I studied "Inverse CDF method", "Rejection sampling".
So far, what I learned is that when we do sampling, the PDF is always given.
Is this true for all samping method?
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Welcome to MSE. Please read this text about how to ask a good question. – José Carlos Santos Mar 09 '22 at 08:03
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If you understand what sampling (sampling is the selection of a subset of individuals from within a statistical population to estimate characteristics of the whole population.) mean, then you should know the answer. – WhyMeasureTheory Mar 09 '22 at 08:04
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@JoséCarlosSantos Sorry If my question was so poor. I think I have serios of question that I'm confused and so I thought I should ask one by one. – Young Hyun Yoo Mar 09 '22 at 08:14
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@WhyMeasureTheory So what I thought was, there is situation that we don't know the PDF and want the know it by sampling. Also there is situation that we already know the PDF and generate examples (i.e. sampling). I google-d a lot but failed to find straight answer for this. – Young Hyun Yoo Mar 09 '22 at 08:20
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1You must know the PDF to do sampling, however, you may know it only implicitly, that is, you know a recipe that produces random samples, but you don't know the formula. – user619894 Mar 09 '22 at 08:30
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@user619894 Thank you for you answer :) – Young Hyun Yoo Mar 10 '22 at 01:50