Name
Orlov Alexander Ivanovich
Scholastic degree
•
•
•
Academic rank
professor
Honorary rank
—
Organization, job position
Bauman Moscow State Technical University
Web site url
—
Articles count: 155
The article is devoted to the nonparametric point and
interval estimation of the characteristics of the
probabilistic distribution (the expectation, median,
variance, standard deviation, variation coefficient) of
the sample results. Sample values are regarded as the
implementation of independent and identically
distributed random variables with an arbitrary
distribution function having the desired number of
moments. Nonparametric analysis procedures are
compared with the parametric procedures, based on
the assumption that the sample values have a normal
distribution. Point estimators are constructed in the
obvious way - using sample analogs of the
theoretical characteristics. Interval estimators are
based on asymptotic normality of sample moments
and functions from them. Nonparametric asymptotic
confidence intervals are obtained through the use of
special output technology of the asymptotic relations
of Applied Statistics. In the first step this technology
uses the multidimensional central limit theorem,
applied to the sums of vectors whose coordinates are
the degrees of initial random variables. The second
step is the conversion limit multivariate normal
vector to obtain the interest of researcher vector. At
the same considerations we have used linearization
and discarded infinitesimal quantities. The third step
- a rigorous justification of the results on the
asymptotic standard for mathematical and statistical
reasoning level. It is usually necessary to use the
necessary and sufficient conditions for the
inheritance of convergence. This article contains 10
numerical examples. Initial data - information about
an operating time of 50 cutting tools to the limit
state. Using the methods developed on the
assumption of normal distribution, it can lead to
noticeably distorted conclusions in a situation where
the normality hypothesis failed. Practical
recommendations are: for the analysis of real data we
should use nonparametric confidence limits
In various applications it is necessary to analyze
some expert orderings, ie clustered rankings of
examination objects. These areas include technical
studies, ecology, management, economics, sociology,
forecasting, etc. The objects may make samples of
the products, technologies, mathematical models,
projects, job applicants and others. We obtain
clustered rankings which can be both with the help
of experts and objective way, for example, by
comparing the mathematical models with
experimental data using a particular quality criterion.
The method described in this article was developed
in connection with the problems of chemical safety
and environmental security of the biosphere. We
propose a new method for constructing a clustered
ranking which can be average (in the sense,
discussed in this work) for all clustered rankings
under our consideration. Then the contradictions
between the individual initial rankings are contained
within clusters average (coordinated) ranking. As a
result, ordered clusters reflects the general opinion
of the experts, more precisely, the total that is
contained simultaneously in all the original
rankings. Newly built clustered ranking is often
called the matching (coordinated) ranking with
respect to the original clustered rankings. The
clusters are enclosed objects about which some of
the initial rankings are contradictory. For these
objects is necessary to conduct the new studies.
These studies can be formal mathematics
(calculation of the Kemeny median, orderings by
means of the averages and medians of ranks, etc.) or
these studies require involvement of new information
from the relevant application area, it may be
necessary conduct additional scientific research. In
this article we introduce the necessary concepts and
we formulate the new algorithm of construct the
coordinated ranking for some cluster rankings in
general terms, and its properties are discussed
The basic ideas of the developed by us solidary
information economy are analyzed (the original
name - the nonformal informational economy of
the future). Its use as the base of modern
organizational-economic theory in exchange for the
term of “economics” is proved. The core of
researches in the field of the NIEF is forecasting of
development of the future society and its economy,
working out of organizational-economic methods
and models, necessary for the future and intended
for increase of efficiency of managerial processes.
