Is There A Python Function Similar To Np.random.multivariate_normal That Generates Non-normal Distribution?

Python function np.random.multivariate_normal(mean, cov, n) generates NORMAL random series with given covariance and mean. I would like to generate random series with given covar

Solution 1:

You can reach a random distribution you'd like by mapping a uniform distribution to an inverse CDF function (edit: if it has a closed form CDF, like @pjs mention below) of your distribution.

here is a good SO resource. and here is a good explanation how to do it