c++ - 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 the time
2: Comes up 10% of the time
3: Comes up 40% of the time
4: Comes up 25% of the time
5: Comes up 5% of the time

Is there anything in the standard library, or other libraries out there that would do this? Alternatively, is there an efficient way to do this myself?

Answer 1

For your problem, just pick a random element from this list uniformly:

[1, 1, 1, 1, 2, 2, 3, 3, 3, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 5]

In general, check this answer: Weighted random numbers

---

In TR1 and C++0x, there is <random> header which contains the discrete_distribution class to generate such numbers, among others.

You may also want to check out GSL which contains much more random distributions (and random number generators) than the standard <random> library. (But note that GSL uses GPLv3.)