SIMSYSTEM Procedure
MOMENTS Statement
MOMENTS SKEWNESS=values KURTOSIS=values <MEAN=values STDDEV=values>;
The MOMENTS statement specifies parallel lists of skewness and kurtosis for the distributions that you want to sample. Each value of 
that you specify in the SKEWNESS= option is paired with the corresponding value of 
that you specify in the KURTOSIS= option to form a list of combinations 
. A distribution is produced and sampled for each combination in the list.
The moment values that you specify should be the values that you believe might be relevant to the process that you intend to study with the simulation. They might be suggested by sample moments computed from historical data or by the shape of the corresponding distributions, as indicated by surveys such as those in Shapes of Pearson and Johnson Density Functions.
If you use the MOMENTS statement, then you cannot also use the MOMENTGRID statement or the DATA= option in the PROC SIMSYSTEM statement.
You must specify the following options:
- KURTOSIS=values
specifies values of kurtosis, denoted by
. Kurtosis values must be greater than 
, where is the associated value of skewness that you specify in the SKEWNESS= option. - SKEWNESS=values
specifies values of skewness, denoted by
. Any numeric value is valid in principle, although extremely heavily skewed distributions might be numerically unstable.
You can also specify the following options:
If you specify 
values in any of the four options (SKEWNESS=, KURTOSIS=, MEAN=, and STDDEV=), then in each of the remaining options you must specify either exactly n values or one value. The procedure will create exactly n combinations of moments by using values from each option in the order specified and by reusing single values.