Rejection Sampling with Python

Examples using the Normal and Cauchy Distributions

Michael Grogan
Towards Data Science
4 min readMar 14, 2021

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Source: Photo by QuinceCreative from Pixabay

Note: The full article is available here.

Rejection sampling is a means of generating random numbers that belong to a particular distribution.

For instance, let’s say that one wishes to generate 1,000 random numbers that follow a normal distribution. If one wishes to do this…

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