Biased Random Number Generator

Question

I am looking for a random number generator that can be biased. For instance, say I want a random number between 1-5, with the probability being:

1: Comes up 20% of the time
2: Comes up 10% of the time
3: Comes up 40% of the time
4: Comes up 25% of the time
5: Comes up 5% of the time

Is there anything in the standard library, or other libraries out there that would do this? Alternatively, is there an efficient way to do this myself?