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powerbidaxstandard-deviationfrequency-distribution

Calculating the standard deviation from columns of values and frequencies in Power BI


I am trying to calculate the standard deviation of a set of values in PowerBI and I am stuck. There are two columns in a table (days and count). This is a frequency distribution of a transportation lane. Days goes from 1 to 100, count is the number of shipments that took those number of days.

The formula to calculate the standard deviation of a frequency distribution is pretty straight forward: sqrt(sum(fx * (x - avgx)^2))/sum(fx)) But the Dax is giving me a massive headache. Any help would be much appreciated. Thanks.


Solution

  • I took the example from the Standard deviation Wikipedia page as sample data.

    wiki data

    Converted to Power BI equivalent and fit your requirement as days and count:

    power bi data

    And the measure is created as follows, the tricky part is to make use of the SUMX function. I deliberately break down the intermediate steps with VAR to make it more clear.

    st_dev = 
    VAR x_sum = SUMX(Lane, Lane[Days] * Lane[Count])
    VAR x_count = SUM(Lane[Count])
    VAR mean = x_sum / x_count
    VAR dev_sq_sum = SUMX(Lane, POWER(Lane[Days] - mean, 2) * Lane[Count])
    RETURN SQRT(dev_sq_sum / x_count)
    

    Result:

    result

    P.S. Power BI actually has some built-in functions for calculating standard deviation, e.g. STDEVX.P, but it's not that useful in this case. Feel free to check it out though.