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<< RANDOM DISTRIBUTIONS >>

The Rejection Method

In this method a sequence of random numbers {y1, y2, y3, ...} is generated with a uniform distribution in the range of interest, ymin to ymax. Now suppose that our goal is to produce a sequence of numbers distributed according to the function Py(y):

We proceed through the sequence {y1, y2, y3, ...} and accept values with a probability proportional to Py(y)