The SIMSYSTEM Procedure

The SIMSYSTEM procedure simulates continuous univariate data from distributions in the Pearson and Johnson systems. You request these distributions by directly specifying their measures of skewness and kurtosis rather than their distribution names and mathematical parameters. This makes it convenient to simulate data from a series of distributions whose degrees of asymmetry and tail weight vary over a grid of skewness-kurtosis combinations.

A property of the Pearson and Johnson systems is that there is a unique distribution in each system for any feasible skewness-kurtosis combination. This generality, together with the convenience of specifying skewness and kurtosis, enables you to design simulation studies that have a greater variety of distributional shapes and to reach conclusions that are more reliable than is possible with smaller families of distributions—such as the lognormal and Weibull—that are traditionally used in simulation.