[Scilab-users] Conditional random variable

[fujimoto2005]

Is there any function generating random variable X with a standard normal
density conditional on a range (a,b] where 0<a,b<=1.
I mean X has a distribution function (N(x)-N(a))/(N(b)-N(a)) where a<x<=b
and N() is a standard normal distribution function.
The standard method using inverse function of normal distribution function
and uniform distribution on range (a,b) is very time consuming.
I would like to know a more fast method.

Best regards




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