Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
p(x). If v ≤ p(x’)/q(x’), then x’ is accepted as a random number generated by p(x), else, x’ is rejected. The algorithm in generating n random numbers with Rejection Sampling is Result on random number generating and Laplace distribution variance calculation (Proxy distribution: Gaussian