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
-
Monte Carlo method — Wikipedia contributors
Similar or alternative tools
- Student T-Distribution Sampler
Draw Student-t samples as standard normal divided by the square root of an independent chi-square ratio.
- Metropolis-Hastings Normal Sampler
Use a Gaussian random-walk Metropolis-Hastings chain targeting the standard normal density. Report acceptance rate; samples are correlated.
- Normal Distribution Box-Muller Sampler
Generate reproducible normally distributed samples with the Box-Muller transform.