the mathematical package Mathcad in the learning process in the study of stochastic is demonstrated. It is noted that the use of the Mathcad package plays an important role in solving traditional and applied stochastic problems. Using the system Mathcad in the study of stochastic allows implementing one of the new forms of education - electronic and successfully combining it with the traditional one. It is noted that it is not necessary to replace traditional methods of teaching mathematical disciplines with the statement of only rules of interaction with the program Mathcad in solving applied mathematical problems. Ignorance of the essence of the task itself and methods of its solution can lead to students' unpreparedness to choose the algorithms and means of its solution in the system Mathcad. A solution of this problem can be a reasonable combination of traditional and computer-based approaches. In this case, the training of the basics of interaction with computer programs in the practical solution of tasks should be preceded by theoretical mathematical preparation. Intelligent integration of traditional training sessions and mathematical packages, thus creating an information environment, makes the learning process much more interesting and productive, which facilitates the formation of stochastic competence of students. Practice shows that the application of the integrated system Mathcad in the educational process greatly enriches the learning process, facilitating the perception of the material, stimulates the independent work of students, contributing to their intellectual development. In addition, the acquired competencies can be used during writing course papers, diploma papers, conducting research and practice work.