Acceptance Rejection Method
Like Kenneth Chin

Acceptance Rejection Method

Acceptance Rejection Method

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Published: June 15, 2017 0 0 26
By: Kenneth Chin, California State University-Long Beach
Category: Statistics
Hashtags: #Statistics

Assignment to use the acceptance rejection method to draw samples from a unknown distribution (F(x)) where the probability density function exist but we do not know its form. We use a simple probability density function (called G(x)) that we know and it's close to F(x). if a specific criteria is met, we accept the sample; otherwise, we reject.