二 Mg(x) Examples 0.0 0.2 0.4 0.6 0.8 1.0 Target Density Rejection Sampling 日 8 Beta Distribution 只 二 g 8 0.0 0.2 0.4 0.6 0.8 0.0 0.2 0.4 0.6 0.8 1.0 ×,N=10000
Examples Beta Distribution
Region Construction:Proposal Distribution Proposal distribution q(x)should always covers the target distribution p(x).>Possible? Proposal distribution Q(x) reject Mq(x) accept p() x() Big positive number M
• Proposal distribution q(x) should always covers the target distribution p(x). Æ Possible? Region Construction: Proposal Distribution Proposal distribution Q(x) Big positive number M