Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
sample whether or not to accept it as a sample generated from p(x). With this method, we can also generate random numbers from a higher dimensional distribution. As preparation in generating random numbers with this method, we need to know a finite value of L where max[p(x)/q(x)] < L. Here, q(x) is