Lea – Discrete probability distributions in Python
code.google.com
code.google.com
alea.py
clea.py
dlea.py
flea.py
ilea.py
lea.py
olea.py
plea.py
tlea.py
Also if anyone is interested in floating point weights, look at the alias method. Good tutorial here: http://www.keithschwarz.com/darts-dice-coins/EDIT: User rawnlq beat me to mentioning the alias method. I second the recommendation.
Thus, I think Lea looks very helpful for certain use-cases related to discrete probability. Great!
[1] http://en.wikipedia.org/wiki/Alias_method or http://www.keithschwarz.com/darts-dice-coins/