The economy is a science how to make, instead of,
how to divide profit. The basic kernel of the
modern economic theory is an engineering
economy. As the economic component of state
ideology of Russia we offer solidary information
economy. According to the solidary information
economy the modern information technology and
decision theory allow, based on the “open network
society”, to build information and communication
system designed to identify the needs of people and
the organization of production in order to meet
them. To implement this feature we must have
political will of leadership of economic unit, aimed
at transforming the management of this economic
unit. In particular, as is already happening in all
developed countries, the Russian state should
become a major player in the economy
Based on an objective analysis, it must be noted that
in the arsenal of managers, especially foreign ones,
there is practically no fundamentally new methods
and tools. However, promising mathematical and
instrumental methods of controlling actively
developed in our country. In the XXI century it
developed a new paradigm of mathematical methods
of economics and produced more than 10 books,
developed in accordance with this paradigm. The
new paradigm is based on the modern development
of mathematics as a whole - on the system interval
fuzzy math. The new paradigm offers tools used
non-parametric statistics, which suggest that the
distribution functions are arbitrary. In 1979 it was
allocated one of the four major areas of modern
applied statistics - statistics of objects of nonnumeric
nature (statistics of non-numeric data, nonnumeric
statistics). The other three - statistics of
random variables, multivariate statistical analysis,
statistics of random processes and time series.
Statistics of objects of non-numeric nature is central
to the modern mathematical methods of economics.
On the basis of modern information-communication
technologies we have developed a new economic
theory - solidary information economy. New
intellectual tools of controlling include an
automated system-cognitive analysis (ASA) and its
software - the system of "Eidos". The systems
approach to solving specific applications often
requires going beyond the economy. Very important
are the procedures for the introduction of innovative
methods and tools
The real facts presented in this article, demonstrate
the great importance in today's world of strategic
management, methods of analyses of innovations
and investments and the role of the theory of
decision-making in these economic disciplines. We
have given the retrospective analysis of the
development of nuclear physics research. For the
development of fundamental and applied science in
the second half of the twentieth century, we had a
very great importance of the two events: the
decision of US President Roosevelt to deploy
nuclear program (adopted in response to a letter
from Einstein) and the coincidence in time between
the completion of the construction of nuclear bomb
and the end of World War II. The nuclear bombing
of Hiroshima and Nagasaki has determined the
developments in science and technology for the
entire second half of the twentieth century. For the
first time in the entire history of the world the
leaders of the leading countries clearly seen that
fundamental research can bring great practical
benefit (from the point of view of the leaders of
countries). Namely, they can give the brand new
super-powerful weapon. The consequence was a
broad organizational and financial support of
fundamental and deriving from them applied
research. Is analyzed the influence of fundamental
and applied research on the development and
effective use of new technology and technical
progress. We consider the development of
mathematical methods of research and information
technology, in particular, the myth of "artificial
intelligence"
We are developing a new organizational-economic
theory - solidary information economy, based on
the views of Aristotle. The name of this theory has
changed over time. Initially, we used the term
"nonformal information economy of the future",
and then began to use the term "solidary
information economy." In connection with
Biocosmology and neo-Aristotelism preferred is an
adequate term "functionalist organic information
economy. Further development of our theory is the
subject of this article. We begin with a brief review
of the economic views of Aristotle and the basic
ideas of solidary information economy. Then are
substantiated the withering away of the Family,
Private Property and the State. We discuss the
evolution of money - from gold coins to IOUs and
conventional units of circulation. We prove that the
market economy has remained in the XIX century
and the mainstream in modern economic science -
justification of insolvency of a market economy
and the need to move to a planned system of
economic management. We examine the impact of
ICT on economic activity. We develop the
approaches to decision-making in the functionalist
organic information economy. On the basis of
modern decision theory (especially expert
procedures) and information-communication
technologies earthlings can get rid of chrematistics
and will understand the term "economy" according
to Aristotle
When developing management solutions with the
aim of joint consideration and comparison of
various factors, partial removal of uncertainty is
widely used ratings. In the theory of decisionmaking
in almost the same sense, we use the terms
"composite index" or "integrated indicator". The
article is devoted to the mathematical theory of
ratings as tools for studying socio-economic
systems. We considered, primarily, linear ratings
which is a linear function from a single (private)
indicators (factors, criteria), constructed using the
coefficients of importance (weightiness,
importance). The study discusses the factors
affecting the magnitude of the ratings. Three groups
of causes affect the value of a line ranking: the ways
of measurement of individual indicators, the choice
of the set of indicators; the values of the coefficients
of importance. We considered binary ratings when
the rating takes two values. To compare the
proposed rankings we use a new indicator of the
quality of diagnostics and prognostic power.
