Re: Median with standard SQL

From: --CELKO-- <JOE.CELKO_at_TRILOGY.COM>
Date: Sat, 21 Jul 2001 23:34:53 GMT
Message-ID: <33254b33.0107121034.4b9645ad_at_posting.google.com>


Get a copy of SQL FOR SMARTIES, second edition. However, this might help:

Anatoly Abramovich, Yelena Alexandrova, and Eugene Birger presented a series of articles in SQL Forum magazine on computing the median (SQL Forum 1993, 1994). They define a characteristic function, which they call delta, using the Sybase sign() function. The delta or characteristic function accepts a Boolean expression as an argument and returns a 1 if it is TRUE and a zero if it is FALSE or UNKNOWN.

In SQL-92 we have a CASE expression, which can be used to construct the delta function. This is new to SQL-92, but you can find vendor functions of the form IF...THEN...ELSE that behave like the condition expression in Algol or like the question markPcolon operator in C.

The authors also distinguish between the statistical median, whose value must be a member of the set, and the financial median, whose value is the average of the middle two members of the set. A statistical median exists when there is an odd number of items in the set. If there is an even number of items, you must decide if you want to use the highest value in the lower half (they call this the left median) or the lowest value in the upper half (they call this the right median).

The left statistical median of a unique column can be found with this query:

SELECT P1.bin

      FROM Parts AS P1, Parts AS P2
   GROUP BY P1.bin
HAVING SUM(CASE WHEN (P2.bin <= P1.bin) THEN 1 ELSE 0 END)

  • (COUNT(*) + 1) / 2;
Changing the direction of the theta test in the HAVING clause will allow you to pick the right statistical median if a central element does not exist in the set. You will also notice something else about the median of a set of unique values: It is usually meaningless. What does the median bin number mean, anyway? A good rule of thumb is that if it does not make sense as an average, it does not make sense as a median.

The statistical median of a column with duplicate values can be found with a query based on the same ideas, but you have to adjust the HAVING clause to allow for overlap; thus, the left statistical median is found by

SELECT P1.weight

      FROM Parts AS P1, Parts AS P2
   GROUP BY P1.weight
HAVING SUM(CASE WHEN P2.weight <= P1.weight

         THEN 1 ELSE 0 END)
            >= ((COUNT(*) + 1) / 2)
   AND SUM(CASE WHEN P2.weight >= P1.weight
         THEN 1 ELSE 0 END)
            >= (COUNT(*)/2 + 1);

Notice that here the left and right medians can be the same, so there is no need to pick one over the other in many of the situations where you have an even number of items. Switching the comparison operators in the two CASE expressions will give you the right statistical median.

The author's query for the financial median depends on some Sybase features that cannot be found in other products, so I would recommend using a combination of the right and left statistical medians to return a set of values about the center of the data, and then averaging them, thus:

SELECT AVG(P1.weight)

   FROM Parts AS P1, Parts AS P2
HAVING (SUM(CASE WHEN P2.weight <= P1.weight -- left median

      THEN 1 ELSE 0 END)

>= ((COUNT(*) + 1) / 2)
AND SUM(CASE WHEN P2.weight >= P1.weight THEN 1 ELSE 0 END)
>= (COUNT(*)/2 + 1))
OR (SUM(CASE WHEN P2.weight >= P1.weight -- right median THEN 1 ELSE 0 END)
>= ((COUNT(*) + 1) / 2)
AND SUM(CASE WHEN P2.weight <= P1.weight THEN 1 ELSE 0 END)
>= (COUNT(*)/2 + 1));

An optimizer may be able to reduce this expression internally, since the expressions involved with COUNT(*) are constants. This entire query could be put into a FROM clause and the average taken of the one or two rows in the result to find the financial median. In SQL-89, you would have to define this as a VIEW and then take the average. Received on Sun Jul 22 2001 - 01:34:53 CEST

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