I am having trouble trying to figure to create a 95% confidence interval for this gamma distribution and calculating the miss right and miss left and their percentages for the sims. From reading User's Guide, I don't know if i should use prov unvariate or the gamma shape parameter. I would appreciate it if someone could help me. data sample (keep=i x);
sims=10000;
size= 20;
a=3;
do i=1 to sims;
do k=1 to size;
x=RAND('GAMMA',a);
output;
end;
end;
run;
proc sgplot data=sample;
WHERE i=1; /* plot first sample */
histogram x;
run;
proc sgplot data=sample;
WHERE i=2; /* plot second sample */
histogram x;
run;
proc iml;
nsim=3;
do i=1 to nsim;
free x;
x = j(20,1,.);
call randgen(x,'GAMMA',3);
xbar=mean(x);
s=std(x);
k3=kurtosis(x);
print xbar, s,k3;
end;
run;quit;
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