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. On the SAS Support Communities, a SAS programmer asked how to implement the generalized extreme value (GEV) distribution in SAS. This article shows how to use PROC FCMP and PROC IML to implement functions for working with the GEV distribution. T...
