RANDNORMTAIL(a,sigma)
RANDNORMTAIL returns a random variates from the upper tail of a normal 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 normal tail random variates is,
p(x) dx = {1 over N(a;sigma)} 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)).
RANDNORMTAIL(0.5,0.1).
RAND.