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45 lines
1.6 KiB
Plaintext
45 lines
1.6 KiB
Plaintext
---------------------
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Statistical Functions
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---------------------
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By the SQL specification, some statistical functions are defined.
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Function about variance and standard deviation are bellow.
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VAR_SAMP: return the sample variance.
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eq. (SUM(<expr> ^ 2) - SUM(<expr>) ^ 2 / COUNT(<expr>)) / (COUNT(<expr>) - 1)
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VAR_POP: return the population variance.
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eq. (SUM(<expr> ^ 2) - SUM(<expr>) ^ 2 / COUNT(<expr>)) / COUNT(<expr>)
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STDDEV_SAMP: return the sample standard deviation.
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eq. SQRT(VAR_SAMP(<expr))
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STDDEV_POP: return the population standard deviation.
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eq. SQRT(VAR_POP(<expr>))
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COVAR_SAMP: return the sample population.
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eq. (SUM(<expr1> * <expr2>) - SUM(<expr1>) * SUM(<expr2>) / COUNT(*)) / (COUNT(*) - 1)
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COVAR_POP: return the population covariance.
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eq. (SUM(<expr1> * <expr2>) - SUM(<expr1>) * SUM(<expr2>) / COUNT(*)) / COUNT(*)
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CORR: returns the coefficient of correlation.
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eq. COVAR_POP(<expr1>, <expr2>) / (STDDEV_POP(<expr2>) * STDDEV_POP(<expr1>))
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Author:
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Hajime Nakagami <nakagami@gmail.com>
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Syntax:
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<single param statistical function> ::= <single param statistical function name>(<expr>)
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<single param statistical function name> := { VAR_POP | VAR_SAMP | STDDEV_POP | STDDEV_SAMP }
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<dual param statistical function> ::= <dual param statistical function name>(<expr1>, <expr2>)
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<dual param statistical function name> := { COVAR_POP | COVAR_SAMP | CORR }
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Note:
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If VAR_SAMP, STDDEV_SAMP, COVAR_SAMP and result count is 0 or 1, return NULL.
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If VAR_POP, STDDEV_POP, COVAR_POP, CORR and result count is 0, return NULL.
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Example:
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SELECT STDDEV_SAMP(salary) FROM employees;
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