ABSTRACT
There are many distributions which it is difficult to obtain random numbers from.
As an example consider the variable x to be sampled from some function h(x|θ),
with θ representing the known parameters. The function, h(x|θ), is proportional to a
density function, f(x|θ) ∝ h(x|θ), but the constant of proportionality is unknown.
To illustrate this, consider the function h(x|α,β) = x
