Rejection Sampling Ideas: Accept the samples in the region under the graph of its density function and reject others Rejection Sampling: Proposal distribution Q(x) Xi~Q(X) reject a~Uniform(0,Q(Xi)) Mq(x) if(a≤P(X) accept Accept p(x) else Reject x(i) Acceptance ratio =p(x)/Mg(x)Ideas: • Accept the samples in the region under the graph of its density function and reject others Proposal distribution Q(x) Rejection Sampling Acceptance ratio = p(x)/Mq(x)