No actually I am working through "Simulating DATA with SAS" by Richard Wicklin. He has code for different distributions which I am typing into code windows (he has discussions of the distributions as well that is interesting and not covered in SAS). For example sas does not let you change the scale paramater sigma for exponential distributions with the RAND function. Wicklin created a way to do it himself (it is not clear to me what the default sigma is for SAS's random selection from an exponential distributions as their web page does not cover this. My guess is they chose 1 because that is the sigma value for a standardized normal distribution, but that is a wild guess).

Thanks dason. My goal is not only to learn how to code this, but to learn more about the distributions. For example I don't really know, but aim to find out, what having a different scale distribution means substantively (obviously it changes the exponential distribution) that is how different exponential scale distributions relates to real world issues.