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.
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