FORECASTING AND DECISION-MAKING VIA USE OF STATISTICAL LAWS OF RANDOM ECONOMIC INDICATORS

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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Bibliographic Details
Main Authors: Victor A. Vlasov, Sergey I. Alexeev, Raisa I. Soroka, Andrey O. Tolokonski
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-08-01
Series:Статистика и экономика
Subjects:
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
Online Access:https://statecon.rea.ru/jour/article/view/145
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Summary: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.
ISSN:2500-3925

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