topic variance distribution simulation using SAS in SAS Programming

variance distribution simulation using SAS

sousimou — Mon, 17 Sep 2018 09:07:55 GMT

Hello, can someone tell me how to simulation sampling distribution of variance.

my assumptions are : N : 50, mean 0.012 and variance : 0.0178

I think it should be Khi-square dist, I don't know how to do that via SAS.

thanks a lot

Re: variance distribution simulation using SAS

PeterClemmensen — Mon, 17 Sep 2018 09:14:14 GMT

You can simulate multiple samples of size N=50 like this. Should get you far

data Normal;
call streaminit(123);
do SampleID = 1 to 100;
   do i = 1 to 50;
      x = rand("Normal", 0.01284, 0.01797);
      output;
   end;
end;
run;

Re: variance distribution simulation using SAS

sousimou — Mon, 17 Sep 2018 09:36:23 GMT

Thank you Draycut for your quick answer.

this is helpfull.

your proposed SAS code will help me to simulate several normal samples. this will indeed allow to have a distribution of a serie of 100 variance.

knowing that Y= (n-1)*samplevar/populationvar follow a Khi square distribution (n-1) ddl, what draw the variable distrution againt it's probabilty. I thought I should simulation of Y using Khi square and then derive the variable from their !

if my reasoning is true, I don't knwo how to do it via SAS.