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I had an interesting email exchange [or rather exchange of emails] with a (German) reader of Introducing Monte Carlo Methods with R in the past days, as he had difficulties with the validation of the accept-reject algorithm via the integral

in that it took me several iterations [as shown in the above] to realise the issue was with the notation

which seemed to be missing a density term or, in other words, be different from

What is surprising for me is that the integral

has a clear meaning as a Riemann integral, hence should be more intuitive….