Given a set of data (~5000 values) I'd like to draw random samples from the same distribution as the original data. The problem is there is no way to know for sure what distribution the original data comes from.
It makes sense to use normal distribution in my case, although I'd like to be able to motivate that decision, and of course I also need to estimate the $(\mu,\sigma)$ pair.
Any idea on how to accomplish this, preferably within Java environment. I have been using Apache Commons Math and recently stumbled upon Colt library. I was hoping to get it done without bothering with MATLAB and R.