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DOE OSTI2020

The Combination of Rejection Sampling with Biased Probability Density Sampling (with Special Comments on MCNP "Cookie Cutter" Rejection)

Sampling from biased probability densities and rejection sampling are both very common Monte Carlo techniques. As far as I know, the combination of sampling from a biased density and rejection sampling has not been developed. This note develops the theory for sampling from a biased density and then accepting or rejecting that sampling.

97 MATHEMATICS AND COMPUTING↗