Use a 'DO.... END' loop to create the 100 obs, use variable name X.Use another DO loop of 600 rounds to generate a total of 600 samples, each with 100 obs.Now you have the proper dataset to work with.Note, you can refer to a loop as a sample in this case, since it is basically sampling from a standard normal distribution.

Use a PROC MEANS step to calculate the sample mean of X for each sample.You will have 600 sample means.

Then use another RPOC MEANS to find out the mean of these sample means.Is it close enough to the true mean of X, which is 0?