CategoricalDistribution

CategoricalDistribution[{c1, c2, ...}] represents a uniform categorical distribution over classes c1, c2, etc.

CategoricalDistribution[{c1, c2, ...}, {w1, w2, ...}] represents a categorical distribution over classes ci with weights wi.

CategoricalDistribution[{{a1, a2, ...}, {b1, b2, ...}, ...}] represents a uniform multivariate categorical distribution over the Cartesian product domain.

Examples

Create a uniform categorical distribution:

dist = CategoricalDistribution[{"a", "b", "c"}];
RandomVariate[dist, 5]
(* {"b", "a", "c", "a", "b"} *)

Create a weighted categorical distribution:

dist = CategoricalDistribution[{"red", "green", "blue"}, {0.5, 0.3, 0.2}];
PDF[dist, "red"]
(* 0.5 *)

Please visit the official Wolfram Language Reference for more details.