%let NumSample=100;
%let SampleSize=10000;
%let prob=0.8;
%let distr=geometric;
data geo; 
 call streaminit(7777);
  do sample=1 to &NumSample;
   do n=1 to &SampleSize;
    go=rand("Geometric",&prob);
    output;
   end;
  end;
run;
proc sgplot data=geo;
histogram go;
run; quit;
proc means data=geo noprint mean;
   class sample;
   output out=geo_means(where=( _TYPE_=1 & _STAT_='MEAN'));
run;
proc print data=geo_means;
run;
title1 'Sampling distribution of the mean';
title2 "from &distr";
proc sgplot data=geo_means;
   histogram go / scale=count;
   density go / type=normal;
run;
title;

%let NumSample=100;
%let SampleSize=10000;
%let sigma=1;
%let distr=exponential;
data exp; 
 call streaminit(7777);
  do sample=1 to &NumSample;
   do n=1 to &SampleSize;
    eo=rand("Exponential",&sigma);
    output;
   end;
  end;
run;
proc sgplot data=exp;
histogram eo;
run; quit;
proc means data=exp noprint mean;
   class sample;
   output out=exp_means(where=( _TYPE_=1 & _STAT_='MEAN'));
run;
proc print data=exp_means;
run;
title1 'Sampling distribution of the mean';
title2 "from &distr";
proc sgplot data=exp_means;
   histogram eo / scale=count;
   density eo / type=normal;
run;
title;