I have gone through quite a few papers but they all fail to give me the
intuition.

So i posted here :

http://stackoverflow.com/questions/22060675/r-monte-carlo-integration-using-importance-sampling/22064557?noredirect=1#22064557

and here (CrossValidated):

http://stats.stackexchange.com/questions/88241/importance-sampling-mc-a-couple-of-questions-regarding-pdf?noredirect=1#comment172527_88241

Very grateful if statisticians could look into both these threads and help
me clear my doubts.


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Regards and Cheers,
Pooja Voladoddi
+91-90351 93110

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