Joint probability mass function


Suppose that X and Y are discrete random variables with a joint probability mass function pXY(x, y).

a. Generate X ~ pX(x).
b. Accept X with probability p(y|X).
c. If X is accepted, terminate and return X. Otherwise go to Step a.

Show that the following procedure generates a random variable X ~ pX|Y(x|y).

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Basic Statistics: Joint probability mass function
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