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On the accuracy of statistical procedures in Microsoft Excel 2010


All previous versions of Microsoft Excel until Excel 2007 have been criticized by statisticians for several reasons, including the accuracy of statistical functions, the properties of the random number generator, the quality of statistical add-ins, the weakness of the Solver for nonlinear regression, and the data graphical representation. Until recently Microsoft did not make an attempt to fix all the errors in Excel and was still marketing a product that contained known errors. We provide an update of these studies given the recent release of Excel 2010 and we have added Calc 3.3 and Gnumeric 1.10.16 to the analysis, for the purpose of comparison. The conclusion is that the stream of papers, mainly in Computational Statistics and Data Analysis, has started to pay off: Microsoft has partially improved the statistical aspects of Excel, essentially the statistical functions and the random number generator.

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I would like to thank Christian Ritter, Pierre Dagnelie, Bruce McCullough, and Talha Yalta for some references and Atika Cohen and two anonymous referees of a first version for their comments. I am deeply grateful to Bruce McCullough and Talha Yalta who kindly gave me their test files, for their support and their comments. I am not sure I would have completed this paper without the insistence of Bruce McCullough. I thank Richard Simard for his advice on TestU01. I would like to thank David Heiser, Daniel Fylstra and Skylab Gupta, both of Frontline Systems, for their comments on a second version and Joseph Billo on a third version. I am indebted to Jerry W. Lewis for his remarks, although not all could be addressed. I would like to thank the two anonymous referees of the last version of the paper, the co-editor Juergen Symanzik and the production editor Balaji Rajagopal, for their help, and Wassim Cornet for editing. I assume full responsibility for the paper. It is dedicated to the memory of Leo Knüsel who passed away on April 22, 2013.

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Correspondence to Guy Mélard.

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Mélard, G. On the accuracy of statistical procedures in Microsoft Excel 2010. Comput Stat 29, 1095–1128 (2014).

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  • Statistical function
  • Random number generator
  • Nonlinear regression
  • Calc 3.3
  • Gnumeric