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Jay_S
Calcite | Level 5
I would like to generate a Call fx that pulls from a skewed distribution, but I am new to SAS. Right now I am able to create a RANNOR distribution only.

Right now the code reads:
VALUE=abs(int(4+sqrt(26)*rannor(10)))

But I would like the VALUE to be pulled from a skewed distribution with median/mean and mode value, instead of this normal distribution.

Thank you.
1 REPLY 1
Olivier
Pyrite | Level 9
Take a look at the documentation for the RAND function, which can pull values from various distribution, including skewed ones like Gamma.

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