There are lots of ways to do this, I suppose. Here's what I put together -- with a pesky twist. The weighting is built-in to the set. Just pull a value from set at random and the weighting is a natural outcome.
% define set
set = [-3 -1 -1 -1 -1 1 1 1 1 3];
% get random value from set (with built-in weighting)
set(randi([1 length(set)],1))
