Bayesian Estimation of the Stress-Strength Reliability Based on Generalized Order Statistics for Pareto Distribution

Algorithm 6

Acceptance-rejection method.

(1)	Require: Suppose we want to generate a sample of a PDF that does not have a simple form,Generate ;
(2)	Generate , where is a PDF that is close to and it is easy to sample;
(3)	Obtain ;
(4)	If , then select as the sample, else go to the first step;
(5)	Repeat the above steps until reach the desired number of samples.