This paper concerns the emergence of modern mathematical statistics in France
after the First World War. Emile Borel's achievements are presented, and
especially his creation of two institutions where mathematical statistics was
developed: the {\it Statistical Institute of Paris University}, (ISUP) in 1922
and above all the {\it Henri Poincar\'e Institute} (IHP) in 1928. At the IHP, a
new journal {\it Annales de l'Institut Henri Poincar\'e} was created in 1931.
We discuss the first papers in that journal dealing with mathematical
statistics
