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<h3 class="section">19.3 The Gaussian Tail Distribution</h3>
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— Function: double <b>gsl_ran_gaussian_tail</b> (<var>const gsl_rng * r, double a, double sigma</var>)<var><a name="index-gsl_005fran_005fgaussian_005ftail-1488"></a></var><br>
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<blockquote><p><a name="index-Gaussian-Tail-distribution-1489"></a>This function provides random variates from the upper tail of a Gaussian
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distribution with standard deviation <var>sigma</var>. The values returned
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are larger than the lower limit <var>a</var>, which must be positive. The
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method is based on Marsaglia's famous rectangle-wedge-tail algorithm (Ann.
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Math. Stat. 32, 894–899 (1961)), with this aspect explained in Knuth, v2,
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3rd ed, p139,586 (exercise 11).
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<p>The probability distribution for Gaussian tail random variates is,
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for x > a where N(a;\sigma) is the normalization constant,
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— Function: double <b>gsl_ran_gaussian_tail_pdf</b> (<var>double x, double a, double sigma</var>)<var><a name="index-gsl_005fran_005fgaussian_005ftail_005fpdf-1490"></a></var><br>
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<blockquote><p>This function computes the probability density p(x) at <var>x</var>
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for a Gaussian tail distribution with standard deviation <var>sigma</var> and
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lower limit <var>a</var>, using the formula given above.
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</p></blockquote></div>
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— Function: double <b>gsl_ran_ugaussian_tail</b> (<var>const gsl_rng * r, double a</var>)<var><a name="index-gsl_005fran_005fugaussian_005ftail-1491"></a></var><br>
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— Function: double <b>gsl_ran_ugaussian_tail_pdf</b> (<var>double x, double a</var>)<var><a name="index-gsl_005fran_005fugaussian_005ftail_005fpdf-1492"></a></var><br>
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<blockquote><p>These functions compute results for the tail of a unit Gaussian
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distribution. They are equivalent to the functions above with a standard
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deviation of one, <var>sigma</var> = 1.
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</p></blockquote></div>
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