Rejection Sampler

Draw reproducible samples from a standard normal distribution truncated to a selected interval using uniform rejection sampling.

Description

Draw reproducible standard-normal samples truncated to an interval using uniform rejection sampling.

Rejection Sampler: Draw reproducible standard-normal samples truncated to an interval using uniform rejection sampling.

When to use Rejection Sampler

Use this probability or sampling tool to compute a stated quantity or generate reproducible draws from a precisely parameterized distribution or stochastic model.

Sample count
Required integer input.
Minimum
Required number input.
Maximum
Required number input.
Seed
Required string input.

How Rejection Sampler works

Draw reproducible standard-normal samples truncated to an interval using uniform rejection sampling. The tool evaluates the supplied inputs together and returns the named outputs below; it does not infer omitted operating conditions or change the units shown.1

Samples
The resulting samples returned as an object.

Limitations and assumptions

  • Results depend on parameterization, support, random source, seed, convergence, burn-in, autocorrelation, proposal quality, normalization, numerical tails, and whether model assumptions match the process. Samples are not exact evidence of convergence.
  • Use finite inputs in the displayed units and preserve more precision than the final presentation requires. Independently verify safety-critical, financial, compliance, or production decisions.

Alternative or Complementary approaches

Check analytic moments or known test cases, use independent chains and diagnostics for Monte Carlo methods, report seed and effective sample size, and inspect tail behavior.

References

  1. Monte Carlo method — Wikipedia contributors

  2. Rejection sampling - Wikipedia

Similar or alternative tools

Don't forget to set a bookmark for tool.io!
Privacy | Imprint | Cookies