I have a question about simulating data with multivariate normal distribution. I want to generate data for a binary classification problem. Can I generate a subset A with parameters mi_a and sigma_a and assign it class 1, next generate a subset B with parameters mi_b and sigma_b=sigma_a and assign it class 2. And then combine these subsets into one set?
It's okay? Do I have to do it in a different way, such as using marginal distributions?