Problem Note 53909: Mixed simulation with conditional normal distribution produces incorrect conditional mean
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In SAS® Risk Dimensions®, when you perform a mixed simulation analysis that uses the conditional normal distribution, the conditional mean is incorrect. There is no workaround.
For more information about the use of a conditional normal distribution during mixed simulations, see the MIXED option details under "Simulation Statement" (in "The RISK Procedure" chapter) of the SAS Risk Dimensions: Procedure Guide for your software release.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft® Windows® for x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8 Enterprise 32-bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows 8 Enterprise x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows 8 Pro 32-bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows 8 Pro x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Enterprise x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Pro | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Pro 32-bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 5.31 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 5.31 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 5.31 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 for x64 | 5.31 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2008 R2 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2008 for x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 Datacenter | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 R2 Std | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 Std | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Microsoft Windows XP Professional | 5.31 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows 7 Enterprise x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows 7 Home Premium 32 bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows 7 Home Premium x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows 7 Professional 32 bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows 7 Professional x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows 7 Ultimate 32 bit | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows 7 Ultimate x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Windows Vista | 5.31 | 9.3 TS1M2 | ||||
| Windows Vista for x64 | 5.31 | 9.3 TS1M2 | ||||
| 64-bit Enabled AIX | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| 64-bit Enabled HP-UX | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| 64-bit Enabled Solaris | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| HP-UX IPF | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Linux | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Linux for x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
| Solaris for x64 | 5.31 | 6.3 | 9.3 TS1M2 | 9.4 TS1M3 | ||
A fix for this issue for Risk Dimensions Offering 5.31 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/I51.html#53909| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2014-09-30 12:59:19 |
| Date Created: | 2014-08-12 06:18:43 |