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

Choose a random number on [0,1), which should be the default operator() for a boost RNG. Choose the item with cumulative probability density function >= that number:

template 
It choose_p(It begin,It end,P const& p)
{
    if (begin==end) return end;
    double sum=0.;
    for (It i=begin;i!=end;++i)
        sum+=p(*i);
    double choice=sum*random01();
    for (It i=begin;;) {
        choice -= p(*i);
        It r=i;
        ++i;
        if (choice<0 || i==end) return r;
    }
    return begin; //unreachable
}

Where random01() returns a double >=0 and <1. Note that the above doesn't require the probabilities to sum to 1; it normalizes them for you.

p is just a function assigning a probability to an item in the collection [begin,end). You can omit it (or use an identity) if you just have a sequence of probabilities.