Weighted random choice in Python

There are two tiny issues I’d like to address today: first, there is no method in Python’s random module for weighted random choice; second, I haven’t posted anything for too long ;) So, let’s go through a very simple way to implement a function that chooses an element from a list, not uniformly, but using a given weight for each element.

Suppose C\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} C has n\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} n elements numbered from 1 to n\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} n, and let us write:

p=(p1,...,pn)\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} p = (p_1, ..., p_n)

What we have is basically the random.random() function that gives us uniformly at random a floating-point number in [0,1]\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} [0, 1]. Our idea is to partition [0,1]\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} [0, 1] into n\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} n segments of length p1\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} p_1 to pn\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} p_n. This is indeed a partition since p\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} p is a probability distribution and:

i=1npi=1\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} \sum_{i=1}^n p_i = 1

If we draw uniformly at random a point in [0,1]\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} [0, 1], the probability that it ends up in the ith\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} i^{\mathrm{th}} segment is then pi\def\LdG{\dot{L}_G} \def\Ld{\dot{L}} \def\bfA{\boldsymbol{A}} \def\bfB{\boldsymbol{B}} \def\bfC{\boldsymbol{C}} \def\bfD{\boldsymbol{D}} \def\bfE{\boldsymbol{E}} \def\bfF{\boldsymbol{F}} \def\bfG{\boldsymbol{G}} \def\bfH{\boldsymbol{H}} \def\bfI{\boldsymbol{I}} \def\bfJ{\boldsymbol{J}} \def\bfK{\boldsymbol{K}} \def\bfL{\boldsymbol{L}} \def\bfM{\boldsymbol{M}} \def\bfN{\boldsymbol{N}} \def\bfO{\boldsymbol{O}} \def\bfP{\boldsymbol{P}} \def\bfQ{\boldsymbol{Q}} \def\bfR{\boldsymbol{R}} \def\bfS{\boldsymbol{S}} \def\bfT{\boldsymbol{T}} \def\bfU{\boldsymbol{U}} \def\bfV{\boldsymbol{V}} \def\bfW{\boldsymbol{W}} \def\bfX{\boldsymbol{X}} \def\bfY{\boldsymbol{Y}} \def\bfZ{\boldsymbol{Z}} \def\bfalpha{\boldsymbol{\alpha}} \def\bfa{\boldsymbol{a}} \def\bfbeta{\boldsymbol{\beta}} \def\bfb{\boldsymbol{b}} \def\bfcd{\dot{\bfc}} \def\bfchi{\boldsymbol{\chi}} \def\bfc{\boldsymbol{c}} \def\bfd{\boldsymbol{d}} \def\bfe{\boldsymbol{e}} \def\bff{\boldsymbol{f}} \def\bfgamma{\boldsymbol{\gamma}} \def\bfg{\boldsymbol{g}} \def\bfh{\boldsymbol{h}} \def\bfi{\boldsymbol{i}} \def\bfj{\boldsymbol{j}} \def\bfk{\boldsymbol{k}} \def\bflambda{\boldsymbol{\lambda}} \def\bfl{\boldsymbol{l}} \def\bfm{\boldsymbol{m}} \def\bfn{\boldsymbol{n}} \def\bfomega{\boldsymbol{\omega}} \def\bfone{\boldsymbol{1}} \def\bfo{\boldsymbol{o}} \def\bfpdd{\ddot{\bfp}} \def\bfpd{\dot{\bfp}} \def\bfphi{\boldsymbol{\phi}} \def\bfp{\boldsymbol{p}} \def\bfq{\boldsymbol{q}} \def\bfr{\boldsymbol{r}} \def\bfsigma{\boldsymbol{\sigma}} \def\bfs{\boldsymbol{s}} \def\bftau{\boldsymbol{\tau}} \def\bft{\boldsymbol{t}} \def\bfu{\boldsymbol{u}} \def\bfv{\boldsymbol{v}} \def\bfw{\boldsymbol{w}} \def\bfxi{\boldsymbol{\xi}} \def\bfx{\boldsymbol{x}} \def\bfy{\boldsymbol{y}} \def\bfzero{\boldsymbol{0}} \def\bfz{\boldsymbol{z}} \def\calA{\mathcal{A}} \def\calB{\mathcal{B}} \def\calC{\mathcal{C}} \def\calD{\mathcal{D}} \def\calE{\mathcal{E}} \def\calF{\mathcal{F}} \def\calG{\mathcal{G}} \def\calH{\mathcal{H}} \def\calI{\mathcal{I}} \def\calJ{\mathcal{J}} \def\calK{\mathcal{K}} \def\calL{\mathcal{L}} \def\calM{\mathcal{M}} \def\calN{\mathcal{N}} \def\calO{\mathcal{O}} \def\calP{\mathcal{P}} \def\calQ{\mathcal{Q}} \def\calR{\mathcal{R}} \def\calS{\mathcal{S}} \def\calT{\mathcal{T}} \def\calU{\mathcal{U}} \def\calV{\mathcal{V}} \def\calW{\mathcal{W}} \def\calX{\mathcal{X}} \def\calY{\mathcal{Y}} \def\calZ{\mathcal{Z}} \def\d#1{{\rm d}{#1}} \def\defeq{\stackrel{\mathrm{def}}{=}} \def\dim{\rm dim} \def\p{\boldsymbol{p}} \def\qdd{\ddot{\bfq}} \def\qd{\dot{\bfq}} \def\q{\boldsymbol{q}} \def\xdd{\ddot{x}} \def\xd{\dot{x}} \def\ydd{\ddot{y}} \def\yd{\dot{y}} \def\zdd{\ddot{z}} \def\zd{\dot{z}} p_i. Therefore, we can just call random.random(), look where the resulting number falls, and return the corresponding index from the partition. In Python, this becomes:

def weighted_choice(collection, weights):
    assert len(weights) == len(collection)
    assert abs(1. - sum(weights)) < 1e-6
    x = random.random()
    for i, element in enumerate(collection):
        if x <= weights[i]:
            return element
        x -= weights[i]

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