High Quality Content by WIKIPEDIA articles! In mathematics, rejection sampling is a technique used to generate observations from a distribution. It is also commonly called the acceptance-rejection method or "accept-reject algorithm". It generates sampling values from an arbitrary probability distribution function f(x) by using an instrumental distribution g(x), under the only restriction that f(x) < Mg(x) where M > 1 is an appropriate bound on f(x) / g(x). Rejection sampling is usually used in cases where the form of f(x) makes sampling difficult. Instead of sampling directly from the distribution f(x), we use an envelope distribution Mg(x) where sampling is easier. These samples from Mg(x) are probabilistically accepted or rejected.

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