A visual tutorial of Rejection Sampling
A visual tutorial of Rejection Sampling
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SOLVED: Rejection Sampling: Imagine YOu wanted to do rejection sampling (instead of inverse transform sampling) to sample from the density f in Question (1). For each of the following candidate densities, explain why it is Or isn t a good candidate (or somewhere in the middle). You don't need to do any R here: Hint: Think about the role of the support of the densities and their decay rate; that is; 'heavier Or 'lighter' tails (heavy tails are those that decay slowly; while light tails are those
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Acceptance-Rejection Sampling: Plain English Definition / Overview
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