Discrete sampling algorithm --- Alias sampling methods

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

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Origin www.cnblogs.com/nxf-rabbit75/p/11366077.html