This is the authors' abstract. We don't add key points for this paper.
A simple proof, consisting of three lemmas, is given for the acceptance-rejection method in Monte Carlo sampling from a density f. The proof is valid for random variables in general dimension, for bounded as well as for unbounded support, and it is not affected by discontinuities or infinite peaks of f.
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Bernard D. Flury (1990) studied this question.
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