In statistics, the normal (Gaussian) distribution serves as a reference for many statistical quantities. For example, a normal distribution has excess kurtosis equal to zero, and other distributions are classified as leptokurtic (heavier-than-normal tails) or platykurtic (lighter-than-normal tails) in comparison. Similarly, the standard deviation of a normal distribution (σ) is

A previous article shows how to use PROC FCMP to define the PDF, CDF, and quantile functions for the three-parameter Burr XII distribution. I also defined the log-PDF function, which is used during maximum likelihood estimation (MLE) of parameters. This article shows how to fit the Burr distribution to data

SAS supports more than 25 common probability distributions for the PDF, CDF, QUANTILE, and RAND functions. If you need a less-common distribution, you can implement new distributions by using Base SAS (specifically, PROC FCMP) or the SAS/IML language. This article shows how to use call functions related to the three-parameter