Generating samples from singular Gaussian distribution
88211
Generate normally distributed random numbers with non positive-definite covariance matrix
47850
Sample space for mixture of two Normal distributions
7442
completing the square for Gaussian multivariate estimation
12508
Efficient way to generate random points with a predefined lower bound on their pairwise Euclidean distance
156166
PCA of non-Gaussian data
7207
Statistics: sequences of independent and identically distributed random variables
107720
Resampling / simulation methods: monte carlo, bootstrapping, jackknifing, cross-validation, randomization tests, and permutation tests
78936
Constructing a continuous distribution to match $m$ moments
58163
Generating bimodal distributions
87448
Why is a sample covariance matrix singular when sample size is less than number of variables?
129771
Reparametrization trick with non-Gaussian distributions?
81295
Transforming arbitrary distributions to distributions on $[0,1]$
81515
Method for generating correlated non-normal data
37653
Singular covariance matrix in Mahalanobis distance in Matlab
52903
Sum of squares of dependent Gaussian random variables
151447
Convolution of discrete uniform distributions
18671
Subsample of a random sample: random sample?