function sig=ssmall(N,rho)
%using polynomial -x.^2
sigma_star=10^-150;
sigma=100;
mu=0;
sig=sigma;
alpha=1;
k=floor((1-rho)*N);
while(sigma>sigma_star),
r=randn(N,1);
r=mu+sigma*r;
s=-r.^2;
[s,I]=sort(s);
mu=mean(r(I(N-k:N)));
sigma=alpha*std(r(I((N-k):N)),1);
sig=[sig;sigma];
end
