Biased Random Number Generator

Question

I am looking for a random number generator that can be biased. For instance, say I want a random number between 1-5, with the probability being:

1: Comes up 20% of t

Answer 1

The Boost random number library provides the ability to specify different shaped distributions for your generator. It's a great library - see http://www.boost.org/doc/libs/1_42_0/libs/random/index.html.