By the way, in SAS/IML 9.22 and beyond there are explicity MEAN and VAR functions:
MEAN: http://support.sas.com/documentation/cdl/en/imlug/64248/HTML/default/viewer.htm#imlug_langref_sect19...
VAR: http://support.sas.com/documentation/cdl/en/imlug/64248/HTML/default/viewer.htm#imlug_langref_sect32...
For computing the variance of each column prior to SAS/IML 9.22, see http://blogs.sas.com/content/iml/2011/04/07/computing-the-variance-of-each-column-of-a-matrix/
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Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
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