Saturday, July 17, 2010

Calculate Standard Deviation Using SQL Server

SQL Procedure to get the Standard Deviation



Hello everyone, here is the formaula to calculate the standard deviation.




-- Create a temp table insert some rows as raw data.
DECLARE @tbl AS TABLE(ID INT IDENTITY(1,1) , Val DECIMAL(18,4));
INSERT INTO @tbl VALUES (10.20 );
INSERT INTO @tbl VALUES (99.27 );
INSERT INTO @tbl VALUES (23.56 );
INSERT INTO @tbl VALUES (56.92 );
INSERT INTO @tbl VALUES (02.37 );
SELECT * FROM @tbl;

-- Declare variables @AVG , @Count.
-- @AVG is the average of the "Val".
-- @Count is the number of records in the table.
DECLARE @AVG DECIMAL(18,4), @Count INT;
SELECT @AVG = AVG(VAL) , @Count = COUNT(ID) FROM @tbl;
SELECT @AVG AS Average , @Count AS RecordCount;

-- Declare the sum of Deviation
-- FORMULA = Single value is substracted by the average. The square of the result and sum of all the values will get "@SumDev".
DECLARE @SumDev DECIMAL(18,4);
SELECT @SumDev = SUM( SQUARE(VAL - @AVG) ) AS SumSquareDeviation FROM @tbl;
SELECT @SumDev;

-- Get the final stanard Deviation
-- FORMULA = Gets the last @SumDev divide it by a number less than the total number of rows(@Count - 1). Get the quareroot and get the Standard Deviation
SELECT SQRT((@SumDev /(@Count-1))) AS StandardDeviation;


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