Random Variable Modeling Using T-SQL

May 4, 2006

Good day.

i'm a new person here and not that familiar with T-SQL...

the question is: is there any buil-in functions or special libraries in T-SQL that can help to generate correlated random variables with non-normal distribution function?

It would be also good if someone could advice if there is any application (statistical programm or non-microsoft developed library) that can deal with MS SQL and has modeling and forecasting capabilities...

thanks in advance

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SET NOCOUNT ON


Declare @RandomRecordCount as int, @Counter as int
Select @RandomRecordCount = 1000

Declare @Type table (Name nvarchar(200) NOT NULL)
Declare @Source table (Name nvarchar(200) NOT NULL)
Declare @Users table (Name nvarchar(200) NOT NULL)
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while @Counter < @RandomRecordCount
begin
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set @Counter = @Counter + 1
end


Insert into @Type(Name)
Select 'Type: Buick' UNION ALL
Select 'Type: Cadillac' UNION ALL
Select 'Type: Chevrolet' UNION ALL
Select 'Type: GMC'

Insert into @Source(Name)
Select 'Source: Japan' UNION ALL
Select 'Source: China' UNION ALL
Select 'Source: Spain' UNION ALL
Select 'Source: India' UNION ALL
Select 'Source: USA'

Insert into @Users(Name)
Select 'keith' UNION ALL
Select 'kevin' UNION ALL
Select 'chris' UNION ALL
Select 'chad' UNION ALL
Select 'brian'


select
1 ProviderId, -- static value
'' Identifier,
'' ClassificationCode,
(select TOP 1 Name from @Source order by newid()) Source,
(select TOP 1 Name from @Type order by newid()) Type

from @NumericBase



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E-mail: Kris.Klasen@Central.Tased.Edu.Au
http://www.tased.edu.au
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73 Murray Street
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