Steve, Thank you very much for all your help~ I'm just combing back from my 3 day's  travel and it's really a wonderful feeling to  see your smart answer, Thank you again~

Yeah,  you are correct.  The data will come out like that.  With that being said, i do not think that there is an easy way with LINQ and anonymous types to do this.  we may have to create a datatable based on the information because we can create columns dynamically for procedure1 procedure2, prodecureN.  With anonymous types, I would have to give the members names and plus LINQ is not able to do this type of flattening of the data. 

I think we will have to do this all manually.  Here is a code snippet of iterating each procedureStatistic and creating columns dynamically based on procedure name.

ObservableCollection<ProductionStatistics> TotalProductionStatistics = GetItems();

            ////make table/////
            DataTable StatsTable = new DataTable("TotalProductionStatistics");
            StatsTable.Columns.Add("UserName", typeof(string));
            foreach (ProductionStatistics ps in TotalProductionStatistics)
            {
                //int psIndex = TotalProductionStatistics.IndexOf(ps);
                DataRow row = StatsTable.NewRow();
                row["UserName"] = ps.UserName;
                foreach (ProcedureLog log in ps.ProcedureLogs)
                {
                    if (StatsTable.Columns.Contains(log.Name))
                    {
                        row[log.Name] = log.Count;
                    }
                    else
                    {
                        StatsTable.Columns.Add(log.Name, typeof(string));
                       row[log.Name] = log.Count;
                    }
                }
                StatsTable.Rows.Add(row);
            }

This will produce a grid looking like the attached image.

I hope this works.

Follow this code, I' m afraid I will get the result display as the following, do I ? This is a bit different from what I expected...

Try this code

var GridList = (from s in TotalProductionStatistics
    select s.ProcedureLogs.Select(log => new { Username = s.UserName, ProcedureName = log.Name, Count = log.Count })).SelectMany(t => t);          
this.xamDataGrid1.DataSource = GridList;

This should flatten it out the way that you want

Steve, thank you for your nice suggestion, but I'm afraid I still can not solve the problem. Here I state my question in more detail and am longing for your more suggestions. Now the data binding in xml looks like DataSource="{Binding TotalProductionStatistics, Mode=TwoWay}"，here the type of TotalProductionStatistics is ObservableCollection<ProductionStatistics> and

ProductionStatistics class consists two fields:  string username;  ObservableCollection<ProcedureLog> procedureLogs；

ProcedureLog class consists two fields:  string procedureName;  int count;

Binding data like this,  the data will display as

but what I want to display  looks  like the following

The number of procedures will change dynamically, that is there maybe Procedure5 one day and Procedure6 another day. I can get all the  procedures from another data structure, but the only data source of  the column cells come from TotalProductionStatistics.

How should I organize my data or how to deal with the data binding to implenment the expected view? Maybe I don't fully understand you first suggestion, but I don't konw how to use that method to solve my problem. Hope you can give me more hints~