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Is there an equivalent of Excel's NORMDIST function in SQL Server 2005? Expand / Collapse
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Posted Monday, August 9, 2010 7:55 AM
Grasshopper

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Is there an equivalent of Excel's NORMDIST function in SQL Server 2005?
Post #965963
Posted Monday, August 9, 2010 9:01 AM


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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
Posted Friday, August 13, 2010 6:31 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/normdistx-mean-standarddevtrue-in-sql-2005.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*@z-1.26551223+@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
Posted Wednesday, September 12, 2012 8:15 PM
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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/T-SQL-NORMDIST-1.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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