My data looks something this (for example):
Salary Age Zip Class 60000 35 5 Yes 50000 52 4 No 10000 25 3 Yes 70000 56 6 Yes 20000 48 1 No
That is, there are several variables (attributes) like salary, age, etc.
I know how to find the distribution of these univariate variables... (for e.g. Gaussian, uniform, etc.)
Correct me if I am wrong, but the distributions are also called marginal PDFs of this multivariate dataset...
I can also find the covariance matrix and correlation in this data (can be easily found from the data).
I need to generate some artificial data which resembles this data. That is, some more tuples like:
Salary Age Zip Class 56000 40 3 Yes 64000 22 1 No
I know how to sample random data following the univariate distributions... That is, I can generate random data for salary, random data for age, etc. individually.
However, since these attributes are correlated, how do I create random data such that it obeys the distribution as well as covariance/correlation?