proc iml;
options nodate pagesize=60 linesize=80;
*This program generates a sampling distribution of standard deviatons from data 
drawn from a normal distribution.
You need to input parameters for
mu, the population mean, SD, the population standard deviation,
N (sample size) and number of samples Nsam;
*input mu, population mean;
mu = 10;
*Input SD, the population standard deviation;
SD=5;
*Input the sample size per sample for the sampling distribution;
N=50;
*Input the number of samples to be included in the sampling distribution;
Nsam=2;
out1 = j(Nsam,1,-999);
do h=1 to Nsam; * Set for Nsam iterations;
sample = normal(j(N,1,0));
*print sample;
sample = sample*SD+j(N,1,mu);
*print sample;
mean=sample[+,]/N;
dev=sample-j(N,1,mean);
devsq=dev#dev;
var=devsq[+,]/(N-1);
sdev=sqrt(var);
out1[h,]=sdev;
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;