There are specific tools out there for statistical analysis. For example, R, SPSS, and Minitab.
Nevertheless, both Mathematica and MATLAB are capable of doing the required computations; which is "better" is a matter of taste and application requirements, most of the time.
MATLAB doesn't ship default with many statistical subroutines. However, it does have a Statistics toolbox that contains much of the functionality found default in some other packages. It all depends on what exactly you're trying to do, statistics wise, and what your comfort level with programming is. Maybe you can elaborate more on what you're attempting.
(Of course, the man-hours spent re-programming an algorithm for, say, ANOVA is often costlier than just buying the license to the toolbox that has a stock routine outright).
Finally, to answer your question, I personally prefer MATLAB. I find that it is easier to program in and allows for easier rapid development and testing of algorithms, etc. Syntactically, I prefer MATLAB. MATLAB likes to keep things close to pseudo-code. Mathematica tries to keep things closer to mathematical notation.
You can find MATLAB tutorials all over the internet. Just google "MATLAB tutorial" and you'll have a slew of results.