How to reuse and reconstruct c++ discrete_distribution in class?

I am writing a discrete distribution random number generator in a c++ class. The requirements are:

1. I don't want to create a discrete_distribution object each time I use it. I know distribution object is lightweight, but my weight array is so long that the overload is still too high. Also, I need to use the distribution object in different functions in this class.
2. I need to change the distribution (weight array) from time to time
3. I don't know the exact distribution (weight array) when the class is constructed

Currently I have two solutions, after initialize random number engine with random_device rd; mt19937 engine; in class and engine(rd()) in initialize list.

One is to create the discrete_distribution object with discrete_distribution<> *d=new discrete_distribution<>(weight_array,weight_array+weight_array_size) and store the pointer in the class. Each time I call (*d)(engine) to generate a random number, and I just need to delete the distribution and make a new one to update the weight array.

Another way is to define discrete_distribution<> d in class and update weight array with d=discrete_distribution<>(weight_array,weight_array+weight_array_size), so that we can generate random number with d(engine) and don't need to worry about pointers.

But it seems that both ways are not classical way to use c++ objects. Are they wrong? Are there any drawbacks to write code this way?

Thanks