In the K (terse) and Q (less terse) languages of KDB+, one can express something like this -

drawfrom:{[spec; vals; n]
mon: 0, sums nmlz spec; idx: mon bin n?1.0; vals[idx] }

Basically this reads -

function drawfrom(spec, vals, n)
mon = partial sums of spec (the cdf after normalizing to 1.0)
generate n random numbers uniformly in [0,1]
idx = array of indexes of each random sample into mon
return the values indexed by idx