Log in
::
Register
::
Not logged in
Home
Tags
Articles
Editorials
Stairways
Forums
Scripts
Videos
Blogs
QotD
Books
Ask SSC
SQL Jobs
Training
Authors
About us
Contact us
Newsletters
Write for us
Daily SQL Articles by email:
Sign up
Recent Posts
Recent Posts
Popular Topics
Popular Topics
Home
Search
Members
Calendar
Who's On
Home
»
SQL Server 2005
»
TSQL (SS2K5)
»
Is there an equivalent of Excel's NORMDIST...
Is there an equivalent of Excel's NORMDIST function in SQL Server 2005?
Rate Topic
Display Mode
Topic Options
Author
Message
L Cerniglia
L Cerniglia
Posted Monday, August 9, 2010 7:55 AM
Grasshopper
Group: General Forum Members
Last Login: Tuesday, January 13, 2015 11:40 AM
Points: 24,
Visits: 314
Is there an equivalent of Excel's NORMDIST function in SQL Server 2005?
Post #965963
Sean Lange
Sean Lange
Posted Monday, August 9, 2010 9:01 AM
SSCoach
Group: General Forum Members
Last Login: Today @ 2:47 PM
Points: 15,266,
Visits: 15,254
Nothing right out of the box that i know of. You will probably have to write your own. (or borrow somebody else's)
_______________________________________________________________
Need help? Help us help you.
Read the article at
http://www.sqlservercentral.com/articles/Best+Practices/61537/
for best practices on asking questions.
Need to split a string? Try Jeff Moden's
splitter
.
Cross Tabs and Pivots, Part 1 – Converting Rows to Columns
Cross Tabs and Pivots, Part 2  Dynamic Cross Tabs
Understanding and Using APPLY (Part 1)
Understanding and Using APPLY (Part 2)
Post #966025
L Cerniglia
L Cerniglia
Posted Friday, August 13, 2010 6:31 AM
Grasshopper
Group: General Forum Members
Last Login: Tuesday, January 13, 2015 11:40 AM
Points: 24,
Visits: 314
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
Forum Newbie
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
chris.palmer.nz
chris.palmer.nz
Posted Tuesday, May 5, 2015 6:15 PM
Forum Newbie
Group: General Forum Members
Last Login: Wednesday, January 27, 2016 8:45 PM
Points: 1,
Visits: 64
I have been able to use the udf_NORMDIST code to stand in for Excel NORM.DIST (NORMDIST). Thankyou very much for posting it!
The other reference from idea/Forum Newbie points to code for NORM.S.DIST (NORMSDIST in older Excel), it seems to be incorrectly labelled as an equivalent for NORMDIST.
However the value returned when @cummulative is set to false (0) seems to be incorrect with some larger numbers, at least it doesn't line up with Excel.
e.g. I used SELECT dbo.udf_NORMDIST(358, 352.791176470588, 234.354144866830, 0)
Excel gives me 0.001701885, but this function gave me 0.398843752
So I created a replacement for the line that returns a value when not using cumulative
The formula for this change comes from http://stattrek.com/onlinecalculator/normal.aspx
Normal equation:
The value of the random variable Y is:
Y = { 1/[ σ * sqrt(2π) ] } * e(x  μ)2/2σ2
where X is a normal random variable,
μ is the mean,
σ is the standard deviation,
π is approximately 3.14159,
and e is approximately 2.71828.
Code change:
 Incorrect for larger numbers?
SELECT @returnvalue = exp(@x*@x/2.0)/sqrt(2.0*3.14159265358979)
 Correct for any numbers...
SELECT @returnvalue = (1/(@sigma * sqrt(2.0*3.14159265358979))) * exp(((@value  @mean)*(@value  @mean))/(2*(@sigma*@sigma)))
Also, the precision is not quite right, it needs to be 29,9, not 28,8
Here is a replacement for the function:
CREATE FUNCTION [dbo].[udf_NORMDIST](
@value FLOAT,
@mean FLOAT,
@sigma FLOAT,
@cummulative BIT )
RETURNS NUMERIC( 29,9 )
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 = (1/(@sigma * SQRT( 2.0 * 3.14159265358979 ))) * EXP(((@value@mean)*(@value@mean)) / (2*(@sigma*@sigma)));
END;
RETURN CAST( @returnvalue AS NUMERIC( 29,9 ));
END;
Post #1682972
dwain.c
dwain.c
Posted Tuesday, May 19, 2015 9:35 PM
Hall of Fame
Group: General Forum Members
Last Login: Thursday, December 24, 2015 4:18 AM
Points: 3,977,
Visits: 6,429
Nothing out of the box as stated, but there is this:
Excel in TSQL Part 2 – The Normal Distribution (NORM.DIST) Density Functions
There are also some links at the end to approximation formulas for the cumulative distribution function. The probability density function is pretty straightforward.
My mantra:
No loops! No CURSORs! No RBAR! Hoouh!
My thought question:
Have you ever been told that your query runs too fast?
My advice:
INDEXing a poorperforming query is like putting sugar on cat food. Yeah, it probably tastes better but are you sure you want to eat it?
The path of least resistance can be a slippery slope. Take care that fixing your fixes of fixes doesn't snowball and end up costing you more than fixing the root cause would have in the first place.
Need to UNPIVOT? Why not CROSS APPLY VALUES instead?
Since random numbers are too important to be left to chance, let's generate some!
Learn to understand recursive CTEs by example.
Splitting strings based on patterns can be fast!
My temporal SQL musings:
Calendar Tables
,
an Easter SQL
,
Time Slots
and
Selfmaintaining, Contiguous Effective Dates in Temporal Tables
Post #1687103
« Prev Topic

Next Topic »
Permissions
You
cannot
post new topics.
You
cannot
post topic replies.
You
cannot
post new polls.
You
cannot
post replies to polls.
You
cannot
edit your own topics.
You
cannot
delete your own topics.
You
cannot
edit other topics.
You
cannot
delete other topics.
You
cannot
edit your own posts.
You
cannot
edit other posts.
You
cannot
delete your own posts.
You
cannot
delete other posts.
You
cannot
post events.
You
cannot
edit your own events.
You
cannot
edit other events.
You
cannot
delete your own events.
You
cannot
delete other events.
You
cannot
send private messages.
You
cannot
send emails.
You
may
read topics.
You
cannot
rate topics.
You
cannot
vote within polls.
You
cannot
upload attachments.
You
may
download attachments.
You
cannot
post HTML code.
You
cannot
edit HTML code.
You
cannot
post IFCode.
You
cannot
post JavaScript.
You
cannot
post EmotIcons.
You
cannot
post or upload images.
Copyright © 20022016 Simple Talk Publishing. All Rights Reserved.
Privacy Policy.
Terms of Use.
Report Abuse.