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