Statistical modelling is one of the most widespread methods of research of economic and urban eco¬environment systems. The selection of methods of modelling of the urban eco-environment systems depends on a great number of conditions tmodelfinq components) of the system being researched. The method of statistical modelling allows developing different scenarios of functioning of the investigated economic and urban eco¬environment systems. Most of the economic processes and urban eco-environment systems are complex entities, consisting of a great number of interrelated subsystems (which in their turn also are complex objects and require a detailed study), changing their positions in space and time. For researching economic and urban eco-environment systems it is impossible to create an effective model by applying traditional analytical methods In such cases it is necessary to use the methods of statistical modelling using Monte Carlo method. In the process of modelling the most frequently method used to model multivariate distribution incidental values is the parametric method of mod¬elling. In this case it is necessary to establish parameters of common distribution of incidental values characteriz¬ing the factors under consideration. Usually this is done by means of evaluation of parameters of multivariate dis¬tribution, i.e. by establishing the most suitable distribution, deriving from the available empirical data. On the basis of the obtained model it is possible to estimate the behaviour of the investigated economic and urban eco¬environment systems in relation with probabilities and therefore its expected values what is not possible to do with classical methods. When establishing the distribution of parameters describing the behaviour of investigated economic and urban eco-environment systems from empirical information most frequently is insufficient for a credible assessment of parameters offered by the function of distribution. In these cases it is necessary to use non parametric modelling methods, given distribution of incidental values and then modelling parameters of distri¬bution. The objective of the paper is to describe the technique of using of statistical modelling methods for inves¬tigation of economic and urban eco-environment systems.