In order to do this, we need to know the integral already, right? In that case, how does this help us with numerical integration? Is there an approach we can use to get a random sample (possibly maybe not exactly according to the distribution) without knowing the integral?
In order to do this, we need to know the integral already, right? In that case, how does this help us with numerical integration? Is there an approach we can use to get a random sample (possibly maybe not exactly according to the distribution) without knowing the integral?