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![Generate random uniform points in an ellipse](https://blogs.sas.com/content/iml/files/2023/08/randEllipse3-640x336.png)
I have previously written about how to efficiently generate points uniformly at random inside a sphere (often called a ball by mathematicians). The method uses a mathematical fact from multivariate statistics: If X is drawn from the uncorrelated multivariate normal distribution in dimensiond, then S = r*X / ||X|| has