Simulation of Three Parameter Lognormal Distribution in SAS

Raging · 2011-06-15 20:00:19

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 08:00PM

#1

Raging

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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 16-06-2011 10:29PM

Ostrom

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At the risk of sending you in the wrong direction....

The journal teaching statistics (or some variation on that title) regularly publishes short papers on simulating teaching data. I've used it a few times - not specifically for this - but most of the authors use minitab. You might find something there?

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