Science and Education Publishing American Journal of Applied Mathematics and Statistics 2328-7292 3 6 2015 12 2 Application Bayesian Approach in Tasks Decision-Making Support 257 262 EN Aliyeva Tarana Abulfaz Department of Information Economic and Technology, Azerbaijan State Economic University, Baku, Azerbaijan AJAMS2015367 10.12691/ajams-3-6-7 2015 8 4 2015 9 29 2015 11 30 The proposed work is devoted to the use of the Bayesian approach based on probabilistic method of use, along with the original statistical data prior information about the current process. Especially significant advantages over classical methods in terms of the accuracy of the statistical inference Bayesian approach is in the relatively small samples, which is very characteristic of the simulation. A theorem on minimizing classification error probability is proved. About choosing a priori distribution parameters from the coordinated class of distributions is considered.