For a certain project, I need to draw samples from a set of a few hundred items. I know about Abigail's Sample.pm, but it is not applicable for this problem: Every item has a probability attached.

My basic idea to do is is to add all items up. Suppose we have three items (1, 2, 3) with probabilites (0.2, 0.3, 0.5). The probabilites add up to 1, and I could just get a random number $r between 0 and 1. If $r < 0.2, then the selection is 1, else if $r < 0.5, the selection is 2, else the selection is 3. The problem is -- this is not very efficient, especially if you have hundreds of items whose probabilities change all the time.

Does anybody have any ideas on how to optimize this?

In reply to Drawing samples from a set by crenz

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