Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
plt.legend(["Inverse Transform Sampling value","true value(2)"]) plt.xlabel("number of samples (n) ") plt.show() Rejection Sampling (random number generator and integration approximation calculation) def p_laplace(x): return 0.5*np.exp(-abs(x)) def p_proxy(x): return norm.pdf(x) # random number