\chapter{Conclusion}
\label{ch:conc}


 
In this paper, it was found that the the tilted density esitmator for $\theta$ calculated using importance sampleing techniques was closer to the true value calculated from the intergral.  In comparsion with the classical approach, the Monte Carlo approach,  it was pointed in the tables and plots in the paper that the tilted density had shorter computational time , the accuracy was more presice , and converagnce was faster and more stable. For rare events or events with small probabiltiy, such as the the tail of the exponential density, the method implemented here proved to be a better estimator.  