Rejection sampling

Rejection sampling is like playing a game where you have to choose a toy from a big pile. But some of the toys are not your favorite, so you only want to pick the ones that you really like.

First, you look at each toy one at a time. If it's one of your favorites, you pick it up and keep it. But if it's not one of your favorites, you put it back in the pile and keep looking for a toy that you like.

That's how rejection sampling works, too! There's a big group of things that we want to pick from, but we only want to choose certain ones. We look at each thing one at a time, and if it's one of the things we want, we keep it. But if it's not one of the things we want, we try again and pick a different thing until we find one that we do want.

So, just like picking our favorite toy from a pile, rejection sampling helps us choose only the things we want from a larger group of options.