Mike: The good folks at Tech Support recently helped me with a similar query.  Sure would like to see some more distributions available in Base SAS PDF/CDF functions - that list has changed very little in many years.  A small example below. Regards, -Matt data x;       mu = 0;     sigma = 1;     do delta = -1 to 1 by 0.25, 2, 10;             * delta is correlation coefficient 0 <= delta <= 1;             do eta=-5 to 5 by 0.1;             probit = cdf('normal', eta);             sn = 2*probbnrm( eta, 0, -delta);             snPDF =  2*pdf('normal', eta)*cdf('normal', -delta*eta);             sn3PDF =  2*pdf('normal', eta)*cdf('normal', -delta*eta);             output;         end;     end; run; %setup; proc gplot data=x;   title 'Skew Normal PDF';     plot snPDF*eta=delta          /  legend=legend1;     plot /* probit*eta=delta */ sn*eta=delta          / legend=legend1; run; ... View more