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I'm newbie here.

I'm wondering if it's possible to generate $(X_i, Y_i, Z_i)$ from my own distribution function? I know that there is a way to make own class for 1D variable. But what about 3D case?

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    $\begingroup$ That depends on the distribution. Can you say anything about it? In the most general case, the MCMC methods are used for what you want. $\endgroup$ Oct 11 '21 at 18:19
  • $\begingroup$ Yes, there are ways to accomplish this. In general, MCMC only samples from the target distribution approximately / asymptotically and produces correlated / dependent samples. But it really depends on the actual target. Rejection sampling is a simple method that may apply (depending on the distribution). $\endgroup$
    – cos_theta
    Oct 13 '21 at 8:29

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