weighted_choice.py

from random import random
from bisect import bisect

def weighted_choice(choices):
    values, weights = zip(*choices)
    total = 0
    cum_weights = []
    for w in weights:
        total += w
        cum_weights.append(total)
    x = random() * total
    i = bisect(cum_weights, x)
    return values[i]

for i in range(100):
    print weighted_choice([
        ('a', 0.1),
        ('b', 0.5),
        ('c', 0.9)
    ]),