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eagles_dare13
Obsidian | Level 7

I wish to simulate(generate) a list of random numbers, where I specify the number of observations that I wish, the underlying distribution(normal,lognormal), the mean, the std. deviation and I want as  output a list of random numbers from this distribution.

Further I wish to draw a probability plot of these numbers, conforming to stathe distribution that they were drawn from.

How to do it in SAS?

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

This is found in Chapter 2 of Simulating Data with SAS. In the DATA step, use the RAND function within a loop to generate the data. Use the PROPPLOT statement in the UNIVARIATE procedure to construct the probability plot:

data Random;

N = 100;    /* sample size */

family = "Normal";  /* or "Lognormal" */

mean = 8;

stdDev = 3;

do i = 1 to N;

   x = rand(family, mean, stdDev);

   output;

end;

run;

/* draw propability plot */

proc univariate data=Random;

var x;

probplot x / square normal; /* or lognormal; optionally specify popluation parameters */

run;

View solution in original post

8 REPLIES 8
M_Maldonado
Barite | Level 11

This book is essential for what you want to do. Absolutely recommended!

Simulating Data with SAS® by

Astounding
PROC Star

This might be a good place to start:

http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000202908.htm

The example in the "Details" section is pretty close to one of your objectives.

Rick_SAS
SAS Super FREQ

This is found in Chapter 2 of Simulating Data with SAS. In the DATA step, use the RAND function within a loop to generate the data. Use the PROPPLOT statement in the UNIVARIATE procedure to construct the probability plot:

data Random;

N = 100;    /* sample size */

family = "Normal";  /* or "Lognormal" */

mean = 8;

stdDev = 3;

do i = 1 to N;

   x = rand(family, mean, stdDev);

   output;

end;

run;

/* draw propability plot */

proc univariate data=Random;

var x;

probplot x / square normal; /* or lognormal; optionally specify popluation parameters */

run;

eagles_dare13
Obsidian | Level 7

Thanks. How come the probplot does not represent a bell curve but more like a 45 degree straight line?

WendyCzika
SAS Employee

The probplot isn't plotting the distribution of x, but a probability plot, similar to a Q-Q plot.  This is from the doc:

The PROBPLOT statement creates a probability plot, which compares ordered variable values with the percentiles of a specified theoretical distribution. If the data distribution matches the theoretical distribution, the points on the plot form a linear pattern. Consequently, you can use a probability plot to determine how well a theoretical distribution models a set of measurements.

eagles_dare13
Obsidian | Level 7

Thanks. How to get the plot of the distribution? I am looking for something like xyplot(x, p);

Rick_SAS
SAS Super FREQ

You can get a histogram of the simulated sample by using the HISTOGRAM statement in PROC UNIVARIATE. To overlay a line plot of the distribution, specify the distribution name and any known parameters after a "slash" (/) :

histogram x / normal; /* or lognormal; optionally specify popluation parameters */

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