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Could anyone just tell me what does he, mean by at the point $2$, selecting a number according to the probabilities, $p(x_0)$? does he meant to chhose the largest one out of $p_i(x_0), i=1,2,\dots,N$?, let me write, $p_i$ are probability functions $X$, and $\sum_{i=1}^{N} p_i(x)=1\forall x\in X, \sigma_n=1,2,3,\dots, N $, $\omega_{\sigma_n}$ are mappings on $X$. I am also not comfortable with the notation $\sigma_n$.

Thanks for helping. A little example would be fine too.

Marso
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    In the language I used at https://stats.stackexchange.com/a/54894/919, fill a box with tickets variously having labels "$1,$", "$2,$", and so on through "$N$" in relative proportions $p_1(x_0), p_2(x_0), \ldots, p_N(x_0),$ respectively. Mix the tickets thoroughly, blindly draw one out, and read the value $w_{\sigma_1}$ off it. – whuber Mar 10 '19 at 16:26
  • Thanksssssssssssssss – Marso Mar 10 '19 at 18:11

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