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Sampling from the multivariate normal distribution
SAS/IML software is often used for sampling and simulation studies. For simulating data from univariate distributions, the RANDSEED and RANDGEN subroutines suffice to sample from a wide range of distributions. (I use the terms "sampling from a distribution" and "simulating data from a distribution" interchangeably.) For multivariate simulations, the IMLMLIB
