Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
random number v from a uniform distribution on [0, 1]. This v will be used to evaluate the proposal point, whether to be fine considering generated from p(x). If v ≤ p(x’)q(x_i|x’)/(p(x_i)q(x’|x_i)), then x’ is accepted as a random number generated by p(x), else, x’ is rejected. The algorithm in