Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
random_samples = MCMC_generator(n) print("n_sample = ",n) plt.scatter(random_samples,[0]*n,marker='x') xx=np.linspace(-15,15,1000) plt.plot(xx,[p_laplace(i) for i in xx],c='red') plt.legend(['true','gen']) plt.show() N = [] P = [] n= 10 while n <= 10000: theta = MCMC_generator(n=n) p = 0 for x in