SIMSYSTEM Procedure

In contrast to the traditional approach of simulating from families of distributions, the SIMSYSTEM procedure simulates values from the Pearson system of distributions (Pearson 1895, 1901, 1916) and the Johnson system of distributions (Johnson 1949). You request a range of distributions simply by specifying combinations of skewness and kurtosis, also referred to as moment ratios, rather than names and parameters of distributions, as illustrated in the following statements:

proc simsystem system=pearson n=10000 seed=15531;
   moments skewness = 0  0  0  0.5  1.0
           kurtosis = 3  2  4  3.5  4.5;
   output out=mylib.MySimulation;
run;

In this example, the procedure simulates 10,000 values from each of five Pearson distributions. The first distribution, with a skewness of 0 and a kurtosis of 3, is the normal distribution. The next two distributions are also symmetric (with a skewness of 0) but differ from the normal distribution in their values of kurtosis. The final two distributions are skewed (with skewness values of 0.5 and 1.0) and have different values of kurtosis (3.5 and 4.5).