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The MultiDimensional eXpressions (MDX) language provides a specialized syntax for querying and manipulating the multidimensional data stored in OLAP cubes.
While it is possible to translate some of these into traditional SQL, it would frequently require the synthesis of clumsy SQL expressions even for very simple MDX expressions.
MDX has been embraced by a wide majority of OLAP vendors and has become the standard for OLAP systems. The video helps briefly understand what MDX is all about
This Video talks about MultiDimensional Expressions in MSBI

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