Generating random integers within range with a probability distribution

Question

I have a problem where I want to generate a set of random integer values between 1 and 5 inclusive using a probability distribution.

Poisson and Inverse Gamma are t

Answer 1

From your problem description, it sounds like you actually want a sample generated from a discrete probability distribution, and you can use EnumeratedIntegerDistribution for this purpose. Choose appropriate probabilities for each of your integers, maybe something like the following would meet your needs:

int[] numsToGenerate           = new int[]    { 1,   2,    3,   4,    5   };
double[] discreteProbabilities = new double[] { 0.1, 0.25, 0.3, 0.25, 0.1 };

EnumeratedIntegerDistribution distribution = 
    new EnumeratedIntegerDistribution(numsToGenerate, discreteProbabilities);

int numSamples = 100;
int[] samples = distribution.sample(numSamples);

Just tweak the discreteProbabilities values to whatever you require.