It appears that you might be a student. If you purchased the "Bundled" Student Version license for R2015a, then that includes a license for the Statistics and Machine Learning Toolbox, but you need to specifically ask to install that toolbox.
Before R2015a, Statistics and Machine Learning Toolbox was known as Statistics Toolbox, so if you have that then same thing (just older version.)
If you purchased the Unbundled version of the Student Version license then Statistics and Machine Learning is not included in that and must be purchased separately.
The Academic, and Professional licenses do not include Statistics and Machine Learning and those must be purchased separately.
Note: some Student Version licenses are arranged through the university and may come a variety of toolboxes the university thinks are relevant to the courses. But even then the toolboxes may need to be specifically selected at installation time.