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The family \\(\\{ A(x)\\}\\) of events defined on a probability space \\(\\{ \\Omega, F,P\\}\\) are rare in the sense that \\(z(x)=P(A(x))\\to 0\\), as \\(x\\to\\infty.\\) An estimator for \\(z(x)\\) is a random variable \\(Z(x)\\) such that \\(z(x)=E Z(x).\\) The simulation is performed by producing \\(N\\) independent and identically distributed random variables \\(Z_1, \\ldots, Z_n\\) such that \\(EZ_i =z(x)\\) and form the estimate of \\(z(x)\\) \\((Z_1 +\\cdots + Z_N)/N\\), and a confidence interval based upon the empirical variance of the \\(Z_i.\\) There exist standard algorithms for the simulation for the light-tailed case that is when the distributions have the exponential moments.   The authors consider heavy-tailed distributions, for example, log-normal, Weibull with decreasing failure rate \\(1-G(x)=\\exp\\{-x^\\beta\\}\\) with \\(0<\\beta<1\\), regulary varying, \\(1-G(x)= L(x)/x^\\alpha\\), where \\(L\\) is a slowly varying function. The authors present two asymptotically efficient algorithms which use a conditional Monte Carlo method and order statistics, and method using importance sampling 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