Home Forums SQL Server 2005 T-SQL (SS2K5) Is there an equivalent of Excel's NORMDIST function in SQL Server 2005? RE: Is there an equivalent of Excel's NORMDIST function in SQL Server 2005?

  • September 12, 2012 at 8:15 pm

    #1536983

    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/