Search results with tag "1 acceptance rejection method"

1 Acceptance-Rejection Method - Columbia

2 Applications of the acceptance-rejection method 2.1 Normal distribution If we desire an X ∼ N(µ,σ2), then we can express it as X = σZ + µ, where Z denotes a rv with the N(0,1) distribution. Thus it suffices to find an algorithm for generating Z ∼ N(0,1).

  Methods, Columbia, Acceptance, Rejection, 1 acceptance rejection method, Acceptance rejection method