Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of SAS/IML software. His areas of expertise include computational statistics, simulation, statistical graphics, and modern methods in statistical data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.
Wisdom has built her house; She has hewn out her seven pillars. – Proverbs 9:1 At the 2014 Joint Statistical Meetings in Boston, Stephen Stigler gave the ASA President's Invited Address. In forty short minutes, Stigler laid out his response to the age-old question "What is statistics?" His answer was
In SAS software, you can use the QUAD subroutine in the SAS/IML language to evaluate definite integrals on an interval [a, b]. The integral is properly defined only for a < b, but mathematicians define the following convention, which enables you to make sense of reversing the limits of integration:
Unless you diligently read the "What's New" chapter for each release of SAS software, it is easy to miss new features that appear in the language. People who have been writing SAS/IML programs for decades are sometimes surprised when I tell them about a useful new function or programming feature.
