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;