%let NumSample=100;
%let SampleSize=10000;
%let lambda=3;
data pois; 
 call streaminit(7777);
  do sample=1 to &NumSample;
   do n=1 to &SampleSize;
    po=rand("Poisson",&lambda);
    output;
   end;
  end;
run;
proc sgplot data=pois;
histogram po;
run; quit;

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