![The Wishart distribution: Covariance matrices for multivariate normal data](https://blogs.sas.com/content/iml/files/2014/11/wishart.png)
I've written about how to generate a sample from a multivariate normal (MVN) distribution in SAS by using the RANDNORMAL function in SAS/IML software. Last week a SAS/IML programmer showed me a program that simulated MVN data and computed the resulting covariance matrix for each simulated sample. The purpose of