Here is what im trying to do:
Given $n$ arbitrary data points $(x_i, y_i)$ and a distribution, say $N(0,1)$. I need to produce output $(x_i, y^*_i)$ such that $y^*_i$ are weighted versions of $y_i$, where the weights are determined by the given distribution and the weights must sum to $1$.
Are there any good algorithms out there that does this?