Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
plt.xlabel("number of samples (n) ") plt.show() MCMC method (random number generator and integration approximation calculation) def p_laplace(x): return 0.5*np.exp(-abs(x)) def p_proxy(x,theta,sigma): return norm.pdf(x,theta,sigma) def MCMC_generator(n): random_samples = [] theta_i = 0 while