Research Article
Bayesian Estimation of the Stress-Strength Reliability Based on Generalized Order Statistics for Pareto Distribution
Algorithm 6
Acceptance-rejection method.
ā(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. |
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