In this paper, we propose the temporal logic HyperPCTL$^*$ that extends PCTL$^*$ and HyperPCTL to reason about probabilistic hyperproperties. It allows expressing probabilistic hyperproperties with nested temporal and probability operators. We show that HyperPCTL can express important probabilistic information-flow security policies. Furthermore, for the first time, we investigate statistical model checking (SMC) algorithms for HyperPCTL$^*$ specifications in discrete-time Markov chains (DTMC). To this end, we first study SMC for HyperPCTL$^*$ specifications with non-nested probability operators for a desired confidence or significance level. Unlike existing SMC algorithms which are based on sequential probability ratio tests (SPRT), we use the Clopper-Pearson confidence interval to avoid the need of a priori knowledge on the indifference margin. Then, we extend the proposed SMC algorithms to HyperPCTL$^*$ specifications with multiple probability operators that are nested in different ways. Finally, we evaluate the proposed algorithms on two examples, dining cryptographers and probabilistic causation.