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- Function:
*double***gsl_ran_gaussian_tail***(const gsl_rng **`r`, double`a`, double`sigma`) -
This function provides random variates from the upper tail of a Gaussian distribution with standard deviation

`sigma`. The values returned are larger than the lower limit`a`, which must be positive. The method is based on Marsaglia’s famous rectangle-wedge-tail algorithm (Ann. Math. Stat. 32, 894–899 (1961)), with this aspect explained in Knuth, v2, 3rd ed, p139,586 (exercise 11).The probability distribution for Gaussian tail random variates is,

p(x) dx = {1 \over N(a;\sigma) \sqrt{2 \pi \sigma^2}} \exp (- x^2/(2 \sigma^2)) dx

for

*x > a*where*N(a;\sigma)*is the normalization constant,N(a;\sigma) = (1/2) erfc(a / sqrt(2 sigma^2)).

- Function:
*double***gsl_ran_gaussian_tail_pdf***(double*`x`, double`a`, double`sigma`) This function computes the probability density

*p(x)*at`x`for a Gaussian tail distribution with standard deviation`sigma`and lower limit`a`, using the formula given above.

- Function:
*double***gsl_ran_ugaussian_tail***(const gsl_rng **`r`, double`a`) - Function:
*double***gsl_ran_ugaussian_tail_pdf***(double*`x`, double`a`) These functions compute results for the tail of a unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one,

`sigma`= 1.