register login shopping cart shopping cart 0 items in cart

function libraries, tools and services for Microsoft SQL Server

 
 

SQLDistributions

28 full-featured distributions with
ultra-fast random variate generation

Buy now Download Free 30-day trial
 
Edit

 

Supported Distributions

 
Continuous:
Beta
Cauchy
Chi-squared
 
Exponential
F
Gamma
 
Gumbel
Inverse chi-squared
Inverse gamma
 
Laplace
Logistic
Log-normal
 
Non-central beta
Non-central chi-squared
Non-central F
 
Non-central T
Normal
Pareto
 
Rayleigh
T
Triangular
 
Uniform
Weibull
 
 
Discrete:
Bernouilli
Binomial
Hypergeometric
 
Negative binomial
Poisson
 
 

Functions Available (for all distributions)

  • Probability density function pdf(x) 
  • Inverse probability density function - finds possible values of x for a given value of pdf(x)     
  • Cumulative density function cdf(x) & its complement (for greater precision when cdf(x) is near 1)     
  • Quantile (inverse of cdf) & its complement (for greater precision when input value p is near 1)     
  • Hazard function & cumulative hazard function
  • Mean, mode, median, variance, standard deviation, skewness, kurtosis & kurtosis excess  
  • Percentile & percentile rank
  • Flags: symmetric, unimodal, discontinuous (left & right), strictly increasing / decreasing, inverted      
  • Minimum & maximum defined & supported values of x
  • Minimum & maximum values of pdf(x)
  • Scalar & table-valued random variate generator functions
  • Parameter accessors (allows distribution parameters to be read for stored distributions) 
  • Distributions are implemented as types within SQL - they can be instantiated & stored in tables etc.
  • Constructor functions are provided for each distribution
  • Distributions can also be initialized / reset by assigning comma-separated parameter strings.
  • All functions exist as instance methods (object.method() syntax) and as static methods (type::method() syntax)