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sousimou
Calcite | Level 5

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

2 REPLIES 2
PeterClemmensen
Tourmaline | Level 20

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;
sousimou
Calcite | Level 5

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.

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