File:prob-acceptance-rejection.png

Figure file · Simulation

Acceptance–rejection for the density f(x)=6x(1-x) on the unit interval, with uniform proposals under the bound c=1.5. Of 600 proposed points, those under the curve (dark) are kept and the rest (light) are rejected. About two thirds are kept, the area under f over the area of the box.

Acceptance–rejection for the density f(x)=6x(1-x) on the unit interval, with uniform proposals under the bound c=1.5. Of 600 proposed points, those under the curve (dark) are kept and the rest (light) are rejected. About two thirds are kept, the area under f over the area of the box.

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Summary

Description. Acceptance–rejection for the density f(x)=6x(1-x) on the unit interval, with uniform proposals under the bound c=1.5. Of 600 proposed points, those under the curve (dark) are kept and the rest (light) are rejected. About two thirds are kept, the area under f over the area of the box.

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