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Proof of Marsaglia polar method

I think there are 2 points to complete above proof. $\Theta$ of the point uniformly generated in the unit circle is uniform and $\Theta \sim \mathrm{Unif}[0,2\pi]$. $T$ is independent of $\Theta$. ...
Zhihao Xu's user avatar
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Proof of Rejection Sampling: Flawed reasoning about continuous random variables

To quote from our book Monte Carlo Statistical Methods, the most straightforward way of validating Accept-Reject sampling is to see it as simulating uniformly on a set $B$ until the simulation belongs ...
Xi'an's user avatar
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Simulating exponential Vasicek/Ornstein-Uhlenbeck

I used the formula from the Wiki page of Ornstein-Uhlenbeck process. ...
languageoftheuniverse's user avatar

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