The first step is to ensure that the given distribution actually is a valid probability distribution. As mentioned earlier, ...

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian ...

Just as PROC GLM is the flagship procedure for fixed-effect linear models, the MIXED procedure is the flagship procedure for random- and mixed-effect linear models. PROC MIXED fits a variety of mixed ...