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<< RANDOM DISTRIBUTIONS >>

The Rejection Method

The Transformation Method is useful when the function f(x) can easly be evaluated.
However, there are cases when desired distribution may not be known in analitic form.

For example, consider we want Gaussian Distribution:

for this case we dont find the function y=f(x) , because

the last integral cannot be evaluated analytically.

Such problems can be handled with an algorithm known as Rejection Method.

The method provides an alternative to the transformation method, it has the advantage of being able to create a distribution for any function.