I'm attempting to implement a numerical approximation to assess the frequency of outcomes given $N$ independent random variables. There is a slight twist however, each $N$ has a weight,
Each variable has the form:
$f_n=\{probability, weight\}$
I'm having difficulty confirming what the result should be. Here's an example.
$f_1=\{0.6,7\}$
$f_2=\{0.5, 4\}$
$f_3=\{0.4, 5\}$
My objective is to calculate the probability of each permutation's sum of weights; so given 3 functions, there are 8 permutations:
Sum of Weights: Likelihood
0: 912.66%03%
4: 1411.26%98%
5: 68.47%02%
7: 1417.44%98%
9: 98.59%04%
11: 21.44%18%
12: 912.71%02%
16: 1411.43%93%
Are these outcomes correct? Maybe there is a closed solution that doesn't require monte carlo methods?