quoting http://www.sqlteam.com/forums/topic.asp?TOPIC_ID=135026 , you can try with
CREATE FUNCTION [dbo].[udf_NORMSDIST]
(
@x FLOAT
)
RETURNS FLOAT
AS
BEGIN
DECLARE @result FLOAT
DECLARE @L FLOAT
DECLARE @K FLOAT
DECLARE @dCND FLOAT
DECLARE @pi FLOAT
DECLARE @a1 FLOAT
DECLARE @a2 FLOAT
DECLARE @a3 FLOAT
DECLARE @a4 FLOAT
DECLARE @a5 FLOAT
SELECT @K = 0.0
SELECT @dCND = 0.0
SELECT @a1 = 0.31938153
SELECT @a2 = -0.356563782
SELECT @a3 = 1.781477937
SELECT @a4 = -1.821255978
SELECT @a5 = 1.330274429
SELECT @pi = 3.1415926535897932384626433832795
SELECT @L = Abs(@x)
IF @L >= 30
BEGIN
IF sign(@x) = 1
SELECT @result = 1
ELSE
SELECT @result = 0
END
ELSE
BEGIN
SELECT @K = 1.0 / (1.0 + 0.2316419 * @L)
SELECT @dCND = 1.0 - 1.0 / Sqrt(2 * @pi) * Exp(-@L * @L / 2.0) *
(@a1 * @K + @a2 * @K * @K + @a3 * POWER(@K, 3.0) + @a4 * POWER(@K, 4.0) + @a5 * POWER (@K, 5.0))
IF (@x < 0)
SELECT @result = 1.0 - @dCND
ELSE
SELECT @result = @dCND
END
RETURN @result
END
You can obviously compensate for the results in order to change the average value and wrap it in a function to iterate as needed to return the desired number of sample points. Let me know if you need help with this.
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