Create index if not exists????

[Michael J. Pawlowsky]

I'm writing an install script and need to create an index if it does not 
exists.
I've tried SQL statements but none of them work.

Basically I'm looking to do something like
$sql[] = "ALTER TABLE `exp_members` ADD INDEX IF NOT EXIST 
`idx_members_username` ( `username` )";

Is this possible?
Thanks,
Mike

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