The conventional power method transformation is a moment-matching technique that simulates non-normal distributions with controlled measures of skew and kurtosis. The percentile-based power method is an alternative that uses the percentiles of a distribution in lieu of moments. This article presents a SAS/IML macro that implements the percentile-based power method.
Koran, Jennifer and Headrick, Todd C.
"A Percentile-Based Power Method in SAS: Simulating Multivariate Non-normal Continuous Distributions,"
Journal of Modern Applied Statistical Methods: Vol. 15
, Article 42.
Available at: http://digitalcommons.wayne.edu/jmasm/vol15/iss1/42