Scenario: such a random event comprising four cases, the probability of occurrence of each case are: $ \ frac {1} { 2}, \ frac {1} {3}, \ frac {1} {12}, \ frac {1} {12} $ , how to generate sampling methods to meet this probability?
Solution: Alias algorithm, O (1)
Reference links:
[1] Chinese: Mathematics time complexity of O (1) discrete sampling algorithm - Alias method / alias sampling method
【2】英文:Darts, Dice, and Coins: Sampling from a Discrete Distribution