Weighted choice


Version: 1.0
Date: 2013-09-12
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Python
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Description - Weighted choice



Just a few lines of code if you are willing to use numpy. Uses FACT that any prob. distr. can be sampled by computing the cumulative distribution, drawing a random number from 0 to 1, and finding the x-value where that number is attained on the cumulative distribution. The searchsorted(..) function performs this search.



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