[R] Drawing random numbers from Uniform distribution with infinite range

[Berwin A Turlach]

On Mon, 28 Jul 2025 13:23:21 -0400
Duncan Murdoch <murdoch.duncan using gmail.com> wrote:

> As others have told you, you can't.  You can talk about a uniform
> distribution on the reals but there's no way to normlize it so it
> integrates to 1, so it's an "improper" distribution, and there is no
> way to sample from those.

Most (all?) MCMC algorithms will happily sample from improper
distributions.  Of course, it is not clear what they sample. ;-)

Cheers,

	Berwin