A transported composition probability density function (PDF) method is developed for pulverized coal combustion. A consistent hybrid Lagrangian particle/Eulerian mesh algorithm is used to solve the modeled PDF transport equation for the gas phase. The model includes standard κ - ε turbulence, gradient transport for scalars, and Euclidean minimum spanning tree (EMST) mixing model. A separate Lagrangian description is used to solve for the coal particle phase, including particle tracking, coal devolatilization and surface reaction models. The interaction between the gas phase and the coal particle phase is calculated by the particle-source-in-cell technique. Radiative heat transfer is modeled by a P1 model for a grey absorbing emitting and scattering gas-particle system. A laboratory-scale pulverized coal jet flame studied at the Japanese Central Research Institute of Electric Power is modeled using the method developed above. The model reproduces the measured mean and rms particle axial velocity reasonably well. Sensitivities of model results to the devolatilization models and turbulence-chemistry interactions are explored. The radiation model is important for coal particle ignition in this system, and the choice of devolatilization model is essential for correctly predicting the temperature and species fields. It is also important to account explicitly for the turbulence-chemistry interactions.