Weighted random numbers

Question

I\'m trying to implement a weighted random numbers. I\'m currently just banging my head against the wall and cannot figure this out.

In my project (Hold\'em hand-ran

Answer 1

Updated answer to an old question. You can easily do this in C++11 with just the std::lib:

#include 
#include 
#include 
#include 
#include 
#include 

int main()
{
    // Set up distribution
    double interval[] = {1,   2,   3,   4};
    double weights[] =  {  .90, .56, .04};
    std::piecewise_constant_distribution<> dist(std::begin(interval),
                                                std::end(interval),
                                                std::begin(weights));
    // Choose generator
    std::mt19937 gen(std::time(0));  // seed as wanted
    // Demonstrate with N randomly generated numbers
    const unsigned N = 1000000;
    // Collect number of times each random number is generated
    double avg[std::extent::value] = {0};
    for (unsigned i = 0; i < N; ++i)
    {
        // Generate random number using gen, distributed according to dist
        unsigned r = static_cast(dist(gen));
        // Sanity check
        assert(interval[0] <= r && r <= *(std::end(interval)-2));
        // Save r for statistical test of distribution
        avg[r - 1]++;
    }
    // Compute averages for distribution
    for (double* i = std::begin(avg); i < std::end(avg); ++i)
        *i /= N;
    // Display distribution
    for (unsigned i = 1; i <= std::extent::value; ++i)
        std::cout << "avg[" << i << "] = " << avg[i-1] << '\n';
}

Output on my system:

avg[1] = 0.600115
avg[2] = 0.373341
avg[3] = 0.026544

Note that most of the code above is devoted to just displaying and analyzing the output. The actual generation is just a few lines of code. The output demonstrates that the requested "probabilities" have been obtained. You have to divide the requested output by 1.5 since that is what the requests add up to.