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. 2019 Jan 19;21(1):92. doi: 10.3390/e21010092
Algorithm 1 Original von Neumann rejection algorithm
  • 1:

    repeat

  • 2:

       Sample X according to (qx)x∈X

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       Sample U uniformly on [0,1]

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       if UCqX≤pX then

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         return X {X is accepted}

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      end if

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    end repeat