I'm a student learning about methods for generating random variables.
But I'm having a hard time finding examples or youtube tutorials on composition method and algorithm of generating random variables.
Given that this method is grouped with Acceptance-Rejection and inverse transform in the lecture notes my prof handed out, I'd imagine it is a rather common method. So I was wondering whether it is referred to with a different name more commonly? Because I had to no trouble finding examples and tutorials for the A-R and I-T methods.
Obviously my prof's lectures/office hours aren't very helpful and this method isn't even in the textbook. There are no solved examples on this and multiple questions in the homework. Only a single slide in the notes.
I even searched for different methods of generating RVs (https://www.encyclopediaofmath.org/index.php/Generating_random_variables) But it seems to not exist.