Elements of a numerical probabilistic analysis

In this paper the authors define the notion of a numerical probabilistic analysis. Its elements are considered in terms of theories and their applicability in practice. The authors explore the notion of probabilistic extensions, present overview of the approaches to the calculation of functions of random arguments and operations on them, and provide with examples of elements of the analysis in the practice of solving economic problems. It is shown that this approach can be considered in some cases, as a real alternative to the Monte Carlo method that can significantly improve the calculation accuracy and to reduce their volume.