Simulations from a given distribution

[Martin475]

Hello, from my empirical data I got a distribution that is not normal and I would like to use monte carlo simulations and get random draws from this distribution. Is there anybody who has an idea how to maybe specify this distribution and get some random draws from there?

[startz]

Number your empirical observations 1 through n. Draw a random integer i that's equally likely 1 through n. Then use the ith observation as a draw from your distribution.

[EViews Glenn]

Are the empirical data in series form or do you only have the discrete distribution?