Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
uniform distribution on [-1,1]². In this case, the area of the unit circle π can be written as With Monte Carlo integration, this integration (π) can be approximate by using i.i.d samples from p(x,y). n_(in circle) is the number of samples that lie in the unit circle. The following figure shows the