Rejection sampling is used because is exactly the conditional distribution of given . By drawing many samples from the original standard normal distribution and keeping only those that exceed the threshold , the retained samples are distributed according to .
Conditions: Direct sampling from the original distribution is possible.; The acceptance rule is .
Rejection sampling is used because is exactly the conditional distribution of given . By drawing many samples from the original standard normal distribution and keeping only those that exceed the threshold , the retained samples are distributed according to .
Conditions: Direct sampling from the original distribution is possible.; The acceptance rule is .