Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
approximate value of π with the Monte Carlo integration method. Consider a square with side-length 1 and a unit circle as shown in the following figure. The area of the circle is π. Now let f(x,y) be a function which outputs 1 when (x,y) lies inside the circle, and otherwise 0. Let p(x,y) be a