lstDemand = [0, 1000, 2000, 3000, 4000, 5000, 6000]
lstProbability = [.02, .03, .05, .08, .33, .29, .20]

# Python Equivalent of R sample() function
numpy.random.choice(lstDemand, size=1000, replace=True, p=lstProbability)

# lstDemand = the values or options
# size = how many values the output list should have (None = 1)
# replace = sampling with or without replacement
# p = the probability of choosing each corresponding value in lstDemand