Search code examples
sql-serversql-server-2008normal-distribution

How to generate numbers with a normal distribution in SQL Server


I'm trying to seed some data, is there anyway to generate numbers in SQL Server that follow a normal distribution curve?

Like: I will specify the mean, the standard deviation and the count and I get a list of numbers back?


Solution

  • quoting from http://www.sqlteam.com/forums/topic.asp?TOPIC_ID=135026 you might try with

    CREATE FUNCTION [dbo].[udf_NORMSDIST]
    (
                @x FLOAT
    )
    RETURNS FLOAT
    AS
    /****************************************************************************************
    NAME: udf_NORMSDIST
    WRITTEN BY: rajdaksha
    http://www.sqlteam.com/forums/topic.asp?TOPIC_ID=135026
    DATE: 2009/10/29 
    PURPOSE: Mimics Excel's Function NORMSDIST
    
    Usage: SELECT dbo.udf_NORMSDIST(.5)
    
    
    REVISION HISTORY
    
    Date Developer Details
    2010/08/11 LC Posted Function
    
    
    *****************************************************************************************/
    
    BEGIN 
    DECLARE @result FLOAT
    DECLARE @L FLOAT
    DECLARE @K FLOAT
    DECLARE @dCND FLOAT
    DECLARE @pi FLOAT
    DECLARE @a1 FLOAT
    DECLARE @a2 FLOAT
    DECLARE @a3 FLOAT
    DECLARE @a4 FLOAT
    DECLARE @a5 FLOAT
    
    --SELECT @L = 0.0
    SELECT @K = 0.0
    SELECT @dCND = 0.0
    
    SELECT @a1 = 0.31938153
    SELECT @a2 = -0.356563782
    SELECT @a3 = 1.781477937
    SELECT @a4 = -1.821255978
    SELECT @a5 = 1.330274429
    SELECT @pi = 3.1415926535897932384626433832795
    
    SELECT @L = Abs(@x)
    
    IF @L >= 30
    BEGIN
    IF sign(@x) = 1
    SELECT @result = 1
    ELSE
    SELECT @result = 0
    END
    ELSE
    BEGIN
    -- perform calculation
    SELECT @K = 1.0 / (1.0 + 0.2316419 * @L)
    SELECT @dCND = 1.0 - 1.0 / Sqrt(2 * @pi) * Exp(-@L * @L / 2.0) *
    (@a1 * @K + @a2 * @K * @K + @a3 * POWER(@K, 3.0) + @a4 * POWER(@K, 4.0) + @a5 * POWER (@K, 5.0))
    IF (@x < 0)
    SELECT @result = 1.0 - @dCND
    ELSE
    SELECT @result = @dCND
    
    END
    
    RETURN @result
    END
    

    You can obviously offset the results to change the mean and wrap this in a function to iterate as needed to return the desired number of sample points. Let me know if you need help for this.