Generate Random Weighted value

Question

Edit: I\'ve rewritten the question in hopes that the goal is a little clearer.

This is an extended question to this question here, and I really like

Answer 1

Quick and dirty way in C#:

T PickWeightedRandom(IEnumerable> items, Random r)
{
    var sum = 0.0;
    var rand = r.NextDouble();
    return items.First(x => { sum += x.Item2; return rand < sum; }).Item1;
}

Test code:

var values = new [] { 
    Tuple.Create(1, 0.05),
    Tuple.Create(2, 0.15),
    Tuple.Create(3, 0.3),
    Tuple.Create(4, 0.3),
    Tuple.Create(5, 0.15),
    Tuple.Create(6, 0.05),
};

const int iterations = 1000;

var counts = new int[values.Length];
var random = new Random();

for (int i = 0; i < iterations; i++)
{
    counts[PickWeightedRandom(values, random)-1]++;
}

foreach (var item in counts)
{
    Console.WriteLine(item/(double)iterations);
}

Output (with iterations = 1000000):

0.050224
0.150137
0.300592
0.298879
0.150441
0.049727

Looks like: