Generate random numbers with a given (numerical) distribution

Question

I have a file with some probabilities for different values e.g.:

1 0.1
2 0.05
3 0.05
4 0.2
5 0.4
6 0.2

I would like to generate random numb

Answer 1

(OK, I know you are asking for shrink-wrap, but maybe those home-grown solutions just weren't succinct enough for your liking. :-)

pdf = [(1, 0.1), (2, 0.05), (3, 0.05), (4, 0.2), (5, 0.4), (6, 0.2)]
cdf = [(i, sum(p for j,p in pdf if j < i)) for i,_ in pdf]
R = max(i for r in [random.random()] for i,c in cdf if c <= r)

I pseudo-confirmed that this works by eyeballing the output of this expression:

sorted(max(i for r in [random.random()] for i,c in cdf if c <= r)
       for _ in range(1000))