D. Johnson, Triangular Approximations for Continuous Random Variables in Risk Analysis, The Journal of the Operational Research Society, Vol. 53, No. 4 (Apr., 2002), pp. 457-467 ...

This example shows how you can use PROC LIFEREG and the data step to compute two of the three types of predicted values discussed there. Consider a continuous random variable Y, and a constant C.

A new algorithm is presented for simulating stable random variables on a digital computer for arbitrary characteristic exponent $\alpha (0 < \alpha \leq 2)$ and skewness parameter β (-1 ≤ β ≤ 1). The ...