Thread: monte carlo importance sampling

I was studying Monte Carlo importance sampling and stopped to make a simulation to see if i understood. Them, I tryed to simulated this:

f(x)= absolute( (polynomial function) *exp(-(x^2)/2) )

I tryed a constant *exp(-(x^2)/2) but it isn't a really good try as tails wo't be covered and variance would be huge.

can u give me idea ? thanks

changed the thread to be more comprehensible