My Math 378 professor actually just touched on this algorithm the other day:

1. Take the sum of all the relative weights and call it N
2. Take a random number between 0 and 1, and multiply it by N. Call the new number X.
3. Iterating through each element of the list do the following:
4. Subtract the weight of the element from X.
5. If X went negative, you are sitting on the chosen element, so quit.
6. Otherwise, move to the next element.

Works nicely on both real and integer weights, and doesn't need extra storage to fill up a normalized array with duplicates. Also, the relative weights don't need to be normalized to probabilities.

blokhead