%let NumSample=100;
%let SampleSize=10000;
%let p=.8;
data bin; 
 call streaminit(7777);
  do sample=1 to &NumSample;
   do n=1 to &SampleSize;
    bo=rand("Binomial",&p,&SampleSize);
    output;
   end;
  end;
run;
proc sgplot data=bin;
histogram bo;
run; quit;

proc means data=bin noprint mean;
   class sample;
   output out=bin_means(where=( _TYPE_=1 & _STAT_='MEAN'));
run;
proc print data=bin_means;
run;
title 'Sampling distribution of the mean';
proc sgplot data=bin_means;
   histogram bo / scale=count;
   density bo / type=normal;
run;
title;