@Markiyan Hirnyk i consider iid entries, "i" for independent (I explicitly wrote that), "id" for identically distributed with respect to N(a,b) (I explicitly wrote that). What other interpretation is possible?

@acer yes the idea is "sample(X,M)"; awesome !

@Kitonum thanks for this simple command.

@Kitonum It's only a toy example. For instance, change   z[1,1]:=1:  with   z[k,k]:=k:  When k=2, I want that the (1,1) entry is z[1,1] and not 1.

@Preben Alsholm Thanks.