FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS
The article shows that the estimation (forecasting) of the values of random variables, according to the minimum variance estimation error is not always effective, and sometimes not even possible. The authors give examples to prove it. The estimation is described with a functional. The task of the es...
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Plekhanov Russian University of Economics
2016-08-01
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doaj-ce28d4c561564eefbcf461413426733b2021-07-28T21:19:53ZrusPlekhanov Russian University of EconomicsStatistika i Èkonomika2500-39252016-08-010212512810.21686/2500-3925-2013-2-125-128144FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORSVictor A. Vlasov0Sergey I. Alexeev1Raisa I. Soroka2Andrey O. Tolokonski3MIFI National Nuclear Research University (Moscow Engineering and Physics Institute)Eurasian Open Institute (ЕАОI)Moscow State University of Economics, Statistics and Informatics (MESI)MIFI National Nuclear Research University (Moscow Engineering and Physics Institute)The article shows that the estimation (forecasting) of the values of random variables, according to the minimum variance estimation error is not always effective, and sometimes not even possible. The authors give examples to prove it. The estimation is described with a functional. The task of the estimation is treated as a search for an optimal solution and is illustrated with formation of the optimal playing strategy.https://statecon.rea.ru/jour/article/view/145прогнозирование случайных процессоввероятностные моделипоказатели качествацель прогнозированиякритерии оптимальностиигровая стратегияоптимальное решениерискиforecasting of random processesprobabilistic modelsquality performancesforecast objectiveoptimality criteriaplaying strategyoptimal solutionrisks |
collection |
DOAJ |
language |
Russian |
format |
Article |
sources |
DOAJ |
author |
Victor A. Vlasov Sergey I. Alexeev Raisa I. Soroka Andrey O. Tolokonski |
spellingShingle |
Victor A. Vlasov Sergey I. Alexeev Raisa I. Soroka Andrey O. Tolokonski FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS Statistika i Èkonomika прогнозирование случайных процессов вероятностные модели показатели качества цель прогнозирования критерии оптимальности игровая стратегия оптимальное решение риски forecasting of random processes probabilistic models quality performances forecast objective optimality criteria playing strategy optimal solution risks |
author_facet |
Victor A. Vlasov Sergey I. Alexeev Raisa I. Soroka Andrey O. Tolokonski |
author_sort |
Victor A. Vlasov |
title |
FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS |
title_short |
FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS |
title_full |
FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS |
title_fullStr |
FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS |
title_full_unstemmed |
FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS |
title_sort |
forecasting and decision-making via use of statistical laws of random economic indicators |
publisher |
Plekhanov Russian University of Economics |
series |
Statistika i Èkonomika |
issn |
2500-3925 |
publishDate |
2016-08-01 |
description |
The article shows that the estimation (forecasting) of the values of random variables, according to the minimum variance estimation error is not always effective, and sometimes not even possible. The authors give examples to prove it. The estimation is described with a functional. The task of the estimation is treated as a search for an optimal solution and is illustrated with formation of the optimal playing strategy. |
topic |
прогнозирование случайных процессов вероятностные модели показатели качества цель прогнозирования критерии оптимальности игровая стратегия оптимальное решение риски forecasting of random processes probabilistic models quality performances forecast objective optimality criteria playing strategy optimal solution risks |
url |
https://statecon.rea.ru/jour/article/view/145 |
work_keys_str_mv |
AT victoravlasov forecastinganddecisionmakingviauseofstatisticallawsofrandomeconomicindicators AT sergeyialexeev forecastinganddecisionmakingviauseofstatisticallawsofrandomeconomicindicators AT raisaisoroka forecastinganddecisionmakingviauseofstatisticallawsofrandomeconomicindicators AT andreyotolokonski forecastinganddecisionmakingviauseofstatisticallawsofrandomeconomicindicators |
_version_ |
1721260490387095552 |