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MathGroup Archive 2000

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need little help

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23530] need little help
  • From: Wagner Truppel <wtruppel at uci.edu>
  • Date: Tue, 16 May 2000 22:30:01 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Howdy everyone,

I have a list of probabilities (whose sum is 1.0), each associated 
with an index. I'd like to randomly choose an index based on those 
probabilities. For example, suppose

m = {0.2, 0.4, 0.1, 0.3}

which dictates that index 1 should be selected with prob 0.2, index 2 
with prob 0.4, index 3 with prob 0.1, and index 4 with prob 0.3.

I've already written a function that works, but I think there should 
be a simpler, more elegant, and more efficient way of accomplishing 
this task.

Here's my solution:

randomIndexPick[ m_ ] :=
     Module[ { r, s },
       r = Random[];
       s = Sort[ Thread[ { m, Range[ Length[m] ] } ] ];
       s = Table[ { Sum[ s[[i, 1]], { i, 1, k } ], s[[k, 2]] },
                  { k, 1, Length[m] } ];
       s = Map[ ( { r ¾ First[#], Last[#] } ) &, s ];
       s = Select[ s, ( First[#] ) & ];
       Return[ s[[1, 2]] ] ];

Table[ randomIndexPick[ {0.2, 0.4, 0.1, 0.3} ], {20} ]

{4, 4, 1, 2, 2, 4, 4, 1, 4, 4, 2, 3, 1, 2, 2, 2, 4, 3, 2, 3}

Does anybody have a better solution?

Thanks!
Wagner


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