Functions for Generating Random Numbers and Simulations

NORMAL function: generates a pseudorandom normal deviate
RANDFUN function: returns a matrix of random numbers from a specified distribution
RANDGEN call: generates random numbers from specified distributions
RANDSEED call: initializes seed for subsequent RANDGEN calls
SAMPLE function: generates a random sample of a finite set
UNIFORM function: generates pseudorandom uniform deviates

You can also call functions in Base SAS software such as those documented in the section Random Number Functions and Subroutines.

For sampling from multivariate distributions, you can use the following functions:

RANDDIRICHLET: generates a random sample from a Dirichlet distribution
RANDMULTINOMIAL: generates a random sample from a multinomial distribution
RANDMVT: generates a random sample from a multivariate Student’s $t$ distribution
RANDNORMAL: generates a random sample from a multivariate normal distribution
RANDWISHART: generates a random sample from a Wishart distribution