The NORMAL function generates pseudorandom numbers from the standard normal distribution. The seed argument is a numeric matrix or literal. The elements of the seed argument can be any integer value up to .

The NORMAL function returns pseudorandom numbers from a normal distribution with a mean of 0 and a standard deviation of 1. The NORMAL function returns a matrix with the same dimensions as the argument. The first argument on the first call is used for the seed; if that value is 0, the system time is used for the seed. This function is equivalent to the DATA step function RANNOR.

The Box-Muller transformation of the UNIFORM function deviates is used to generate the numbers. The following statements produce the output shown in Figure 23.204:

seed = 123456;
c = j(5, 1, seed);        /* generate 5 number from the same seed */
b = normal(c);
print b;

For generating millions of pseudorandom numbers, use the RANDGEN subroutine.