Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
Laplace Distribution’ variance calculation with Importance Sampling (Simulation parameter n : number of samples) def f(x): return x*x def p_pdf(x): return 0.5*np.exp(-abs(x)) def imp_pdf(x): return norm.pdf(x) n = 10 N = [] P = [] while n <= 100000: s = np.random.normal(0,1,n) nn = 0 for x in s: