Monte Carlo Method, Random Number Generator, Importance Sampling, Reversetransformsampling, Rejection Sampling.
case). In this case, the generation of i-th sample x_i depends on the previous sample x_(i-1). x1, x2, …,xn with this concept is called a Markov chain. Here, I introduce one of the MCMC methods, the Metropolis-Hastings method. The process in this method is similar to Rejection sampling. But here, a