New energy integration and flexible demand response make smart grid operation scenarios complex and changeable, which bring challenges to network planning. If every possible scenario is considered, the solution to the planning can become extremely time-consuming and difficult. This paper introduces statistical machine learning (SML) techniques to carry out multi-scenario based probabilistic power flow calculations and describes their application to the stochastic planning of distribution networks. The proposed SML includes linear regression, probability distribution, Markov chain, isoprobabilistic transformation, maximum likelihood estimator, stochastic response surface and center point method. Based on the above SML model, capricious weather, photovoltaic power generation, thermal load, power flow and uncertainty programming are simulated. Taking a 33-bus distribution system as an example, this paper compares the stochastic planning model based on SML with the traditional models published in the literature. The results verify that the proposed model greatly improves planning performance while meeting accuracy requirements. The case study also considers a realistic power distribution system operating under stressed conditions.