Say I have a very complicated probability distribution function: x^(-2)*y^(-3)*exp(-z/t), where x y z t are all continuous positive numbers. The integration in x,y,z,t space is not 1, so there has to be some scaling factor. How can I devise a function, or is there a convenient function with some symbolic that allows me to sample a random, continuous set of numbers from this distribution? What if I want to sample a full conditional distribution, say x, with y,z,t as known?
Many thanks.
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