If you want to use the Create Aggregate function in SQL Server, this is how to do it. Doing it this way has the benefit of being able to write clean queries. However it has a limitation that if you try to run the process on too many values, you could get a buffer is insufficient error. This is because it serializes the list of numbers into a string, and it that exceeds the MaxByteSize value then that error is produced.

Note this this process could be adapted to calculate a Percentile value fairly easily.

Imports Microsoft.SqlServer.Server
Imports System.Data.SqlTypes
Imports System.IO

<Serializable>
<SqlUserDefinedAggregate(Format.UserDefined, IsInvariantToNulls:=True, IsInvariantToDuplicates:=False, _
  IsInvariantToOrder:=True, MaxByteSize:=8000, IsNullIfEmpty:=True)>
Public Class Median
  Implements IBinarySerialize
  Private _items As List(Of Decimal)

  Public Sub Init()
    _items = New List(Of Decimal)()
  End Sub

  Public Sub Accumulate(value As SqlDecimal)
    If Not value.IsNull Then
      _items.Add(value.Value)
    End If
  End Sub

  Public Sub Merge(other As Median)
    If other._items IsNot Nothing Then
      _items.AddRange(other._items)
    End If
  End Sub

  Public Function Terminate() As SqlDecimal
    If _items.Count <> 0 Then
      Dim result As Decimal
      _items = _items.OrderBy(Function(i) i).ToList()
      If _items.Count Mod 2 = 0 Then
        result = ((_items((_items.Count / 2) - 1)) + (_items(_items.Count / 2))) / 2@
      Else
        result = _items((_items.Count - 1) / 2)
      End If

      Return New SqlDecimal(result)
    Else
      Return New SqlDecimal()
    End If
  End Function

  Public Sub Read(r As BinaryReader) Implements IBinarySerialize.Read
    'deserialize it from a string
    Dim list = r.ReadString()
    _items = New List(Of Decimal)

    For Each value In list.Split(","c)
      Dim number As Decimal
      If Decimal.TryParse(value, number) Then
        _items.Add(number)
      End If
    Next

  End Sub

  Public Sub Write(w As BinaryWriter) Implements IBinarySerialize.Write
    'serialize the list to a string
    Dim list = ""

    For Each item In _items
      If list <> "" Then
        list += ","
      End If      
      list += item.ToString()
    Next
    w.Write(list)
  End Sub
End Class

If you want to use the Create Aggregate function in SQL Server, this is how to do it. Doing it this way has the benefit of being able to write clean queries. Note this this process could be adapted to calculate a Percentile value fairly easily.

Imports Microsoft.SqlServer.Server
Imports System.Data.SqlTypes
Imports System.IO

<Serializable>
<SqlUserDefinedAggregate(Format.UserDefined, IsInvariantToNulls:=True, IsInvariantToDuplicates:=False, _
  IsInvariantToOrder:=True, MaxByteSize:=-1, IsNullIfEmpty:=True)>
Public Class Median
  Implements IBinarySerialize
  Private _items As List(Of Decimal)

  Public Sub Init()
    _items = New List(Of Decimal)()
  End Sub

  Public Sub Accumulate(value As SqlDecimal)
    If Not value.IsNull Then
      _items.Add(value.Value)
    End If
  End Sub

  Public Sub Merge(other As Median)
    If other._items IsNot Nothing Then
      _items.AddRange(other._items)
    End If
  End Sub

  Public Function Terminate() As SqlDecimal
    If _items.Count <> 0 Then
      Dim result As Decimal
      _items = _items.OrderBy(Function(i) i).ToList()
      If _items.Count Mod 2 = 0 Then
        result = ((_items((_items.Count / 2) - 1)) + (_items(_items.Count / 2))) / 2@
      Else
        result = _items((_items.Count - 1) / 2)
      End If

      Return New SqlDecimal(result)
    Else
      Return New SqlDecimal()
    End If
  End Function

  Public Sub Read(r As BinaryReader) Implements IBinarySerialize.Read
    'deserialize it from a string
    Dim list = r.ReadString()
    _items = New List(Of Decimal)

    For Each value In list.Split(","c)
      Dim number As Decimal
      If Decimal.TryParse(value, number) Then
        _items.Add(number)
      End If
    Next

  End Sub

  Public Sub Write(w As BinaryWriter) Implements IBinarySerialize.Write
    'serialize the list to a string
    Dim list = ""

    For Each item In _items
      If list <> "" Then
        list += ","
      End If      
      list += item.ToString()
    Next
    w.Write(list)
  End Sub
End Class

Create a new VS studio project and set the target framework to .NET 3.5 (this is for SQL 2008, it may be different in SQL 2012). Then create a class file and put in the following code, or c# equivalent:

Create a new Visual Studio project and set the target framework to .NET 3.5 (this is for SQL 2008, it may be different in SQL 2012). Then create a class file and put in the following code, or c# equivalent: