Someone asked me how to get the Winsorized data into a SAS data set:

winX = Winsorize(X, 0.1);
create WinData from winX[colnama=varNames];
append from winX;;
close;

Then you can call PROC MEANS to get Winsorized means, standard deviations, percentiles, and so forth:

proc means data=WinData;
run;