Schematic illustration of rejection sampling. Given a continuous probability distribution function p(x) (solid red line) defined on some domain D ≡ [x⁻, x⁺], a single p-distributed sample can be obtained as follows: First estimate an upper bound B ≥ p(x) ∀ x ∈ D (solid blue line). Then sample a random number uniformly distributed in I (dashed vertical line). Evaluate . Then accept the sample with a probability of . Repeat until a sample is accepted.