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# Questions tagged [accept-reject]

Use this tag for accept-reject sampling methods. These are also known as rejection sampling methods. These methods sample a random variable from a dominating measure (h) and accepts the draw if an auxiliary random variable (a uniform) is less than the desired measure (g), so accept the draw if u<g. Otherwise draw another pair. You can think of this as sampling on a space with 1 additional dimension where the additional dimension is uniform under g.

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### Confused about the sampling method

I want to sample from a density using the rejection method. The density is defined as $$f(x) = \frac{e^x}{e-1},~~~ 0\leq x \leq 1.$$ Following the definition of the rejection method, we can find ...
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### Sampling from Gamma Distribution using the Rejection Method

I'm having some issues working through this practice problem. I have worked through the first portion of it, and I have the solution, but I don't understand how/why the solution does two things at the ...
30 views

### Devising an acceptance sampling plan for False Negative Rate

I need to evaluate a binary classifier that classifies inputs in positives and negatives. Since all predicted positives (PP) are assessed, I have complete data on the true positives (TP) and the false ...
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### How the conditional probability is being calculated in Rejection sampling

In a class lecture, the "Acceptance-rejection algorithm" was presented as follows: To generate $𝑋 \sim 𝑓(𝑥)$, Find density $g$ satisfying $\frac{f(t)}{g(t)}<=c$ for some constant $c$ for ...
113 views

### Metropolis-Hastings - interpreting the transition kernel: alpha*proposal

I thought I had great intuition and mathematical understanding of the Metropolis-Hastings algorithm, until closer inspection... as I started compiling my notes, I realized I do not understand the ...
65 views

### Interpretation of the region of rejection in hypothesis testing in binomial distribution

The pharmacy company Life Co. has developed a new drug against insomnia. To check the effectiveness, this drug was tested with n = 10 patients. At present, the standard medication can cure 30% of the ...
216 views

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### Understanding the Delayed Rejection Metropolis algorithm (Mira, 2001a)

I'm having trouble understanding the algorithm as briefly described here, and I can't find the original paper by Mira since it seems to be from some obscure print journal (Metron Volume 59). The ...
304 views

### Metropolis-Hastings acceptance ratio for truncated proposal

I have a proposal distribution for one parameter theta_guess theta_guess = guessleft(theta_accept(1,r-1), 0.01,0) which is a ...
167 views

### Exact Sampling from Improper Mixtures

Suppose I want to sample from a continuous distribution $p(x)$. If I have an expression of $p$ in the form $$p(x) = \sum_{i=1}^\infty a_i f_i(x)$$ where $a_i \geqslant 0, \sum_i a_i= 1$, and $f_i$ ...
988 views

### Using a Random number Generator to draw samples from a Cumulative Distribution function

I am given a Rayleigh, distribution function:$$f(x)=\frac{1}{5}x\exp\left(\frac{-x^2}{10}\right)$$ with $x>0$ and asked to: Use an appropriate random number generator algorithm to draw 500 samples ...