Rejection sampling

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In numerical analysis, 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 exact simulation method. The method works for any distribution in

Rejection sampling is based on the observation that to sample a random variable one can perform a uniformly random sampling of the 2D cartesian graph, and keep the samples in the region under the graph of its density function. Note that this property can be extended to N-dimension functions.