Statistical study builds on the assumption that all economic values, without exception, are random with a well-defined, often unknown, the laws of probability distribution of observed values the essence of the implementation of the relevant random variables, a sample of some populations. Such an attitude to economic values has long denied in the domestic (Soviet) science on the grounds that in a socialist economy, which deliberately and systematically arranged, there can be no room for the random component. Currently, this position was hardly takes, but some doubts about the probabilistic nature of the economic variables are made.
Some economists are reluctant to recognize the probabilistic nature of nemassovyh, isolated and unique events. On the basis that such nemassovy, occasionally repetitive nature of most economic phenomena are, «father» of cybernetics, Norbert Wiener altogether denied the possibility of applying quantitative methods to economic and social sciences. Many scholars deny the necessity of a probabilistic approach to the study of mass phenomena, even if they can hold a lot of observation and to obtain at their disposal - they believe - full of the whole population. They work in the special section of which is the data analysis.
It is impossible not to see that raised doubts about the probabilistic nature of economic phenomena have a cause. The notion of probability, probabilistic approaches to the analysis for the born and developed in other natural sciences, and the world of physical quantities is very different from the «maternal» economic. In physics, chemistry, general population is very high, many of them, apparently, can be considered infinite. A very large and the sample studied, and, crucially, they tend to increase the limit can be controlled in the experiment, reproducing the conditions necessary for the special physical facilities in the chemical equipment. In such a situation, it seems quite natural definition of probability as the limit of relative frequency of occurrence of the desired trait.
But in the physical world, many phenomena seem rare and unique, with all its attendant difficulties for the classical, «obektivistskogo», «frequency» understanding probability. For example, how can the answer to the question about what the likelihood of life on Mars, «obektivist-chastotnik»? If it refers to Mars as a unique phenomenon, a unique planet in the universe, then at best, his answer will be 0 or 1. If life is - 1, or no - 0. But most likely, he simply noted incorrectness of this issue, since for him the likelihood of - a characteristic of universality, and not a single phenomenon.
The economy of such violations of classical probability of occurrence of the conditions - the mass. We can say that the entire economy consists of such violations. World of people, if it fall «highly materialistic», without a relaxedness thinking, unique and limited. Unrealistic combined finite and small, so that many data sets can be interpreted as a comprehensive general population. Rada observing very short. And that is very different from the physics of the economy, it is impossible to conduct full-scale experiments with reproducible conditions.
In such a situation a useful and productive, at least outwardly, to approach the subjective probability. Subjective probability - a measure of confidence the researcher to the approval, the degree of confidence in its justice, finally, the measure of willingness to act in situations involving risk. «Subektivist» can give the probability of any, even unique events, including those in the most rigorous analysis. Based on their knowledge, experience, intuition, he can determine the probability of life on Mars, the probability of occurrence of Russia in the number of developed countries, the likelihood of environmental catastrophe on the planet, or World War II by mid-century. Of course, his assessment of the individual and subjective, but if you have several or even many, after their harmonizing, they certainly will become an element of objectivity. Is useful to understand that in this case, the approach to the probability of different from the classical «obektivistiki-frequency ».
Directions of the subjective and objective probabilities evolve in parallel. If the formal definition of objective probability is given for the first time Poisson in the second quarter of last century (1837), the Bernoulli in the early XVIII century (1713) suggested that the chance - this is the confidence with which a person belongs to a fortuitous event, and that the degree of credibility depends on his knowledge and different people may be different. In the second half of last century, Bay has proved its well-known theory of conditional probabilities are used and interpreted in the parameters of probability as the degree of confidence. These ideas formed the basis for the modern theory of decision making under uncertainty and, in general, the subjective probability approach, which is often called Bayesian.
The rapid development of this area began in XX century, due to the increasing interest in the science community to economic science. It should be called at least two scientists who have made a fundamental contribution to the theory of subjective probability and related utility theory - is John M. Kenns and Frank P. Ramsey and. In the USSR in the 40’s of the last century was a discussion on the basis of probability theory. Representatives of the subjective school failed.
Is the approach that combines, in a sense, the idea of subjective and objective probability. It is based on an understanding of multiple development in society in general and economics in particular. There are many possible states of the economy and ways of its development, the observed facts in its full extent is only a sample of a hypothetical general population, formed this set. Under such an approach was a series of frequency differences of understanding of probabilities in the economy. So. for example, the probability of occurrence of Russia in the number of developed countries by 2050, is the relative frequency of possible options for development of the country in which the «entry» took place in 2050, the total number of options. The question remains only. How can I find these options or even to count their number, ie as you can almost work with a hypothetical general population.
Modern economic science has a tool: it is mathematical modeling. Any mathematical model represents the infinite space of possible states of the economy, calculated on the model gives a point or a trajectory in this space. The model favored tool of economic experiments, almost the same meaning as in the natural sciences. Of course, the principal is the question of the adequacy of the model. But all this - the theme of other courses.
It seems, «subektivist», at least in some situations, assigning probabilities to various events, is implicitly a frequency approach with respect to some hypothetical general population. This hypothetical construct these together and work with them helped him to his knowledge, experience and intuition.