Poisson-binomial distribution in SAS

[Gabee]

Dear All,

I was assigned to a task in which I should use Poisson-binomial distribution calculation, but as far as I know there is no Poisson-binomial density fuction available in SAS.

I have found the following article which describes the computation background and I know that it is implemented in R but I should use it in SAS.

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.220.8708&rep=rep1&type=pdf

I have also found an article about the DISCRATE procedure which is supported by the authors, not by the SAS Institute:

http://www.sascommunity.org/sugi/SUGI83/Sugi-83-162%20Geaghan%20Gates%20Williams.pdf

Please let me know if you have any idea how I could implement Poisson binomial density in SAS.

[Rick_SAS]

To clarify, which of the four functions for working with distributions do you need? You say "density", so I assume you want the discrete PMF. Do you also need CDF? Quantiles? Random number generation for simulating data from this distribution?

Also, do you have SAS/IML? What version of SAS are you running?

[Gabee]

Dear Rick,

I am mostly interested in CDF but if you have any information, examples for the others please let me know.
Yes, we have SAS/IML licenced. Version: SAS 9.3TS1M2

Thank you for your help in advance!