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\é Institute} (IHP) in 1928. At the IHP, a new journal {\it Annales de lÍnstitut Henri Poincar\é} was created in 1931. We discuss the first papers in that journal dealing with mathematical statistics.
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