Abstract

In study of the statistical packages, simulation from probability distributions is one of the important aspects. This paper is based on simulation study from Bernoulli distribution conducted by various popular statistical packages like R, SAS, Minitab, MS Excel and PASW. The accuracy of generated random data is tested through Chi-Square goodness of fit test. This simulation study based on 8685000 random numbers and 27000 tests of significance shows that ability to simulate random data from Bernoulli distribution is best in SAS and is closely followed by R Language, while Minitab showed the worst performance among compared packages.

Highlights

  • Use of Statistical software is increasing day by day in scientific research, market surveys and educational research

  • This study focuses a comparison of random data generation from Bernoulli distribution among five softwares R, Statistical Analysis System (SAS), Minitab, MS Excel and Predictive Analytical Software (PASW) (Formerly SPSS)

  • In this paper R 2.11.1, SAS 9.1.3, Minitab 15, MS Excel 2007 and PASW 18 are explored in term of their accuracy of generating random data from Bernoulli distribution

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Summary

Introduction

Use of Statistical software is increasing day by day in scientific research, market surveys and educational research. This study focuses a comparison of random data generation from Bernoulli distribution among five softwares R, SAS, Minitab, MS Excel and PASW (Formerly SPSS). In this paper R 2.11.1, SAS 9.1.3, Minitab 15, MS Excel 2007 and PASW 18 are explored in term of their accuracy of generating random data from Bernoulli distribution. Following steps are used for comparison (i) Random samples are generated for different sizes (n=30, 50, 100, 250, 500 and 1000), for different values of the parameter p in range of 0.1(0.1)0.9 form the Bernoulli distribution using above mentioned softwares. (iv) Chi-Square goodness of fit test is conducted for a given sample size and a given value of p for each package, and number of poor fits are recorded in hundred replications (iii) The procedure is replicated one hundred times. (iv) Chi-Square goodness of fit test is conducted for a given sample size and a given value of p for each package, and number of poor fits are recorded in hundred replications

Literature Review
R Language
Minitab
MS Excel
Methodology of Comparison
Simulation and Random Data Generation
Calculation and Results
Future Directions

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