In reply to Rick Wicklin.

Hi Rick,

I was also quite confused about the range of x-axis of the qqplot from univariate and the ones obtained from the Data Step described above. Then I realized that the univariate gives quantile of a standard distribution. So, by correctly specifying the second parameter of the quantile function, we can get the same result as the proc univariate.

However, I have one question. For distributions such as gamma, the shape parameter needs to be specified. I have used the shape parameter estimated by the proc univariate in the quantile function. Then I get a similar qqplot from univariate and the above method. If I use the estimated scale parameter in the quantile function then I get quantiles of the non-standardized distribution.. Am I interpreting this corrctly?

Thanks a lot in advance,