Date:         Tue, 4 Oct 2005 13:21:08 -0700
Reply-To:     David L Cassell <davidlcassell@MSN.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         David L Cassell <davidlcassell@MSN.COM>
Subject:      Re: draw a normal distribution (also lognormal)
In-Reply-To:  <200510040436.j94321Qg027207@mailgw.cc.uga.edu>
Content-Type: text/plain; format=flowed

depuy001@NOTES.DUKE.EDU replied:
>I believe the following will create a normal distribution (with mean 0 and
>std dev 1) Note that it looks much more normal if you use 1000 points, etc.
>If you want to get particular, you can have Proc Univariate draw in lines
>for what a normal and/or lognormal distribution, with the mean/std dev of
>the data, should look like.
>
>data file1;
>    do i = 1 to 100;
>      j = rannor(i);
>      k = exp(j);
>      output;
>    end;
>
>run;

This will produce 100 normal(0,1) variates.

Whether there will be a covariance problem is a harder issue.  I can't tell
at
first glance.

The problem is that the parameter for rannor [as for the rest of the random
variate functions and call routines] is the SEED.  It's not a counter.  So
this
would really be better if you declared a (randomly chosen) seed to start
with,
and let SAS manage the (pseudo) random number stream internally:

data file1;
  SEED = 59678463;
  do i = 1 to 100;
    j = rannor(SEED);
    k = exp(j);
    output;
    end;
  run;


To get a random variate from a normal(mu, sigma**2) distribution, all
you have to do is:


data file1;
  SEED = 59678463;
  mu=10;
  sigma=7;

  do i = 1 to 100;
    j = mu + sigma * rannor(SEED);
    output;
    end;
  run;


I don't know if Venita's approach puts you at risk of mucking up the stream
for
the PRNG (Pseudo-Random Number Generator), but forcing a specific sequence
from the PRNG sounds like a bad idea.  I'm sure someone on SAS-L will be
motivated enough to sit down and run off 100,000 variates using Venita's
schema
and check them against a few dozen of the random-number tests, just to see.

David
--
David L. Cassell
mathematical statistician
Design Pathways
3115 NW Norwood Pl.
Corvallis OR 97330

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