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Теорема О Существовании Разрывов В Шкале Вероятностей
[Theorem of existence of ruptures in the probability scale]

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  • Harin, Alexander

Abstract

A theorem of existence of ruptures in the probability scale has been proven. The theorem can be used, e.g., in economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to create the correcting formula of forecasting.

Suggested Citation

  • Harin, Alexander, 2010. "Теорема О Существовании Разрывов В Шкале Вероятностей [Theorem of existence of ruptures in the probability scale]," MPRA Paper 20593, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:20593
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    File URL: https://mpra.ub.uni-muenchen.de/20593/5/MPRA_paper_20593.pdf
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    References listed on IDEAS

    as
    1. Harin, Alexander, 2009. "Ruptures in the probability scale? Calculation of ruptures’ dimensions," MPRA Paper 19348, University Library of Munich, Germany.
    2. Daniel Kahneman & Richard H. Thaler, 2006. "Anomalies: Utility Maximization and Experienced Utility," Journal of Economic Perspectives, American Economic Association, vol. 20(1), pages 221-234, Winter.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    probability; economics; forecasting; modeling; modelling; utility; decisions; uncertainty;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • A1 - General Economics and Teaching - - General Economics
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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