How do I sample randomly based on some probability(wightage)?

George Sakkis george.sakkis at gmail.com
Tue May 26 21:23:10 CEST 2009


On May 26, 2:39 pm, Sumitava Mukherjee <sm... at cognobytes.com> wrote:
> Hi all,
> I need to randomly sample from a list where all choices have weights
> attached to them. The probability of them being choosen is dependent
> on the weights.
> If say Sample list of choices are [A,B,C,D,E] and weights of the same
> are [0.895,0.567,0.765,0.890,0.60] when I draw (say 2) samples then I
> want the likeliness of them being chosen be in the order : D>A>C>E>B
>
> In short I mean if prob of a H is .9 and probability of T be 0.1 then
> if I draw 10 samples, 9 should be H and 1 should be T.
>
> I coudn't find a function in the module random that does so.
> Please can someone guide me how the above could be implemented [either
> through some function which exists and I don't know or pointers to
> some code snippets which does so]?

1. Normalize the weights so that they sum up to 1.
2. Form the cumulative sequence S = [0, w0, w0+w1, w0+w1+w2, ..., sum
(w)==1.0]
3. Call random.random() -> x
4. Find the bucket in S that x belongs to, i.e. the i so that s[i] <=
x < s[i+1] (you can do this fast using the bisect module).
5. Return choice[i]
6. Test.
7. Submit homework ;)

HTH,
George



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