Python, Monte Carlo, Monte Carlo Simulation, Importance Sampling, Machine Learning.
np.random.normal(mu_target, sigma_target) s += f_x(x_i) print("simulate value", s / n) # calculate value sampling from a different distribution value_list = [] for i in range(n): # sample from different distribution x_i = np.random.normal(mu_appro, sigma_appro) value = f_x(x_i) * (p_x.pdf(x_i) /