Hello, I'm simulating a variable say X that follows a normal standard distribution with the rannor() function. With n=5000, the mean of X is far from 0 and out of the prediction interval. With 100 000 000 generated variables, the mean is near 0 but we cannot simulate such a number of variables for the rest of our work. With R, the same simulation produces a variable with a mean less than 1.10-4 in absolute value and this with only 500 generated variables. The same problem occurs with the normal() function. I use SAS 9.2 with Windows 7 X64. Do you encounter the same problem ? Is it due to SAS ? Here is my code : data test;     do i=1 to 10000;     Y1=rannor(-1);     Y2=normal(-1);     output;     end; run; proc means data=test; var Y1 Y2; run; ... View more