Long Tail Distributions

[jpindfw]

We are trying to fit some "long tail" distributions, either generalized extreme value distributions, power laws, etc. But we have little experience with it and wondered if anyone else had used SAS to do something similar. Thanks for any feedback.

[Paige]

PROC CAPABILITY can fit a wide variety of distributions, including the Johnson family of distributions, which would allow you to fit very long tailed distributions.