Sample PDF

  • Which of the following will give more efficient sampling of the circle? Why?
  • How do we sample points uniformly under a function like $g(x)$? Outline the steps.
  • How is this related to sampling random points from a given distribution? That is, when we don’t care about integration, we just want random samples that are normally-distributed, say, instead of uniformly distributed.
  • Describe the rejection method.
    • Why would we use it instead of the analytic method?
  • What does a Poisson process describe?
    • What are the assumed conditions?
    • Give three examples that could be described by a Poisson process that are not listed in the notes.