Module rgsl::randist::gaussian_tail [] [src]

Functions

gaussian_tail

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).

gaussian_tail_pdf

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.

ugaussian_tail

This function computes results for the tail of a unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1.

ugaussian_tail_pdf

This function computes results for the tail of a unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1.