How to resolve the algorithm Statistics/Normal distribution step by step in the SAS programming language

Published on 12 May 2024 09:40 PM
#Sas

How to resolve the algorithm Statistics/Normal distribution step by step in the SAS programming language

Table of Contents

Problem Statement

The Normal (or Gaussian) distribution is a frequently used distribution in statistics. While most programming languages provide a uniformly distributed random number generator, one can derive normally distributed random numbers from a uniform generator.

Let's start with the solution:

Step by Step solution about How to resolve the algorithm Statistics/Normal distribution step by step in the SAS programming language

Source code in the sas programming language

data test;
n=100000;
twopi=2*constant('pi');
do i=1 to n;
	u=ranuni(0);
	v=ranuni(0);
	r=sqrt(-2*log(u));
	x=r*cos(twopi*v);
	y=r*sin(twopi*v);
	z=rannor(0);
	output;
end;
keep x y z;

proc means mean stddev;

proc univariate;
histogram /normal;

run;

/*
Variable            Mean         Std Dev
----------------------------------------
x             -0.0052720       0.9988467
y            0.000023995       1.0019996
z              0.0012857       1.0056536
*/

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