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SQL Server 2005
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Is there an equivalent of Excel's NORMDIST...
Is there an equivalent of Excel's NORMDIST function in SQL Server 2005?
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L Cerniglia
L Cerniglia
Posted Monday, August 09, 2010 7:55 AM
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Last Login: Monday, March 31, 2014 9:20 AM
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Is there an equivalent of Excel's NORMDIST function in SQL Server 2005?
Post #965963
Sean Lange
Sean Lange
Posted Monday, August 09, 2010 9:01 AM
SSChampion
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Last Login: Today @ 3:44 PM
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Nothing right out of the box that i know of. You will probably have to write your own. (or borrow somebody else's)
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Post #966025
L Cerniglia
L Cerniglia
Posted Friday, August 13, 2010 6:31 AM
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Last Login: Monday, March 31, 2014 9:20 AM
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If it helps anyone, this is how my function looks like. Thanks again to all who helped me.
CREATE FUNCTION [dbo].[udf_NORMDIST](@value FLOAT,
@mean FLOAT,
@sigma FLOAT,
@cummulative BIT)
RETURNS NUMERIC(28,8)
AS
/****************************************************************************************
NAME: udf_NORMDIST
WRITTEN BY: Tim Pickering
http://www.eggheadcafe.com/software/aspnet/31021839/normdistxmeanstandarddevtrueinsql2005.aspx
DATE: 2010/07/13
PURPOSE: Mimics Excel's Function NORMDIST
Usage: SELECT dbo.udf_NORMDIST(.48321740,0,1,0)
OUTPUT: 0.35498205
REVISION HISTORY
Date Developer Details
2010/08/11 LC Posted Function
*****************************************************************************************/
BEGIN
DECLARE @x FLOAT
DECLARE @z FLOAT
DECLARE @t FLOAT
DECLARE @ans FLOAT
DECLARE @returnvalue FLOAT
SELECT @x = (@value@mean)/@sigma
IF (@cummulative = 1)
BEGIN
SELECT @z = abs(@x)/sqrt(2.0)
SELECT @t = 1.0/(1.0+0.5*@z)
SELECT @ans = @t*exp(@z*@z1.26551223+@t*(1.00002368+@t*(0.37409196+@t*(0.09678418+@t*(0.18628806+@t*(0.27886807+@t*(1.13520398+@t*(1.48851587+@t*(0.82215223+@t*0.17087277)))))))))/2.0
IF (@x <= 0)
SELECT @returnvalue = @ans
ELSE
SELECT @returnvalue = 1@ans
END
ELSE
BEGIN
SELECT @returnvalue = exp(@x*@x/2.0)/sqrt(2.0*3.14159265358979)
END
RETURN CAST(@returnvalue AS NUMERIC(28,8))
END
Post #968851
idea
idea
Posted Wednesday, September 12, 2012 8:15 PM
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Group: General Forum Members
Last Login: Wednesday, September 12, 2012 8:45 PM
Points: 1,
Visits: 4
Out of the box there is no equivalent in SQL Server (up to 2012) for NORMDIST.
NORMDIST computes the Normal Distribution PDF (Probability Density Function) when the cumulative parameter is false and the CDF (Cumulative Distribution Function) otherwise.
The PDF can be computed from the definition and is pretty straight forward, the CDF however has no close form and can only be approximated.
I've developed a function for the PDF and a set of functions using different approximations for the CDF.
You can read my analysis in:
http://formaldev.blogspot.com.au/2012/09/TSQLNORMDIST1.html
and either copy paste the ones you want from the posts or get them from the project page for the blog posts at:
https://tsqlnormdist.codeplex.com/
Post #1358295
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