topic Re: Poisson Distribution in New SAS User

Poisson Distribution

fibonacheese — Wed, 23 Oct 2019 23:34:45 GMT

Hi, I am not sure how to get started on this question:

Generate 2000 samples of size 40000 random numbers from a Poisson distribution with lambda = 8. For each of these 2000 samples calculate the mean.

so far I have

data poisson;
call streaminit (0);
psamples = 2000;
psizesamp = 40000;
lambda = 8;
do psample = 1 to psamples;

do n2 = 1 to psizesamp;

end;

I understand that I will need to use a nested loop, but I do not know how to set up poisson distribution. I imagine it is somewhat similar to uniform distribution. Anyone know how I would do that or any resources to look at! Thank you

Re: Poisson Distribution

PGStats — Thu, 24 Oct 2019 03:11:51 GMT

Get a random Poisson value with:

x = rand("Poisson", lambda);

Re: Poisson Distribution

KachiM — Thu, 24 Oct 2019 04:06:34 GMT

@fibonacheese

As indicated by @PGStats try the following:

data poisson;
   call streaminit (0);
   retain sumy meantotal;
   psamples = 20; *2000;
   psizesamp = 40000;
   lambda = 8;
   do psample = 1 to psamples;
      sumy = 0;
      do n2 = 0 to psizesamp;
         y = rand("Poisson", lambda);
         sumy + y;
      end; 
      mean = sumy / psizesamp;
      meantotal + mean;
      *output;
   end;
   mom = meantotal / psamples;
   put 'Mean of the Means ' mom;
run;

See the commented statements for lesser / no output. A better way is to keep out the initial values as macro variables for not to load them into PDV as:

%let lambda = 8;
%let psamples = 2000;
%let psizesamp = 40000;

and inserting them into the code.