Python, Monte Carlo, Monte Carlo Simulation, Importance Sampling, Machine Learning.
with similar means (3 and 3.5) and the same sigma 1: Now we are able to compute the true value sampled from distribution p(x): s = 0 for i in range(n): # draw a sample x_i = np.random.normal(mu_target, sigma_target) s += f_x(x_i) print("simulate value", s/n) where we get an estimation of 0.954. Now