Significantly, in many managerial situations,
significant differences between objects are identified
using any rating. According to the fundamental
results of stability theory, the same source data
should be processed in several ways. Matching
findings, obtained using multiple methods, likely
reflect the properties of reality. The difference is the
result of a subjective selection method. When using
the results of the comparison of objects according to
several indicators (criteria ratings), including in
dynamics, very useful is the selection of the Pareto
set. We discuss the examples of the application of
the decision theory, expert evaluations and rankings
when developing complex technical systems
The purpose of mathematical statistics is
development of methods for the data analysis
intended to solve applied problems. Over time,
approaches to the development of data analysis
methods have changed. A hundred years ago, it was
assumed, that the distributions of the data have a
certain type, for example, they are normal
distributions, and on that assumption they developed
a statistical theory. The next stage, in the first place
in theoretical studies there are limit theorems. By
"small sample" we mean a sample, which can not be
applied to conclusions based on the limit theorems.
In each statistical problem there is a need to divide
the final sample sizes into two classes - those for
which you can apply the limit theorems, and those
for which you can not do it because of the risk of
incorrect conclusions. To solve this problem we
often used the Monte Carlo method. More complex
problems arise when studying the effect on the
properties of statistical procedures for data analysis
of various deviations from the original assumptions.
To study such impact, we often used the Monte
Carlo method as well. The basic (and not solved in a
general way) problem of the study of the stability of
the findings in the presence of deviations from the
parametric families of distributions is the problem of
choosing some distributions for using in modeling.
We consider some examples of application of the
Monte Carlo method, relating to the activities of our
research team. We have also formulated basic
unsolved problems
In the statistical hypothesis testing, critical values
often point to a priori fixed (nominal) significance
levels. As such, typically researcher uses the values
of three numbers 0.01, 0.05, 0.1, to which may be
added a few levels: 0.001, 0.005, 0.02, and others.
However, for the statistics with discrete distribution
functions, which, in particular, include all
nonparametric statistical tests, the real significance
levels may be different from the nominal, differ at
times. Under the real significance level we refer to
the highest possible significance level of discrete
statistics, not exceeding a given nominal
significance level (ie, the transition to the next
highest possible value corresponding discrete
statistical significance level is greater than a
predetermined nominal). In the article, we have
discussed the difference between nominal and real
significance levels on the example of nonparametric
tests for the homogeneity of two independent
samples. We have also studied two-sample
Wilcoxon test, the criterion of van der Waerden,
Smirnov two-sample two-sided test, sign test, runs
test (Wolfowitz) and calculated the real significance
levels of the criteria for nominal significance level
of 0.05. The study of the power of these statistical
tests is accomplished by means of Monte Carlo
method. The main conclusion: the use of nominal
significance levels instead of real significance levels
for discrete statistics is inadmissible for small
sample sizes
In many applications, we study the time series (or a
random process), which is the sum of the periodic
deterministic function of time and random errors that
distort the periodic signal. It is required to estimate
the length of the period and the periodic component.
It does not assume that the periodic function is
included in any parameter family of functions, such
as finite sums of sines and cosines. It is obvious that
the assumption of occurrence of a periodic function
in parametric family does not meet the
characteristics of the real world, ie, is conditional,
internal mathematical (look for the keys under the
lamp because there is a light, not in the bush, where
lost, because there are dark). For similar reasons, it
is impossible to assume that the distribution function
of the random errors is included in any parameter
family of distributions. In accordance with the new
paradigm of mathematical statistics in this article we
studied the problem of nonparametric estimation
(minimum) length of the period and the periodic
component of the signal. On the basis of natural
variation and scope of indicators is suggested a new
class of nonparametric estimators of the length of the
period and the periodic component in the time
series. Based on the general results of statistics of
objects of non-numeric nature we proved the
consistency of these estimates. From the practical
point of view it is necessary to minimize the
numerical (one parameter - ability length of period
of time) one or more of the 66 functionals, described
in the article