
\subsection{\bf Choice of Importance Sampling}
\subsection{\bf Weight Function --- II}

\begin{slide}
\begin{itemize}
\item In general, one chooses
$q'(x)$ so that
\begin{description}
\item{$\bullet$ a)} $q'(x)$ is ``approximately'' $f(x)$
\item{$\bullet$ b)} $\int q'(x)$ can be performed easily.
\end{description}

\item Example:  $f(x)=e^{-x}$\ \ \ ($\otimes$ a mess) where mess
slowly varying.  

\begin{description}
\item{$\bullet$} Choose
\begin{eqnarray*}
q'(x) & = & e^{-x} \\
q(x) & = & 1-e^{-x} \\
\end{eqnarray*}
\item{$\bullet$} Then $F(y)=$ ``a mess''.
\end{description}
\end{itemize}
\end{slide}

