STDEV
Updated: 28 February 2011
Use the aggregate function STDEV to return the estimated standard deviation based on a sample. This function differs from the built-in SQL Server STDEV function in that it employs a two-pass and more numerically stable method for calculating the standard deviation and under certain conditions will return a different value than the built-in function.
The standard deviation is a measure of how widely values are dispersed from the mean. The equation for STDEV is:
Syntax
Arguments
@x
the values used in the standard deviation calculation. @ x is an expression of type float or of a type that can be implicitly converted to float.
Return Types
float
Remarks
· If you want measure the standard deviation for an entire population, then use the STDEVP function.
· NULL values are not included in the standard deviation calculation.
· STDEV is an aggregate function and follows the same conventions as all other aggregate functions in SQL Server.
· If you have previously used the STDEV scalar function, the STDEV aggregate has a different syntax. The STDEV scalar function is no longer available in XLeratorDB/statistics2008, though you can still use the scalar STDEV _q.
Examples
SELECT wct.STDEV(x) as STDEV
FROM (VALUES
(91.3698),
(76.3382),
(74.5692),
(85.2957),
(99.0112),
(86.99),
(70.7837),
(72.834),
(78.1644),
(77.7472),
(66.0627),
(59.781),
(68.4793),
(78.6103),
(59.8621)
) n(x)
This produces the following result
STDEV
----------------------
11.0303511188038
(1 row(s) affected)
In the following example, we will use demonstrate the difference between the SQL Server STDEV calculation and XLeratorDB STDEV calculation. Using the XLeratorDB/math SeriesFloat function to create a million rows of randomly generated values between 1,000,000,000 and 1,000,000,010
SELECT ROUND(SeriesValue * 10, 0) + 1000000000 as x
INTO #n
FROM wctMath.wct.SERIESFLOAT(0,1,'',1000000,'R')
SELECT STDEV(x) as [SQL SERVER STDEV]
,wct.STDEV(x) as [XLDB STDEV]
,STDEV(x-1000000000) as [SQL SERVER STDEV adjusted]
FROM #n
DROP TABLE #n
This produces the following result. Your results will vary, since the dataset is randomly generated. The first column shows the built-in SQL Server STDEV calculation, the second shows the XLeratorDB calculation and the third column shows the built-in calculation for x minus 1,000,000,000.
SQL SERVER STDEV XLDB STDEV SQL SERVER STDEV adjusted
---------------------- ---------------------- -------------------------
509.223830751183 2.91698668973923 2.91698668972115
(1 row(s) affected)