You can specify a probability distribution other than the built-in distributions by using the VARIANCE and DEVIANCE statements.
The variable name variable identifies the variance function to the procedure. The expression is used to define the functional dependence on the mean, and it can be any arithmetic expression supported by the DATA step
language. You use the automatic variable _MEAN_
to represent the mean in the expression.
Alternatively, you can define the variance function with programming statements, as detailed in the section Programming Statements. This form is convenient for using complex statements such as IF-THEN/ELSE clauses. Derivatives of the variance function for use during optimization are computed automatically. The DEVIANCE statement must also appear when the VARIANCE statement is used to define the variance function.