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Question: Choose a number according to a probability distribution

Question:Choose a number according to a probability distribution

Gonzalo Garcia 155 Maple 17
probability statistics
November 05 2018
1

Hello!

Assume we have the first N positive integres, 1,..,N, and we assing to these numbers a (discrete) probability distribution p1,...,pN. Of course, p1+...+pN=1.

Then, How can we select a number in {1,..,N} according to the given probability distribution? That is, the number 1 can be chosen with probability p1, 2 with a probability p2, etc.

Many thanks in advance for your comments.
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