我想计算每个group by
中有多少元素大于$ \ mu + \ sigma $,$ \ mu + 2 \ sigma $等等。
到目前为止,我找到了一个解决方案,首先使用$ \ mu $和$ \ sigma $创建一个表gp
CREATE TABLE gp AS
SELECT col_a,
col_b,
AVG(y) AS y_mean,
STDDEV(y) AS y_std
FROM my_table
GROUP BY col_a, col_b;
然后我用原始表做left join
并通过计数
SELECT col_a,
col_b,
SUM(CASE
WHEN y>y_mean+y_std THEN 1
ELSE 0
END) AS std1,
SUM(CASE
WHEN y>y_mean+2*y_std THEN 1
ELSE 0
END) AS std2,
SUM(CASE
WHEN y>y_mean+3*y_std THEN 1
ELSE 0
END) AS std3,
FROM (
SELECT a.*,
b.y_mean,
b.y_std
FROM(
(SELECT col_a,
col_b,
y
FROM my_table) a
LEFT JOIN (SELECT * FROM gp) b
ON a.col_a=b.col_a AND a.col_b=b.col_b)
)
GROUP BY col_a, col_b
我想知道是否有更有效的方法来实现相同的结果。
使用窗口功能:
SELECT col_a, col_b,
SUM(CASE WHEN y > y_mean + y_std THEN 1 ELSE 0
END) AS std1,
SUM(CASE WHEN y > y_mean + 2 * y_std THEN 1 ELSE 0
END) AS std2,
SUM(CASE WHEN y > y_mean + 3 * y_std THEN 1 ELSE 0
END) AS std3
FROM (SELECT t.*,
AVG(y) OVER (PARTITION BY col_a, col_b) as y_mean,
STDDEV(y) OVER (PARTITION BY col_a, col_b) as y_std
FROM my_table t
) t
GROUP BY col_a, col_b;
从统计角度来看,您也应该关注下限。如果分布仅在正方向上倾斜,则标准差可能不是最佳度量(尽管在使用数据库时没有太多选择)。