The SIMSYSTEM Procedure
MOMENTGRID Statement
MOMENTGRID SKEWNESS=values KURTOSIS=values <MEAN=values STDDEV=values>;
The MOMENTGRID statement specifies a grid of combinations of skewness (
) and kurtosis (
) for the distributions that you want to sample. Each value of that you specify in the SKEWNESS= option is paired with all the values of that you specify in the KURTOSIS= option to form a series of combinations 
. Distributions are produced and sampled for all the combinations.
The moment values that you specify should be the values that you believe might be relevant to the process that you intend to study with the simulation. They might be suggested by sample moments computed from historical data or by the shape of the corresponding distributions, as indicated by surveys such as those in Shapes of Pearson and Johnson Density Functions.
The MOMENTGRID statement is recommended for situations in which you want to conduct a simulation study for a rectangular grid of moment ratio combinations, so that you can draw conclusions about the systematic effects of skewness and kurtosis. If you use the MOMENTGRID statement, then you cannot also use the MOMENTS statement or the DATA= option in the PROC SIMSYSTEM statement.
You must specify the following options:
- KURTOSIS=values
specifies values of kurtosis, denoted by
. Kurtosis values must be greater than 
, where is the associated value of skewness that you specify in the SKEWNESS= option. - SKEWNESS=values
specifies the skewness values. Any numeric value is valid in principle, although extremely heavily skewed distributions might be numerically unstable.
You can also specify the following options:
You can specify any number of values in any of these options. The number of combinations that are defined will be the product of the number of values in each specification.