The theory of integration (including measure) is the basis for the study of probability and random variation. Thus Henstock's Riemann-type integration theory has relevance to our understanding of random variation. Henstock addressed this issue in many of his published works, in which he gave interpretations of probability, of the statistical analysis of data, and of random processes. His analysis of Feynman's non-absolute integrals in quantum mechanics brings this subject properly into the domain of random variation.