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NORMSDIST

Updated 2024-03-13 12:59:55.617000

Syntax

SELECT [westclintech].[wct].[NORMSDIST] (
   <@X, float,>)

Description

Use the scalar function NORMSDIST to calculate the standard normal cumulative distribution function.  The equation for the cumulative distribution function is:

\Phi(x) = \frac 1 {\sqrt{2\pi}} \int_{-\infty}^x e^{-t^2/2} \, dt

Arguments

@X

is the value at which to evaluate the function. @X is an expression of type float or of a type that can be implicitly converted to float.

Return Type

float

Examples

select wct.NORMSDIST(1);

This produces the following result.

{"columns":[{"field":"column 1","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"column 1":"0.841344746068543"}]}
select wct.NORMSDIST(-1);

This produces the following result.

{"columns":[{"field":"column 1","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"column 1":"0.158655253931457"}]}
select wct.NORMSDIST(1) - wct.NORMSDIST(-1);

This produces the following result.

{"columns":[{"field":"column 1","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"column 1":"0.682689492137086"}]}

See Also

NORMSINV - Inverse of the standard normal distribution

NORMDIST - Normal distribution

NORMINV - Inverse of the normal distribution

NORMAL - probability density function of the standard normal distribution

STANDARDIZE - normalized value from a distribution for a specified mean and standard deviation

ZTEST - one-tailed probability-value of a z-test (SQL Server 2008 and 2012 version)

ZTEST - one-tailed probability-value of a z-test (SQL Server 2008 and 2012 version)

BIVAR - bi-variate normal distribution

BLACKSCHOLESMERTON - price, delta, gamma, theta, vega, rho or lambda of a European option using the Black-Scholes-Merton option pricing formula