In mathematics , rejection sampling is a basic technique used to generate observations from a distribution . It is also commonly called the acceptance-rejection method or "accept-reject algorithm" and is a type of Monte Carlo method . The method works for any distribution in with a density. Rejection sampling is based on the observation that to sample a random variable one can sample uniformly from the region under the graph of its density function. [1] [2] Contents To visualize the motivation behind rejection sampling,
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