textbook / S.V. Prokopchina. - M .: Publishing house "SCIENTIFIC LIBRARY", 2019.P. 260.
ISBN 978-5-907242-01-2
The manual discusses theoretical and practical issues of modeling the laws of distribution and estimation of the numerical characteristics of random variables and processes. The main attention is paid to the determination of the analytical form of the distribution law. As a system of approximating distributions, a system of Pearson curves was chosen that allows one to obtain analytical expressions for all known types of unimodal distributions. A unique aspect of the study guide is the inclusion of methods and means of determining the analytical form of the distribution law for small samples under conditions of significant uncertainty. The regularizing Bayesian approach is considered as the main methodology. Examples of determining the analytical form of distribution laws for econometric problems and other applications are given. The manual is intended for theoretical and practical training in the disciplines "Modeling of economic and financial processes", "Econometrics", "Business Informatics".
