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Simulation of Three Parameter Lognormal Distribution in SAS

Raging · 2011-06-15 19:58:20

As part of a project I am trying to fit a distribution to some log loss data in SAS. The three parameter lognormal distribution appears to be the best fit for the data. Does anyone have any idea how I would go about simulating a three parameter lognormal distrinution in SAS?

15-06-2011 7:58pm

#1

Raging

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Join Date: February 2010

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As part of a project I am trying to fit a distribution to some log loss data in SAS. The three parameter lognormal distribution appears to be the best fit for the data. Does anyone have any idea how I would go about simulating a three parameter lognormal distrinution in SAS?

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#2 25-06-2011 11:48pm

WeatherOrWhich

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Could you use the function in this link? ( http://www2.sas.com/proceedings/sugi31/198-31.pdf )

You could adapt the two parameter lognormal to incorporate the third parameter since it is just a shift of the location parameter of the two parameter distribution (http://www.itl.nist.gov/div898/handbook/apr/section1/apr164.htm).

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