How do I simulate Bernoulli observations?

I want to simulate 1000 Bernoulli observations with p = 0.2 and compute an MLE estimate of p along with standard errors and t-statistics, what's the easiest way to do so?

Answer 1

[Prachi Kulkarni]

Hi,

You can generate the Bernoulli observation and get the statistics as follows.

n = 1000;
p = 0.2;
data = binornd(1,p,n,1); % Generate 1000 observatiosn of Bernoulli Trials with p = 0.2
phat = mle(data,Distribution="Bernoulli"); % Maximum Likelihood Estimate of p
se = std(data)/sqrt(n); % Standard Error of Mean
[hypothesis,pvalue,ci,stats] = ttest(data); % t-statistics

For more information, see the following documentation.

binornd

mle

ttest