proc iml;
options nodate pagesize=60 linesize=80;
*This program generates a sampling distribution of means from a normal distribution.
You need to input parameters mu (population mean) SD (population SD)
N (sample size) and number of samples Nsam;
*input mu, the population mean;
mu1 = 50;
mu2 = 55;
*input SD, the population standard deviation;
SD1= 20;
SD2= 20;
*Input the sample size per sample for the sampling distribution;
N1 = 50;
N2 = 50;
*Input the number of samples to be included in the sampling distribution;
Nsam=1000;
out1 = j(Nsam,3,-999);
do h=1 to Nsam; * Set for Nsam iterations;
sample1 = normal(j(N1,1,0));
*print sample;
sample1 = sample1*SD1+j(N1,1,mu1);
mean1=sample1[+,]/N1;
out1[h,1]=mean1;
*******;
sample2 = normal(j(N2,1,0));
*print sample;
sample2 = sample2*SD2+j(N2,1,mu2);
mean2=sample2[+,]/N2;
out1[h,2]=mean2;
out1[h,3]=mean1-mean2;
end;
*create output datasets;
create out2 from out1;
append from out1;
quit;
data d2; set out2;
*If you want to save the distribution, write to an external file;
*file 'c:/sas/mike/corrs';
*put col1 8.4;
proc univariate plot normal;
run;