Creating a custom distribution/probspace from a pdf
kevindavisross opened this issue · 0 comments
kevindavisross commented
Can we create a custom distribution/probspace class that takes as an input a function defining a pdf f(x), which is maybe not normalized, and implements rejection sampling or Metropolis-Hastings or something?
For two RVs, can we have similar methods for specifying joint f(x,y)?