The description of the objectivity of the approaches which are the most often used for comparative estimation of the economical development and the living standards of the population of the countries of the world is suggested. The reasonability of usage for such estimation the methods of multidimensional statistical analysis is grounded. In particular, using the cluster analysis the comparison of social-economic development of the countries of Europe and the optimization of the set of indexes necessary for this are carried out.

Keywords: comparative valuation, integral index, rating, multivariate classification, cluster analysis, standardization of factors.