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Rejection Sampling





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Rejection sampling is a basic technique used to generate observations from a distribution.

It is also commonly referred to as an accept-reject method or algorithm.

Rejection sampling is a popular method for generating random variables.

If you generate a number from a probability distribution and that number turns out to be outside the bounds of the distribution, you can just discard it and try until you find one that works.











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License: LGPL v3LicenseLGPL v3  Copyright (C) 2007 Free Software Foundation, Inc.


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Sampling methods

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