In the current work, the auto-ignition of a turbulent round methane jet is studied numerically by means of a transported probability density function (PDF) method. The methane jet is issued into a hot, vitiated coflow, where it ignites to form a steady lifted flame. For this flame, experimental data of hydroxyl, temperature and mixture fraction are provided in the area where the fuel auto-ignites. To model this experiment, the transport equation for the thermochemical PDF is solved using a hybrid finite volume / Lagrangian Monte-Carlo method. Turbulence is modeled using the k-ε turbulence model including a jet-correction. Computational results are compared to experimental data in terms of mean quantities, variances and liftoff height. Moreover, the structure of the one-point, one-time marginal PDF of temperature is analyzed and compared to experimental data which are provided in this work. It is found that the transported PDF method in conjunction with the k-ε model is capable of reproducing these statistical data very well. In particular the effect of ignition on the marginal PDF of temperature can be well reproduced with this approach. To further analyze the relevant processes in the evolution of the temperature PDF, a statistically homogeneous system is studied both numerically and analytically.