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Large scale percentile calculation in SQL
with rawData(count_value) as -- replace below query to get the values you would like to find percentiles of
(
select p.YEAR_OF_BIRTH
from dbo.PERSON p
),
overallStats (avg_value, stdev_value, min_value, max_value, total) as
(
select avg(1.0 * count_value) as avg_value,
stdev(count_value) as stdev_value,
min(count_value) as min_value,
max(count_value) as max_value,
count(*) as total
from rawData
),
aggData (count_value, total, accumulated) as
(
select count_value,
count(*) as total,
SUM(count(*)) OVER (ORDER BY count_value ROWS UNBOUNDED PRECEDING) as accumulated
FROM rawData
group by count_value
)
select o.total as count_value,
o.min_value,
o.max_value,
o.avg_value,
o.stdev_value,
MIN(case when d.accumulated >= .50 * o.total then count_value else o.max_value end) as median_value,
MIN(case when d.accumulated >= .10 * o.total then count_value else o.max_value end) as p10_value,
MIN(case when d.accumulated >= .25 * o.total then count_value else o.max_value end) as p25_value,
MIN(case when d.accumulated >= .75 * o.total then count_value else o.max_value end) as p75_value,
MIN(case when d.accumulated >= .90 * o.total then count_value else o.max_value end) as p90_value
from aggData d
cross apply overallStats o
GROUP BY o.total, o.min_value, o.max_value, o.avg_value, o.stdev_value
;
@chrisknoll

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chrisknoll commented Jun 17, 2015

This query returns avg, stdev, max, min, p10, p25, p50 (median), p75, p90 values from the set of values defined from the rawData CTE.

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