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XLeratorDB/statistics Documentation

History for VARP - 2008 (history as of 8/7/2014 3:53:09 PM)

VARP

Updated: 28 February 2011


Use VARP to return the variance for an entire population. This function differs from the built-in SQL Server VARP 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.
 
For a population N having a distribution where the mean is not known, the population variance is defined as:
 
VARP function for SQL Server 
Syntax
XLeratorDB syntax for VARP function for SQL Server
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 variance for a sample, then use the VAR 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.VARP(x) as VARP
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.
                  VARP
----------------------
      113.557402750489
 
(1 row(s) affected)
 


In the following example, we will use demonstrate the difference between the SQL Server VARP calculation and XLeratorDB VARP 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 VARP(x) as [SQL SERVER VARP]
,wct.VARP(x) as [XLDB VARP]
,VARP(x-1000000000) as [SQL SERVER VARP 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 VARP 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 VARP              XLDB VARP SQL SERVER VARP adjusted
---------------------- ---------------------- ------------------------
         250181.844992       8.49856400542397           8.498564005436
 

(1 row(s) affected)

  

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