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

Abstract

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.

Keywords

• 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