Updated: 01 February 2009
Use wct.NORMDIST to calculate the normal distribution for the specified mean and standard deviation. The formula for the probability density function (pdf) is:
The formula for the cumulative distribution function (cdf) is:
Syntax
SELECT [wctStatistics].[wct].[NORMDIST] (
<@X, float,>
,<@Mean, float,>
,<@Standard_dev, float,>
,<@Cumulative, bit,>)
Arguments
@X
is the value at which to evaluate the function. @X is an expression of type float or of a type that can be implicitly converted to float.
@Mean
is the arithmetic mean of the distribution. @Mean is an expression of type float or of a type that can be implicitly converted to float.
@Standard_dev
is the standard deviation of the distribution. @Standard_dev is an expression of type float or of a type that can be implicitly converted to float.
@Cumulative
is a logical value that determines if the probability density function (False, 0) or the cumulative distribution function (True, 1) is being calculated.
Return Types
float
Remarks
· If @Standard_dev ≤ 0, NORMDIST returns an error
· If @mean = 0 and @Standard_dev = 1 and @Cumulative = 'False', NORMDIST = NORMSDIST(@X)
Examples
Select wct.NORMDIST(-4.6159,10,5,'False')
This produces the following result
----------------------
0.00111280980994974
(1 row(s) affected)
Select wct.NORMDIST(-4.6159,10,5,'True')
This produces the following result
----------------------
0.00173238078965338
(1 row(s) affected)
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