Generate random numbers according to distributions

Question

I want to generate random numbers according some distributions. How can I do this?

Answer 1

The right way to do this is to decompose the distribution into n-1 binary distributions. That is if you have a distribution like this:

A: 0.05
B: 0.10
C: 0.10
D: 0.20
E: 0.55

You transform it into 4 binary distributions:

1. A/E: 0.20/0.80
2. B/E: 0.40/0.60
3. C/E: 0.40/0.60
4. D/E: 0.80/0.20

Select uniformly from the n-1 distributions, and then select the first or second symbol based on the probability if each in the binary distribution.

Code for this is here