selection based on percentage weighting

Question

I have a set of values, and an associated percentage for each:

a: 70% chance
b: 20% chance
c: 10% chance

I want to select a value (a, b, c) based

Answer 1

Knuth references Walker's method of aliases. Searching on this, I find http://code.activestate.com/recipes/576564-walkers-alias-method-for-random-objects-with-diffe/ and http://prxq.wordpress.com/2006/04/17/the-alias-method/. This gives the exact probabilities required in constant time per number generated with linear time for setup (curiously, n log n time for setup if you use exactly the method Knuth describes, which does a preparatory sort you can avoid).