function NormaliseByWeight(const Weights: array of Double):
 Types.TDoubleDynArray;
var
 Weight: Double;
 WeightSum: Double;
 Idx: Integer;
begin
 if (System.Length(Weights) = 0) then
 raise SysUtils.EArgumentException.Create('Array of weights is empty');
 WeightSum := 0.0;
 for Weight in Weights do
 begin
 if Math.Sign(Weight) = Math.NegativeValue then
 raise SysUtils.EArgumentException.Create('Weights must all be >= 0');
 WeightSum := WeightSum + Weight;
 end;
 if Math.IsZero(WeightSum) then
 raise SysUtils.EArgumentException.Create('Sum of weights can''t be zero');
 System.SetLength(Result, System.Length(Weights));
 for Idx := 0 to Pred(System.Length(Weights)) do
 Result[Idx] := Weights[Idx] / WeightSum;
end;