Monte Carlo Method, Python, Numerical Integration, Data Science.
over [0 ; 0.55] will give a f(x) ~ 0, while only few values of x around 0.5 will give f(x) ~ 8. The key idea of Importance Sampling is that we use a probability density function (p.d.f.) to draw samples over X that will give more chance to high values of f(x) to be computed, and then we weight the