What is the equivalent of numpy.random.choice for generating a non-uniform random sample based on a user supplied probability?

General Usage
5

You can also use Distributions and rand

julia> using Distributions

julia> a = Categorical([0.2, 0.2, 0.2, 0.2, 0.2])
DiscreteNonParametric{Int64,Float64,Base.OneTo{Int64},Array{Float64,1}}(
support: Base.OneTo(5)
p: [0.2, 0.2, 0.2, 0.2, 0.2]
)


julia> rand(a)
3

rand(a) returns the index of the array with that probability.

If it matters,

julia> @time sample(1:5, ProbabilityWeights([0.2, 0.2, 0.2, 0.2, 0.2]))
  0.000016 seconds (7 allocations: 352 bytes)

julia> @time rand(a)
  0.000005 seconds (4 allocations: 160 bytes)
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