In this chapter, the statistical mechanics equations of the ideal gas are derived from thermodynamic derivatives of the free energy; the average energy is also calculated as a statistical average, and the chemical potential for an ideal gas is introduced. The harmonic oscillator is discussed next on three levels: (1) the macroscopic oscillator and (2) the microscopic oscillator treated by classical statistical mechanics, which behaves adequately at high temperature (leading to the experimental Dulong-Petit law), but misbehaves at low T. (3) The quantum mechanical oscillator, which leads correctly to the behavior of the entropy and the heat capacity at low temperature, S → 0 and CV → 0 as T → 0. The correspondence principle of quantum mechanics is satisfied, as at high T the quantum equations lead to the classical ones, S = 3Nk B[1 + ln(hν/k B T)] and C = 3Nk B. Comparing the properties of these oscillators (e.g., the constant amplitude of a macroscopic oscillator versus the average amplitude of a microscopic oscillator that can be exceeded) deepens the understanding of the probabilistic nature of statistical mechanics.