I saw some questions on the web how to create non-uniform random
integers in python.

I don't know what the best way is but here is another way that looks
reasonably fast

>>> rvs = np.dot(np.random.multinomial(1, [0.1, 0.2, 0.5, 0.2], 
>>> size=1000000),np.arange(4))

>>> np.bincount(rvs)/1000000.
array([ 0.099741,  0.199943,  0.499317,  0.200999])

Josef
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